783 Commits

Author	SHA1	Message	Date
c9s	6cae9e7449	move GeneralOrderExecutor into bbgo package	2022-06-18 16:31:53 +08:00
c9s	47e76a9eb5	pivotshort: refactor and redesign order executor ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-18 12:30:42 +08:00
c9s	0326c34013	pivotshort: pull out GeneralOrderExecutor	2022-06-18 11:45:24 +08:00
Yo-An Lin	24fc5c2baf	Merge pull request #736 from zenixls2/feature/lint_fmt_check ... fix: gosimple alert	2022-06-18 02:48:47 +08:00
c9s	ac404b20a5	make default sync simple	2022-06-18 01:42:24 +08:00
zenix	a5ffca7fe8	fix: gosimple alert	2022-06-17 20:19:51 +09:00
zenix	ba1342cbc3	feature: add pre-commit	2022-06-17 16:07:00 +09:00
zenix	55fa4cc8f1	fix: apply gofmt on all files, add revive action	2022-06-17 16:06:59 +09:00
zenix	aa8d188d15	fix: rename useHeikinAshi to heikinAshi in config	2022-06-17 11:38:36 +09:00
zenix	f5007752b2	feature: add heikinashi support	2022-06-17 10:58:32 +09:00
c9s	e7fc12aca7	update symbols doc	2022-06-14 13:32:13 +08:00
c9s	b1873aa19b	support specifying session in sync symbol	2022-06-14 13:02:36 +08:00
c9s	eba6706b92	move FilterSimpleArgs to the util package	2022-06-13 11:20:29 +08:00
c9s	0164cd1c72	fix reflect.Elem call	2022-06-13 11:05:00 +08:00
c9s	e8d25538f6	fix filterSimpleArgs for notification format	2022-06-13 10:37:39 +08:00
c9s	28666d4e98	fix profit pointer check	2022-06-13 10:33:28 +08:00
c9s	9ffefbab03	adjust CancelOrderWaitTime back to 20ms	2022-06-10 02:51:20 +08:00
c9s	e575236db8	pivotshort: adjust shadow ratio calculation	2022-06-10 01:21:59 +08:00
c9s	aa2ba265f1	pivotshort: refactor and add more fix	2022-06-09 17:36:22 +08:00
c9s	8d3f487d0d	reduce order cancel wait time to 10ms	2022-06-09 15:49:34 +08:00
c9s	b731405658	add fixedpoint.Value to simple types	2022-06-09 15:49:13 +08:00
c9s	fc0457cefe	fix notify args filtering	2022-06-09 12:34:23 +08:00
c9s	f3a7428b48	add stringer method for deposit struct	2022-06-08 17:32:42 +08:00
c9s	1f927d5162	use the same time object for 'now'	2022-06-08 14:37:03 +08:00
c9s	09912b3fc3	environment: avoid setting UTC on time object	2022-06-08 14:36:26 +08:00
Yo-An Lin	4fdee25a96	Merge pull request #691 from c9s/fix/sync-time ... fix: fix sync since time field check	2022-06-08 13:04:39 +08:00
c9s	fb5fc02bdf	fix since time field check	2022-06-08 12:54:48 +08:00
zenix	7a045a48d4	fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go	2022-06-08 12:14:53 +09:00
c9s	dc0cb30b23	fix order submit message format	2022-06-07 20:26:33 +08:00
Andy Cheng	57aab937b3	interact: update test	2022-06-07 10:45:55 +08:00
Andy Cheng	9a086d2855	interact: use instance ID as signature	2022-06-07 10:40:15 +08:00
Andy Cheng	58ec38d811	interact: update interact test	2022-06-06 17:43:25 +08:00
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
c9s	2bdcf2266d	fix default sync logic	2022-05-02 10:39:59 +08:00
c9s	486cf50a9c	bbgo: fix init band width setup	2022-05-01 01:12:57 +08:00
c9s	044470377b	avoid using the iterator variable	2022-04-27 17:13:58 +08:00
c9s	1c1fbb1633	bbgo: document strategy id and pnl field	2022-04-27 13:30:07 +08:00
c9s	5edaa9708c	bbgo: fix margin order/trade sync	2022-04-27 13:25:42 +08:00
Andy Cheng	8c353421d8	interact: Remove status from strategy signature	2022-04-26 21:05:26 +08:00
Andy Cheng	1a13826505	interact: refactor generateStrategyButtonsForm()	2022-04-26 19:11:50 +08:00
Andy Cheng	eb1beb05d1	interact: rename functions to private functions	2022-04-26 18:32:41 +08:00
Andy Cheng	6b62f27155	feature: make callback vars start with lowercase	2022-04-26 18:29:22 +08:00
Andy Cheng	61b6755518	interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures	2022-04-26 18:29:22 +08:00
Andy Cheng	f6ec931bed	feature: use callbackgen	2022-04-26 18:29:22 +08:00
Andy Cheng	cbf6bf78bc	feature: make FilterStrategyByInterface a simple function	2022-04-26 18:29:22 +08:00
Andy Cheng	ecc63f743f	feature: split strategy controller interface into several smaller ones	2022-04-26 18:29:21 +08:00
Andy Cheng	64766c48f3	feature: revert position closer and position reader back	2022-04-26 18:29:21 +08:00
Andy Cheng	78a8c2aaaf	feature: mix embeded struct and callback in strategy controller	2022-04-26 18:29:21 +08:00
Andy Cheng	57fdc9b120	feature: adapt new strategy controller in support strategy	2022-04-26 18:29:21 +08:00
Andy Cheng	6228cddbec	feature: adapt new strategy controller in interact	2022-04-26 18:29:21 +08:00
Andy Cheng	bb2bce4721	feature: strategy controller	2022-04-26 18:29:21 +08:00