132 Commits

Author	SHA1	Message	Date
c9s	1156e15cfe	backtest: add order cancel test case ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-28 18:25:51 +08:00
c9s	c0f8bb9a2d	backtest: do not change the backtest order price ... - apply the last price on the executed trade - add more tests	2022-06-28 17:43:51 +08:00
c9s	81ed5bff4f	backtest: refactor calculateNativeOrderFee and add test case	2022-06-28 15:29:01 +08:00
c9s	abee61cdc4	backtest: fix stop order backtest, add more test cases and assertions	2022-06-28 14:35:06 +08:00
c9s	09e98eed82	backtest: handle stop market and add test case ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 20:49:55 +08:00
c9s	10d5a8a4f2	backtest: fix stop limit order matching ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:48:14 +08:00
c9s	d46954a4b1	fix SimplePriceMatching test ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 00:13:57 +08:00
c9s	47677e303f	pivotshort: refactor take profit and stop loss methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:13:58 +08:00
c9s	4c02d8f729	implement QueryOrder on the backtest exchange	2022-06-26 16:10:10 +08:00
c9s	66f923ad0d	backtest: add kline fixture generator ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-25 17:55:31 +08:00
c9s	118928d388	implement kline fixture generator	2022-06-25 17:52:37 +08:00
zenix	a5ffca7fe8	fix: gosimple alert	2022-06-17 20:19:51 +09:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
zenix	f5007752b2	feature: add heikinashi support	2022-06-17 10:58:32 +09:00
c9s	69fc6ca252	backtest: add fee token support	2022-06-12 03:55:02 +08:00
c9s	2e8f9c3ad8	backtest: fix fee calculation	2022-06-12 03:45:47 +08:00
c9s	77eb5da7b7	clean up type conversion	2022-06-09 15:50:06 +08:00
c9s	1d8cd2d604	improve kline matching error	2022-06-09 12:34:22 +08:00
c9s	7f07852086	fix filled market order update event duplicated trigger	2022-06-07 20:27:11 +08:00
c9s	7e92e6592a	backtest: add test case for testing order update callbacks	2022-06-07 19:36:55 +08:00
c9s	cb4c879942	backtest: copy the order object for updating status	2022-06-06 06:24:25 +08:00
zenix	c6bad0ba08	fix: tv chart, price direction in backtest	2022-05-25 01:48:14 +09:00
zenix	99122f44bc	fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34	2022-05-24 23:05:01 +09:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	960f967c34	aggregate total profit and total unrealized profit	2022-05-19 18:45:45 +08:00
c9s	fd45f801e2	improve embed tool	2022-05-19 10:49:26 +08:00
c9s	40b3192e55	use config.GetAccount to avoid error	2022-05-19 10:04:03 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
c9s	b51d6b4ba1	refactor report structure and rewrite manifest paths	2022-05-17 22:59:34 +08:00
c9s	06e2902e5e	add file lock for report index	2022-05-17 22:41:39 +08:00
c9s	620e465bcf	refactor symbol report	2022-05-17 22:31:50 +08:00
c9s	b5f9f86944	define DefaultBacktestAccount	2022-05-17 18:45:06 +08:00
c9s	6acd426f07	refactor backtest report index function	2022-05-17 18:25:05 +08:00
c9s	1cc4c69c66	move and refactor functions	2022-05-17 18:23:09 +08:00
c9s	6c0165afe4	add report index file	2022-05-17 18:10:37 +08:00
c9s	e651b9d36f	fix kline dumper	2022-05-17 01:33:44 +08:00
c9s	f99e874072	add tsv writer	2022-05-17 01:33:43 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
c9s	4e4912ebdc	backtest: update order update time when new trade happen	2022-05-11 15:04:11 +08:00
c9s	11d0823782	cmd: refactor back-test command	2022-05-11 13:59:44 +08:00
c9s	5f68064ac6	pull out writeJsonFile function	2022-05-10 18:27:23 +08:00
c9s	24464fdcb6	define ManifestEntry type	2022-05-10 14:23:11 +08:00
c9s	867047a1a2	backtest: improve manifest struct	2022-05-10 14:21:19 +08:00
c9s	6fbb082d5f	support manifest json encoding in backtest report	2022-05-10 14:05:44 +08:00
c9s	7b17b1a757	integrate state recorder	2022-05-10 13:31:23 +08:00
c9s	185a8279b2	implement state recorder	2022-05-10 12:44:51 +08:00
c9s	5b443f0aeb	add start time and end time to the report struct	2022-05-10 01:06:16 +08:00
c9s	bff73a3a80	format backtest report session name	2022-05-09 19:27:02 +08:00