Yo-An Lin
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7c98fdfb31
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Merge pull request #630 from c9s/fix/kline-sync
fix: fix duplicated kline sync issue and add unique index for kline tables
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2022-05-20 19:05:10 +08:00 |
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c9s
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b9f0159537
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add error handling
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2022-05-20 18:57:41 +08:00 |
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c9s
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62de3a43ed
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ci: add backtest sync test to ci flow
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2022-05-20 18:07:58 +08:00 |
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c9s
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728190a78f
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compile and update migration package
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2022-05-20 16:36:38 +08:00 |
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c9s
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04f552b169
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add unique index for sqlite
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2022-05-20 16:36:25 +08:00 |
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c9s
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f9dd76d4cb
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add migration script to add unique index for kline tables
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2022-05-20 16:30:29 +08:00 |
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c9s
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d70a5d79b5
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compile and update migration package
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2022-05-20 16:29:45 +08:00 |
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c9s
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b8eb036556
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simplify ftx kline sync call
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2022-05-20 14:06:37 +08:00 |
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c9s
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b9b2b8727a
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avoid emitting duplicated kline
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2022-05-20 13:37:28 +08:00 |
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c9s
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b61af0db39
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optimizer: add metrics label
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2022-05-20 01:53:51 +08:00 |
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c9s
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95c9fe4502
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return metrics as a optimizer result
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2022-05-20 01:42:32 +08:00 |
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c9s
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5c92bc5d66
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use UTC time for position
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2022-05-20 01:27:05 +08:00 |
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c9s
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9b10f87b97
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types: use UTC time for order tsv
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2022-05-20 01:27:05 +08:00 |
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Yo-An Lin
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f38d165960
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Merge pull request #628 from c9s/feature/optimizer
fix: fix summary report intervals
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2022-05-20 00:55:53 +08:00 |
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c9s
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369afa8ab1
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merge used intervals
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2022-05-20 00:50:58 +08:00 |
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c9s
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ec2f0cd0b1
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fix trading view chart intervals
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2022-05-20 00:48:15 +08:00 |
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c9s
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590748b71d
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tsv writer already flush the content before close handle
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2022-05-20 00:37:29 +08:00 |
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Yo-An Lin
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bdf31f0044
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Merge pull request #627 from c9s/feature/optimizer
feature: add grid optimizer
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2022-05-19 20:51:47 +08:00 |
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c9s
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f984be8ced
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add bollmaker_optimizer config
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2022-05-19 20:39:09 +08:00 |
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c9s
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b4b4546220
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sort metrics
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2022-05-19 20:36:56 +08:00 |
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c9s
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b3da6caddb
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optimizer: fix op builder
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2022-05-19 20:31:25 +08:00 |
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c9s
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960f967c34
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aggregate total profit and total unrealized profit
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2022-05-19 18:45:45 +08:00 |
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c9s
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11ad34e9f7
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add optimizer config
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2022-05-19 18:27:05 +08:00 |
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c9s
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7056853ecd
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implement grid optimizer and local process executor
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2022-05-19 18:23:12 +08:00 |
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c9s
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32ce36fda7
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implement json patch for optimizer
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2022-05-19 17:27:59 +08:00 |
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c9s
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75dd07d818
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assign default volume value to prevent crash
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2022-05-19 12:43:52 +08:00 |
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c9s
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0a4c637209
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fix chart reload issue
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2022-05-19 12:02:42 +08:00 |
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c9s
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fd45f801e2
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improve embed tool
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2022-05-19 10:49:26 +08:00 |
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c9s
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1054dd00e1
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backtest-report: update page title
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2022-05-19 10:31:37 +08:00 |
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c9s
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15e6e810c7
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integrate backtest report in the build flow
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2022-05-19 10:24:09 +08:00 |
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Yo-An Lin
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d299932f5f
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Merge pull request #626 from c9s/feature/backtest-report
use types.Interval instead of string
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2022-05-19 10:05:50 +08:00 |
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c9s
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40b3192e55
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use config.GetAccount to avoid error
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2022-05-19 10:04:03 +08:00 |
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c9s
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13bf5d69a3
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use types.Interval instead of string
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2022-05-19 10:04:03 +08:00 |
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Yo-An Lin
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038781a094
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Merge pull request #625 from c9s/feature/backtest-report
feature: web-based back-test report - add mantine UI framework
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2022-05-19 02:57:08 +08:00 |
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c9s
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10de042939
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show initial balances and final balances
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2022-05-19 02:40:06 +08:00 |
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c9s
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d10f69c680
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apply query.basePath
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2022-05-19 02:21:21 +08:00 |
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c9s
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4961214c1b
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apply moment js
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2022-05-19 02:11:43 +08:00 |
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c9s
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fb5bcf635f
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apply stats
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2022-05-19 01:57:46 +08:00 |
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c9s
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2bc78b1481
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fix run id text overflow issue
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2022-05-19 01:07:08 +08:00 |
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c9s
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bff06e81f6
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apply mantine ui framework
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2022-05-19 01:00:45 +08:00 |
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c9s
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da5bca1847
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remove unused code
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2022-05-18 02:57:00 +08:00 |
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Yo-An Lin
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1094f0768b
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Merge pull request #622 from c9s/feature/backtest-report
fix: back-test report: load position from the manifest
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2022-05-18 02:38:02 +08:00 |
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c9s
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d99a5a78e0
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load position from the manifest
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2022-05-18 02:30:17 +08:00 |
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Yo-An Lin
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e57c39e665
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Merge pull request #605 from c9s/feature/backtest-report
feature: add web-based back-test report
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2022-05-18 02:21:55 +08:00 |
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c9s
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b22996a4ee
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update readme
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2022-05-18 02:20:07 +08:00 |
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c9s
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0030abfd3b
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pass symbol property into the TradingViewChart
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2022-05-18 02:15:34 +08:00 |
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c9s
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f9a1d37d63
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improve selection via deconstructor
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2022-05-18 02:08:24 +08:00 |
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c9s
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f3f6e4e68b
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collect symbols
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2022-05-18 02:05:57 +08:00 |
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c9s
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e196d7dfb1
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use promise.all to handle multiple fetch instances
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2022-05-18 02:04:39 +08:00 |
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c9s
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76949ed4f2
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add report navigation
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2022-05-18 01:53:48 +08:00 |
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