49 Commits

Author	SHA1	Message	Date
c9s	b2722d9e44	environment: check syncBufferPeriod	2024-06-19 14:18:21 +08:00
Yu-Cheng	1d2e46eca8	trade: query trades from db paginately	2023-10-31 14:20:20 +08:00
c9s	0284d090d8	all: move getExchangeAttributes	2022-07-14 17:36:16 +08:00
c9s	f4bb7bd231	service: drop unused methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-24 19:11:21 +08:00
c9s	bd991a7080	service: remove unused QueryLast method ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-24 19:08:51 +08:00
c9s	54d0a83eee	use local time instead of UTC	2022-06-24 15:42:30 +08:00
c9s	fa7177426f	cmd/pnl: fix trade table query	2022-06-22 18:19:11 +08:00
c9s	e1225d4127	add log insert option for sync	2022-06-06 12:24:18 +08:00
c9s	d27fee57ad	fix: do not load all trades into memory	2022-06-02 20:02:32 +08:00
c9s	d6f144069d	service: refactor closed order sync method	2022-06-02 02:12:38 +08:00
c9s	b070952b32	service/sync: rewrite trade sync with syncTask	2022-06-01 19:40:30 +08:00
c9s	e66eb08db4	batch: refactor batch query	2022-05-31 00:59:33 +08:00
c9s	6630d3f56b	service: correct QueryLast query	2022-04-27 11:42:31 +08:00
c9s	43985499be	service: reorder trade query	2022-03-18 14:04:01 +08:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
c9s	3c57ce788e	add startTime to the trade sync query	2022-01-01 02:51:58 +08:00
c9s	129f44bbcb	fix empty start time sync issue	2022-01-01 02:43:08 +08:00
c9s	eba33329d1	always sort orders and trades in the batch query	2021-12-31 14:12:41 +08:00
c9s	20c6c7eb9a	all: fix trade, order sync for kucoin	2021-12-31 13:52:16 +08:00
c9s	cfd68fdd1d	all: change trade id to uint64	2021-12-23 17:49:18 +08:00
c9s	874c7b39fa	service: add is_futures fields to trade service	2021-12-08 19:38:16 +08:00
c9s	c84d59734c	clear all trades before running backtests	2021-05-30 15:25:00 +08:00
c9s	807c049d63	refactor notifiers and add liquidity field to the trade	2021-05-12 12:37:48 +08:00
c9s	8c08cfebb7	rename MarkStrategyID to just Mark	2021-03-16 14:07:47 +08:00
c9s	f22a6ee697	implement sync method on the trade service	2021-03-14 11:18:22 +08:00
c9s	03d7290e03	pull out time range group by clause generator	2021-02-26 17:22:08 +08:00
c9s	28a8ab34a2	pull out time range column name	2021-02-26 16:16:41 +08:00
c9s	1d29009133	fix max trade query ordering and sql query ordering for query last	2021-02-25 13:55:04 +08:00
c9s	3a89b0a714	improve trade sync	2021-02-18 18:20:18 +08:00
c9s	bc3754d989	check if limit is set	2021-02-16 16:39:56 +08:00
c9s	67a3c49081	add more trade service tests	2021-02-16 15:34:01 +08:00
c9s	786f37e675	add MarkStrategyID for marking trade with the source strategy	2021-02-15 20:53:19 +08:00
c9s	f3d65b1281	add UpdatePnL method for updating trade pnl field	2021-02-15 20:51:34 +08:00
Yo-An Lin	b81eb33cad	Merge pull request #117 from c9s/wizard/sqlite3 ... add sqlite3 driver option to the wizard user interface	2021-02-06 17:41:45 +08:00
c9s	8e0778a095	fix trading volume query for sqlite3	2021-02-06 16:05:21 +08:00
Yo-An Lin	5a5e64cc8d	Merge pull request #111 from c9s/feature/sqlite3 ... add sqlite3 migration support	2021-02-06 11:52:03 +08:00
c9s	32117af4b0	service: remove the ignore keyword to make the sql compatible with sqlite3	2021-02-06 11:44:49 +08:00
Jui-Nan Lin	893b513605	feat: add limit option for pnl command	2021-02-05 10:12:10 +08:00
ycdesu	220da92f48	trade: extract sql generator function and test it	2021-02-03 16:51:02 +08:00
ycdesu	1522c3d7a6	trade: create a separate sql gen function	2021-02-03 15:44:02 +08:00
c9s	fbbe304dfb	add trades query api	2021-01-29 18:48:00 +08:00
c9s	78890834b5	support symbol segment	2021-01-28 18:51:35 +08:00
c9s	df17c4b1b6	add trading volume query api	2021-01-26 17:21:18 +08:00
c9s	c79c7d1b11	fix margin order/trade sync	2021-01-20 02:09:12 +08:00
c9s	334eff4682	update sync service for margin fields	2021-01-19 23:33:06 +08:00
c9s	0a5bac803c	ignore duplicated trade	2020-12-03 08:51:57 +08:00
c9s	7e47f754c5	use channel to sync trades	2020-11-05 13:35:04 +08:00
c9s	7fab2e24de	improve order persistence and support order data sync	2020-11-05 11:14:14 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00