Commit Graph

5687 Commits

Author SHA1 Message Date
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
c9s
d99a5a78e0
load position from the manifest 2022-05-18 02:30:17 +08:00
Yo-An Lin
e57c39e665
Merge pull request #605 from c9s/feature/backtest-report
feature: add web-based back-test report
2022-05-18 02:21:55 +08:00
c9s
b22996a4ee
update readme 2022-05-18 02:20:07 +08:00
c9s
0030abfd3b
pass symbol property into the TradingViewChart 2022-05-18 02:15:34 +08:00
c9s
f9a1d37d63
improve selection via deconstructor 2022-05-18 02:08:24 +08:00
c9s
f3f6e4e68b
collect symbols 2022-05-18 02:05:57 +08:00
c9s
e196d7dfb1
use promise.all to handle multiple fetch instances 2022-05-18 02:04:39 +08:00
c9s
76949ed4f2
add report navigation 2022-05-18 01:53:48 +08:00
c9s
7dffccb3bf
clean up unused code 2022-05-18 00:50:14 +08:00
c9s
b51d6b4ba1
refactor report structure and rewrite manifest paths 2022-05-17 22:59:34 +08:00
c9s
06e2902e5e
add file lock for report index 2022-05-17 22:41:39 +08:00
c9s
620e465bcf
refactor symbol report 2022-05-17 22:31:50 +08:00
austin362667
8e93118ba6 config: add pivotshort yaml 2022-05-17 19:18:21 +08:00
austin362667
bb94d4a1bd pivotshort: clean up strategy 2022-05-17 19:18:21 +08:00
austin362667
f1c0ef4e07 indicator: refactor move pivot 2022-05-17 19:18:21 +08:00