Commit Graph

60 Commits

Author SHA1 Message Date
c9s
db6c90b8dd cmd: fix run command signal handling 2020-11-23 16:36:03 +08:00
c9s
cc3da5b678 pass order id for order store exists 2020-11-17 08:53:22 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
c9s
94aaaf21b0 improve wrapper binary invocation 2020-11-15 13:23:26 +08:00
c9s
8cc1c589a1 fix waitgroup counting 2020-11-12 14:59:47 +08:00
c9s
fc9409673f add graceful shutdown 2020-11-12 14:50:21 +08:00
c9s
4bb5730cea remove backtest flag from the sync command 2020-11-11 16:11:41 +08:00
c9s
24e5911140 refactory sync mode into the backtest command 2020-11-11 16:08:24 +08:00
c9s
097b2d30a6 add base-asset-baseline flag for backtest 2020-11-11 14:39:33 +08:00
c9s
04f6da3cb8 add traditional grid strategy 2020-11-10 19:06:20 +08:00
c9s
923fea0d94 improve backtest cmd 2020-11-10 14:19:11 +08:00
c9s
f5b17193c5 move verbose flag detection before we setup the environment 2020-11-09 16:49:03 +08:00
c9s
6c2aef31a3 improve backtest logging 2020-11-09 16:47:29 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
e3a1184d22 fix backtest sync exchange and consider fee rate 2020-11-08 12:47:14 +08:00
c9s
4b0bab31fb Merge branch 'feature/backtest' into main 2020-11-07 20:34:55 +08:00
c9s
641784e1b1 calculate pnl after the backtest 2020-11-07 20:34:34 +08:00
c9s
6040c69327 add sync flag for backtesting 2020-11-07 20:14:53 +08:00
c9s
f1db12eb10 add done channel for backtest exchange 2020-11-07 20:11:07 +08:00
c9s
573a082391 add flashcrash strategy 2020-11-07 12:02:15 +08:00
c9s
b13a2deec5 emit klines and setup account balances 2020-11-07 03:18:05 +08:00
c9s
22a214328d implement backtest command, stream and add backtest config 2020-11-07 02:57:50 +08:00
c9s
8823a39fc2 support backtesting kline verification 2020-11-07 00:49:17 +08:00
c9s
555fe57341 implement kline sync function from command 2020-11-06 21:40:48 +08:00
c9s
b38d0d15ed fix order sync for max 2020-11-05 14:12:19 +08:00
c9s
7fab2e24de improve order persistence and support order data sync 2020-11-05 11:14:14 +08:00
c9s
eb67fc0f8f make mysql-url optional for run command 2020-11-05 11:14:14 +08:00
c9s
eb05620f99 use Notifiability directly from environment 2020-10-31 18:35:48 +08:00
c9s
49ff9c4dd6 drop legacy trade reporter 2020-10-31 18:35:48 +08:00
c9s
c4d7476212 add submit order routing 2020-10-31 18:35:48 +08:00
c9s
ec9b5230aa refactor trade report and move trade reporter to the environment layer 2020-10-31 18:35:48 +08:00
c9s
551fa4b7fb add grid to built-ins 2020-10-31 18:29:58 +08:00
c9s
b22e0370b3 drop legacy OrderProcessor and remove slack debug 2020-10-28 17:48:16 +08:00
c9s
2680ad5072 refactor environment, market data store, injection and add swing strategy 2020-10-28 17:48:16 +08:00
c9s
008e5c83f9 fix notification config check 2020-10-27 20:41:08 +08:00
c9s
b3eaf832af Add pricealert strategy for demonstrating notification 2020-10-27 13:54:39 +08:00
c9s
ef598c3a0f assign base order executor descendingly 2020-10-27 09:58:21 +08:00
c9s
8453e95300 configure channel routers 2020-10-27 09:38:29 +08:00
c9s
42f947506c add route methods on Notifiability 2020-10-27 09:24:59 +08:00
c9s
ea05d998f2 load notification conf 2020-10-27 08:57:00 +08:00
c9s
955479486a add symbol channel router and object channel router for notification 2020-10-27 08:19:16 +08:00
c9s
a1eeb55778 refactor and clean up bbgo config 2020-10-26 21:45:02 +08:00
c9s
502e5bdc04 load exchange sessions dynamically 2020-10-26 17:00:17 +08:00
c9s
19f259111d improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
c9s
cd666fdf9e pull out db parameter from the constructor 2020-10-26 15:06:39 +08:00
c9s
3aa40f3aab disable viper config for now 2020-10-26 13:56:48 +08:00
c9s
332ca7ffe8 make trade sync optional 2020-10-26 13:48:59 +08:00
c9s
931c646fde configure notifier and make slack notification optional 2020-10-26 13:40:43 +08:00
c9s
ac0a26b005 add build command 2020-10-26 13:27:07 +08:00
c9s
9017d2a9a7 add go os and arch name to the binary name 2020-10-26 11:41:21 +08:00