4302 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
Andy Cheng	64b1ec3780	strategy: update calculation of dynamic spread	2022-05-23 11:37:57 +08:00
c9s	42daf48fa6	backtest report: fix default interval issue	2022-05-22 03:07:31 +08:00
c9s	01d1ef2255	update grid config for testing	2022-05-22 02:40:52 +08:00
c9s	18fc68f6c6	backtest: fix order update_time update in the matching engine ... fixes: #631	2022-05-22 02:40:26 +08:00
c9s	f06ec76618	backtest: check quoteQuantity only when price is given	2022-05-22 01:19:43 +08:00
c9s	adc2216e1f	add backtest report screenshot	2022-05-20 19:37:32 +08:00
Yo-An Lin	7c98fdfb31	Merge pull request #630 from c9s/fix/kline-sync ... fix: fix duplicated kline sync issue and add unique index for kline tables	2022-05-20 19:05:10 +08:00
c9s	b9f0159537	add error handling	2022-05-20 18:57:41 +08:00
c9s	62de3a43ed	ci: add backtest sync test to ci flow	2022-05-20 18:07:58 +08:00
c9s	728190a78f	compile and update migration package	2022-05-20 16:36:38 +08:00
c9s	04f552b169	add unique index for sqlite	2022-05-20 16:36:25 +08:00
c9s	f9dd76d4cb	add migration script to add unique index for kline tables	2022-05-20 16:30:29 +08:00
c9s	d70a5d79b5	compile and update migration package	2022-05-20 16:29:45 +08:00
c9s	b8eb036556	simplify ftx kline sync call	2022-05-20 14:06:37 +08:00
c9s	b9b2b8727a	avoid emitting duplicated kline	2022-05-20 13:37:28 +08:00
c9s	b61af0db39	optimizer: add metrics label	2022-05-20 01:53:51 +08:00
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	5c92bc5d66	use UTC time for position	2022-05-20 01:27:05 +08:00
c9s	9b10f87b97	types: use UTC time for order tsv	2022-05-20 01:27:05 +08:00
Yo-An Lin	f38d165960	Merge pull request #628 from c9s/feature/optimizer ... fix: fix summary report intervals	2022-05-20 00:55:53 +08:00
c9s	369afa8ab1	merge used intervals	2022-05-20 00:50:58 +08:00
c9s	ec2f0cd0b1	fix trading view chart intervals	2022-05-20 00:48:15 +08:00
c9s	590748b71d	tsv writer already flush the content before close handle	2022-05-20 00:37:29 +08:00
Yo-An Lin	bdf31f0044	Merge pull request #627 from c9s/feature/optimizer ... feature: add grid optimizer	2022-05-19 20:51:47 +08:00
c9s	f984be8ced	add bollmaker_optimizer config	2022-05-19 20:39:09 +08:00
c9s	b4b4546220	sort metrics	2022-05-19 20:36:56 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	960f967c34	aggregate total profit and total unrealized profit	2022-05-19 18:45:45 +08:00
c9s	11ad34e9f7	add optimizer config	2022-05-19 18:27:05 +08:00
c9s	7056853ecd	implement grid optimizer and local process executor	2022-05-19 18:23:12 +08:00
c9s	32ce36fda7	implement json patch for optimizer	2022-05-19 17:27:59 +08:00
c9s	75dd07d818	assign default volume value to prevent crash	2022-05-19 12:43:52 +08:00
c9s	0a4c637209	fix chart reload issue	2022-05-19 12:02:42 +08:00
c9s	fd45f801e2	improve embed tool	2022-05-19 10:49:26 +08:00
c9s	1054dd00e1	backtest-report: update page title	2022-05-19 10:31:37 +08:00
c9s	15e6e810c7	integrate backtest report in the build flow	2022-05-19 10:24:09 +08:00
Yo-An Lin	d299932f5f	Merge pull request #626 from c9s/feature/backtest-report ... use types.Interval instead of string	2022-05-19 10:05:50 +08:00
c9s	40b3192e55	use config.GetAccount to avoid error	2022-05-19 10:04:03 +08:00
c9s	13bf5d69a3	use types.Interval instead of string	2022-05-19 10:04:03 +08:00
Yo-An Lin	038781a094	Merge pull request #625 from c9s/feature/backtest-report ... feature: web-based back-test report - add mantine UI framework	2022-05-19 02:57:08 +08:00
c9s	10de042939	show initial balances and final balances	2022-05-19 02:40:06 +08:00
c9s	d10f69c680	apply query.basePath	2022-05-19 02:21:21 +08:00
c9s	4961214c1b	apply moment js	2022-05-19 02:11:43 +08:00
c9s	fb5bcf635f	apply stats	2022-05-19 01:57:46 +08:00
c9s	2bc78b1481	fix run id text overflow issue	2022-05-19 01:07:08 +08:00
c9s	bff06e81f6	apply mantine ui framework	2022-05-19 01:00:45 +08:00
Andy Cheng	4aca905170	strategy: update bollmaker config	2022-05-18 14:56:39 +08:00
Andy Cheng	b41cef4bd7	strategy: use scale for dynamic spread	2022-05-18 14:31:59 +08:00
c9s	da5bca1847	remove unused code	2022-05-18 02:57:00 +08:00
Yo-An Lin	1094f0768b	Merge pull request #622 from c9s/feature/backtest-report ... fix: back-test report: load position from the manifest	2022-05-18 02:38:02 +08:00