241 Commits

Author	SHA1	Message	Date
c9s	09d712416f	add json struct tags	2021-01-20 16:15:34 +08:00
c9s	617f5119fd	test trade profit calculation	2021-01-20 16:14:02 +08:00
c9s	169af63846	add more position tests	2021-01-20 16:10:20 +08:00
c9s	34148948ab	add position and its tests	2021-01-20 16:08:14 +08:00
c9s	d3f6841a27	improve sync command for margin trades and orders	2021-01-20 01:46:17 +08:00
c9s	f8a9610222	pass isolated margin symbol	2021-01-19 23:31:04 +08:00
c9s	d4774f5f0e	add IsolatedMargin option	2021-01-19 23:31:04 +08:00
c9s	310943d010	add isolated margin symbol option	2021-01-19 23:31:04 +08:00
c9s	e8fec434b5	cast exchange instance to margin exchange interface	2021-01-19 23:31:04 +08:00
c9s	3199c63d62	add margin mode	2021-01-19 23:31:04 +08:00
c9s	4002ec80d6	add public only field to the session config struct	2021-01-19 23:31:04 +08:00
c9s	d04e1e7816	refactory sync command and upgrade db automatically	2021-01-14 15:10:11 +08:00
c9s	2699c32b38	add rockhopper	2021-01-13 23:53:36 +08:00
c9s	653eba73c5	improve session error message	2021-01-09 19:47:21 +08:00
c9s	4a1af6f362	add check for PersistenceServiceFacade	2021-01-09 19:44:45 +08:00
c9s	93d71b5300	bbgo: session log error	2021-01-09 19:40:31 +08:00
c9s	92ab7e125a	improve RegisterStrategy method to register strategy between cross and single	2020-12-31 17:14:47 +08:00
c9s	25eab8e95f	adjust log	2020-12-29 18:32:51 +08:00
c9s	f485c1ba7f	fix grid strategy order placing	2020-12-29 18:18:32 +08:00
c9s	275aa9494a	support canceling orders on max	2020-12-29 16:00:03 +08:00
c9s	9223b2ba47	move FormatOrder to ExchangeSession since it depends on Market	2020-12-21 13:47:40 +08:00
c9s	3eae58322a	add trade update callbacks and order update callbacks to order executor	2020-12-21 13:40:23 +08:00
c9s	728bf5fc81	bbgo: move some logs to debug level	2020-12-15 14:14:44 +08:00
c9s	0222c33330	fix kline tail method	2020-12-08 10:26:20 +08:00
c9s	9eaf69388c	add fixedpoint json marshaling	2020-12-07 23:03:06 +08:00
c9s	4addf65f64	support memory persistence	2020-12-07 12:03:56 +08:00
c9s	2d98336fb6	implement Persistent API for strategy	2020-12-07 11:44:41 +08:00
c9s	341f735bc3	configure ConfigurePersistence if it's defined	2020-12-07 11:44:41 +08:00
c9s	a01f83ab15	add persistence config and tests	2020-12-07 11:44:41 +08:00
c9s	b843388483	only query subscribed kline intervals	2020-12-07 11:44:23 +08:00
c9s	62a541fb27	rename preload to loadBuildConfig	2020-12-07 11:44:23 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00
c9s	900f822559	improve and fix ewma calculation	2020-12-05 13:32:41 +08:00
c9s	ef03c0cf20	separate Run and CrossRun ... so that we mount one strategy as cross strategy or single exchange strategy	2020-12-03 09:31:40 +08:00
c9s	4f399ebb9f	fix stop price formating	2020-12-03 09:25:47 +08:00
c9s	d38b16fb3e	fix cross exchange strategy subscription	2020-12-02 22:44:41 +08:00
c9s	d226ec2e01	change field names to lower case so that we can use shorter name for the accessors	2020-12-02 22:21:13 +08:00
c9s	e57b9f235b	add quota	2020-11-23 16:47:36 +08:00
c9s	914d5cdc94	try to keep all orders from order store	2020-11-17 15:53:46 +08:00
c9s	ed6d6342e7	fix account currency translation	2020-11-17 14:24:26 +08:00
c9s	cc3da5b678	pass order id for order store exists	2020-11-17 08:53:22 +08:00
c9s	f4512f031c	improve cross exchange strategy mounting behavior and add fixedpoint atomic ops	2020-11-17 08:19:22 +08:00
c9s	ded970f5a4	imporve CrossExchange subscription handling	2020-11-15 13:27:33 +08:00
c9s	94aaaf21b0	improve wrapper binary invocation	2020-11-15 13:23:26 +08:00
c9s	cd283f2c28	remove unused logger field	2020-11-12 17:30:21 +08:00
c9s	8cc1c589a1	fix waitgroup counting	2020-11-12 14:59:47 +08:00
c9s	fc9409673f	add graceful shutdown	2020-11-12 14:50:21 +08:00
c9s	35a5b61f60	add local active orderbook callback files	2020-11-11 23:19:16 +08:00
c9s	0264baa922	refactor and improve bollgrid	2020-11-11 23:18:53 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	4ab402a188	clean up legacy code	2020-11-10 16:56:30 +08:00
c9s	23c19c5968	use fixedpoint for balances	2020-11-10 14:19:33 +08:00
c9s	6c2aef31a3	improve backtest logging	2020-11-09 16:47:29 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	1e129e4c86	collect error object instead of logging	2020-11-09 15:29:40 +08:00
c9s	8414f406bf	drop the legacy order executor	2020-11-09 15:02:12 +08:00
c9s	4a2a542222	refactor basic risk controller	2020-11-09 14:56:54 +08:00
c9s	f69c87b3a8	fix fee calculation and add account balance checking	2020-11-08 21:52:44 +08:00
c9s	4b0bab31fb	Merge branch 'feature/backtest' into main	2020-11-07 20:34:55 +08:00
c9s	641784e1b1	calculate pnl after the backtest	2020-11-07 20:34:34 +08:00
c9s	a4a9067c6a	integrate matching engine with backtest exchange	2020-11-07 19:57:36 +08:00
c9s	0d8fa08171	add book Update method	2020-11-07 15:07:06 +08:00
c9s	b13a2deec5	emit klines and setup account balances	2020-11-07 03:18:05 +08:00
c9s	22a214328d	implement backtest command, stream and add backtest config	2020-11-07 02:57:50 +08:00
c9s	8823a39fc2	support backtesting kline verification	2020-11-07 00:49:17 +08:00
c9s	555fe57341	implement kline sync function from command	2020-11-06 21:40:48 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	eb67fc0f8f	make mysql-url optional for run command	2020-11-05 11:14:14 +08:00
c9s	8388f443a9	move active order book to the bbgo package	2020-11-05 11:14:14 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	14abe3fb7e	pull out active order book to the types package	2020-10-31 20:38:20 +08:00
c9s	2397acd45f	fix type casting and assertion by passing pointer	2020-10-31 18:35:48 +08:00
c9s	0f8e9f6df7	add doc comment to Notifiability	2020-10-31 18:35:48 +08:00
c9s	eb05620f99	use Notifiability directly from environment	2020-10-31 18:35:48 +08:00
c9s	49ff9c4dd6	drop legacy trade reporter	2020-10-31 18:35:48 +08:00
c9s	c4d7476212	add submit order routing	2020-10-31 18:35:48 +08:00
c9s	ec9b5230aa	refactor trade report and move trade reporter to the environment layer	2020-10-31 18:35:48 +08:00
c9s	8867ceb951	initialize Notifiability for exchange session	2020-10-31 18:35:48 +08:00
c9s	dc547aa818	fix BOLL map allocation	2020-10-31 18:29:58 +08:00
c9s	c3961024cf	implement grid strategy update orders method	2020-10-31 18:29:58 +08:00
c9s	e60127090b	add GetBOLL access to standard indicator sets	2020-10-31 18:29:58 +08:00
c9s	d49b2be543	add bollinger indicator	2020-10-29 17:51:20 +08:00
c9s	4afabd92ed	clean up code	2020-10-29 17:05:01 +08:00
c9s	5f45d18ae2	fix struct composition	2020-10-29 13:08:33 +08:00
c9s	19b600bb35	simplify strategy registration api	2020-10-29 07:54:59 +08:00
c9s	c71f013916	let SMA indicator and EWMA indicator use IntervalWindow type	2020-10-29 07:51:23 +08:00
c9s	2f8bffeaca	add strict injection check fo pointer only objects	2020-10-29 07:49:06 +08:00
c9s	33257c591e	refactor swing strategy with types IntervalWindow	2020-10-29 07:44:22 +08:00
c9s	6d8ec7894e	refactor standard indicator set with store	2020-10-29 07:40:02 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	b22e0370b3	drop legacy OrderProcessor and remove slack debug	2020-10-28 17:48:16 +08:00
c9s	468864302e	fix submit order quantity formatting	2020-10-28 17:48:16 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00
c9s	7d7d2c2fc7	assign standard indicator set to the session	2020-10-28 11:15:50 +08:00
c9s	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	50693ae845	implement ewma and sma	2020-10-28 09:13:57 +08:00
c9s	388346b284	move injectStrategyField to a single file	2020-10-27 20:42:48 +08:00
c9s	e1c2f7cc3d	improve notifier signatures and fix slack Notify method	2020-10-27 20:13:10 +08:00
c9s	7905ba09d4	pull out fillStrategyNotifiability	2020-10-27 19:37:11 +08:00
c9s	ccc381143d	support pointer type filling	2020-10-27 19:33:11 +08:00