Commit Graph

73 Commits

Author SHA1 Message Date
c9s
359b3c56b4 move files 2020-10-26 16:15:30 +08:00
c9s
19f259111d improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
c9s
cd666fdf9e pull out db parameter from the constructor 2020-10-26 15:06:39 +08:00
c9s
332ca7ffe8 make trade sync optional 2020-10-26 13:48:59 +08:00
c9s
931c646fde configure notifier and make slack notification optional 2020-10-26 13:40:43 +08:00
c9s
145264aae4 cancel orders and re-submit maker orders 2020-10-26 00:26:17 +08:00
c9s
de11ef10f5 return created order objects from SubmitOrders method 2020-10-25 19:22:22 +08:00
c9s
308427416a Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
2020-10-25 19:22:22 +08:00
c9s
cd28fb8771 unmarshal imports into config 2020-10-23 14:49:54 +08:00
c9s
6b0f2b80d7 add multiple spec support 2020-10-23 00:21:03 +08:00
c9s
aea6a7c03d integrate AverageCostPnLReporter 2020-10-22 15:57:50 +08:00
c9s
897d882c35 update Notifiability interface 2020-10-22 14:45:15 +08:00
c9s
ea3e9e7d05 add per-session-based trade reporter 2020-10-22 10:54:03 +08:00
c9s
678e4ef4ab add trade reporter 2020-10-22 10:47:54 +08:00
c9s
a714af739a implement TradeReporter 2020-10-21 19:52:55 +08:00
c9s
b1a9a66dba assign account and stream when allocating session object 2020-10-21 17:42:37 +08:00
c9s
1f71fa623c add channel argument to the notify method 2020-10-21 17:10:47 +08:00
c9s
58265d14f9 move cmdutil package 2020-10-21 15:58:58 +08:00
c9s
4ee10de40f add LoadedCrossExchangeStrategies loader api 2020-10-20 14:21:46 +08:00
c9s
2fbf19455e implement strategy yaml loader 2020-10-20 13:52:25 +08:00
c9s
a08aebaa17 bbgo: add SetTradeScanTime method 2020-10-20 13:11:04 +08:00
c9s
3b3df77ec3 clean up the legacy context struct 2020-10-20 12:24:30 +08:00
c9s
752fdf5c80 document WithCache function 2020-10-20 12:22:18 +08:00
c9s
2bbee6671a make the first arg of WithCache as a key var 2020-10-20 12:18:29 +08:00
c9s
40c697275d query market config with cache 2020-10-20 12:11:44 +08:00
c9s
180bfff558 loadedSymbols is not used in the init method 2020-10-20 11:49:18 +08:00
c9s
f6c1ed67e6 add CacheDir function 2020-10-20 11:48:44 +08:00
c9s
f62f3b8a02 define HomeDir and SourceDir helper functions 2020-10-20 11:46:44 +08:00
c9s
fc687f3174 max: implement kline event parser for websocket 2020-10-19 22:46:34 +08:00
c9s
d68564de28 improve logging 2020-10-19 22:26:43 +08:00
c9s
822e4c2703 receive trade in value instead of pointer 2020-10-19 22:06:43 +08:00
c9s
292dd2492a add comment for loadedSymbols 2020-10-19 22:02:05 +08:00
c9s
a4b872fc8b clean up init and connect phase 2020-10-19 22:00:44 +08:00
c9s
6d6e79eab3 fix session initialization issue 2020-10-19 21:58:50 +08:00
c9s
c1590786e8 integrate orderbook updates to market data store 2020-10-18 20:44:12 +08:00
c9s
75115774f6 rename kline store to market data store back 2020-10-18 20:44:12 +08:00
c9s
f9940a9c2f rename market data store to kline store 2020-10-18 12:32:43 +08:00
c9s
f826bb014a make markets field private 2020-10-18 12:30:13 +08:00
c9s
dab264a4ad add more accessors to exchange session, so that we can make it as an interface 2020-10-18 12:29:38 +08:00
c9s
168cb355fc add accessor to MarketDataStore 2020-10-18 12:27:11 +08:00
c9s
7d7828a556 move commented code 2020-10-18 12:25:08 +08:00
c9s
d2ba9cc4c3 move backtest related component to backtest package 2020-10-18 12:24:21 +08:00
c9s
028aef9402 move marketdata store to store package 2020-10-18 12:23:00 +08:00
c9s
90515855eb move MovingAverageIndicator 2020-10-18 11:37:01 +08:00
c9s
a1c027471e remove more empty files 2020-10-18 11:35:40 +08:00
c9s
d011bf275e move stock_test file and testdata 2020-10-18 11:34:36 +08:00
c9s
cbeb809b22 delete empty pnl file 2020-10-18 11:33:58 +08:00
c9s
c878de10bf delete empty market.go file 2020-10-18 11:33:43 +08:00
c9s
0d9c0bd51b move cost distribution to the accounting package 2020-10-18 11:33:13 +08:00
c9s
985e02c57a delete empty file 2020-10-18 11:31:44 +08:00