18 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	7e92e6592a	backtest: add test case for testing order update callbacks	2022-06-07 19:36:55 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	0c09e6b32a	use global timeInForce type	2022-02-18 13:52:13 +08:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
c9s	f692ef2c31	realign account fields	2021-12-05 12:23:27 +08:00
c9s	ffa001fc29	fix quantity format	2021-02-11 00:21:56 +08:00
c9s	69a33b6400	fix and improve backtest	2020-11-10 14:18:04 +08:00
c9s	ded89e099f	refactor simple price matching	2020-11-09 03:17:02 +08:00
c9s	f69c87b3a8	fix fee calculation and add account balance checking	2020-11-08 21:52:44 +08:00
c9s	f3571b9832	fix tests	2020-11-07 20:18:11 +08:00
c9s	3778adc8c8	implement SimplePriceMatching engine	2020-11-07 16:08:20 +08:00