Commit Graph

20 Commits

Author SHA1 Message Date
c9s
641784e1b1 calculate pnl after the backtest 2020-11-07 20:34:34 +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
67446670ac finalize swing strategy and fix trade reporter issue 2020-10-28 17:48:16 +08:00
c9s
b3eaf832af Add pricealert strategy for demonstrating notification 2020-10-27 13:54:39 +08:00
c9s
8453e95300 configure channel routers 2020-10-27 09:38:29 +08:00
c9s
922da31afd drop legacy config structure 2020-10-27 00:44:07 +08:00
c9s
a4b6a5f923 load order executor config 2020-10-26 17:57:28 +08:00
c9s
502e5bdc04 load exchange sessions dynamically 2020-10-26 17:00:17 +08:00
c9s
19f259111d improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
c9s
308427416a Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
2020-10-25 19:22:22 +08:00
c9s
1e12de28da Add xpuremaker skeleton 2020-10-25 18:32:46 +08:00
c9s
9ce9ecc910 compile local strategies into the wrapper binary 2020-10-24 15:38:13 +08:00
c9s
6e033461bb use the time of the first trade as the report start time 2020-10-23 14:09:05 +08:00
c9s
c9f5d51556 confgi: fix []interface parsing issue 2020-10-23 14:01:45 +08:00
c9s
9127913370 improve parsing for one or more string slice 2020-10-23 13:50:17 +08:00
c9s
9c751f377a import buyandhold strategy 2020-10-22 16:04:37 +08:00
c9s
ea3e9e7d05 add per-session-based trade reporter 2020-10-22 10:54:03 +08:00
c9s
978dc4be67 add bbgo yaml config file 2020-10-10 12:23:05 +08:00