Commit Graph

701 Commits

Author SHA1 Message Date
Andy Cheng
8410b1cc33 interact: update interact test 2022-06-06 17:34:39 +08:00
Andy Cheng
1f79e236ad interact: revert to id = strategy.ID() 2022-06-06 16:20:06 +08:00
Andy Cheng
3d9994706b interact: fix missing make() 2022-06-06 15:36:09 +08:00
c9s
625bd0c5e4
fix order executor formatting 2022-06-06 07:23:16 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
80d9c8a3be
update activeorderbook callback file 2022-06-06 06:03:49 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
c9s
1d340256ea
fix and simplify LocalActiveOrderBook 2022-06-05 18:12:26 +08:00
c9s
c20e3fee4b
fix persistence unmarshalling issue 2022-06-05 01:48:56 +08:00
c9s
221a2d9dc7
fix persistence: calling type method on z zero value 2022-06-05 01:09:31 +08:00
c9s
9083881442
refactor exchange factory and solve the incorrect pkg import dependency from ftx 2022-06-04 11:47:55 +08:00
c9s
3428aeba03
apply default exchange fee rate
fixes #566
2022-06-03 03:24:34 +08:00
c9s
68d6e9e850
service: fix state loading (use correct ID method) 2022-06-03 03:10:50 +08:00
c9s
f7cdaff925
persistence: add store and load test case 2022-06-03 02:49:16 +08:00
c9s
55e9c7ee25
add more test on Test_loadPersistenceFields 2022-06-03 01:57:39 +08:00
c9s
0b6f7270ff
fix: drop IsZero 2022-06-03 01:15:08 +08:00
c9s
d27fee57ad
fix: do not load all trades into memory 2022-06-02 20:02:32 +08:00
zenix
5faab1d55c fix: change from local timezone to UTC when do syncing 2022-06-02 17:12:17 +09:00
Yo-An Lin
38a6d8c813
Merge pull request #652 from c9s/refactor/sync
refactor/fix: withdraw sync
2022-06-02 14:03:54 +08:00
c9s
5d98674ab5
fix withdraw sync and improve withdraw string format 2022-06-02 13:56:24 +08:00
Yo-An Lin
47098b08dd
Merge pull request #650 from austin362667/fix/persistence
Fix: Persistence Reflect IsZero
2022-06-02 02:32:36 +08:00
c9s
78f9c7d569
improve autoborrow checks 2022-06-02 01:27:04 +08:00
austin362667
f9bb2ae149 bbgo: fix persistence reflect IsZero check 2022-06-01 21:57:35 +08:00
c9s
cf19ed6f26
refactor environment sync method 2022-06-01 19:40:29 +08:00
c9s
f4e7f4f6f6
add margin history entry in config 2022-06-01 19:40:29 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
b5f9f86944
define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
c9s
6c0165afe4
add report index file 2022-05-17 18:10:37 +08:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
c9s
11d0823782
cmd: refactor back-test command 2022-05-11 13:59:44 +08:00
c9s
5f68064ac6
pull out writeJsonFile function 2022-05-10 18:27:23 +08:00
c9s
7b17b1a757
integrate state recorder 2022-05-10 13:31:23 +08:00
c9s
0780dafdc3
add IsBackTesting method for checking environment mode 2022-05-09 18:58:09 +08:00
c9s
82c7c024ce
bbgo: add persistence Sync api 2022-05-05 18:18:38 +08:00
c9s
f3691489dd
add state key as the prefix 2022-05-05 18:18:38 +08:00
c9s
7378c63cb7
cmd: call SaveState and LoadState for normal run 2022-05-05 14:28:42 +08:00
c9s
57c43936d6
ignore service.ErrPersistenceNotExists error 2022-05-05 14:04:44 +08:00
c9s
57a9647401
add more test case and simplify return stmt 2022-05-05 13:16:46 +08:00
c9s
4cf1f0a91a
add func type StructFieldIterator 2022-05-05 13:06:02 +08:00
c9s
30c85d2969
pull out callID method call 2022-05-05 13:05:01 +08:00
c9s
21f81dec29
implement reflect-based persistence restore and load 2022-05-05 12:53:48 +08:00
c9s
18eab1fbd3
move graceful shutdown to a single file 2022-05-05 09:56:21 +08:00
c9s
36c764efa9
refactor balance, asset and remove price cache check 2022-05-04 17:17:09 +08:00
c9s
450517d159
bbgo: do not write trade when writing position 2022-05-04 16:21:53 +08:00
c9s
0e417f6f71
xnav: rename assets to allAssets 2022-05-04 16:21:53 +08:00
c9s
8a93f0921f
add more margin info columns 2022-05-04 14:40:52 +08:00
c9s
95f7d85183
bbgo: pass price time into the asset conversion function 2022-05-04 14:23:46 +08:00
c9s
2c70509ee8
add recordAsset method 2022-05-03 19:26:52 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts 2022-05-03 12:18:40 +08:00
c9s
fa2eb87268
fix: sync can be nil 2022-05-02 11:55:40 +08:00