Commit Graph

2745 Commits

Author SHA1 Message Date
c9s
6ab64a043f
use UTC time for position 2022-05-20 01:21:26 +08:00
c9s
7478ca61a4
types: use UTC time for order tsv 2022-05-20 01:20:46 +08:00
c9s
369afa8ab1
merge used intervals 2022-05-20 00:50:58 +08:00
c9s
590748b71d
tsv writer already flush the content before close handle 2022-05-20 00:37:29 +08:00
c9s
b4b4546220
sort metrics 2022-05-19 20:36:56 +08:00
c9s
b3da6caddb
optimizer: fix op builder 2022-05-19 20:31:25 +08:00
c9s
960f967c34
aggregate total profit and total unrealized profit 2022-05-19 18:45:45 +08:00
c9s
7056853ecd
implement grid optimizer and local process executor 2022-05-19 18:23:12 +08:00
c9s
32ce36fda7
implement json patch for optimizer 2022-05-19 17:27:59 +08:00
c9s
fd45f801e2
improve embed tool 2022-05-19 10:49:26 +08:00
c9s
40b3192e55
use config.GetAccount to avoid error 2022-05-19 10:04:03 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
Yo-An Lin
e57c39e665
Merge pull request #605 from c9s/feature/backtest-report
feature: add web-based back-test report
2022-05-18 02:21:55 +08:00
c9s
f3f6e4e68b
collect symbols 2022-05-18 02:05:57 +08:00
c9s
7dffccb3bf
clean up unused code 2022-05-18 00:50:14 +08:00
c9s
b51d6b4ba1
refactor report structure and rewrite manifest paths 2022-05-17 22:59:34 +08:00
c9s
06e2902e5e
add file lock for report index 2022-05-17 22:41:39 +08:00
c9s
620e465bcf
refactor symbol report 2022-05-17 22:31:50 +08:00
austin362667
bb94d4a1bd pivotshort: clean up strategy 2022-05-17 19:18:21 +08:00
austin362667
f1c0ef4e07 indicator: refactor move pivot 2022-05-17 19:18:21 +08:00
austin362667
62d11181a4 pivotshort: clean up 2022-05-17 19:18:21 +08:00
austin362667
2c4a52ba30 pivot: fix futures & spot clean up
pivot: clean up
2022-05-17 19:18:21 +08:00
austin362667
8ab696deaa pivotshort: rename strategy & fix pivot indicator 2022-05-17 19:18:21 +08:00
austin362667
1a441425b5 strategy: pivot: add shadow TP
strategy: pivot: add shadow TP
2022-05-17 19:18:21 +08:00
austin362667
04ae49263d cmd: add built-in pivot strategy 2022-05-17 19:18:21 +08:00
austin362667
60a8c1f42b WIP: strategy: pivot: pivot low shorting strategy 2022-05-17 19:18:21 +08:00
c9s
b5f9f86944
define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
c9s
6acd426f07
refactor backtest report index function 2022-05-17 18:25:05 +08:00
c9s
1cc4c69c66
move and refactor functions 2022-05-17 18:23:09 +08:00
c9s
6c0165afe4
add report index file 2022-05-17 18:10:37 +08:00
c9s
e651b9d36f
fix kline dumper 2022-05-17 01:33:44 +08:00
c9s
f99e874072
add tsv writer 2022-05-17 01:33:43 +08:00
c9s
b4a79479fd
add pkg/strategy/ewoDgtrd/trylock_18.go 2022-05-17 01:33:24 +08:00
c9s
343434685b
rollback to go1.17 and make try lock backward compatible 2022-05-17 01:32:51 +08:00
Zenix
356ec71570
Merge pull request #610 from zenixls2/feature/liveSLTP
feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…
2022-05-16 20:41:15 +09:00
zenix
641d08c3d2 fix: disable book tick log 2022-05-16 20:37:08 +09:00
Yo-An Lin
f37e407f99
Merge pull request #614 from jessy1092/ftx-support-interval
ftx: Let FTX support 4hr interval
2022-05-16 01:43:17 +08:00
Lee
8797e18959 ftx: Let FTX support 4hr interval 2022-05-16 01:23:38 +08:00
Yo-An Lin
1f1fcdedc4
Merge pull request #592 from narumiruna/coinmarketcap-api
feature: add CoinMarketCap API
2022-05-14 12:52:38 +08:00
Yo-An Lin
d4e342123d
Merge pull request #613 from c9s/bollmaker-set-exchange-fee
bollmaker: set exchange fee to position
2022-05-14 12:51:57 +08:00
c9s
d326494d57
set exchange fee to position 2022-05-13 22:30:04 +08:00
Yo-An Lin
fd7ce5307f
Merge pull request #609 from COLDTURNIP/fix/profit_symbol_length
Fix error: Data too long for profits column 'symbol'
2022-05-13 22:28:13 +08:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
c9s
eac0117e02
add adjustment orders 2022-05-13 13:01:03 +08:00
Raphanus Lo
e968688e7f fix sqlite column modification 2022-05-13 10:20:47 +08:00
c9s
e950ee9559
add wall strategy 2022-05-12 22:51:39 +08:00
zenix
2bea47003f feature: add InstanceID for report 2022-05-12 20:02:34 +09:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
Raphanus Lo
075028f8fc Fix symbol length in profits
This change fixes "Error 1406: Data too long for column 'symbol' at row 1"
for pair symbol longer than 8 chars.

Fixes #608
2022-05-12 18:24:14 +08:00
なるみ
5d096d39bb use requestgen.BaseAPIClient 2022-05-12 16:41:42 +08:00