153 Commits

Author	SHA1	Message	Date
c9s	78f10212b9	grid2: fix base fee format	2022-12-15 18:57:21 +08:00
c9s	fcd7a20b78	bbgo,grid2: add place order error log	2022-12-15 18:54:02 +08:00
c9s	051aa19989	grid2: add newOrderUpdateHandler and send profit to notification	2022-12-15 18:47:45 +08:00
c9s	c2133a1712	grid2: call bbgo sync api to sync profit stats	2022-12-15 18:42:25 +08:00
c9s	1964763f58	grid2: add more logs	2022-12-15 18:41:04 +08:00
c9s	ac8186d43d	grid2: debug submitOrder before sending them to the api	2022-12-15 18:30:28 +08:00
c9s	bc8d7e9968	grid2: add skipSpreadCheck option	2022-12-15 18:09:43 +08:00
c9s	c0598a05f6	grid2: add slack attachment footer	2022-12-15 17:47:34 +08:00
c9s	19478b1fbc	grid2: add profit stats since field	2022-12-15 15:39:48 +08:00
c9s	a7c8da7e88	grid2: add SlackAttachment on profit stats	2022-12-15 15:39:16 +08:00
c9s	7a35a652c3	grid2: add SlackAttachment on grid profit	2022-12-15 15:33:26 +08:00
c9s	a6a4be9878	grid2: sync order tag	2022-12-15 14:58:50 +08:00
c9s	16df170ca3	grid2: pull out order tag	2022-12-15 14:58:50 +08:00
c9s	aa4130ed30	grid2: add PlainText method on GridProfit struct	2022-12-15 14:58:31 +08:00
c9s	532d474564	grid2: pull out processFilledOrder method	2022-12-15 14:57:25 +08:00
c9s	096defc331	add test flag and disable lfs in test	2022-12-09 17:34:24 +08:00
c9s	b515c24505	grid2: add earnBase test case	2022-12-07 14:48:51 +08:00
c9s	120a22f0cd	grid2: add compound mode order test	2022-12-07 14:42:06 +08:00
c9s	9d24540826	grid2: add order executor mock for testing reverse order	2022-12-07 14:19:49 +08:00
c9s	9215e401d0	grid2: fix quantity, amount, quoteInvestment validation	2022-12-07 12:29:14 +08:00
c9s	df6187dc98	grid2: remove default fee rate	2022-12-07 12:25:30 +08:00
c9s	489b025702	grid2: refactor check spread	2022-12-07 12:24:52 +08:00
c9s	02bebe8ed1	grid2: use min quantity instead of max quantity	2022-12-07 11:44:22 +08:00
c9s	e1e521cec5	grid2: add comment to the minimal quote investment test	2022-12-06 16:38:12 +08:00
c9s	46d1207adb	grid2: fix TestStrategy_checkMinimalQuoteInvestment	2022-12-06 16:37:12 +08:00
c9s	b0381fd927	grid2: pull out debugGridOrders func	2022-12-06 16:35:52 +08:00
c9s	b8e5bf1ddd	grid2: add test case for testing checkMinimalQuoteInvestment	2022-12-06 16:09:46 +08:00
c9s	47759236e0	grid2: improve log	2022-12-06 15:57:03 +08:00
c9s	0cf43ffb11	grid2: pull out aggregateTradesQuantity func	2022-12-06 15:57:03 +08:00
c9s	b4e403d632	grid2: remove fee check from verifyOrderTrades	2022-12-06 15:57:03 +08:00
c9s	423fe521b6	grid2: add build tag for backtest_test	2022-12-06 15:57:03 +08:00
c9s	482b6f5e7b	grid2: add test case for aggregateOrderBaseFee Retry	2022-12-06 15:46:21 +08:00
c9s	3d0cfd16b5	grid2: add test case for aggregateOrderBaseFee	2022-12-06 15:46:21 +08:00
c9s	c6ce223a13	all: refactor backtest functions so that we can run backtest in test	2022-12-06 13:16:12 +08:00
c9s	846695e632	grid2: add retry to orderQuery	2022-12-06 11:56:30 +08:00
c9s	75521352a9	grid2: pull out aggregateOrderBaseFee	2022-12-06 11:48:32 +08:00
c9s	68e7d0ec24	grid2: add doc comment for gridNumber	2022-12-06 10:47:19 +08:00
c9s	402b625126	grid2: add stringer method on gridProfit	2022-12-06 10:06:58 +08:00
c9s	e29f3c50e8	grid2: calculate TotalFee	2022-12-06 10:05:43 +08:00
c9s	d1f3d201ef	grid2: add todo in the test	2022-12-06 02:40:22 +08:00
c9s	2a22866d55	grid2: inject strategy into user config and run backtest	2022-12-06 02:40:22 +08:00
c9s	d9e230a433	grid2: add TestBacktestStrategy skeleton for backtesting in unit test	2022-12-06 02:40:22 +08:00
c9s	aa5f2a032a	grid2: call TruncatePrice on profitSpread	2022-12-06 02:13:32 +08:00
c9s	dd591c936f	grid2: add min order quantity protection	2022-12-06 02:07:05 +08:00
c9s	fc80cfb714	grid2: fix quote investment calculation for profit spread	2022-12-06 01:57:33 +08:00
c9s	e7ff7a49db	grid2: fix calculateQuoteInvestmentQuantity for profitSpread	2022-12-06 01:51:50 +08:00
c9s	7e0ac66ea1	grid2: fix calculateQuoteBaseInvestmentQuantity grid calculation	2022-12-06 01:21:41 +08:00
c9s	541c0e76b5	grid2: consider profitSpread in calculateQuoteBaseInvestmentQuantity	2022-12-06 01:19:24 +08:00
c9s	a8c957fc8d	grid2: fix profit spread behavior and tests	2022-12-06 01:17:29 +08:00
c9s	bee528c7c5	grid2: set enable prune for trade history	2022-12-06 00:55:08 +08:00