269 Commits

Author	SHA1	Message	Date
c9s	217499528d	binance: refactor binance depthBuffer with depth query	2021-12-25 02:14:49 +08:00
c9s	7e7115b18f	replace binance.depthFrame with the extracted depth.Buffer	2021-12-25 02:14:49 +08:00
c9s	49e516b80e	backtest: allocate public exchange (with empty key secret) for backtesting	2021-12-24 00:24:19 +08:00
c9s	f5bbe29ac6	cmd: fix debug flag loading and add debug log to cache function	2021-12-23 23:02:07 +08:00
c9s	e76dd1cbc4	kucoin: fix kline parsing and subscription	2021-12-23 17:49:18 +08:00
c9s	e2415857b0	cmd: graceful close the connection	2021-12-23 17:49:18 +08:00
c9s	562c287a4e	all: move publicOnly to StandardStream	2021-12-23 17:49:18 +08:00
c9s	fd8b97b2ad	cmd: use log category	2021-12-23 17:49:18 +08:00
TonyQ	75633dbf09	exchange/okex : implement bookticker for okex , #388	2021-12-23 12:42:13 +08:00
c9s	bd5e956892	add kucoin to the exchange factory	2021-12-22 01:28:16 +08:00
TonyQ	16933555b8	backtest : auto sync missing range	2021-12-15 01:26:05 +08:00
TonyQ	20b03fe4a5	exchange: fix ftx for wrong last kline issue	2021-12-15 00:07:54 +08:00
Yo-An Lin	6c6eb252cc	Merge pull request #363 from tony1223/feature/355-ftx-backtest	2021-12-14 16:09:16 +08:00
TonyQ	8eb3eede82	fix backtest (with review)	2021-12-14 16:02:54 +08:00
なるみ	f494a0f514	Initial commit of rebalance strategy	2021-12-13 05:19:44 +08:00
c9s	06262f0172	check sync from time with start time instead of end time	2021-12-09 15:57:12 +08:00
c9s	61817e1e83	add startPrice and lastPrice in the backtest report ... closes #321	2021-12-09 11:58:19 +08:00
c9s	a0f46bf9b8	improve error checking, avoid using panic inside the constructor	2021-12-08 23:30:58 +08:00
Yo-An Lin	3fb6d204aa	Fix pointer check	2021-12-07 18:52:24 +08:00
c9s	5ef1ee927b	improve the error message	2021-12-07 15:23:09 +08:00
c9s	f1e3cc6049	add strict start time, sync time checking for preventing back-test failure ... related to #311	2021-12-07 15:21:37 +08:00
c9s	132fe893e1	use stderr for verbose log	2021-12-07 14:45:20 +08:00
c9s	0472b7f21e	avoid recording trades in backtest by default ... introducing a RecordTrades option	2021-12-06 01:42:53 +08:00
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
TonyQ	bd325f02a5	add force parameter for backtest	2021-12-04 16:18:51 +00:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	ed1d0ea27e	add xnav strategy	2021-10-29 10:40:14 +08:00
c9s	a6848a6af4	add strategy/techsignal	2021-10-14 14:24:08 +08:00
c9s	4c061439d3	rename buyandhold to pricedrop	2021-10-14 13:10:00 +08:00
c9s	768a88247b	rename bpp to bollpp (bollinger pingpong)	2021-10-14 12:52:54 +08:00
c9s	6e7f12ca9f	rename trailingstop to emastop	2021-10-14 12:04:56 +08:00
c9s	764a8be46a	adjust grid backtest parameters	2021-10-13 10:43:56 +08:00
c9s	45c875fe7c	bbgo: improve trade collect process	2021-10-05 21:30:06 +08:00
c9s	e8f0cbcff8	cmd: register etf strategy	2021-08-26 11:31:52 +08:00
c9s	5cf134a756	cmd: add account cmd --total option	2021-07-06 12:19:59 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	b430128ba1	okex: fix okex order cancellation	2021-05-28 03:05:59 +08:00
c9s	777701c0cb	add userdatastream cmd for testing private stream	2021-05-28 00:47:34 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
c9s	29ad95a639	add okex to the valid exchange name	2021-05-27 00:29:16 +08:00
c9s	4ded82c94e	pull out types.Exchange interfaces to make it minimal	2021-05-27 00:05:43 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	d1ad802806	improve trade command output layout	2021-05-19 17:54:30 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	34106cf65e	add cpu profile option	2021-05-18 15:38:22 +08:00
c9s	b8139e6e86	add xarb strategy	2021-05-18 10:19:35 +08:00