Yo-An Lin
|
3fb6d204aa
|
Fix pointer check
|
2021-12-07 18:52:24 +08:00 |
|
c9s
|
5ef1ee927b
|
improve the error message
|
2021-12-07 15:23:09 +08:00 |
|
c9s
|
f1e3cc6049
|
add strict start time, sync time checking for preventing back-test failure
related to #311
|
2021-12-07 15:21:37 +08:00 |
|
c9s
|
132fe893e1
|
use stderr for verbose log
|
2021-12-07 14:45:20 +08:00 |
|
c9s
|
0472b7f21e
|
avoid recording trades in backtest by default
introducing a RecordTrades option
|
2021-12-06 01:42:53 +08:00 |
|
c9s
|
474be4e815
|
support json output for backtesting
|
2021-12-06 01:05:33 +08:00 |
|
c9s
|
df683bdf56
|
use position to calculate the pnl
|
2021-12-05 02:17:15 +08:00 |
|
TonyQ
|
bd325f02a5
|
add force parameter for backtest
|
2021-12-04 16:18:51 +00:00 |
|
c9s
|
513a799ced
|
fix ewma calculation
|
2021-11-22 02:14:44 +08:00 |
|
c9s
|
ed1d0ea27e
|
add xnav strategy
|
2021-10-29 10:40:14 +08:00 |
|
c9s
|
a6848a6af4
|
add strategy/techsignal
|
2021-10-14 14:24:08 +08:00 |
|
c9s
|
4c061439d3
|
rename buyandhold to pricedrop
|
2021-10-14 13:10:00 +08:00 |
|
c9s
|
768a88247b
|
rename bpp to bollpp (bollinger pingpong)
|
2021-10-14 12:52:54 +08:00 |
|
c9s
|
6e7f12ca9f
|
rename trailingstop to emastop
|
2021-10-14 12:04:56 +08:00 |
|
c9s
|
764a8be46a
|
adjust grid backtest parameters
|
2021-10-13 10:43:56 +08:00 |
|
c9s
|
45c875fe7c
|
bbgo: improve trade collect process
|
2021-10-05 21:30:06 +08:00 |
|
c9s
|
e8f0cbcff8
|
cmd: register etf strategy
|
2021-08-26 11:31:52 +08:00 |
|
c9s
|
5cf134a756
|
cmd: add account cmd --total option
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
c84d59734c
|
clear all trades before running backtests
|
2021-05-30 15:25:00 +08:00 |
|
c9s
|
b430128ba1
|
okex: fix okex order cancellation
|
2021-05-28 03:05:59 +08:00 |
|
c9s
|
777701c0cb
|
add userdatastream cmd for testing private stream
|
2021-05-28 00:47:34 +08:00 |
|
c9s
|
2844b7c3a7
|
okex: add kline command for testing kline data
|
2021-05-27 18:35:34 +08:00 |
|
c9s
|
2381df5009
|
add okex to the exchange factory
|
2021-05-27 00:35:51 +08:00 |
|
c9s
|
29ad95a639
|
add okex to the valid exchange name
|
2021-05-27 00:29:16 +08:00 |
|
c9s
|
4ded82c94e
|
pull out types.Exchange interfaces to make it minimal
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
9b9643e1f9
|
improve order cancellation mechanisim
|
2021-05-22 17:44:20 +08:00 |
|
c9s
|
8acada76a9
|
replace sliceorderbook with orderbook interface
|
2021-05-22 16:32:29 +08:00 |
|
c9s
|
56b2c8845b
|
fix preorder, postorder and inorder
|
2021-05-22 11:36:58 +08:00 |
|
c9s
|
d1ad802806
|
improve trade command output layout
|
2021-05-19 17:54:30 +08:00 |
|
c9s
|
2fddc9166f
|
show bid/ask volume in the message
|
2021-05-19 00:41:34 +08:00 |
|
c9s
|
34106cf65e
|
add cpu profile option
|
2021-05-18 15:38:22 +08:00 |
|
c9s
|
b8139e6e86
|
add xarb strategy
|
2021-05-18 10:19:35 +08:00 |
|
Jui-Nan Lin
|
2d5ae1dde3
|
fix(ftxExchange): the env variable is "FTX_ACCOUNT"
|
2021-05-17 12:42:04 +08:00 |
|
c9s
|
a4381a54a3
|
add fee rate field
|
2021-05-16 15:03:36 +08:00 |
|
c9s
|
236df245a2
|
adjust quantity bases on the balances
|
2021-05-15 09:46:07 +08:00 |
|
c9s
|
f9cb414832
|
twap: add update-interval option
|
2021-05-15 09:29:44 +08:00 |
|
c9s
|
445feb016a
|
support price ticks option
|
2021-05-14 15:35:11 +08:00 |
|
c9s
|
66bc06bc5f
|
add more order execution parameter checks
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
f69cbe9c31
|
add basic TwapExecution
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
3437515d6a
|
rename placeOrder to submitOrder for making the api consistent
|
2021-05-14 14:53:26 +08:00 |
|
c9s
|
9ff7b62123
|
add xbalance strategy
|
2021-05-12 01:21:40 +08:00 |
|
c9s
|
dde998aced
|
fix graceful shutdown
|
2021-05-10 02:17:19 +08:00 |
|
c9s
|
14eedecd0e
|
fix backtest sync from time
|
2021-05-08 00:44:43 +08:00 |
|
c9s
|
3501e8f5fd
|
refactor backtest, add BootstrapBacktestEnvironment
|
2021-05-08 00:14:25 +08:00 |
|
c9s
|
494a270c54
|
insert trades to db only when backtest service is nil
|
2021-05-07 01:50:38 +08:00 |
|
c9s
|
1264c50e83
|
improve balances, account command usability
|
2021-05-06 23:50:26 +08:00 |
|
c9s
|
1a81813e17
|
add --session option check
|
2021-05-06 23:44:05 +08:00 |
|
c9s
|
859bf35255
|
set sync-from from config by default
|
2021-05-05 16:45:17 +08:00 |
|
c9s
|
0fbc388333
|
add --webserver-bind option and add option to --enable-webserver
|
2021-05-03 17:24:39 +08:00 |
|
c9s
|
20d673f769
|
add schedule strategy
|
2021-05-02 18:03:41 +08:00 |
|
c9s
|
471e0a4c45
|
pass string format quantity and price
|
2021-04-28 19:48:17 +08:00 |
|
zenix
|
2bda296194
|
Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time
|
2021-04-21 19:50:33 +09:00 |
|
c9s
|
34fe915a9f
|
fix sync issue for pnl command
|
2021-04-09 12:43:13 +08:00 |
|
c9s
|
d315c12f2d
|
call environ.Init to setup sessions
|
2021-04-09 00:46:36 +08:00 |
|
ycdesu
|
e152aa1036
|
ftx: trade update
|
2021-03-29 22:11:39 +08:00 |
|
ycdesu
|
f60f1ef52e
|
ftx: authenticate websocket
|
2021-03-27 18:16:52 +08:00 |
|
ycdesu
|
24254a869d
|
ftx: invoke SetPublicOnly in orderbook command
|
2021-03-27 17:37:16 +08:00 |
|
ycdesu
|
9e77b3afd8
|
ftx: support queryTrades method
|
2021-03-26 00:43:15 +08:00 |
|
YC
|
80e5144950
|
Merge pull request #184 from c9s/ftx/add-missing-query-string
|
2021-03-24 16:26:33 +08:00 |
|
ycdesu
|
33046df35b
|
ftx: list closed orders
|
2021-03-23 22:25:21 +08:00 |
|
ycdesu
|
cb52b436cb
|
ftx: add log
|
2021-03-23 22:25:05 +08:00 |
|
c9s
|
29f77c2176
|
add environ.DatabaseService nil check for backtest
|
2021-03-22 22:48:43 +08:00 |
|
c9s
|
6c8babfb27
|
allow public session
|
2021-03-22 17:40:17 +08:00 |
|
c9s
|
e86f29b7cc
|
add gap strategy
|
2021-03-22 17:32:21 +08:00 |
|
ycdesu
|
ab743f85c2
|
ftx:support deposit histories
|
2021-03-21 20:17:41 +08:00 |
|
ycdesu
|
c30a026243
|
ftx: support market cmd
|
2021-03-21 13:06:46 +08:00 |
|
c9s
|
814a77ea39
|
xmaker: improve balance checking
|
2021-03-21 12:55:33 +08:00 |
|
ycdesu
|
a7bdcdff38
|
fix: fix placeorder cmd
|
2021-03-19 10:07:39 +08:00 |
|
ycdesu
|
8a75b21a38
|
ftx: support account info
|
2021-03-18 23:53:55 +08:00 |
|
Larry850806
|
28f4584191
|
Use empty config if config file doesn't exist
|
2021-03-18 10:04:41 +08:00 |
|
Larry850806
|
4dc478590f
|
Remove configuring database in balances cmd
|
2021-03-17 14:35:00 +08:00 |
|
Yo-An Lin
|
7ecb17dbe2
|
Merge pull request #163 from c9s/feature/mark-trade-strategy
|
2021-03-16 22:34:09 +08:00 |
|
c9s
|
714d61a829
|
add grid restore behavior
|
2021-03-16 20:04:06 +08:00 |
|
ycdesu
|
c08899f7fb
|
ftx: add ftx to supported exchange
|
2021-03-15 20:40:04 +08:00 |
|
c9s
|
7b7811bbc3
|
revise orderbook command options
|
2021-03-15 10:23:53 +08:00 |
|
c9s
|
97d427a9ca
|
add ftx into the standard exchange factory
|
2021-03-15 10:22:45 +08:00 |
|
Yo-An Lin
|
e0d7fefbf2
|
Merge pull request #150 from c9s/fix/pnl
feature: add deposit service and withdraw service for sync
|
2021-03-15 09:01:24 +08:00 |
|
Yo-An Lin
|
806a32724f
|
Merge pull request #153 from c9s/improve/balances-cmd
|
2021-03-14 11:51:49 +08:00 |
|
c9s
|
4b49fda463
|
refactor sync service
|
2021-03-14 11:18:22 +08:00 |
|
c9s
|
22a9809327
|
improve balances command
|
2021-03-14 10:35:01 +08:00 |
|
c9s
|
33213746f4
|
cmd: add --all option to the cancel command
|
2021-03-14 10:29:45 +08:00 |
|
ycdesu
|
a83b95d262
|
ftx: implemenet place order func
|
2021-03-13 10:41:04 +08:00 |
|
ycdesu
|
c3a677e2b8
|
ftx: rename orders cmd to listorders
|
2021-03-13 10:41:04 +08:00 |
|
Yo-An Lin
|
b58e96a8a2
|
Merge pull request #148 from jnlin/fix/telegram-config
|
2021-03-10 12:42:28 +08:00 |
|
Jui-Nan Lin
|
19e523c1e9
|
fix: typo of telegram bot auth token
|
2021-03-10 12:31:26 +08:00 |
|
ycdesu
|
6599f276db
|
ftx: implement query open orders
|
2021-03-07 12:51:13 +08:00 |
|
ycdesu
|
be7c393fcb
|
ftx: print orderbook update
|
2021-03-04 10:02:40 +08:00 |
|
ycdesu
|
081aa17deb
|
doc: modify comment
|
2021-03-03 08:38:55 +08:00 |
|
ycdesu
|
160f6323e8
|
ftx: emit orderbook snapshot
|
2021-03-02 22:18:41 +08:00 |
|
ycdesu
|
a26c0553ee
|
cmd: raise symbol not found err
|
2021-03-02 18:33:19 +08:00 |
|
ycdesu
|
f7ef4a8028
|
cmd: create orderbook command to print orderbook snapshot and updates
|
2021-02-27 19:28:01 +08:00 |
|
ycdesu
|
282ce3ee99
|
cmd: move simple session factory to cmd/utils.go
|
2021-02-27 18:42:45 +08:00 |
|
ycdesu
|
fd5574b006
|
cmd: add balances testing cmd
Only support ftx
|
2021-02-27 17:24:59 +08:00 |
|
ycdesu
|
45da7ca1f5
|
cmd: add ftx flags
|
2021-02-27 17:23:59 +08:00 |
|
c9s
|
21a4669905
|
adjust max query limiter and sync before running trader
|
2021-02-22 16:54:08 +08:00 |
|
c9s
|
e93b5a1868
|
add version command
|
2021-02-22 15:23:09 +08:00 |
|
c9s
|
9ea1a22b3f
|
wrap errors
|
2021-02-21 17:48:03 +08:00 |
|
c9s
|
21b092037e
|
refactor notification configuration
|
2021-02-21 16:52:47 +08:00 |
|
c9s
|
fa4e813729
|
resolve cyclic imports
|
2021-02-21 01:01:39 +08:00 |
|
c9s
|
6845db6dd3
|
refactor database configure method
|
2021-02-21 00:58:34 +08:00 |
|
c9s
|
1763fb8904
|
improve the warning message
|
2021-02-21 00:48:26 +08:00 |
|
c9s
|
12ed5a1efe
|
move persistence service into the service package
|
2021-02-21 00:45:56 +08:00 |
|
c9s
|
b7a3f2ee03
|
refactor telegram initialization
|
2021-02-20 12:33:43 +08:00 |
|
c9s
|
be00aae81e
|
move trade configuration to the trader struct method
|
2021-02-20 12:23:31 +08:00 |
|
c9s
|
4ce6e85624
|
add sync status to the environment
|
2021-02-20 11:29:33 +08:00 |
|
c9s
|
44fa74a4c9
|
refactor session sync
|
2021-02-19 10:42:24 +08:00 |
|
c9s
|
390c9b1a4b
|
move Sync method into the sync service
|
2021-02-19 10:26:13 +08:00 |
|
c9s
|
eaa8c647b5
|
refactor session sync
|
2021-02-18 22:40:46 +08:00 |
|
c9s
|
90069a8589
|
improve sync command to find possible trading symbols automatically
|
2021-02-18 22:07:54 +08:00 |
|
c9s
|
e372a53835
|
refactor transfer history command
|
2021-02-17 14:43:50 +08:00 |
|
c9s
|
5f759780c3
|
remove unused since flag
|
2021-02-16 17:10:48 +08:00 |
|
c9s
|
0c9ca851e5
|
improve support strategy
|
2021-02-15 01:26:46 +08:00 |
|
c9s
|
ffa001fc29
|
fix quantity format
|
2021-02-11 00:21:56 +08:00 |
|
ycchen
|
2b285c0202
|
fix: remove unused
|
2021-02-08 22:43:20 +01:00 |
|
ycchen
|
6655e16889
|
minor tweaks
|
2021-02-08 22:41:44 +01:00 |
|
ycchen
|
61c98432f2
|
feat: tickers for asset calculation
|
2021-02-08 22:41:44 +01:00 |
|
Yo-An Lin
|
b81eb33cad
|
Merge pull request #117 from c9s/wizard/sqlite3
add sqlite3 driver option to the wizard user interface
|
2021-02-06 17:41:45 +08:00 |
|
c9s
|
62145d02f3
|
move dotenv loading to the root command
|
2021-02-06 15:03:07 +08:00 |
|
Yo-An Lin
|
5a5e64cc8d
|
Merge pull request #111 from c9s/feature/sqlite3
add sqlite3 migration support
|
2021-02-06 11:52:03 +08:00 |
|
c9s
|
0b657d59f9
|
make inBaseAsset as private method
|
2021-02-06 11:34:53 +08:00 |
|
c9s
|
dd9dbee903
|
refactor database configuration with env vars
|
2021-02-06 11:33:49 +08:00 |
|
c9s
|
99b56003eb
|
clean up legacy db connection handling with the new database service
|
2021-02-06 11:22:04 +08:00 |
|
c9s
|
de51eb29e4
|
refactor db stuff with database service
|
2021-02-06 11:22:04 +08:00 |
|
Yo-An Lin
|
8c72e2290e
|
Merge pull request #110 from jnlin/options_orderlimit
|
2021-02-05 19:30:41 +08:00 |
|
Jui-Nan Lin
|
b6da7ee2f2
|
fix(pnl): should be trades
|
2021-02-05 14:49:42 +08:00 |
|
c9s
|
ea0c20cfe7
|
rename enableApiServer to enableWebServer
|
2021-02-05 13:04:52 +08:00 |
|
c9s
|
0803d6bae0
|
add BeforeRestart hook
|
2021-02-05 13:01:07 +08:00 |
|
Jui-Nan Lin
|
893b513605
|
feat: add limit option for pnl command
|
2021-02-05 10:12:10 +08:00 |
|
c9s
|
bd895149ad
|
if dotenv file does not exist, do not load it
|
2021-02-04 20:34:31 +08:00 |
|
c9s
|
621321f5db
|
add basic desktop app
|
2021-02-04 20:34:31 +08:00 |
|
c9s
|
d8d1249293
|
fix env var prefix by using os.Getenv directly
|
2021-02-04 15:14:54 +08:00 |
|
c9s
|
7c6fce076f
|
use ping try the api server
|
2021-02-04 13:48:21 +08:00 |
|
c9s
|
6db1924f87
|
add setup struct for setup mode options
|
2021-02-04 13:29:43 +08:00 |
|
c9s
|
f21b7f06d7
|
update static files and fix page routes
|
2021-02-03 18:54:35 +08:00 |
|
c9s
|
b3aa7e7511
|
add darwin os check
|
2021-02-03 18:54:34 +08:00 |
|
c9s
|
c73e5f00f3
|
refactor server routes
|
2021-02-03 18:09:33 +08:00 |
|
c9s
|
bf8508d4fb
|
update description
|
2021-02-03 17:41:48 +08:00 |
|
c9s
|
4e31c7f68a
|
change default config path to just bbgo.yaml
|
2021-02-03 17:39:53 +08:00 |
|
c9s
|
8aa96c4546
|
integrate strateg adding api
|
2021-02-03 02:26:41 +08:00 |
|
c9s
|
d458519ba5
|
add setup flag
|
2021-02-02 18:17:39 +08:00 |
|
c9s
|
17d5e301dc
|
refine setup steps
|
2021-02-02 17:26:35 +08:00 |
|
c9s
|
73762d9888
|
support exchange session test from the setup wizard
|
2021-02-02 11:44:07 +08:00 |
|
c9s
|
06f648448b
|
pull out wrapper runner
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
eebb568b0c
|
add dotenv string flag for changing dotenv filename
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
0a29ee99b8
|
call godotenv.Load to load env vars
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
a60aeb4771
|
pull out .Subscribe from trader.Run
|
2021-02-01 20:44:15 +08:00 |
|
c9s
|
a926ee1e37
|
rename --enable-api-server to --enable-web-server
|
2021-01-29 19:31:52 +08:00 |
|
c9s
|
fbbe304dfb
|
add trades query api
|
2021-01-29 18:48:00 +08:00 |
|
c9s
|
9040f6ff0d
|
add --enable-api-server flag
|
2021-01-24 19:07:56 +08:00 |
|
c9s
|
eccc2c6e0f
|
implement session config api and server
|
2021-01-24 18:42:36 +08:00 |
|
c9s
|
51e5deee47
|
add frontend files
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
1892d03326
|
make session trades map thread safe
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
568250f4bb
|
define api routes
|
2021-01-24 14:14:25 +08:00 |
|
c9s
|
1f1e1383f3
|
fix advancedOrderCancelApi interface
|
2021-01-23 17:20:26 +08:00 |
|
c9s
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cc3e9f42aa
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cmd: fix build nil check
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2021-01-23 01:01:36 +08:00 |
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c9s
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fa8198b8b9
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remove unnecessary logs
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2021-01-21 12:28:47 +08:00 |
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c9s
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93ae65535d
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remove os and arch flags
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2021-01-21 12:27:55 +08:00 |
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c9s
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5eaa8f0778
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add IsWrapperBinary flag and fix persistence error
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2021-01-21 12:27:21 +08:00 |
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c9s
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503df57e72
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remove legacy cmd flags
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2021-01-21 12:10:06 +08:00 |
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c9s
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5329ef8f25
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refactor build config
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2021-01-21 12:06:03 +08:00 |
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c9s
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42811e8157
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alias logrus as log
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2021-01-20 02:45:50 +08:00 |
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c9s
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9280ec348f
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clean up pnl command
we should use environment to load the sessions
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2021-01-20 02:45:13 +08:00 |
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c9s
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0e99d9bdcb
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move time.Sleep to batch processor to avoid rate limit
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2021-01-20 02:32:55 +08:00 |
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c9s
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d3f6841a27
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improve sync command for margin trades and orders
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2021-01-20 01:46:17 +08:00 |
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c9s
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3db5c26416
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improve transfer history layout
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2021-01-15 14:24:24 +08:00 |
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c9s
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d96e6e8ccc
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use environment to configure database
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2021-01-15 10:47:49 +08:00 |
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c9s
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1ce3244c17
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drop the legacy migration command
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2021-01-15 10:33:23 +08:00 |
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c9s
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d04e1e7816
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refactory sync command and upgrade db automatically
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2021-01-14 15:10:11 +08:00 |
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c9s
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ad567dc360
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use mysql reformat dsn function to add parseTime parameters
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2021-01-14 14:56:13 +08:00 |
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c9s
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2699c32b38
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add rockhopper
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2021-01-13 23:53:36 +08:00 |
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c9s
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45e4d8c558
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rename movingstop to trailingstop
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2020-12-31 13:07:39 +08:00 |
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c9s
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275aa9494a
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support canceling orders on max
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2020-12-29 16:00:03 +08:00 |
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c9s
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f12e38b70e
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call cancelTrading defer
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2020-12-21 15:47:20 +08:00 |
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c9s
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321b4812ca
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supporting otp key restore from key url
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2020-12-11 17:12:16 +08:00 |
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c9s
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fbb9d0d3ba
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show key URL
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2020-12-11 17:08:06 +08:00 |
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c9s
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deb9a29521
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support one-time password
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2020-12-11 17:07:19 +08:00 |
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c9s
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f4ef19e5d6
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implement PlainText for telegram bot
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2020-12-11 15:58:05 +08:00 |
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c9s
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45bc4dc9eb
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refactor telegram notifier with interaction component
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2020-12-11 14:40:04 +08:00 |
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c9s
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f595b1ef65
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fix compile flag check
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2020-12-09 16:13:20 +08:00 |
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c9s
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fe7495898f
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check if persistence is configured
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2020-12-08 15:09:17 +08:00 |
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c9s
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53d7fb5611
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support telegram chat user persistence
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2020-12-08 15:03:52 +08:00 |
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c9s
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a299721a98
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improve message layout
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2020-12-08 14:41:51 +08:00 |
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c9s
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4316f1fada
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pull out bot initialization
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2020-12-08 14:25:30 +08:00 |
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c9s
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55cd0c6a6e
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pull out bot initialization to run
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2020-12-08 14:20:49 +08:00 |
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c9s
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2d98336fb6
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implement Persistent API for strategy
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2020-12-07 11:44:41 +08:00 |
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c9s
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341f735bc3
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configure ConfigurePersistence if it's defined
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2020-12-07 11:44:41 +08:00 |
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c9s
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62a541fb27
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rename preload to loadBuildConfig
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2020-12-07 11:44:23 +08:00 |
|
David Chang
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9f92fcf2e4
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chore: rename telegram init to telegram auth
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2020-12-06 13:59:47 +08:00 |
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David Chang
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c72ef2b31c
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fix: add missing root cmd flags
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2020-12-05 14:25:19 +08:00 |
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David Chang
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b2d9bd0312
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feature: add telegram bot notifier
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2020-12-05 14:20:27 +08:00 |
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c9s
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17590fcc08
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include movingstop in builtin
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2020-12-03 08:52:43 +08:00 |
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c9s
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db6c90b8dd
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cmd: fix run command signal handling
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2020-11-23 16:36:03 +08:00 |
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c9s
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cc3da5b678
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pass order id for order store exists
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2020-11-17 08:53:22 +08:00 |
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c9s
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f4512f031c
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improve cross exchange strategy mounting behavior and add fixedpoint atomic ops
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2020-11-17 08:19:22 +08:00 |
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c9s
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94aaaf21b0
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improve wrapper binary invocation
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2020-11-15 13:23:26 +08:00 |
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c9s
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8cc1c589a1
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fix waitgroup counting
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2020-11-12 14:59:47 +08:00 |
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c9s
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fc9409673f
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add graceful shutdown
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2020-11-12 14:50:21 +08:00 |
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c9s
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4bb5730cea
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remove backtest flag from the sync command
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2020-11-11 16:11:41 +08:00 |
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c9s
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24e5911140
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refactory sync mode into the backtest command
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2020-11-11 16:08:24 +08:00 |
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c9s
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097b2d30a6
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add base-asset-baseline flag for backtest
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2020-11-11 14:39:33 +08:00 |
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c9s
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04f6da3cb8
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add traditional grid strategy
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2020-11-10 19:06:20 +08:00 |
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c9s
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923fea0d94
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improve backtest cmd
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2020-11-10 14:19:11 +08:00 |
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c9s
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f5b17193c5
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move verbose flag detection before we setup the environment
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2020-11-09 16:49:03 +08:00 |
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c9s
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6c2aef31a3
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improve backtest logging
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2020-11-09 16:47:29 +08:00 |
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c9s
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e7cc79f3cf
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replace errors.Errorf with fmt.Errorf
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2020-11-09 16:34:35 +08:00 |
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c9s
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e3a1184d22
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fix backtest sync exchange and consider fee rate
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2020-11-08 12:47:14 +08:00 |
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c9s
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4b0bab31fb
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Merge branch 'feature/backtest' into main
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2020-11-07 20:34:55 +08:00 |
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c9s
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641784e1b1
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calculate pnl after the backtest
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2020-11-07 20:34:34 +08:00 |
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c9s
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6040c69327
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add sync flag for backtesting
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2020-11-07 20:14:53 +08:00 |
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c9s
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f1db12eb10
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add done channel for backtest exchange
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2020-11-07 20:11:07 +08:00 |
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c9s
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573a082391
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add flashcrash strategy
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2020-11-07 12:02:15 +08:00 |
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c9s
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b13a2deec5
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emit klines and setup account balances
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2020-11-07 03:18:05 +08:00 |
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c9s
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22a214328d
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implement backtest command, stream and add backtest config
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2020-11-07 02:57:50 +08:00 |
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c9s
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8823a39fc2
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support backtesting kline verification
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2020-11-07 00:49:17 +08:00 |
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c9s
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555fe57341
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implement kline sync function from command
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2020-11-06 21:40:48 +08:00 |
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c9s
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b38d0d15ed
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fix order sync for max
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2020-11-05 14:12:19 +08:00 |
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c9s
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7fab2e24de
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improve order persistence and support order data sync
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2020-11-05 11:14:14 +08:00 |
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c9s
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eb67fc0f8f
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make mysql-url optional for run command
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2020-11-05 11:14:14 +08:00 |
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c9s
|
eb05620f99
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use Notifiability directly from environment
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2020-10-31 18:35:48 +08:00 |
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c9s
|
49ff9c4dd6
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drop legacy trade reporter
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2020-10-31 18:35:48 +08:00 |
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c9s
|
c4d7476212
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add submit order routing
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2020-10-31 18:35:48 +08:00 |
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c9s
|
ec9b5230aa
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refactor trade report and move trade reporter to the environment layer
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2020-10-31 18:35:48 +08:00 |
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c9s
|
551fa4b7fb
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add grid to built-ins
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2020-10-31 18:29:58 +08:00 |
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c9s
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b22e0370b3
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drop legacy OrderProcessor and remove slack debug
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2020-10-28 17:48:16 +08:00 |
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c9s
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2680ad5072
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refactor environment, market data store, injection and add swing strategy
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2020-10-28 17:48:16 +08:00 |
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c9s
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008e5c83f9
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fix notification config check
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2020-10-27 20:41:08 +08:00 |
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c9s
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b3eaf832af
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Add pricealert strategy for demonstrating notification
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2020-10-27 13:54:39 +08:00 |
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c9s
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ef598c3a0f
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assign base order executor descendingly
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2020-10-27 09:58:21 +08:00 |
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c9s
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8453e95300
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configure channel routers
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2020-10-27 09:38:29 +08:00 |
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c9s
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42f947506c
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add route methods on Notifiability
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2020-10-27 09:24:59 +08:00 |
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c9s
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ea05d998f2
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load notification conf
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2020-10-27 08:57:00 +08:00 |
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c9s
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955479486a
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add symbol channel router and object channel router for notification
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2020-10-27 08:19:16 +08:00 |
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c9s
|
a1eeb55778
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refactor and clean up bbgo config
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2020-10-26 21:45:02 +08:00 |
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c9s
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502e5bdc04
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load exchange sessions dynamically
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2020-10-26 17:00:17 +08:00 |
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c9s
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19f259111d
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improve config loading by adding unmarshal yaml method
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2020-10-26 15:33:25 +08:00 |
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c9s
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cd666fdf9e
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pull out db parameter from the constructor
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2020-10-26 15:06:39 +08:00 |
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c9s
|
3aa40f3aab
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disable viper config for now
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2020-10-26 13:56:48 +08:00 |
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c9s
|
332ca7ffe8
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make trade sync optional
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2020-10-26 13:48:59 +08:00 |
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c9s
|
931c646fde
|
configure notifier and make slack notification optional
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2020-10-26 13:40:43 +08:00 |
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c9s
|
ac0a26b005
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add build command
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2020-10-26 13:27:07 +08:00 |
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c9s
|
9017d2a9a7
|
add go os and arch name to the binary name
|
2020-10-26 11:41:21 +08:00 |
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c9s
|
1e12de28da
|
Add xpuremaker skeleton
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2020-10-25 18:32:46 +08:00 |
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c9s
|
81653c6451
|
improve compile function for goos and goarch
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2020-10-24 16:29:58 +08:00 |
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c9s
|
2535a5803e
|
alias logrus into log
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2020-10-24 15:43:55 +08:00 |
|
c9s
|
9ce9ecc910
|
compile local strategies into the wrapper binary
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2020-10-24 15:38:13 +08:00 |
|
c9s
|
cd28fb8771
|
unmarshal imports into config
|
2020-10-23 14:49:54 +08:00 |
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c9s
|
e1e8a16f97
|
rename Run to Execute to avoid confusion
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2020-10-23 14:38:24 +08:00 |
|
c9s
|
bcc97c1906
|
cmd: rename slack-trading-channel to slack-channel
|
2020-10-23 14:29:02 +08:00 |
|
c9s
|
048374566c
|
move commands into pkg/cmd
|
2020-10-23 14:28:07 +08:00 |
|
c9s
|
1f71fa623c
|
add channel argument to the notify method
|
2020-10-21 17:10:47 +08:00 |
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