4856 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	95c2711b0d	bbgo: call Subscribe method dynamically	2022-06-29 02:02:23 +08:00
c9s	16f2a06b1f	all: move exit methods to the bbgo core ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 01:58:15 +08:00
Yo-An Lin	6e9993c9eb	Merge pull request #781 from c9s/strategy/pivotshort ... strategy: pivotshort: optimize and update config	2022-06-29 01:46:25 +08:00
c9s	cfc4fd1f81	add doc for CumulatedVolumeTakeProfit	2022-06-29 01:39:33 +08:00
c9s	3d4f765678	rename protectionStopLoss to protectiveStopLoss	2022-06-29 01:31:56 +08:00
c9s	44d0bbc3fa	config: optimize and update pivotshort config ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 01:23:01 +08:00
c9s	37413e4355	pivotshort: fix bounce ratio calculation	2022-06-28 23:47:34 +08:00
c9s	b32cfef2fd	backtest: set order price for market order	2022-06-28 23:47:34 +08:00
c9s	609b6a7a50	add ref link to trade stats	2022-06-28 23:47:34 +08:00
c9s	32c76105b0	types: add total net profit field to trade states ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-28 23:47:34 +08:00
c9s	1617005114	pivotshort: fix pivotshort trigger condition	2022-06-28 23:47:34 +08:00
zenix	12757a0458	feature: add seriesExtend	2022-06-28 21:11:07 +09:00
Yo-An Lin	cb1ad3a89b	Merge pull request #775 from c9s/fix/backtest-order-cancel-test ... test: backtest: add order cancel test case	2022-06-28 18:34:52 +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
Yo-An Lin	ee59fc447d	Merge pull request #773 from c9s/fix/backtest-taker-order ... fix: fix backtest taker order execution	2022-06-28 18:13:22 +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
Yo-An Lin	74d74a2d0f	Merge pull request #772 from c9s/fix/backtest-stop-order ... backtest: fix stop order backtest, add more test cases and assertions	2022-06-28 15:30:19 +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
Yo-An Lin	f2a642b165	Merge pull request #770 from c9s/fix/backtest-stop-limit	2022-06-28 04:08:28 +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	34900776f6	pivotshort: reformat code	2022-06-27 19:54:58 +08:00
c9s	dec02296a3	backtest-report: show order tag in the mark ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:53:43 +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	9631a2e551	fix segment control default value ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 18:26:26 +08:00
c9s	11dacbc2cd	show order tag in the order list	2022-06-27 18:20:26 +08:00
c9s	2784408b8b	add submit order tag	2022-06-27 18:17:57 +08:00
c9s	2953518af9	add limit to the order table	2022-06-27 18:17:46 +08:00
c9s	b97ec7bb1e	pivotshort: remove unused struct	2022-06-27 18:14:12 +08:00
Yo-An Lin	3ea94871b0	Merge pull request #769 from c9s/feature/time-range-picker ... backtest-report: sort intervals	2022-06-27 18:14:01 +08:00
c9s	95d7be25a7	sort intervals	2022-06-27 17:31:00 +08:00
Yo-An Lin	61582e4651	Merge pull request #768 from c9s/feature/time-range-picker ... feature: backtest: add ohlc legend	2022-06-27 17:06:38 +08:00
c9s	e5251400a4	add ampl and change percentage	2022-06-27 16:56:31 +08:00
c9s	ec86d49135	add price change and improve time format	2022-06-27 16:50:01 +08:00
c9s	c9aed1e21b	backtest: fix empty data format ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 16:40:44 +08:00
c9s	f12e173254	backtest: remove debug log ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 16:40:04 +08:00
c9s	8db6c5e278	add ohlc legend	2022-06-27 16:39:46 +08:00
c9s	a90b6bd1f5	refactor TradingViewChart	2022-06-27 16:24:00 +08:00
c9s	ec3ac4e077	backtest: pull out OrderListTable	2022-06-27 16:17:06 +08:00
Yo-An Lin	3e7d03dfa7	Merge pull request #766 from c9s/feature/time-range-picker ... backtest-report: add time range slider	2022-06-27 16:01:57 +08:00
c9s	dfdfd6b85e	types: use pointer receiver for submit order ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 15:56:09 +08:00
c9s	94ad8a5096	gross loss and gross profit	2022-06-27 14:40:49 +08:00
c9s	278a9e90e7	disable lastValueVisible	2022-06-27 14:38:11 +08:00
c9s	1987f8c55d	improve time range slider format	2022-06-27 14:05:08 +08:00
c9s	94a70f4fbe	add time range slider	2022-06-27 13:49:05 +08:00
Yo-An Lin	0ad63b55d3	Merge pull request #765 from c9s/strategy/pivotshort ... improve: backtest-report layout improvements, EMA indicators and fixed the clean up issue	2022-06-27 02:44:37 +08:00
c9s	30079feb1e	backtest-report: add Show Canceled orders option	2022-06-27 02:37:01 +08:00
c9s	2eca045245	backtest-report: add order list table and support visible range selection ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 02:31:34 +08:00
c9s	f16fad4ca1	backtest-report: add order list table ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 02:05:21 +08:00
c9s	2fd7af1a90	fix resizeObserver clean up issue	2022-06-27 01:42:12 +08:00