Commit Graph

9129 Commits

Author SHA1 Message Date
c9s
9c751f377a import buyandhold strategy 2020-10-22 16:04:37 +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
Yo-An Lin
3d69330e67 Update README.md 2020-10-22 11:16:28 +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
a15e56f510 add run command to load strategies from config file 2020-10-21 15:57:14 +08:00
c9s
81f2cb4ac4 support loading cross exchange strategies 2020-10-21 15:49:43 +08:00
c9s
606c59ad4d connecting strategies with session name 2020-10-20 15:54:32 +08:00
c9s
324a493aad improve config loader 2020-10-20 15:42:57 +08:00
c9s
4ee10de40f add LoadedCrossExchangeStrategies loader api 2020-10-20 14:21:46 +08:00
c9s
f4066b18b3 wrap error to make the message clear 2020-10-20 14:15:12 +08:00
c9s
8cc5db7506 add baseQuantity 2020-10-20 14:14:21 +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
c9s
f62f3b8a02 define HomeDir and SourceDir helper functions 2020-10-20 11:46:44 +08:00
c9s
fc687f3174 max: implement kline event parser for websocket 2020-10-19 22:46:34 +08:00
c9s
d68564de28 improve logging 2020-10-19 22:26:43 +08:00
c9s
366036a35b max: parse and convert trade update 2020-10-19 22:23:49 +08:00
c9s
822e4c2703 receive trade in value instead of pointer 2020-10-19 22:06:43 +08:00
c9s
292dd2492a add comment for loadedSymbols 2020-10-19 22:02:05 +08:00
c9s
a4b872fc8b clean up init and connect phase 2020-10-19 22:00:44 +08:00
c9s
6d6e79eab3 fix session initialization issue 2020-10-19 21:58:50 +08:00
c9s
b0b1d2bd49 max: fix currency conversion 2020-10-19 21:33:21 +08:00
c9s
c4490a119c send order book to the update handler 2020-10-19 11:44:15 +08:00
c9s
50c6a675dd add doc comment to StreamOrderBook 2020-10-19 10:44:11 +08:00
c9s
68279757fa add kline accessor KLinesOfInterval 2020-10-18 20:44:12 +08:00
c9s
c1590786e8 integrate orderbook updates to market data store 2020-10-18 20:44:12 +08:00
c9s
75115774f6 rename kline store to market data store back 2020-10-18 20:44:12 +08:00
c9s
b7a450327c rename files 2020-10-18 12:33:51 +08:00
c9s
f9940a9c2f rename market data store to kline store 2020-10-18 12:32:43 +08:00
c9s
f826bb014a make markets field private 2020-10-18 12:30:13 +08:00
c9s
dab264a4ad add more accessors to exchange session, so that we can make it as an interface 2020-10-18 12:29:38 +08:00
c9s
168cb355fc add accessor to MarketDataStore 2020-10-18 12:27:11 +08:00
c9s
7d7828a556 move commented code 2020-10-18 12:25:08 +08:00
c9s
d2ba9cc4c3 move backtest related component to backtest package 2020-10-18 12:24:21 +08:00
c9s
028aef9402 move marketdata store to store package 2020-10-18 12:23:00 +08:00
c9s
90515855eb move MovingAverageIndicator 2020-10-18 11:37:01 +08:00
c9s
a1c027471e remove more empty files 2020-10-18 11:35:40 +08:00
c9s
d011bf275e move stock_test file and testdata 2020-10-18 11:34:36 +08:00