c9s
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0cef2c52ef
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all: improve cancel command and add uuid field to order struct
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2021-12-26 01:27:22 +08:00 |
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c9s
|
471d86c801
|
kucoin: implement order submit
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2021-12-26 00:27:52 +08:00 |
|
c9s
|
dd22776a7e
|
cmd: refactor the exchange factory function
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2021-12-25 23:27:05 +08:00 |
|
c9s
|
442afe8eb9
|
backtest: pull out market data feeding to a function and call it in the main thread
|
2021-12-25 22:57:28 +08:00 |
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c9s
|
f0d4236169
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all: fix and improve kucoin orderbook stream
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2021-12-25 19:34:27 +08:00 |
|
c9s
|
217499528d
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binance: refactor binance depthBuffer with depth query
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2021-12-25 02:14:49 +08:00 |
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c9s
|
7e7115b18f
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replace binance.depthFrame with the extracted depth.Buffer
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2021-12-25 02:14:49 +08:00 |
|
c9s
|
49e516b80e
|
backtest: allocate public exchange (with empty key secret) for backtesting
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2021-12-24 00:24:19 +08:00 |
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c9s
|
f5bbe29ac6
|
cmd: fix debug flag loading and add debug log to cache function
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2021-12-23 23:02:07 +08:00 |
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c9s
|
e76dd1cbc4
|
kucoin: fix kline parsing and subscription
|
2021-12-23 17:49:18 +08:00 |
|
c9s
|
e2415857b0
|
cmd: graceful close the connection
|
2021-12-23 17:49:18 +08:00 |
|
c9s
|
562c287a4e
|
all: move publicOnly to StandardStream
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2021-12-23 17:49:18 +08:00 |
|
c9s
|
fd8b97b2ad
|
cmd: use log category
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2021-12-23 17:49:18 +08:00 |
|
TonyQ
|
75633dbf09
|
exchange/okex : implement bookticker for okex , #388
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2021-12-23 12:42:13 +08:00 |
|
c9s
|
bd5e956892
|
add kucoin to the exchange factory
|
2021-12-22 01:28:16 +08:00 |
|
TonyQ
|
16933555b8
|
backtest : auto sync missing range
|
2021-12-15 01:26:05 +08:00 |
|
TonyQ
|
20b03fe4a5
|
exchange: fix ftx for wrong last kline issue
|
2021-12-15 00:07:54 +08:00 |
|
Yo-An Lin
|
6c6eb252cc
|
Merge pull request #363 from tony1223/feature/355-ftx-backtest
|
2021-12-14 16:09:16 +08:00 |
|
TonyQ
|
8eb3eede82
|
fix backtest (with review)
|
2021-12-14 16:02:54 +08:00 |
|
なるみ
|
f494a0f514
|
Initial commit of rebalance strategy
|
2021-12-13 05:19:44 +08:00 |
|
c9s
|
06262f0172
|
check sync from time with start time instead of end time
|
2021-12-09 15:57:12 +08:00 |
|
c9s
|
61817e1e83
|
add startPrice and lastPrice in the backtest report
closes #321
|
2021-12-09 11:58:19 +08:00 |
|
c9s
|
a0f46bf9b8
|
improve error checking, avoid using panic inside the constructor
|
2021-12-08 23:30:58 +08:00 |
|
Yo-An Lin
|
3fb6d204aa
|
Fix pointer check
|
2021-12-07 18:52:24 +08:00 |
|
c9s
|
5ef1ee927b
|
improve the error message
|
2021-12-07 15:23:09 +08:00 |
|
c9s
|
f1e3cc6049
|
add strict start time, sync time checking for preventing back-test failure
related to #311
|
2021-12-07 15:21:37 +08:00 |
|
c9s
|
132fe893e1
|
use stderr for verbose log
|
2021-12-07 14:45:20 +08:00 |
|
c9s
|
0472b7f21e
|
avoid recording trades in backtest by default
introducing a RecordTrades option
|
2021-12-06 01:42:53 +08:00 |
|
c9s
|
474be4e815
|
support json output for backtesting
|
2021-12-06 01:05:33 +08:00 |
|
c9s
|
df683bdf56
|
use position to calculate the pnl
|
2021-12-05 02:17:15 +08:00 |
|
TonyQ
|
bd325f02a5
|
add force parameter for backtest
|
2021-12-04 16:18:51 +00:00 |
|
c9s
|
513a799ced
|
fix ewma calculation
|
2021-11-22 02:14:44 +08:00 |
|
c9s
|
ed1d0ea27e
|
add xnav strategy
|
2021-10-29 10:40:14 +08:00 |
|
c9s
|
a6848a6af4
|
add strategy/techsignal
|
2021-10-14 14:24:08 +08:00 |
|
c9s
|
4c061439d3
|
rename buyandhold to pricedrop
|
2021-10-14 13:10:00 +08:00 |
|
c9s
|
768a88247b
|
rename bpp to bollpp (bollinger pingpong)
|
2021-10-14 12:52:54 +08:00 |
|
c9s
|
6e7f12ca9f
|
rename trailingstop to emastop
|
2021-10-14 12:04:56 +08:00 |
|
c9s
|
764a8be46a
|
adjust grid backtest parameters
|
2021-10-13 10:43:56 +08:00 |
|
c9s
|
45c875fe7c
|
bbgo: improve trade collect process
|
2021-10-05 21:30:06 +08:00 |
|
c9s
|
e8f0cbcff8
|
cmd: register etf strategy
|
2021-08-26 11:31:52 +08:00 |
|
c9s
|
5cf134a756
|
cmd: add account cmd --total option
|
2021-07-06 12:19:59 +08:00 |
|
c9s
|
c84d59734c
|
clear all trades before running backtests
|
2021-05-30 15:25:00 +08:00 |
|
c9s
|
b430128ba1
|
okex: fix okex order cancellation
|
2021-05-28 03:05:59 +08:00 |
|
c9s
|
777701c0cb
|
add userdatastream cmd for testing private stream
|
2021-05-28 00:47:34 +08:00 |
|
c9s
|
2844b7c3a7
|
okex: add kline command for testing kline data
|
2021-05-27 18:35:34 +08:00 |
|
c9s
|
2381df5009
|
add okex to the exchange factory
|
2021-05-27 00:35:51 +08:00 |
|
c9s
|
29ad95a639
|
add okex to the valid exchange name
|
2021-05-27 00:29:16 +08:00 |
|
c9s
|
4ded82c94e
|
pull out types.Exchange interfaces to make it minimal
|
2021-05-27 00:05:43 +08:00 |
|
c9s
|
9b9643e1f9
|
improve order cancellation mechanisim
|
2021-05-22 17:44:20 +08:00 |
|
c9s
|
8acada76a9
|
replace sliceorderbook with orderbook interface
|
2021-05-22 16:32:29 +08:00 |
|