Commit Graph

68 Commits

Author SHA1 Message Date
c9s
33257c591e refactor swing strategy with types IntervalWindow 2020-10-29 07:44:22 +08:00
c9s
6d8ec7894e refactor standard indicator set with store 2020-10-29 07:40:02 +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
50693ae845 implement ewma and sma 2020-10-28 09:13:57 +08:00
c9s
ea3e9e7d05 add per-session-based trade reporter 2020-10-22 10:54:03 +08:00
c9s
b1a9a66dba assign account and stream when allocating session object 2020-10-21 17:42:37 +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
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
028aef9402 move marketdata store to store package 2020-10-18 12:23:00 +08:00
c9s
73e17730d7 move account type into types package 2020-10-18 11:30:37 +08:00
c9s
9ebccc72ba add exchange session constructor 2020-10-17 23:51:44 +08:00
c9s
ee86a71ebb split files 2020-10-16 10:14:36 +08:00