Commit Graph

2557 Commits

Author SHA1 Message Date
TonyQ
711575c6d0 backtest : fix auto sync missing the part from last db kiline to
end time
2021-12-19 12:14:18 +08:00
Yo-An Lin
b455d4a039 Merge pull request #371 from andycheng123/main
doc: support strategy
2021-12-17 15:42:40 +08:00
Yo-An Lin
279293b9b1 Merge pull request #373 from narumiruna/vwma
feature: add volume weighted moving average indicator
2021-12-17 15:38:33 +08:00
Andy Cheng
4416a96194 doc: remove obsolete back-testing commission options 2021-12-17 14:41:40 +08:00
なるみ
b144d8e107 feature: add volume weighted moving average indicator 2021-12-17 14:36:39 +08:00
Andy Cheng
0e82bf630f doc: update support strategy 2021-12-16 19:32:35 +08:00
Andy Cheng
debd5b3bf2 doc: issue #281 2021-12-16 18:35:44 +08:00
Andy Cheng
634b722044 doc: support strategy 2021-12-16 18:30:38 +08:00
Andy Cheng
5a238b8b0a doc: add description of commission rate option for backtesting 2021-12-16 17:12:38 +08:00
Yo-An Lin
573a845b94 Merge pull request #370 from tony1223/bug/215-sqlite-time-issue
database: sqlite3 issue fix
2021-12-15 14:40:29 +08:00
TonyQ
3e45035ab1 database: sqlite3 issue fix
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
2021-12-15 14:34:31 +08:00
Yo-An Lin
3266571698 Merge pull request #369 from tony1223/feature/ftx-refine-kline-event
exchange: make ftx kline event more reliable
2021-12-15 11:34:26 +08:00
TonyQ
c0b9cc0f0b exchange: make ftx kline event more reliable 2021-12-15 11:23:07 +08:00
Yo-An Lin
05323f211f Merge pull request #368 from tony1223/feature/355-update-sync
backtest : auto sync
2021-12-15 01:39:19 +08:00
TonyQ
16933555b8 backtest : auto sync missing range 2021-12-15 01:26:05 +08:00
Yo-An Lin
592059fc73 Merge pull request #364 from austin362667/query-trades
binance: read orders & trades and add related conversions
2021-12-15 01:04:55 +08:00
austin362667
ccd607ba28 binance: remove unsupported comments 2021-12-15 01:01:05 +08:00
austin362667
7f96fa8dde binance: add multierr 2021-12-15 01:01:05 +08:00
austin362667
bb592663ab binance: removed unsupport isolated futures trade 2021-12-15 01:01:05 +08:00
austin362667
a0130affe4 binance: add query orders & trades 2021-12-15 01:01:05 +08:00
Yo-An Lin
f315d9f348 Merge pull request #367 from austin362667/main
binance: remove comments not support isolated futures
2021-12-15 00:59:42 +08:00
TonyQ
20b03fe4a5 exchange: fix ftx for wrong last kline issue 2021-12-15 00:07:54 +08:00
austin362667
839bb6d0e8 binance: remove comments cuz not support isolated futures 2021-12-14 20:41:55 +08:00
Yo-An Lin
59241038f9 Update README.md 2021-12-14 18:26:46 +08:00
Yo-An Lin
6c6eb252cc Merge pull request #363 from tony1223/feature/355-ftx-backtest 2021-12-14 16:09:16 +08:00
TonyQ
8eb3eede82 fix backtest (with review) 2021-12-14 16:02:54 +08:00
Yo-An Lin
d531e041dd Merge pull request #357 from narumiruna/rebalance
feature: add portfolio rebalancing strategy
2021-12-14 12:01:07 +08:00
Yo-An Lin
e09c526d72 Merge pull request #360 from tony1223/feature/302-record-assets-review
account: add nav_history_details and account_service for #302
2021-12-14 11:56:58 +08:00
TonyQ
51e23b6a0c Merge branch 'main' of github.com:c9s/bbgo into feature/302-record-assets-review 2021-12-14 10:39:51 +08:00
TonyQ
4eb5a099ae account: add nav_history_details and account_service for #302 2021-12-14 08:09:18 +08:00
なるみ
f320d78f2f Refactor 2021-12-14 02:18:08 +08:00
Yo-An Lin
7fcbc1edcf Merge pull request #359 from austin362667/submit-order
binance: support submit futures order
2021-12-13 23:30:30 +08:00
austin362667
d3526b2c71 binance: add SubmitFuturesOrder and related conversions 2021-12-13 23:19:14 +08:00
austin362667
36c6d39612 bbgo: add session Futures & types: add FuturesExchange 2021-12-13 23:16:58 +08:00
c9s
74811abb36 okex: rewrite okex api request with requestgen 2021-12-13 14:55:44 +08:00
c9s
e2937acb28 apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 14:55:44 +08:00
TonyQ
79056de057 backtest: add ftx kline table 2021-12-13 14:55:44 +08:00
c9s
e9b30330a9 add FAQ section 2021-12-13 14:55:44 +08:00
Yo-An Lin
0f8ffb70bb Merge pull request #358 from andycheng123/main
doc: fix tg doc, needs no notification: block
2021-12-13 14:37:51 +08:00
Andy Cheng
5a6ff7ebb7 doc: fix tg doc, needs no notification: block 2021-12-13 11:43:05 +08:00
なるみ
f494a0f514 Initial commit of rebalance strategy 2021-12-13 05:19:44 +08:00
Yo-An Lin
d847d223e3 Merge pull request #356 from c9s/feature/kucoin
refactor: apply requestgen
2021-12-13 02:14:05 +08:00
Yo-An Lin
a3215d6f31 Merge pull request #354 from austin362667/order-trade
binance: parse OrderTrade event stream & add futures client connection
2021-12-13 02:12:19 +08:00
c9s
34c2b342ba apply requestgen for CancelOrderRequest and CancelAllOrderRequest 2021-12-13 02:08:18 +08:00
c9s
c28833fba0 kucoinapi: use requestgen for list orders request 2021-12-13 01:53:00 +08:00
c9s
97b63f45d5 kucoin: rename receiver to r 2021-12-13 01:14:52 +08:00
c9s
b9dfc27df6 ignore .env.production 2021-12-13 01:12:04 +08:00
c9s
22972953d0 use requestgen to generate the accessor methods 2021-12-13 01:11:15 +08:00
austin362667
04919e0fa4 binance: add futures exchange stream connection 2021-12-12 15:40:03 +08:00
austin362667
8ca60cec10 binance: add user stream event parser & toGlobalType converter 2021-12-12 15:39:06 +08:00