71 Commits

Author	SHA1	Message	Date
Andy Cheng	05536b6693	improve/sync-futures: remove unused code	2024-01-03 10:36:01 +08:00
Andy Cheng	90020a65a4	improve/sync-futures: do not use GetSessionAttributes()	2024-01-02 16:56:38 +08:00
Andy Cheng	0ac720c4cb	improve/backtest: backtest with futures klines	2023-12-22 11:55:11 +08:00
Andy Cheng	66718e0d37	improve/backtest-sync: set exchange to use futures	2023-12-21 18:19:28 +08:00
c9s	7a48d001a2	backtest: return closed kline channel when empty symbol is given	2023-11-01 15:23:27 +08:00
c9s	716fea885f	backtest: add more order checking	2023-09-26 20:41:37 +08:00
c9s	0482ade44a	backtest: adjust best bid/ask price with tick size	2023-06-14 17:25:22 +08:00
c9s	c6ce223a13	all: refactor backtest functions so that we can run backtest in test	2022-12-06 13:16:12 +08:00
austin362667	18acd668a7	interval: finalize 1s support ... interval: finalize 1s support interval: finalize 1s support	2022-10-14 23:14:30 +08:00
austin362667	905c1f25ee	interval: add 1s support ... interval: add 1s support interval: add 1s support interval: fix 1s for backtesting	2022-10-14 23:14:30 +08:00
c9s	a515fff053	backtest: add order quantity check	2022-10-06 15:08:44 +08:00
c9s	29105eb57f	all: simplify underlying exchange submitOrder method ... - Replace SubmitOrders with SubmitOrder - Accept only one submit order and return one created order - Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method	2022-09-09 18:41:06 +08:00
c9s	5c8d2a019a	backtest: rename BackTest to Backtest	2022-09-02 14:16:16 +08:00
c9s	10ed706ed6	backtest: move fee mode functions to fee.go	2022-09-02 14:16:16 +08:00
c9s	3d32faff46	backtest: add fee mode config	2022-09-02 14:16:15 +08:00
zenix	a28b257568	fix: debug code	2022-08-31 13:01:00 +09:00
zenix	51d7c1b9ad	fix: currentTime in backtest not updated	2022-08-30 21:12:23 +09:00
zenix	c2d5a5961f	fix: legacy fixedpoint inf handling, refactor backtest kline consuming	2022-08-30 21:02:21 +09:00
zenix	c73f4018d0	fix: null pointer error on NextKLine	2022-08-30 12:09:39 +09:00
zenix	ecc959835a	fix: cache params and kline until next kline 1m appears	2022-08-29 19:46:58 +09:00
c9s	c258d522e6	backtest: update backtest.Exchange currentTime	2022-07-04 02:38:42 +08:00
c9s	82f9fc139c	backtest: refactor exchange field, clean up startTime and endTime deps	2022-07-04 02:34:46 +08:00
c9s	8fc17f9c0b	backtest: move QueryOrder method	2022-07-04 02:29:18 +08:00
c9s	a31f61736a	backtest: pull out userDataStream to backtestEx.BindUserData	2022-07-04 02:27:29 +08:00
c9s	449b2d8220	backtest: fix order update emit binding	2022-07-04 02:20:50 +08:00
c9s	4c02d8f729	implement QueryOrder on the backtest exchange	2022-06-26 16:10:10 +08:00
zenix	f5007752b2	feature: add heikinashi support	2022-06-17 10:58:32 +09:00
c9s	77eb5da7b7	clean up type conversion	2022-06-09 15:50:06 +08:00
zenix	99122f44bc	fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34	2022-05-24 23:05:01 +09:00
c9s	40b3192e55	use config.GetAccount to avoid error	2022-05-19 10:04:03 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
c9s	11d0823782	cmd: refactor back-test command	2022-05-11 13:59:44 +08:00
c9s	c9c16f1e47	show missing exchange name in the back-test config	2022-05-03 16:46:38 +08:00
c9s	946bbdbca3	backtest: rename backtest.account to backtest.accounts	2022-05-03 12:18:40 +08:00
zenix	d6995e40ff	fix: submit order on userDataStream == nil	2022-03-15 20:51:15 +09:00
zenix	25b5eddc03	feature: add multiple exchange support in backtest ... fix: change doc, since --exchange removed from backtest fix: test for config changes	2022-03-07 13:18:56 +09:00
c9s	0667c138ab	backtest: fix duplicate trade emit issue	2022-01-30 03:05:19 +08:00
c9s	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
austin362667	91d2312c5c	cache: refactor moving from bbgo to pkg/cache	2022-01-15 08:28:02 +08:00
c9s	dd22776a7e	cmd: refactor the exchange factory function	2021-12-25 23:27:05 +08:00
c9s	dcbce18fd8	fix format	2021-12-25 23:12:54 +08:00
c9s	442afe8eb9	backtest: pull out market data feeding to a function and call it in the main thread	2021-12-25 22:57:28 +08:00
c9s	f5bbe29ac6	cmd: fix debug flag loading and add debug log to cache function	2021-12-23 23:02:07 +08:00
TonyQ	3e45035ab1	database: sqlite3 issue fix ... database: upgrade gosqllite3 version for increasing variable amount limit types: update kline starttime/endtime field to prevent sqlite3 time parsing issue. fix #215	2021-12-15 14:34:31 +08:00
c9s	a0f46bf9b8	improve error checking, avoid using panic inside the constructor	2021-12-08 23:30:58 +08:00
c9s	2223ef088c	add ftx, okex to the public exchange factory for backtest	2021-12-08 23:27:01 +08:00
c9s	d52edce40b	fix markets info cache	2021-12-08 17:26:43 +08:00
c9s	3615477d8f	backtest: allocate matching books from the exchange constructor ... also adds the mutex for trades and closed orders	2021-12-06 00:38:36 +08:00
c9s	f692ef2c31	realign account fields	2021-12-05 12:23:27 +08:00
c9s	5ed337926d	add mutex lock protection for backtesting ... solving issue #282	2021-11-30 10:40:28 +08:00