Commit Graph

51 Commits

Author SHA1 Message Date
zenix
2a942eab0e fix: rename EVWMP to VWEMP, fix backtesting fee 2022-04-15 19:12:11 +09:00
zenix
39572c5fe0 fix: remove maker/buyer/taker/sellerCommission 2022-03-07 14:32:00 +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
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
c9s
cb507edf44 bbgo: add BindSync method on environment 2022-01-27 18:12:15 +08:00
c9s
30a9a5849f add user data stream sync config 2022-01-27 09:34:04 +08:00
c9s
cfc17acd20 config: use looseFormatTime type for since field 2022-01-27 00:24:19 +08:00
c9s
007207e24f all: use types.LooseFormatTime to parse loose format date time string 2022-01-25 00:24:12 +08:00
c9s
5f7676f0c1 bbgo: add sync config 2022-01-25 00:06:25 +08:00
TonyQ
8eb3eede82 fix backtest (with review) 2021-12-14 16:02:54 +08:00
c9s
aeeecba8dc support different time format for backtesting 2021-12-06 01:50:50 +08:00
c9s
0472b7f21e avoid recording trades in backtest by default
introducing a RecordTrades option
2021-12-06 01:42:53 +08:00
c9s
f692ef2c31 realign account fields 2021-12-05 12:23:27 +08:00
c9s
2b0793ee49 bbgo: add telegram config 2021-10-15 16:10:09 +08:00
c9s
70a53ed286 make config compatible with key 'strategies' 2021-04-28 17:58:50 +08:00
ycdesu
c8447663db refactor: use fixedpoint to store fee 2021-03-19 08:49:24 +08:00
ycdesu
83ae943a4f ftx: calculate commission 2021-03-18 23:58:28 +08:00
c9s
21b092037e refactor notification configuration 2021-02-21 16:52:47 +08:00
c9s
fa4e813729 resolve cyclic imports 2021-02-21 01:01:39 +08:00
c9s
f7a4f7d415 add strategies endpoint and strategy review page 2021-02-03 15:00:01 +08:00
c9s
705edc38c0 implement config yaml dummper 2021-02-03 09:58:31 +08:00
c9s
098a966813 add test case for config.Map method 2021-02-03 09:34:53 +08:00
c9s
7904c6f4d0 add ID() to Strategy interface 2021-02-03 09:08:05 +08:00
c9s
8aa96c4546 integrate strateg adding api 2021-02-03 02:26:41 +08:00
c9s
17d5e301dc refine setup steps 2021-02-02 17:26:35 +08:00
c9s
73762d9888 support exchange session test from the setup wizard 2021-02-02 11:44:07 +08:00
c9s
51e5deee47 add frontend files 2021-01-24 14:14:25 +08:00
c9s
d0fc161ae7 fix define build config checking 2021-01-23 01:06:56 +08:00
c9s
2da5fa2e92 pre-define build config 2021-01-23 01:03:56 +08:00
c9s
45876968d9 let build config and legacy imports co-exists 2021-01-21 12:08:06 +08:00
c9s
5329ef8f25 refactor build config 2021-01-21 12:06:03 +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
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
2699c32b38 add rockhopper 2021-01-13 23:53:36 +08:00
c9s
275aa9494a support canceling orders on max 2020-12-29 16:00:03 +08:00
c9s
a01f83ab15 add persistence config and tests 2020-12-07 11:44:41 +08:00
c9s
62a541fb27 rename preload to loadBuildConfig 2020-12-07 11:44:23 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
c9s
94aaaf21b0 improve wrapper binary invocation 2020-11-15 13:23:26 +08:00
c9s
04f6da3cb8 add traditional grid strategy 2020-11-10 19:06:20 +08:00
c9s
23c19c5968 use fixedpoint for balances 2020-11-10 14:19:33 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
a4a9067c6a integrate matching engine with backtest exchange 2020-11-07 19:57:36 +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
c4d7476212 add submit order routing 2020-10-31 18:35:48 +08:00
c9s
c315b79bd7 add notification config 2020-10-27 08:48:47 +08:00
c9s
38c87bfecc drop config dir 2020-10-26 21:46:38 +08:00