c9s
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20e61d5b5c
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types: extend order fields for futures
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2021-12-08 19:36:57 +08:00 |
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c9s
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b71d0f5b6e
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bump version to v1.19.4
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2021-12-08 17:27:08 +08:00 |
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c9s
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d52edce40b
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fix markets info cache
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2021-12-08 17:26:43 +08:00 |
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c9s
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08a264d4eb
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add futures exchange check in the markets cache
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2021-12-07 21:29:40 +08:00 |
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c9s
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245905a25a
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remove unnecessary parent node assignment
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2021-12-07 21:23:43 +08:00 |
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c9s
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f716dd12c0
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re-arrange rb node fields for alignment
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2021-12-07 21:22:11 +08:00 |
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c9s
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fb2204a86d
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share one neel object for all rbtree
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2021-12-07 21:21:30 +08:00 |
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c9s
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aa21ea874a
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make rbtree properties in lower case
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2021-12-07 21:16:40 +08:00 |
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Yo-An Lin
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3fb6d204aa
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Fix pointer check
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2021-12-07 18:52:24 +08:00 |
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c9s
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da8b15d817
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bump version to v1.19.3
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2021-12-07 16:16:25 +08:00 |
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c9s
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5c23dfb14f
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bump version to v1.19.3
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2021-12-07 16:16:02 +08:00 |
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c9s
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a6604174d9
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bump version to v1.19.3
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2021-12-07 16:15:12 +08:00 |
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c9s
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f61f89da65
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bump version to v1.19.3
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2021-12-07 16:15:00 +08:00 |
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c9s
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85b5c760ea
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bump version to v1.19.3
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2021-12-07 16:14:32 +08:00 |
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c9s
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ecd67cf23e
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bump version to v1.19.3
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2021-12-07 16:14:23 +08:00 |
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c9s
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70017101bb
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bump version to v1.19.3
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2021-12-07 16:12:41 +08:00 |
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c9s
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1ff02b08ce
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add release note
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2021-12-07 16:12:35 +08:00 |
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c9s
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ccd9d8c466
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improve makefile for version target
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2021-12-07 16:10:49 +08:00 |
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c9s
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522d1bd8bf
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bump version to 1.19.3
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2021-12-07 16:03:32 +08:00 |
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c9s
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1de4e5ee4c
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grid: fix parameter checking for fixed amount
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2021-12-07 15:37:37 +08:00 |
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c9s
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5ef1ee927b
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improve the error message
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2021-12-07 15:23:09 +08:00 |
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c9s
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f1e3cc6049
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add strict start time, sync time checking for preventing back-test failure
related to #311
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2021-12-07 15:21:37 +08:00 |
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c9s
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132fe893e1
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use stderr for verbose log
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2021-12-07 14:45:20 +08:00 |
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c9s
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ca3f438288
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show symbol name in the error message
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2021-12-07 14:35:00 +08:00 |
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c9s
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ac08e9d3c2
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bump version to v1.19.2
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2021-12-06 18:34:27 +08:00 |
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c9s
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af837ea237
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do not omit empty for field feeInUSD
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2021-12-06 13:36:38 +08:00 |
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c9s
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5d6bd5a964
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not to omit empty all fields
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2021-12-06 13:34:39 +08:00 |
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c9s
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634ce6180b
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avoid using panic when order cancel failed
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2021-12-06 13:32:08 +08:00 |
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c9s
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744af85a94
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bump version to v1.19.1
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2021-12-06 13:32:08 +08:00 |
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c9s
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93761ba5d9
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bump version to v1.19.0
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2021-12-06 01:51:34 +08:00 |
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c9s
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aeeecba8dc
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support different time format for backtesting
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2021-12-06 01:50:50 +08:00 |
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c9s
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0472b7f21e
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avoid recording trades in backtest by default
introducing a RecordTrades option
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2021-12-06 01:42:53 +08:00 |
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c9s
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85bb9f214e
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grid: disable trade marking
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2021-12-06 01:34:08 +08:00 |
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c9s
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5929385a2e
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bump version to v1.18.5
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2021-12-06 01:08:04 +08:00 |
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c9s
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474be4e815
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support json output for backtesting
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2021-12-06 01:05:33 +08:00 |
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c9s
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1e151a170a
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add JSON method to the pnl report
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2021-12-06 00:47:41 +08:00 |
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c9s
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0c6055a201
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add json tag for AverageCostPnlReport
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2021-12-06 00:46:50 +08:00 |
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c9s
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3615477d8f
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backtest: allocate matching books from the exchange constructor
also adds the mutex for trades and closed orders
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2021-12-06 00:38:36 +08:00 |
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c9s
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3d536efec8
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types: extend FuturesSettings fields for isolated margin
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2021-12-05 16:47:01 +08:00 |
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c9s
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c8ba2e59e3
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types: reformat account usd cal expression
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2021-12-05 16:28:30 +08:00 |
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c9s
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91f26cc501
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types: add account types for futures
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2021-12-05 16:28:19 +08:00 |
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c9s
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0431014867
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bump version to v1.18.4
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2021-12-05 12:25:06 +08:00 |
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c9s
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b301ea549a
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adjust default rate to DefaultFeeRate 0.075%
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2021-12-05 12:24:51 +08:00 |
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c9s
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f692ef2c31
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realign account fields
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2021-12-05 12:23:27 +08:00 |
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c9s
|
44d7055809
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fix backtest fee rate calculation
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2021-12-05 12:10:45 +08:00 |
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c9s
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4d7fe7f37d
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call matchingBooksMutex when assigning matching book
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2021-12-05 12:06:36 +08:00 |
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c9s
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dac1967e2f
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bump version to v1.18.3
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2021-12-05 12:03:53 +08:00 |
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c9s
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298e981de0
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bump version to v1.18.2
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2021-12-05 12:01:37 +08:00 |
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c9s
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df683bdf56
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use position to calculate the pnl
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2021-12-05 02:17:15 +08:00 |
|
Yo-An Lin
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9d38dc2c87
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Merge pull request #297 from tony1223/bug/261-default-notification
fix #261 provide default config for notification setting
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2021-12-05 01:17:04 +08:00 |
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