c9s
|
a08aebaa17
|
bbgo: add SetTradeScanTime method
|
2020-10-20 13:11:04 +08:00 |
|
c9s
|
3b3df77ec3
|
clean up the legacy context struct
|
2020-10-20 12:24:30 +08:00 |
|
c9s
|
752fdf5c80
|
document WithCache function
|
2020-10-20 12:22:18 +08:00 |
|
c9s
|
2bbee6671a
|
make the first arg of WithCache as a key var
|
2020-10-20 12:18:29 +08:00 |
|
c9s
|
40c697275d
|
query market config with cache
|
2020-10-20 12:11:44 +08:00 |
|
c9s
|
180bfff558
|
loadedSymbols is not used in the init method
|
2020-10-20 11:49:18 +08:00 |
|
c9s
|
f6c1ed67e6
|
add CacheDir function
|
2020-10-20 11:48:44 +08:00 |
|
c9s
|
f62f3b8a02
|
define HomeDir and SourceDir helper functions
|
2020-10-20 11:46:44 +08:00 |
|
c9s
|
fc687f3174
|
max: implement kline event parser for websocket
|
2020-10-19 22:46:34 +08:00 |
|
c9s
|
d68564de28
|
improve logging
|
2020-10-19 22:26:43 +08:00 |
|
c9s
|
366036a35b
|
max: parse and convert trade update
|
2020-10-19 22:23:49 +08:00 |
|
c9s
|
822e4c2703
|
receive trade in value instead of pointer
|
2020-10-19 22:06:43 +08:00 |
|
c9s
|
292dd2492a
|
add comment for loadedSymbols
|
2020-10-19 22:02:05 +08:00 |
|
c9s
|
a4b872fc8b
|
clean up init and connect phase
|
2020-10-19 22:00:44 +08:00 |
|
c9s
|
6d6e79eab3
|
fix session initialization issue
|
2020-10-19 21:58:50 +08:00 |
|
c9s
|
b0b1d2bd49
|
max: fix currency conversion
|
2020-10-19 21:33:21 +08:00 |
|
c9s
|
c4490a119c
|
send order book to the update handler
|
2020-10-19 11:44:15 +08:00 |
|
c9s
|
50c6a675dd
|
add doc comment to StreamOrderBook
|
2020-10-19 10:44:11 +08:00 |
|
c9s
|
68279757fa
|
add kline accessor KLinesOfInterval
|
2020-10-18 20:44:12 +08:00 |
|
c9s
|
c1590786e8
|
integrate orderbook updates to market data store
|
2020-10-18 20:44:12 +08:00 |
|
c9s
|
75115774f6
|
rename kline store to market data store back
|
2020-10-18 20:44:12 +08:00 |
|
c9s
|
b7a450327c
|
rename files
|
2020-10-18 12:33:51 +08:00 |
|
c9s
|
f9940a9c2f
|
rename market data store to kline store
|
2020-10-18 12:32:43 +08:00 |
|
c9s
|
f826bb014a
|
make markets field private
|
2020-10-18 12:30:13 +08:00 |
|
c9s
|
dab264a4ad
|
add more accessors to exchange session, so that we can make it as an interface
|
2020-10-18 12:29:38 +08:00 |
|
c9s
|
168cb355fc
|
add accessor to MarketDataStore
|
2020-10-18 12:27:11 +08:00 |
|
c9s
|
7d7828a556
|
move commented code
|
2020-10-18 12:25:08 +08:00 |
|
c9s
|
d2ba9cc4c3
|
move backtest related component to backtest package
|
2020-10-18 12:24:21 +08:00 |
|
c9s
|
028aef9402
|
move marketdata store to store package
|
2020-10-18 12:23:00 +08:00 |
|
c9s
|
90515855eb
|
move MovingAverageIndicator
|
2020-10-18 11:37:01 +08:00 |
|
c9s
|
a1c027471e
|
remove more empty files
|
2020-10-18 11:35:40 +08:00 |
|
c9s
|
d011bf275e
|
move stock_test file and testdata
|
2020-10-18 11:34:36 +08:00 |
|
c9s
|
cbeb809b22
|
delete empty pnl file
|
2020-10-18 11:33:58 +08:00 |
|
c9s
|
c878de10bf
|
delete empty market.go file
|
2020-10-18 11:33:43 +08:00 |
|
c9s
|
0d9c0bd51b
|
move cost distribution to the accounting package
|
2020-10-18 11:33:13 +08:00 |
|
c9s
|
985e02c57a
|
delete empty file
|
2020-10-18 11:31:44 +08:00 |
|
c9s
|
73e17730d7
|
move account type into types package
|
2020-10-18 11:30:37 +08:00 |
|
c9s
|
4be1824ce3
|
add link to the strategies dir
|
2020-10-18 11:22:08 +08:00 |
|
Yo-An Lin
|
c7984822ee
|
Merge pull request #15 from jjmengze/fix-typo
fix misspell
|
2020-10-18 11:18:38 +08:00 |
|
c9s
|
f9b21131fe
|
fix pnl cmd
|
2020-10-18 11:18:12 +08:00 |
|
MengZn
|
3bbf15bb7e
|
fix misspell
|
2020-10-18 00:36:52 +08:00 |
|
c9s
|
fe1a25d735
|
max: add resolution to the subscription
|
2020-10-18 00:09:37 +08:00 |
|
c9s
|
c224eb7af7
|
add kline to the market data store
|
2020-10-18 00:06:08 +08:00 |
|
c9s
|
530da665d3
|
fix max newAuthenticatedRequest for nil data
|
2020-10-18 00:05:54 +08:00 |
|
c9s
|
9ebccc72ba
|
add exchange session constructor
|
2020-10-17 23:51:44 +08:00 |
|
c9s
|
2d88f8e5f6
|
remove unused empty method convertDepthResponseToSnapshot
|
2020-10-17 23:49:14 +08:00 |
|
c9s
|
615da2e1d8
|
add logger with fields
|
2020-10-17 10:39:03 +08:00 |
|
c9s
|
25b4b22077
|
let strategy attach could be chained
|
2020-10-16 13:52:18 +08:00 |
|
c9s
|
4335cca0de
|
make it possible to attach multiple strategies in one call
|
2020-10-16 10:26:45 +08:00 |
|
c9s
|
27b582e948
|
move report struct
|
2020-10-16 10:21:37 +08:00 |
|