399 Commits

Author	SHA1	Message	Date
c9s	854661bc71	backtest: move info log suppress after sync	2022-06-08 15:15:57 +08:00
c9s	99bf914415	add warning logs to pnl cmd	2022-06-08 15:10:43 +08:00
c9s	8c6331073d	cmd: fix pnl cmd	2022-06-08 15:10:43 +08:00
c9s	e023d0be5b	service: rewrite kline sync check	2022-06-08 15:10:43 +08:00
c9s	fc8d3ea59f	register dca strategy to builtin	2022-06-07 20:26:56 +08:00
Andy Cheng	34465fac89	Merge pull request #653 from andycheng123/strategy/supertrend ... strategy: add supertrend strategy	2022-06-07 16:25:49 +08:00
Yo-An Lin	16e9535b8c	Merge pull request #638 from austin362667/strategy/f1 ... strategy: add fmaker	2022-06-07 12:24:26 +08:00
c9s	53e74b6262	fix timezone issue for sqlite and mysql	2022-06-07 00:48:13 +08:00
c9s	022775d0a2	service: use batch insert for kline	2022-06-06 17:21:31 +08:00
c9s	dae4afec10	fix verify() time range	2022-06-06 14:58:26 +08:00
c9s	f65b343ea6	service: clean up Verify method signature	2022-06-06 06:24:25 +08:00
c9s	39fcf1a51b	refactor sync command and add integration tests	2022-06-05 01:01:59 +08:00
c9s	9083881442	refactor exchange factory and solve the incorrect pkg import dependency from ftx	2022-06-04 11:47:55 +08:00
c9s	a7bd9239f2	fix: pull out time.now variable	2022-06-02 21:27:28 +08:00
c9s	991d13cb32	cmd/sync: support multiple session names	2022-06-01 19:40:29 +08:00
c9s	63ad635f62	cmd: rewrite sync command	2022-06-01 19:40:29 +08:00
austin362667	c904f9f0f7	strategy: add fmaker ... fmaker: cleanup	2022-05-29 21:39:11 +08:00
c9s	11075b0d1a	cmd: add marginInterestsCmd	2022-05-29 12:01:20 +08:00
c9s	4a4699a4bc	cmd: add margin repays cmd	2022-05-29 11:53:36 +08:00
c9s	70f0dccb9f	binance: convert loans and repays to global types	2022-05-29 11:52:25 +08:00
Andy Cheng	bf26076112	strategy: prototype of supertrend strategy	2022-05-27 14:36:48 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +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	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	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	620e465bcf	refactor symbol report	2022-05-17 22:31:50 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00
austin362667	04ae49263d	cmd: add built-in pivot 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	f99e874072	add tsv writer	2022-05-17 01:33:43 +08:00
c9s	e950ee9559	add wall strategy	2022-05-12 22:51:39 +08:00
c9s	0ae8c295e2	refactor csv writer	2022-05-11 14:58:52 +08:00
c9s	e947a05cbd	add defer close	2022-05-11 14:37:45 +08:00
c9s	479de002a6	record equity curve	2022-05-11 14:36:18 +08:00
c9s	11d0823782	cmd: refactor back-test command	2022-05-11 13:59:44 +08:00
c9s	6e1f9d6a4e	add backtest exchange to the kline handler function	2022-05-10 19:10:16 +08:00