6801 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	c6ce223a13	all: refactor backtest functions so that we can run backtest in test	2022-12-06 13:16:12 +08:00
c9s	846695e632	grid2: add retry to orderQuery	2022-12-06 11:56:30 +08:00
c9s	75521352a9	grid2: pull out aggregateOrderBaseFee	2022-12-06 11:48:32 +08:00
c9s	68e7d0ec24	grid2: add doc comment for gridNumber	2022-12-06 10:47:19 +08:00
c9s	c2e219e180	config: add fee rate to backtest settings	2022-12-06 10:35:16 +08:00
c9s	82a1009f35	config: add baseInvestment	2022-12-06 10:08:34 +08:00
c9s	402b625126	grid2: add stringer method on gridProfit	2022-12-06 10:06:58 +08:00
c9s	e29f3c50e8	grid2: calculate TotalFee	2022-12-06 10:05:43 +08:00
Yo-An Lin	4b0f03227e	Merge pull request #1019 from c9s/feature/grid2 ... strategy: grid2: profit spread, prune historical trades . etc	2022-12-06 03:04:12 +08:00
c9s	7a8ae7cd01	github: link market data	2022-12-06 02:54:37 +08:00
c9s	ca594e7883	add data/binance-markets.json	2022-12-06 02:48:16 +08:00
c9s	d1f3d201ef	grid2: add todo in the test	2022-12-06 02:40:22 +08:00
c9s	2a22866d55	grid2: inject strategy into user config and run backtest	2022-12-06 02:40:22 +08:00
c9s	d9e230a433	grid2: add TestBacktestStrategy skeleton for backtesting in unit test	2022-12-06 02:40:22 +08:00
c9s	35297b9bbf	bbgo: fix backtesting flag setter	2022-12-06 02:40:22 +08:00
c9s	8482ad4793	github: pull git lfs	2022-12-06 02:40:22 +08:00
c9s	aa5f2a032a	grid2: call TruncatePrice on profitSpread	2022-12-06 02:13:32 +08:00
c9s	dd591c936f	grid2: add min order quantity protection	2022-12-06 02:07:05 +08:00
c9s	fc80cfb714	grid2: fix quote investment calculation for profit spread	2022-12-06 01:57:33 +08:00
c9s	e7ff7a49db	grid2: fix calculateQuoteInvestmentQuantity for profitSpread	2022-12-06 01:51:50 +08:00
c9s	7e0ac66ea1	grid2: fix calculateQuoteBaseInvestmentQuantity grid calculation	2022-12-06 01:21:41 +08:00
c9s	541c0e76b5	grid2: consider profitSpread in calculateQuoteBaseInvestmentQuantity	2022-12-06 01:19:24 +08:00
c9s	a8c957fc8d	grid2: fix profit spread behavior and tests	2022-12-06 01:17:29 +08:00
c9s	bee528c7c5	grid2: set enable prune for trade history	2022-12-06 00:55:08 +08:00
c9s	a6205e0d1d	bbgo: add EnablePrune option	2022-12-06 00:28:38 +08:00
c9s	beb862be44	bbgo: add TradeStore prune func and its tests	2022-12-06 00:15:09 +08:00
c9s	6408224663	bbgo: add TradeStore prune	2022-12-05 23:54:20 +08:00
c9s	79733b963b	grid2: fix take profit handler	2022-12-05 23:42:03 +08:00
Yo-An Lin	c5777ace98	Merge pull request #1018 from c9s/feature/grid2	2022-12-05 20:02:15 +08:00
c9s	fda7abc1f2	config: update grid2 config sample	2022-12-05 19:46:48 +08:00
c9s	9be3c79f8a	grid2: handle take profit	2022-12-05 19:46:08 +08:00
c9s	a67d01e821	grid2: fix log format	2022-12-05 19:43:58 +08:00
c9s	c4544cf8b2	grid2: improve debug logging	2022-12-05 19:42:36 +08:00
c9s	8e3bfe8499	grid2: consider base sell quantity reduction	2022-12-05 19:37:42 +08:00
c9s	fae61bd91f	grid2: narrow down orderQueryService support checking	2022-12-05 19:31:44 +08:00
c9s	5d441e3efe	grid2: collect fees and check if we need to reduce the quantity for sell	2022-12-05 19:30:06 +08:00
c9s	16224583ff	grid2: add historicalTrades store	2022-12-05 19:23:39 +08:00
c9s	5c83044297	bbgo: let tradeStore be able to collect trades from stream	2022-12-05 19:23:27 +08:00
c9s	537e9e14ec	add GetOrderTrades method to TradeStore ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-12-05 19:00:39 +08:00
c9s	fcf8613319	grid2: fix feeRate var	2022-12-05 18:15:54 +08:00
c9s	f727f314e6	grid2: add FeeRate configuration for checking profit spread	2022-12-05 18:15:30 +08:00
c9s	c5fb15dc22	grid2: update test grid configuration	2022-12-05 18:12:38 +08:00
c9s	4bba5510dd	grid2: position reset should reset the total fee	2022-12-05 18:11:44 +08:00
c9s	5be140de0e	grid2: improve sell,buy price calculation	2022-12-05 15:19:24 +08:00
c9s	27b42db3d7	grid2: add test case for enough base investment	2022-12-05 11:23:21 +08:00
c9s	6df4a3c319	grid2: add TestStrategy_generateGridOrders	2022-12-05 11:21:07 +08:00
c9s	0b824a09fc	grid2: fix tests	2022-12-05 00:47:08 +08:00
c9s	076ec3b3c2	grid2: pull out grid order generation	2022-12-05 00:20:18 +08:00
c9s	002ce1958e	grid2: add omitempty to struct tag	2022-12-04 21:44:03 +08:00
c9s	19e0a20c67	grid2: fill fixedpoint.Zero for stats	2022-12-04 21:43:40 +08:00