246 Commits

Author	SHA1	Message	Date
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
TonyQ	bd325f02a5	add force parameter for backtest	2021-12-04 16:18:51 +00:00
c9s	513a799ced	fix ewma calculation	2021-11-22 02:14:44 +08:00
c9s	ed1d0ea27e	add xnav strategy	2021-10-29 10:40:14 +08:00
c9s	a6848a6af4	add strategy/techsignal	2021-10-14 14:24:08 +08:00
c9s	4c061439d3	rename buyandhold to pricedrop	2021-10-14 13:10:00 +08:00
c9s	768a88247b	rename bpp to bollpp (bollinger pingpong)	2021-10-14 12:52:54 +08:00
c9s	6e7f12ca9f	rename trailingstop to emastop	2021-10-14 12:04:56 +08:00
c9s	764a8be46a	adjust grid backtest parameters	2021-10-13 10:43:56 +08:00
c9s	45c875fe7c	bbgo: improve trade collect process	2021-10-05 21:30:06 +08:00
c9s	e8f0cbcff8	cmd: register etf strategy	2021-08-26 11:31:52 +08:00
c9s	5cf134a756	cmd: add account cmd --total option	2021-07-06 12:19:59 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	b430128ba1	okex: fix okex order cancellation	2021-05-28 03:05:59 +08:00
c9s	777701c0cb	add userdatastream cmd for testing private stream	2021-05-28 00:47:34 +08:00
c9s	2844b7c3a7	okex: add kline command for testing kline data	2021-05-27 18:35:34 +08:00
c9s	2381df5009	add okex to the exchange factory	2021-05-27 00:35:51 +08:00
c9s	29ad95a639	add okex to the valid exchange name	2021-05-27 00:29:16 +08:00
c9s	4ded82c94e	pull out types.Exchange interfaces to make it minimal	2021-05-27 00:05:43 +08:00
c9s	9b9643e1f9	improve order cancellation mechanisim	2021-05-22 17:44:20 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	d1ad802806	improve trade command output layout	2021-05-19 17:54:30 +08:00
c9s	2fddc9166f	show bid/ask volume in the message	2021-05-19 00:41:34 +08:00
c9s	34106cf65e	add cpu profile option	2021-05-18 15:38:22 +08:00
c9s	b8139e6e86	add xarb strategy	2021-05-18 10:19:35 +08:00
Jui-Nan Lin	2d5ae1dde3	fix(ftxExchange): the env variable is "FTX_ACCOUNT"	2021-05-17 12:42:04 +08:00
c9s	a4381a54a3	add fee rate field	2021-05-16 15:03:36 +08:00
c9s	236df245a2	adjust quantity bases on the balances	2021-05-15 09:46:07 +08:00
c9s	f9cb414832	twap: add update-interval option	2021-05-15 09:29:44 +08:00
c9s	445feb016a	support price ticks option	2021-05-14 15:35:11 +08:00
c9s	66bc06bc5f	add more order execution parameter checks	2021-05-14 14:53:26 +08:00
c9s	f69cbe9c31	add basic TwapExecution	2021-05-14 14:53:26 +08:00
c9s	3437515d6a	rename placeOrder to submitOrder for making the api consistent	2021-05-14 14:53:26 +08:00
c9s	9ff7b62123	add xbalance strategy	2021-05-12 01:21:40 +08:00
c9s	dde998aced	fix graceful shutdown	2021-05-10 02:17:19 +08:00
c9s	14eedecd0e	fix backtest sync from time	2021-05-08 00:44:43 +08:00
c9s	3501e8f5fd	refactor backtest, add BootstrapBacktestEnvironment	2021-05-08 00:14:25 +08:00
c9s	494a270c54	insert trades to db only when backtest service is nil	2021-05-07 01:50:38 +08:00
c9s	1264c50e83	improve balances, account command usability	2021-05-06 23:50:26 +08:00
c9s	1a81813e17	add --session option check	2021-05-06 23:44:05 +08:00
c9s	859bf35255	set sync-from from config by default	2021-05-05 16:45:17 +08:00
c9s	0fbc388333	add --webserver-bind option and add option to --enable-webserver	2021-05-03 17:24:39 +08:00
c9s	20d673f769	add schedule strategy	2021-05-02 18:03:41 +08:00
c9s	471e0a4c45	pass string format quantity and price	2021-04-28 19:48:17 +08:00
zenix	2bda296194	Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time	2021-04-21 19:50:33 +09:00
c9s	34fe915a9f	fix sync issue for pnl command	2021-04-09 12:43:13 +08:00
c9s	d315c12f2d	call environ.Init to setup sessions	2021-04-09 00:46:36 +08:00
ycdesu	e152aa1036	ftx: trade update	2021-03-29 22:11:39 +08:00