Commit Graph

22 Commits

Author SHA1 Message Date
zenix
a958d4d092 fix: matching_test add TickSize 2022-08-18 17:38:27 +09:00
zenix
66a2f55f9a fix: matching test by adding default stepSize on BTCUSDT 2022-08-18 17:38:27 +09:00
c9s
3a24a48cde
backtest: fix execution price for stop limit taker orders 2022-08-18 15:26:09 +08:00
c9s
6c4d5041ba
backtest: fix limit taker lock issue 2022-08-18 15:09:46 +08:00
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