c9s
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1617005114
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pivotshort: fix pivotshort trigger condition
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2022-06-28 23:47:34 +08:00 |
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Yo-An Lin
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cb1ad3a89b
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Merge pull request #775 from c9s/fix/backtest-order-cancel-test
test: backtest: add order cancel test case
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2022-06-28 18:34:52 +08:00 |
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c9s
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1156e15cfe
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backtest: add order cancel test case
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-28 18:25:51 +08:00 |
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Yo-An Lin
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ee59fc447d
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Merge pull request #773 from c9s/fix/backtest-taker-order
fix: fix backtest taker order execution
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2022-06-28 18:13:22 +08:00 |
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c9s
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c0f8bb9a2d
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backtest: do not change the backtest order price
- apply the last price on the executed trade
- add more tests
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2022-06-28 17:43:51 +08:00 |
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Yo-An Lin
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74d74a2d0f
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Merge pull request #772 from c9s/fix/backtest-stop-order
backtest: fix stop order backtest, add more test cases and assertions
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2022-06-28 15:30:19 +08:00 |
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c9s
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81ed5bff4f
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backtest: refactor calculateNativeOrderFee and add test case
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2022-06-28 15:29:01 +08:00 |
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c9s
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abee61cdc4
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backtest: fix stop order backtest, add more test cases and assertions
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2022-06-28 14:35:06 +08:00 |
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Yo-An Lin
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f2a642b165
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Merge pull request #770 from c9s/fix/backtest-stop-limit
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2022-06-28 04:08:28 +08:00 |
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c9s
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09e98eed82
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backtest: handle stop market and add test case
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 20:49:55 +08:00 |
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c9s
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34900776f6
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pivotshort: reformat code
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2022-06-27 19:54:58 +08:00 |
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c9s
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dec02296a3
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backtest-report: show order tag in the mark
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 19:53:43 +08:00 |
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c9s
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10d5a8a4f2
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backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 19:48:14 +08:00 |
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c9s
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9631a2e551
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fix segment control default value
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 18:26:26 +08:00 |
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c9s
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11dacbc2cd
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show order tag in the order list
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2022-06-27 18:20:26 +08:00 |
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c9s
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2784408b8b
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add submit order tag
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2022-06-27 18:17:57 +08:00 |
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c9s
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2953518af9
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add limit to the order table
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2022-06-27 18:17:46 +08:00 |
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c9s
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b97ec7bb1e
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pivotshort: remove unused struct
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2022-06-27 18:14:12 +08:00 |
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Yo-An Lin
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3ea94871b0
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Merge pull request #769 from c9s/feature/time-range-picker
backtest-report: sort intervals
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2022-06-27 18:14:01 +08:00 |
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c9s
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95d7be25a7
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sort intervals
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2022-06-27 17:31:00 +08:00 |
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Yo-An Lin
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61582e4651
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Merge pull request #768 from c9s/feature/time-range-picker
feature: backtest: add ohlc legend
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2022-06-27 17:06:38 +08:00 |
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c9s
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e5251400a4
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add ampl and change percentage
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2022-06-27 16:56:31 +08:00 |
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c9s
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ec86d49135
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add price change and improve time format
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2022-06-27 16:50:01 +08:00 |
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c9s
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c9aed1e21b
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backtest: fix empty data format
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 16:40:44 +08:00 |
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c9s
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f12e173254
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backtest: remove debug log
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 16:40:04 +08:00 |
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c9s
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8db6c5e278
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add ohlc legend
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2022-06-27 16:39:46 +08:00 |
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c9s
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a90b6bd1f5
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refactor TradingViewChart
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2022-06-27 16:24:00 +08:00 |
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c9s
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ec3ac4e077
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backtest: pull out OrderListTable
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2022-06-27 16:17:06 +08:00 |
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Yo-An Lin
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3e7d03dfa7
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Merge pull request #766 from c9s/feature/time-range-picker
backtest-report: add time range slider
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2022-06-27 16:01:57 +08:00 |
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c9s
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dfdfd6b85e
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types: use pointer receiver for submit order
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 15:56:09 +08:00 |
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c9s
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94ad8a5096
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gross loss and gross profit
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2022-06-27 14:40:49 +08:00 |
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c9s
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278a9e90e7
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disable lastValueVisible
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2022-06-27 14:38:11 +08:00 |
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c9s
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1987f8c55d
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improve time range slider format
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2022-06-27 14:05:08 +08:00 |
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c9s
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94a70f4fbe
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add time range slider
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2022-06-27 13:49:05 +08:00 |
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Yo-An Lin
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0ad63b55d3
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Merge pull request #765 from c9s/strategy/pivotshort
improve: backtest-report layout improvements, EMA indicators and fixed the clean up issue
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2022-06-27 02:44:37 +08:00 |
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c9s
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30079feb1e
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backtest-report: add Show Canceled orders option
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2022-06-27 02:37:01 +08:00 |
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c9s
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2eca045245
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backtest-report: add order list table and support visible range selection
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 02:31:34 +08:00 |
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c9s
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f16fad4ca1
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backtest-report: add order list table
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 02:05:21 +08:00 |
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c9s
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2fd7af1a90
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fix resizeObserver clean up issue
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2022-06-27 01:42:12 +08:00 |
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c9s
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8f04423ee6
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backtest-report: add ema indicators
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2022-06-27 01:26:46 +08:00 |
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c9s
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fa211a27bc
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backtest-report: add checkbox to switch average cost and base line
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2022-06-27 00:24:15 +08:00 |
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Yo-An Lin
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fc5a753933
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Merge pull request #764 from c9s/strategy/pivotshort
strategy/pivotshort: refactor exit methods and add protection stop exit method
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2022-06-27 00:20:11 +08:00 |
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c9s
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d46954a4b1
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fix SimplePriceMatching test
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-27 00:13:57 +08:00 |
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c9s
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a9ab77f6d3
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backtest-report: use segment control
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2022-06-27 00:10:58 +08:00 |
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c9s
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1557423229
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pivotshort: improve useQuantityOrBaseBalance and add bounce short check
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2022-06-26 19:45:37 +08:00 |
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c9s
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4d862a4286
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pivotshort: remove market trade debug
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2022-06-26 19:29:01 +08:00 |
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c9s
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e1a9df0a2d
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pivotshort: add safety check
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2022-06-26 19:20:46 +08:00 |
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c9s
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279bb66a4d
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update config structure
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2022-06-26 19:20:46 +08:00 |
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c9s
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3604bae933
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pivotshort: pull out stop price check to a single method
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2022-06-26 19:06:16 +08:00 |
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c9s
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ef31e90728
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pivotshort: clean up
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-06-26 16:32:48 +08:00 |
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