Commit Graph

126 Commits

Author SHA1 Message Date
c9s
d46954a4b1
fix SimplePriceMatching test
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 00:13:57 +08:00
c9s
47677e303f
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 16:13:58 +08:00
c9s
4c02d8f729
implement QueryOrder on the backtest exchange 2022-06-26 16:10:10 +08:00
c9s
66f923ad0d
backtest: add kline fixture generator
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-25 17:55:31 +08:00
c9s
118928d388
implement kline fixture generator 2022-06-25 17:52:37 +08:00
zenix
a5ffca7fe8 fix: gosimple alert 2022-06-17 20:19:51 +09:00
zenix
55fa4cc8f1 fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
zenix
f5007752b2 feature: add heikinashi support 2022-06-17 10:58:32 +09:00
c9s
69fc6ca252
backtest: add fee token support 2022-06-12 03:55:02 +08:00
c9s
2e8f9c3ad8
backtest: fix fee calculation 2022-06-12 03:45:47 +08:00
c9s
77eb5da7b7
clean up type conversion 2022-06-09 15:50:06 +08:00
c9s
1d8cd2d604
improve kline matching error 2022-06-09 12:34:22 +08:00
c9s
7f07852086
fix filled market order update event duplicated trigger 2022-06-07 20:27:11 +08:00
c9s
7e92e6592a
backtest: add test case for testing order update callbacks 2022-06-07 19:36:55 +08:00
c9s
cb4c879942
backtest: copy the order object for updating status 2022-06-06 06:24:25 +08:00
zenix
c6bad0ba08 fix: tv chart, price direction in backtest 2022-05-25 01:48:14 +09:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
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
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
fd45f801e2
improve embed tool 2022-05-19 10:49:26 +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
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
c9s
b5f9f86944
define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
c9s
6acd426f07
refactor backtest report index function 2022-05-17 18:25:05 +08:00
c9s
1cc4c69c66
move and refactor functions 2022-05-17 18:23:09 +08:00
c9s
6c0165afe4
add report index file 2022-05-17 18:10:37 +08:00
c9s
e651b9d36f
fix kline dumper 2022-05-17 01:33:44 +08:00
c9s
f99e874072
add tsv writer 2022-05-17 01:33:43 +08:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
c9s
4e4912ebdc
backtest: update order update time when new trade happen 2022-05-11 15:04:11 +08:00
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
24464fdcb6
define ManifestEntry type 2022-05-10 14:23:11 +08:00
c9s
867047a1a2
backtest: improve manifest struct 2022-05-10 14:21:19 +08:00
c9s
6fbb082d5f
support manifest json encoding in backtest report 2022-05-10 14:05:44 +08:00
c9s
7b17b1a757
integrate state recorder 2022-05-10 13:31:23 +08:00
c9s
185a8279b2
implement state recorder 2022-05-10 12:44:51 +08:00
c9s
5b443f0aeb
add start time and end time to the report struct 2022-05-10 01:06:16 +08:00
c9s
bff73a3a80
format backtest report session name 2022-05-09 19:27:02 +08:00
c9s
234932bc0c
add kline dumper 2022-05-09 18:03:03 +08:00
c9s
6f16f32e16
optimize single exchange back-test 2022-05-09 17:03:01 +08:00
c9s
c9c16f1e47
show missing exchange name in the back-test config 2022-05-03 16:46:38 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts 2022-05-03 12:18:40 +08:00
zenix
2a942eab0e fix: rename EVWMP to VWEMP, fix backtesting fee 2022-04-15 19:12:11 +09:00
ankion
ccb7fe39fa backtest: fix order cancel fail when run order cancel on the filled event. 2022-03-16 15:01:19 +08:00