Andy Cheng
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bf26076112
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strategy: prototype of supertrend strategy
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2022-05-27 14:36:48 +08:00 |
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c9s
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b8eb036556
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simplify ftx kline sync call
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2022-05-20 14:06:37 +08:00 |
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c9s
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b9b2b8727a
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avoid emitting duplicated kline
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2022-05-20 13:37:28 +08:00 |
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c9s
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b61af0db39
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optimizer: add metrics label
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2022-05-20 01:53:51 +08:00 |
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c9s
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95c9fe4502
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return metrics as a optimizer result
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2022-05-20 01:42:32 +08:00 |
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c9s
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369afa8ab1
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merge used intervals
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2022-05-20 00:50:58 +08:00 |
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c9s
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590748b71d
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tsv writer already flush the content before close handle
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2022-05-20 00:37:29 +08:00 |
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c9s
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b3da6caddb
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optimizer: fix op builder
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2022-05-19 20:31:25 +08:00 |
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c9s
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960f967c34
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aggregate total profit and total unrealized profit
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2022-05-19 18:45:45 +08:00 |
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c9s
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7056853ecd
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implement grid optimizer and local process executor
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2022-05-19 18:23:12 +08:00 |
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c9s
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32ce36fda7
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implement json patch for optimizer
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2022-05-19 17:27:59 +08:00 |
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c9s
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13bf5d69a3
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use types.Interval instead of string
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2022-05-19 10:04:03 +08:00 |
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Yo-An Lin
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e57c39e665
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Merge pull request #605 from c9s/feature/backtest-report
feature: add web-based back-test report
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2022-05-18 02:21:55 +08:00 |
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c9s
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f3f6e4e68b
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collect symbols
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2022-05-18 02:05:57 +08:00 |
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c9s
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7dffccb3bf
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clean up unused code
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2022-05-18 00:50:14 +08:00 |
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c9s
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b51d6b4ba1
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refactor report structure and rewrite manifest paths
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2022-05-17 22:59:34 +08:00 |
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c9s
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620e465bcf
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refactor symbol report
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2022-05-17 22:31:50 +08:00 |
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austin362667
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8ab696deaa
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pivotshort: rename strategy & fix pivot indicator
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2022-05-17 19:18:21 +08:00 |
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austin362667
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04ae49263d
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cmd: add built-in pivot strategy
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2022-05-17 19:18:21 +08:00 |
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c9s
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b5f9f86944
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define DefaultBacktestAccount
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2022-05-17 18:45:06 +08:00 |
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c9s
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6acd426f07
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refactor backtest report index function
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2022-05-17 18:25:05 +08:00 |
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c9s
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1cc4c69c66
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move and refactor functions
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2022-05-17 18:23:09 +08:00 |
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c9s
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6c0165afe4
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add report index file
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2022-05-17 18:10:37 +08:00 |
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c9s
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f99e874072
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add tsv writer
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2022-05-17 01:33:43 +08:00 |
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c9s
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e950ee9559
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add wall strategy
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2022-05-12 22:51:39 +08:00 |
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c9s
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0ae8c295e2
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refactor csv writer
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2022-05-11 14:58:52 +08:00 |
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c9s
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e947a05cbd
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add defer close
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2022-05-11 14:37:45 +08:00 |
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c9s
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479de002a6
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record equity curve
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2022-05-11 14:36:18 +08:00 |
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c9s
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11d0823782
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cmd: refactor back-test command
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2022-05-11 13:59:44 +08:00 |
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c9s
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6e1f9d6a4e
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add backtest exchange to the kline handler function
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2022-05-10 19:10:16 +08:00 |
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c9s
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5f68064ac6
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pull out writeJsonFile function
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2022-05-10 18:27:23 +08:00 |
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c9s
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6fbb082d5f
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support manifest json encoding in backtest report
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2022-05-10 14:05:44 +08:00 |
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c9s
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7b17b1a757
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integrate state recorder
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2022-05-10 13:31:23 +08:00 |
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c9s
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2ddff59de6
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add report header
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2022-05-10 01:10:36 +08:00 |
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c9s
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f4991dbbfa
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fix time printing
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2022-05-10 01:09:40 +08:00 |
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c9s
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f6d95a49be
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print start time and end time
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2022-05-10 01:07:30 +08:00 |
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c9s
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5b443f0aeb
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add start time and end time to the report struct
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2022-05-10 01:06:16 +08:00 |
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c9s
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6965baa8dd
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cmd: add directory error checking
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2022-05-09 19:40:49 +08:00 |
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c9s
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bff73a3a80
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format backtest report session name
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2022-05-09 19:27:02 +08:00 |
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c9s
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428e208120
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cmd: add backtest --session option to make it backward compatible
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2022-05-09 19:14:24 +08:00 |
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c9s
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0780dafdc3
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add IsBackTesting method for checking environment mode
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2022-05-09 18:58:09 +08:00 |
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c9s
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234932bc0c
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add kline dumper
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2022-05-09 18:03:03 +08:00 |
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c9s
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6f16f32e16
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optimize single exchange back-test
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2022-05-09 17:03:01 +08:00 |
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zenix
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c81af9ce91
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fix: binance futures sync issue
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2022-05-09 15:04:51 +09:00 |
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c9s
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7378c63cb7
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cmd: call SaveState and LoadState for normal run
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2022-05-05 14:28:42 +08:00 |
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Yo-An Lin
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9c08bea065
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Fix accounts field
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2022-05-03 17:32:10 +08:00 |
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c9s
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f2edd24029
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add --sync-exchange option to override backtest sync exchanges
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2022-05-03 12:12:39 +08:00 |
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c9s
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18da434e92
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all: use thread-safe GetAccount method to get account
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2022-04-23 15:43:11 +08:00 |
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c9s
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fd247cf7d7
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cmd: add autoborrow to built-in
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2022-04-23 15:00:53 +08:00 |
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austin362667
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da51d56624
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cmd: add built-in factorzoo strategy
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2022-04-20 18:10:27 +08:00 |
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