78 Commits

Author	SHA1	Message	Date
ycchen	288f7257eb	fix testcases	2021-02-06 19:39:43 +01:00
c9s	26f9e5488d	apply datatype.Time to order time fields	2021-02-06 14:30:00 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
c9s	9db1c78171	add public only mode to backtest	2020-12-21 15:45:40 +08:00
c9s	936650d879	rename kline trend to direction	2020-12-04 10:18:51 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	69a33b6400	fix and improve backtest	2020-11-10 14:18:04 +08:00
c9s	e7cc79f3cf	replace errors.Errorf with fmt.Errorf	2020-11-09 16:34:35 +08:00
c9s	ded89e099f	refactor simple price matching	2020-11-09 03:17:02 +08:00
c9s	5cc9506960	simplify executeTrade method since we should not use over locked funds	2020-11-09 03:09:12 +08:00
c9s	443f2c6891	document fee rate for BNB holders	2020-11-09 03:01:40 +08:00
c9s	377f4cae34	add account balance lock and unlock for testing maker strategies	2020-11-09 02:58:46 +08:00
c9s	f69c87b3a8	fix fee calculation and add account balance checking	2020-11-08 21:52:44 +08:00
c9s	090011da9e	pull out order matching trigger from the kline event callbacks	2020-11-08 13:07:45 +08:00
c9s	e3a1184d22	fix backtest sync exchange and consider fee rate	2020-11-08 12:47:14 +08:00
c9s	6bd3573287	add exchange field in the table so that we can reuse the kline objects for backtest	2020-11-08 12:13:34 +08:00
c9s	641784e1b1	calculate pnl after the backtest	2020-11-07 20:34:34 +08:00
c9s	f3571b9832	fix tests	2020-11-07 20:18:11 +08:00
c9s	6040c69327	add sync flag for backtesting	2020-11-07 20:14:53 +08:00
c9s	f1db12eb10	add done channel for backtest exchange	2020-11-07 20:11:07 +08:00
c9s	a4a9067c6a	integrate matching engine with backtest exchange	2020-11-07 19:57:36 +08:00
c9s	5be4aa53db	move simple price matching to matching.go	2020-11-07 16:09:21 +08:00
c9s	3778adc8c8	implement SimplePriceMatching engine	2020-11-07 16:08:20 +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	c9fa565c24	remove the legacy submit order method	2020-10-26 16:44:05 +08:00
c9s	7d7828a556	move commented code	2020-10-18 12:25:08 +08:00
c9s	d2ba9cc4c3	move backtest related component to backtest package	2020-10-18 12:24:21 +08:00