Commit Graph

881 Commits

Author SHA1 Message Date
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
c9s
0d9c0bd51b move cost distribution to the accounting package 2020-10-18 11:33:13 +08:00
c9s
985e02c57a delete empty file 2020-10-18 11:31:44 +08:00
c9s
73e17730d7 move account type into types package 2020-10-18 11:30:37 +08:00
c9s
c224eb7af7 add kline to the market data store 2020-10-18 00:06:08 +08:00
c9s
9ebccc72ba add exchange session constructor 2020-10-17 23:51:44 +08:00
c9s
25b4b22077 let strategy attach could be chained 2020-10-16 13:52:18 +08:00
c9s
4335cca0de make it possible to attach multiple strategies in one call 2020-10-16 10:26:45 +08:00
c9s
27b582e948 move report struct 2020-10-16 10:21:37 +08:00
c9s
a6b99f6828 rename ProfitAndLossCalculator to AverageCostCalculator 2020-10-16 10:16:42 +08:00
c9s
ee86a71ebb split files 2020-10-16 10:14:36 +08:00
c9s
98192ae91f move Cmd to the strategy package 2020-10-16 10:09:42 +08:00
c9s
7482fa52d6 add error check and logger 2020-10-15 23:38:00 +08:00
c9s
300609e3db fix subscription initialization 2020-10-15 22:36:22 +08:00
c9s
113cc8ee48 query markets and assign into the exchange session 2020-10-15 21:04:02 +08:00
c9s
f454136449 add exechange order executor and pull out Notifiability 2020-10-14 10:06:15 +08:00
c9s
a91f851ac7 pass types.SubmitOrder by value 2020-10-13 18:08:02 +08:00
c9s
ec23266cc2 implement buyandhold strategy to test the api design 2020-10-13 16:17:07 +08:00
c9s
d1b618850d add context parameter to the strategy method 2020-10-13 14:50:59 +08:00
c9s
fe3ae14fc8 clean up 2020-10-13 11:23:22 +08:00
c9s
26f97b43e8 drop legacy backtest trader 2020-10-12 22:51:13 +08:00
c9s
4c20c9f4ff replace LoadAccount with literal constructor 2020-10-12 22:49:27 +08:00
c9s
6398f049d0 bind market data store and query avg price before we start 2020-10-12 22:46:06 +08:00
c9s
bace7ac3a3 add environment connect integration tests 2020-10-12 17:33:02 +08:00
c9s
64c9960882 use types.Exchange 2020-10-12 07:38:38 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00