Yo-An Lin
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5a6ca491aa
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Merge pull request #26 from c9s/fix/pnl-check
fix: early return if len of trades == 0
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2020-10-24 17:21:42 +08:00 |
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c9s
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916b3b0eca
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early return if len of trades == 0
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2020-10-24 16:32:54 +08:00 |
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Yo-An Lin
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870bae19d3
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Merge pull request #24 from c9s/feature/pnl-config
feature: PnL API and wrapper binary compiler
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2020-10-24 16:29:48 +08:00 |
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c9s
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2535a5803e
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alias logrus into log
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2020-10-24 15:43:55 +08:00 |
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c9s
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2807d783a7
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update git ignore list
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2020-10-24 15:38:36 +08:00 |
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c9s
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9ce9ecc910
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compile local strategies into the wrapper binary
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2020-10-24 15:38:13 +08:00 |
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c9s
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cd28fb8771
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unmarshal imports into config
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2020-10-23 14:49:54 +08:00 |
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c9s
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e1e8a16f97
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rename Run to Execute to avoid confusion
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2020-10-23 14:38:24 +08:00 |
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c9s
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bcc97c1906
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cmd: rename slack-trading-channel to slack-channel
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2020-10-23 14:29:02 +08:00 |
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c9s
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048374566c
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move commands into pkg/cmd
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2020-10-23 14:28:07 +08:00 |
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c9s
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0ec57cf404
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add import section
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2020-10-23 14:14:07 +08:00 |
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c9s
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407db84689
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check runtime registered strategies
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2020-10-23 14:13:16 +08:00 |
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c9s
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6e033461bb
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use the time of the first trade as the report start time
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2020-10-23 14:09:05 +08:00 |
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c9s
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c9f5d51556
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confgi: fix []interface parsing issue
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2020-10-23 14:01:45 +08:00 |
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c9s
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9127913370
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improve parsing for one or more string slice
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2020-10-23 13:50:17 +08:00 |
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c9s
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3786792214
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add more pnl report conditions
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2020-10-23 00:23:04 +08:00 |
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c9s
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6b0f2b80d7
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add multiple spec support
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2020-10-23 00:21:03 +08:00 |
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c9s
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9c751f377a
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import buyandhold strategy
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2020-10-22 16:04:37 +08:00 |
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c9s
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aea6a7c03d
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integrate AverageCostPnLReporter
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2020-10-22 15:57:50 +08:00 |
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c9s
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897d882c35
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update Notifiability interface
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2020-10-22 14:45:15 +08:00 |
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Yo-An Lin
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3d69330e67
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Update README.md
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2020-10-22 11:16:28 +08:00 |
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c9s
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ea3e9e7d05
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add per-session-based trade reporter
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2020-10-22 10:54:03 +08:00 |
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c9s
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678e4ef4ab
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add trade reporter
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2020-10-22 10:47:54 +08:00 |
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c9s
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a714af739a
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implement TradeReporter
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2020-10-21 19:52:55 +08:00 |
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c9s
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b1a9a66dba
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assign account and stream when allocating session object
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2020-10-21 17:42:37 +08:00 |
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c9s
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1f71fa623c
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add channel argument to the notify method
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2020-10-21 17:10:47 +08:00 |
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c9s
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58265d14f9
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move cmdutil package
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2020-10-21 15:58:58 +08:00 |
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c9s
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a15e56f510
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add run command to load strategies from config file
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2020-10-21 15:57:14 +08:00 |
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c9s
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81f2cb4ac4
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support loading cross exchange strategies
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2020-10-21 15:49:43 +08:00 |
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c9s
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606c59ad4d
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connecting strategies with session name
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2020-10-20 15:54:32 +08:00 |
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c9s
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324a493aad
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improve config loader
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2020-10-20 15:42:57 +08:00 |
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c9s
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4ee10de40f
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add LoadedCrossExchangeStrategies loader api
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2020-10-20 14:21:46 +08:00 |
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c9s
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f4066b18b3
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wrap error to make the message clear
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2020-10-20 14:15:12 +08:00 |
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c9s
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8cc5db7506
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add baseQuantity
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2020-10-20 14:14:21 +08:00 |
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c9s
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2fbf19455e
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implement strategy yaml loader
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2020-10-20 13:52:25 +08:00 |
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c9s
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a08aebaa17
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bbgo: add SetTradeScanTime method
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2020-10-20 13:11:04 +08:00 |
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c9s
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3b3df77ec3
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clean up the legacy context struct
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2020-10-20 12:24:30 +08:00 |
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c9s
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752fdf5c80
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document WithCache function
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2020-10-20 12:22:18 +08:00 |
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c9s
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2bbee6671a
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make the first arg of WithCache as a key var
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2020-10-20 12:18:29 +08:00 |
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c9s
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40c697275d
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query market config with cache
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2020-10-20 12:11:44 +08:00 |
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c9s
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180bfff558
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loadedSymbols is not used in the init method
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2020-10-20 11:49:18 +08:00 |
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c9s
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f6c1ed67e6
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add CacheDir function
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2020-10-20 11:48:44 +08:00 |
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c9s
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f62f3b8a02
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define HomeDir and SourceDir helper functions
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2020-10-20 11:46:44 +08:00 |
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c9s
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fc687f3174
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max: implement kline event parser for websocket
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2020-10-19 22:46:34 +08:00 |
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c9s
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d68564de28
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improve logging
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2020-10-19 22:26:43 +08:00 |
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c9s
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366036a35b
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max: parse and convert trade update
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2020-10-19 22:23:49 +08:00 |
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c9s
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822e4c2703
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receive trade in value instead of pointer
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2020-10-19 22:06:43 +08:00 |
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c9s
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292dd2492a
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add comment for loadedSymbols
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2020-10-19 22:02:05 +08:00 |
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c9s
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a4b872fc8b
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clean up init and connect phase
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2020-10-19 22:00:44 +08:00 |
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c9s
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6d6e79eab3
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fix session initialization issue
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2020-10-19 21:58:50 +08:00 |
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