552 Commits

Author	SHA1	Message	Date
c9s	f604e3c3c9	include ETHUSDT in backtest	2020-12-14 14:40:50 +08:00
c9s	cabd8f8dcb	improve buyandhold strategy	2020-12-14 14:21:02 +08:00
c9s	c5d002a0b0	fix market data kline registration	2020-12-05 13:32:41 +08:00
Yo-An Lin	535e07cf25	Create movingstop.yaml	2020-12-05 10:23:42 +08:00
ricotoothless	6ab7b04a90	fix: backtest endTime	2020-11-26 22:53:23 +08:00
Yo-An Lin	0e16434e24	Delete grid-max.yaml	2020-11-12 17:03:15 +08:00
c9s	63bfaccc4e	update config	2020-11-12 16:34:57 +08:00
c9s	1a6f5b99ae	bollgrid: submit orders on connect	2020-11-12 16:31:09 +08:00
c9s	fc9409673f	add graceful shutdown	2020-11-12 14:50:21 +08:00
c9s	de2a8d6adc	update grid backtest date range	2020-11-12 12:55:54 +08:00
c9s	6740541bcd	improve bollgrid	2020-11-12 08:28:59 +08:00
c9s	4dfc0039e5	add bollgrid config	2020-11-11 23:19:08 +08:00
c9s	b2cd595069	grid: rename baseQuantity to just quantity	2020-11-11 17:55:16 +08:00
c9s	04f6da3cb8	add traditional grid strategy	2020-11-10 19:06:20 +08:00
c9s	4a2a542222	refactor basic risk controller	2020-11-09 14:56:54 +08:00
c9s	6bd3573287	add exchange field in the table so that we can reuse the kline objects for backtest	2020-11-08 12:13:34 +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	a4a9067c6a	integrate matching engine with backtest exchange	2020-11-07 19:57:36 +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	b86b74effb	fix max kline parsing	2020-11-05 15:04:56 +08:00
c9s	c54c0788ab	rewrite grid strategy trigger	2020-11-05 14:27:22 +08:00
c9s	8e0b5d11a7	add max grid config and fix max price formatting	2020-10-31 20:38:20 +08:00
c9s	64286bf198	adjust default grid parameters	2020-10-31 18:29:58 +08:00
c9s	fed9ec7a44	add grid config	2020-10-31 18:29:58 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	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	e2df24f31c	support standard indicatorset	2020-10-28 09:43:19 +08:00
c9s	6dcb6df7c1	add minimal config for example	2020-10-27 20:38:56 +08:00
c9s	b3eaf832af	Add pricealert strategy for demonstrating notification	2020-10-27 13:54:39 +08:00
c9s	8453e95300	configure channel routers	2020-10-27 09:38:29 +08:00
c9s	922da31afd	drop legacy config structure	2020-10-27 00:44:07 +08:00
c9s	e57ab039d1	document the baseQuantity	2020-10-26 22:26:01 +08:00
c9s	085d02bee4	clean up strategy code since we can loaded from the config	2020-10-26 22:04:48 +08:00
c9s	c324a791f6	refactor and configure risk control order executor	2020-10-26 21:36:47 +08:00
c9s	a4b6a5f923	load order executor config	2020-10-26 17:57:28 +08:00
c9s	502e5bdc04	load exchange sessions dynamically	2020-10-26 17:00:17 +08:00
c9s	7764560f3d	add buyandhold config	2020-10-26 17:00:07 +08:00
c9s	19f259111d	improve config loading by adding unmarshal yaml method	2020-10-26 15:33:25 +08:00
c9s	aa6ccbf905	refactor xpuremaker strategy	2020-10-26 10:08:58 +08:00
c9s	308427416a	Add more exchange order features ... - use uuid for client order id - add stop limit and stop market order types - add order convert functions - improve submit orders	2020-10-25 19:22:22 +08:00
c9s	0d570dd4c8	Add sample config for xpuremaker	2020-10-25 18:32:48 +08:00
c9s	1e12de28da	Add xpuremaker skeleton	2020-10-25 18:32:46 +08:00
c9s	9ce9ecc910	compile local strategies into the wrapper binary	2020-10-24 15:38:13 +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	c9f5d51556	confgi: fix []interface parsing issue	2020-10-23 14:01:45 +08:00
c9s	9127913370	improve parsing for one or more string slice	2020-10-23 13:50:17 +08:00
c9s	9c751f377a	import buyandhold strategy	2020-10-22 16:04:37 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	978dc4be67	add bbgo yaml config file	2020-10-10 12:23:05 +08:00