c9s
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b6f5dacc78
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ignore coverage.txt
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2022-08-24 13:17:59 +08:00 |
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c9s
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ccbe869142
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ignore .systemd.*
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2022-08-24 13:17:19 +08:00 |
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c9s
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61014bd069
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ignore .cpuprofile
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2022-08-24 13:17:07 +08:00 |
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c9s
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bf09533a6d
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make: run gofmt on the version file
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2022-08-24 13:03:00 +08:00 |
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c9s
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68064bfe44
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move and fix binance exchange api examples
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2022-08-24 12:58:06 +08:00 |
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c9s
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90f077b78b
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examples: delete the outdated create-self-trade example
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2022-08-24 12:54:46 +08:00 |
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c9s
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0baac39489
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examples: fix lint issues
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2022-08-24 12:53:10 +08:00 |
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c9s
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88f243c91b
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util: move math util functions to util
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2022-08-24 11:34:55 +08:00 |
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c9s
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94615f7ecf
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all: remove empty files
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2022-08-23 02:25:02 +08:00 |
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c9s
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c86b29e6dc
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all: resolve import cycle
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2022-08-23 02:12:26 +08:00 |
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c9s
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0947c28294
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all: move PrintConfig to pkg/util
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2022-08-23 01:56:15 +08:00 |
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c9s
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2611012d28
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types: move json struct to types package
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2022-08-23 01:54:29 +08:00 |
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c9s
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3761d6c36b
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add v1.39.2 release note
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2022-08-20 00:10:01 +08:00 |
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c9s
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c0abae90a7
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bump version to v1.39.2
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2022-08-20 00:10:01 +08:00 |
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c9s
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4e09444dc5
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update command doc files
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2022-08-20 00:10:01 +08:00 |
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c9s
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5a4d71b073
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strategy/autoborrow: fix reBalanceDebt check
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2022-08-19 18:56:25 +08:00 |
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Yo-An Lin
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0764107199
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Merge pull request #889 from c9s/fix/backtest-last-kline-sync
service/backtest: check and filter kline by its endTime
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2022-08-19 18:42:41 +08:00 |
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c9s
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5d85ceeec4
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service/backtest: filter klines that will be closed in the future
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2022-08-19 17:55:48 +08:00 |
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c9s
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49728622bc
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service/backtest: use second instead of milliseconds for filtering
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2022-08-19 17:53:45 +08:00 |
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c9s
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5e1e0c7661
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service/backtest: check and filter kline by its endTime
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2022-08-19 17:28:55 +08:00 |
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c9s
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834487d568
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strategy/schedule: add MaxBaseBalance config
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2022-08-19 16:48:43 +08:00 |
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c9s
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4622f9f34e
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autoborrow: add more verbose logs
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2022-08-19 16:10:13 +08:00 |
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Yo-An Lin
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913343816c
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Merge pull request #888 from c9s/fix/issue-887-sync
binance: fix futures/margin order sync issue
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2022-08-19 15:37:14 +08:00 |
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c9s
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8827fc3ec6
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binance: fix futures/margin order sync issue
fixes: #887
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2022-08-19 15:28:24 +08:00 |
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Zenix
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bcd524361d
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Merge pull request #886 from COLDTURNIP/feature/sortino_ratio
Add Sortino ratio
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2022-08-19 16:14:46 +09:00 |
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Yo-An Lin
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039fc21505
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Merge pull request #881 from zenixls2/feature/print_strategy_config
print strategy config
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2022-08-19 15:13:50 +08:00 |
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Raphanus Lo
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747839212a
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feature: add Sortino ratio
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2022-08-18 23:26:54 +08:00 |
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zenix
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5030b93285
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fix: move canInt to dynamic
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2022-08-18 18:05:52 +09:00 |
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c9s
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555295f305
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add v1.39.1 release note
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2022-08-18 16:44:53 +08:00 |
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c9s
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369fc8c4ea
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bump version to v1.39.1
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2022-08-18 16:44:53 +08:00 |
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zenix
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a958d4d092
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fix: matching_test add TickSize
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2022-08-18 17:38:27 +09:00 |
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zenix
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e1c2ed40ff
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fix: truncate price in backtest, don't truncate amount, add TruncatePrice function
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2022-08-18 17:38:27 +09:00 |
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zenix
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66a2f55f9a
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fix: matching test by adding default stepSize on BTCUSDT
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2022-08-18 17:38:27 +09:00 |
|
zenix
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f7398f163a
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fix: inequality on quantites of balances and submitted orders in backtest
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2022-08-18 17:38:27 +09:00 |
|
zenix
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2720ee90b1
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fix: equation of exit dump
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2022-08-18 17:38:27 +09:00 |
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zenix
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e5c1152030
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doc: add comment to strategy config printing func
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2022-08-18 17:38:27 +09:00 |
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zenix
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5e7ea71613
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feature: withdraw print config functionality from drift to be a general function
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2022-08-18 17:38:27 +09:00 |
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Yo-An Lin
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c4a84840e2
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Merge pull request #885 from c9s/fix/backtest-limit-taker
backtest: fix limit taker lock issue
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2022-08-18 16:36:03 +08:00 |
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c9s
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4d32a578d7
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backtest: emit balance update if we got some quote back
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2022-08-18 16:09:07 +08:00 |
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c9s
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bd8b362274
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backtest: delay the order update after the balance unlock
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2022-08-18 15:43:09 +08:00 |
|
c9s
|
3a24a48cde
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backtest: fix execution price for stop limit taker orders
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2022-08-18 15:26:09 +08:00 |
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c9s
|
9f9fc098f4
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backtest: clean up todo
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2022-08-18 15:11:27 +08:00 |
|
c9s
|
6c4d5041ba
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backtest: fix limit taker lock issue
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2022-08-18 15:09:46 +08:00 |
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c9s
|
d7dbfd7613
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bump version to v1.39.0
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2022-08-18 13:43:48 +08:00 |
|
c9s
|
6d1fbca4fa
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update command doc files
|
2022-08-18 13:43:48 +08:00 |
|
c9s
|
18e0fbb0a0
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update release note
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2022-08-18 13:43:22 +08:00 |
|
Yo-An Lin
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37987b1427
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Merge pull request #883 from andycheng123/release/v1.39.0
Release/v1.39.0
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2022-08-18 11:50:55 +08:00 |
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Andy Cheng
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911b506ac4
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add v1.39.0 release note
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2022-08-17 18:59:26 +08:00 |
|
Andy Cheng
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f990947370
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bump version to v1.39.0
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2022-08-17 18:59:26 +08:00 |
|
Andy Cheng
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ffcaf0271b
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update command doc files
|
2022-08-17 18:59:26 +08:00 |
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