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 |
|