lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-14 11:03:53 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
3,211 Commits 59 Branches 138 Tags 188 MiB
9e8363773d
Commit Graph

24 Commits

Author SHA1 Message Date
zenix
05521a98b6 add skeleton strategy. fix most of the tests. fix final asset value 2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value 
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
 2022-02-15 12:00:39 +09:00
c9s
6566db1624 accounting: filter duplicated trades when backtesting 2022-01-30 02:40:38 +08:00
c9s
7e2acdc416 all: add lock protected GetBase method for Position 2022-01-09 00:35:45 +08:00
austin362667
1703fff8b2 types: refactor Position and related files 2021-12-11 19:16:16 +08:00
c9s
af837ea237 do not omit empty for field feeInUSD 2021-12-06 13:36:38 +08:00
c9s
5d6bd5a964 not to omit empty all fields 2021-12-06 13:34:39 +08:00
c9s
474be4e815 support json output for backtesting 2021-12-06 01:05:33 +08:00
c9s
1e151a170a add JSON method to the pnl report 2021-12-06 00:47:41 +08:00
c9s
0c6055a201 add json tag for AverageCostPnlReport 2021-12-06 00:46:50 +08:00
c9s
df683bdf56 use position to calculate the pnl 2021-12-05 02:17:15 +08:00
Jui-Nan Lin
b38b65ce83 fix(pnl): do not calculate the "self" trade 2021-02-06 17:34:13 +08:00
Jui-Nan Lin
7e1825d991 Merge branch 'main' into fix/pnl-amount 2021-02-06 17:22:43 +08:00
c9s
3abdb3dd7b convert time struct for sqlite driver 2021-02-06 12:32:21 +08:00
Jui-Nan Lin
c9f3b6fc1a fix(pnl): checking the side of trade, not taker or maker 2021-02-05 14:52:38 +08:00
c9s
c40982164a fix trade slack formatting 2020-11-17 15:48:18 +08:00
c9s
770efeed4f pnl format improve 2020-11-10 14:18:27 +08:00
c9s
916b3b0eca early return if len of trades == 0 2020-10-24 16:32:54 +08:00
c9s
6e033461bb use the time of the first trade as the report start time 2020-10-23 14:09:05 +08:00
c9s
aea6a7c03d integrate AverageCostPnLReporter 2020-10-22 15:57:50 +08:00
c9s
27b582e948 move report struct 2020-10-16 10:21:37 +08:00
c9s
63ea81b648 simplify the calculator api 2020-10-16 10:19:53 +08:00
c9s
a6b99f6828 rename ProfitAndLossCalculator to AverageCostCalculator 2020-10-16 10:16:42 +08:00