75 Commits

Author	SHA1	Message	Date
c9s	8274f6e97c	reformat OrderProcessor code	2020-10-26 16:45:09 +08:00
c9s	c9fa565c24	remove the legacy submit order method	2020-10-26 16:44:05 +08:00
c9s	359b3c56b4	move files	2020-10-26 16:15:30 +08:00
c9s	19f259111d	improve config loading by adding unmarshal yaml method	2020-10-26 15:33:25 +08:00
c9s	cd666fdf9e	pull out db parameter from the constructor	2020-10-26 15:06:39 +08:00
c9s	332ca7ffe8	make trade sync optional	2020-10-26 13:48:59 +08:00
c9s	931c646fde	configure notifier and make slack notification optional	2020-10-26 13:40:43 +08:00
c9s	145264aae4	cancel orders and re-submit maker orders	2020-10-26 00:26:17 +08:00
c9s	de11ef10f5	return created order objects from SubmitOrders method	2020-10-25 19:22:22 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	cd28fb8771	unmarshal imports into config	2020-10-23 14:49:54 +08:00
c9s	6b0f2b80d7	add multiple spec support	2020-10-23 00:21:03 +08:00
c9s	aea6a7c03d	integrate AverageCostPnLReporter	2020-10-22 15:57:50 +08:00
c9s	897d882c35	update Notifiability interface	2020-10-22 14:45:15 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	678e4ef4ab	add trade reporter	2020-10-22 10:47:54 +08:00
c9s	a714af739a	implement TradeReporter	2020-10-21 19:52:55 +08:00
c9s	b1a9a66dba	assign account and stream when allocating session object	2020-10-21 17:42:37 +08:00
c9s	1f71fa623c	add channel argument to the notify method	2020-10-21 17:10:47 +08:00
c9s	58265d14f9	move cmdutil package	2020-10-21 15:58:58 +08:00
c9s	4ee10de40f	add LoadedCrossExchangeStrategies loader api	2020-10-20 14:21:46 +08:00
c9s	2fbf19455e	implement strategy yaml loader	2020-10-20 13:52:25 +08:00
c9s	a08aebaa17	bbgo: add SetTradeScanTime method	2020-10-20 13:11:04 +08:00
c9s	3b3df77ec3	clean up the legacy context struct	2020-10-20 12:24:30 +08:00
c9s	752fdf5c80	document WithCache function	2020-10-20 12:22:18 +08:00
c9s	2bbee6671a	make the first arg of WithCache as a key var	2020-10-20 12:18:29 +08:00
c9s	40c697275d	query market config with cache	2020-10-20 12:11:44 +08:00
c9s	180bfff558	loadedSymbols is not used in the init method	2020-10-20 11:49:18 +08:00
c9s	f6c1ed67e6	add CacheDir function	2020-10-20 11:48:44 +08:00
c9s	f62f3b8a02	define HomeDir and SourceDir helper functions	2020-10-20 11:46:44 +08:00
c9s	fc687f3174	max: implement kline event parser for websocket	2020-10-19 22:46:34 +08:00
c9s	d68564de28	improve logging	2020-10-19 22:26:43 +08:00
c9s	822e4c2703	receive trade in value instead of pointer	2020-10-19 22:06:43 +08:00
c9s	292dd2492a	add comment for loadedSymbols	2020-10-19 22:02:05 +08:00
c9s	a4b872fc8b	clean up init and connect phase	2020-10-19 22:00:44 +08:00
c9s	6d6e79eab3	fix session initialization issue	2020-10-19 21:58:50 +08:00
c9s	c1590786e8	integrate orderbook updates to market data store	2020-10-18 20:44:12 +08:00
c9s	75115774f6	rename kline store to market data store back	2020-10-18 20:44:12 +08:00
c9s	f9940a9c2f	rename market data store to kline store	2020-10-18 12:32:43 +08:00
c9s	f826bb014a	make markets field private	2020-10-18 12:30:13 +08:00
c9s	dab264a4ad	add more accessors to exchange session, so that we can make it as an interface	2020-10-18 12:29:38 +08:00
c9s	168cb355fc	add accessor to MarketDataStore	2020-10-18 12:27:11 +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
c9s	028aef9402	move marketdata store to store package	2020-10-18 12:23:00 +08:00
c9s	90515855eb	move MovingAverageIndicator	2020-10-18 11:37:01 +08:00
c9s	a1c027471e	remove more empty files	2020-10-18 11:35:40 +08:00
c9s	d011bf275e	move stock_test file and testdata	2020-10-18 11:34:36 +08:00
c9s	cbeb809b22	delete empty pnl file	2020-10-18 11:33:58 +08:00
c9s	c878de10bf	delete empty market.go file	2020-10-18 11:33:43 +08:00