Commit Graph

2669 Commits

Author SHA1 Message Date
c9s
5b443f0aeb
add start time and end time to the report struct 2022-05-10 01:06:16 +08:00
c9s
b11c4c7337
turn off UseTickerPrice when in the back-testing environment 2022-05-09 19:42:39 +08:00
c9s
6965baa8dd
cmd: add directory error checking 2022-05-09 19:40:49 +08:00
c9s
bff73a3a80
format backtest report session name 2022-05-09 19:27:02 +08:00
c9s
428e208120
cmd: add backtest --session option to make it backward compatible 2022-05-09 19:14:24 +08:00
c9s
0780dafdc3
add IsBackTesting method for checking environment mode 2022-05-09 18:58:09 +08:00
c9s
234932bc0c
add kline dumper 2022-05-09 18:03:03 +08:00
c9s
6f16f32e16
optimize single exchange back-test 2022-05-09 17:03:01 +08:00
zenix
c81af9ce91 fix: binance futures sync issue 2022-05-09 15:04:51 +09:00
c9s
3af08abef2
ftx: fix ftx api get markets request 2022-05-08 18:36:25 +08:00
Yo-An Lin
278eb937ac
Merge pull request #593 from narumiruna/simplify-request
glassnode: simplify NewAuthenticatedRequest
2022-05-06 22:11:30 +08:00
Andy Cheng
c9ba81fcbb strategy: Update bollmaker to support new strategy controller 2022-05-06 16:52:00 +08:00
Yo-An Lin
c3c35c2240
Merge pull request #575 from c9s/feature/binance-margin-load-api
feature: binance: add get deposit address request
2022-05-06 11:53:50 +08:00
c9s
82c7c024ce
bbgo: add persistence Sync api 2022-05-05 18:18:38 +08:00
c9s
f3691489dd
add state key as the prefix 2022-05-05 18:18:38 +08:00
c9s
6635fd749d
xmaker: migrate xmaker persistence 2022-05-05 15:05:38 +08:00
c9s
10a7928580
extract NewProfitStats method 2022-05-05 14:48:50 +08:00
c9s
c3db85443e
bollmaker: add Deprecated note 2022-05-05 14:47:06 +08:00
c9s
3140b7e2ef
bollmaker: remove unnecessary log 2022-05-05 14:41:11 +08:00
c9s
019e6a2a88
improve legacy state handling and move fnv 2022-05-05 14:39:29 +08:00
c9s
7378c63cb7
cmd: call SaveState and LoadState for normal run 2022-05-05 14:28:42 +08:00
c9s
57c43936d6
ignore service.ErrPersistenceNotExists error 2022-05-05 14:04:44 +08:00
c9s
57a9647401
add more test case and simplify return stmt 2022-05-05 13:16:46 +08:00
c9s
4cf1f0a91a
add func type StructFieldIterator 2022-05-05 13:06:02 +08:00
c9s
30c85d2969
pull out callID method call 2022-05-05 13:05:01 +08:00
c9s
21f81dec29
implement reflect-based persistence restore and load 2022-05-05 12:53:48 +08:00
なるみ
98a35a485f glassnode: use requestgen.BaseAPIClient 2022-05-05 11:05:27 +08:00
c9s
18eab1fbd3
move graceful shutdown to a single file 2022-05-05 09:56:21 +08:00
c9s
58e8da914e
bollmaker: migrating state.position to strategy.position 2022-05-05 09:54:50 +08:00
c9s
3f734e6236
bump version to v1.32.0 2022-05-05 09:04:04 +08:00
なるみ
9c66930537 glassnode: simplify NewAuthenticatedRequest 2022-05-05 01:39:57 +08:00
c9s
f65ecbdbb5
max: add net asset field to max's balance 2022-05-04 21:43:59 +08:00
c9s
2a02c4928c
move balance test 2022-05-04 21:40:16 +08:00
c9s
8ec47a4aaa
add interest field to Asset 2022-05-04 21:38:18 +08:00
c9s
e903bd5f69
add Balance.Add method 2022-05-04 21:33:22 +08:00
c9s
d5b203a925
render borrowed in the attachment 2022-05-04 19:32:29 +08:00
c9s
573f8bb221
use net asset to calculate inUSD 2022-05-04 19:26:26 +08:00
c9s
ef419f75ab
net asset should sub interest 2022-05-04 19:13:55 +08:00
c9s
5dd969fa6f
compile and update migration package 2022-05-04 19:13:55 +08:00
c9s
30c9d251fe
change column to net_asset_in_* to avoid confusion 2022-05-04 19:13:55 +08:00
c9s
5662c5c680
use findUSDMarketPrice to get btc price 2022-05-04 17:56:03 +08:00
c9s
413c5c0479
add comment for the price cal 2022-05-04 17:47:34 +08:00
c9s
08a1819bd3
fix price in usd 2022-05-04 17:45:28 +08:00
c9s
4404098bf9
fix balance map add 2022-05-04 17:39:35 +08:00
c9s
75adb8f3c3
fix usd prices caculation 2022-05-04 17:27:58 +08:00
c9s
36c764efa9
refactor balance, asset and remove price cache check 2022-05-04 17:17:09 +08:00
c9s
f33e8a3de2
calculate netAsset if it's zero 2022-05-04 17:08:42 +08:00
c9s
1844035abb
fix asset calculation 2022-05-04 16:56:31 +08:00
c9s
c4e1cd9480
binanceapi: add GetForceLiquidationRecordRequest api 2022-05-04 16:27:28 +08:00
c9s
2008f179a2
binance: add GetDepositHistoryRequest 2022-05-04 16:27:28 +08:00