96 Commits

Author	SHA1	Message	Date
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
c9s	b3eaf832af	Add pricealert strategy for demonstrating notification	2020-10-27 13:54:39 +08:00
c9s	ab43de3efd	clean up comment for base order executor	2020-10-27 10:00:41 +08:00
c9s	ef598c3a0f	assign base order executor descendingly	2020-10-27 09:58:21 +08:00
c9s	8453e95300	configure channel routers	2020-10-27 09:38:29 +08:00
c9s	42f947506c	add route methods on Notifiability	2020-10-27 09:24:59 +08:00
c9s	c315b79bd7	add notification config	2020-10-27 08:48:47 +08:00
c9s	284a0676f7	remove unused confg package	2020-10-27 08:19:16 +08:00
c9s	955479486a	add symbol channel router and object channel router for notification	2020-10-27 08:19:16 +08:00
c9s	1d8e0bff5a	drop legacy NewDefaultEnvironment method	2020-10-27 08:19:16 +08:00
c9s	0fd9e8b95a	reset price field when market order is used	2020-10-26 22:08:16 +08:00
c9s	38c87bfecc	drop config dir	2020-10-26 21:46:38 +08:00
c9s	a1eeb55778	refactor and clean up bbgo config	2020-10-26 21:45:02 +08:00
c9s	c324a791f6	refactor and configure risk control order executor	2020-10-26 21:36:47 +08:00
c9s	59aa5c5ee2	implement RiskControlOrderExecutor	2020-10-26 18:28:34 +08:00
c9s	4e7c1a327b	pull out order formatter	2020-10-26 18:17:18 +08:00
c9s	a4b6a5f923	load order executor config	2020-10-26 17:57:28 +08:00
c9s	8274f6e97c	reformat OrderProcessor code	2020-10-26 16:45:09 +08:00
c9s	c9fa565c24	remove the legacy submit order method	2020-10-26 16:44:05 +08:00
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