5381 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
c9s	3786792214	add more pnl report conditions	2020-10-23 00:23:04 +08:00
c9s	6b0f2b80d7	add multiple spec support	2020-10-23 00:21:03 +08:00
c9s	9c751f377a	import buyandhold strategy	2020-10-22 16:04:37 +08:00
c9s	aea6a7c03d	integrate AverageCostPnLReporter	2020-10-22 15:57:50 +08:00
c9s	897d882c35	update Notifiability interface	2020-10-22 14:45:15 +08:00
Yo-An Lin	3d69330e67	Update README.md	2020-10-22 11:16:28 +08:00
c9s	ea3e9e7d05	add per-session-based trade reporter	2020-10-22 10:54:03 +08:00
c9s	678e4ef4ab	add trade reporter	2020-10-22 10:47:54 +08:00
c9s	a714af739a	implement TradeReporter	2020-10-21 19:52:55 +08:00
c9s	b1a9a66dba	assign account and stream when allocating session object	2020-10-21 17:42:37 +08:00
c9s	1f71fa623c	add channel argument to the notify method	2020-10-21 17:10:47 +08:00
c9s	58265d14f9	move cmdutil package	2020-10-21 15:58:58 +08:00
c9s	a15e56f510	add run command to load strategies from config file	2020-10-21 15:57:14 +08:00
c9s	81f2cb4ac4	support loading cross exchange strategies	2020-10-21 15:49:43 +08:00
c9s	606c59ad4d	connecting strategies with session name	2020-10-20 15:54:32 +08:00
c9s	324a493aad	improve config loader	2020-10-20 15:42:57 +08:00
c9s	4ee10de40f	add LoadedCrossExchangeStrategies loader api	2020-10-20 14:21:46 +08:00
c9s	f4066b18b3	wrap error to make the message clear	2020-10-20 14:15:12 +08:00
c9s	8cc5db7506	add baseQuantity	2020-10-20 14:14:21 +08:00
c9s	2fbf19455e	implement strategy yaml loader	2020-10-20 13:52:25 +08:00
c9s	a08aebaa17	bbgo: add SetTradeScanTime method	2020-10-20 13:11:04 +08:00
c9s	3b3df77ec3	clean up the legacy context struct	2020-10-20 12:24:30 +08:00
c9s	752fdf5c80	document WithCache function	2020-10-20 12:22:18 +08:00
c9s	2bbee6671a	make the first arg of WithCache as a key var	2020-10-20 12:18:29 +08:00
c9s	40c697275d	query market config with cache	2020-10-20 12:11:44 +08:00
c9s	180bfff558	loadedSymbols is not used in the init method	2020-10-20 11:49:18 +08:00
c9s	f6c1ed67e6	add CacheDir function	2020-10-20 11:48:44 +08:00
c9s	f62f3b8a02	define HomeDir and SourceDir helper functions	2020-10-20 11:46:44 +08:00
c9s	fc687f3174	max: implement kline event parser for websocket	2020-10-19 22:46:34 +08:00
c9s	d68564de28	improve logging	2020-10-19 22:26:43 +08:00
c9s	366036a35b	max: parse and convert trade update	2020-10-19 22:23:49 +08:00
c9s	822e4c2703	receive trade in value instead of pointer	2020-10-19 22:06:43 +08:00
c9s	292dd2492a	add comment for loadedSymbols	2020-10-19 22:02:05 +08:00
c9s	a4b872fc8b	clean up init and connect phase	2020-10-19 22:00:44 +08:00
c9s	6d6e79eab3	fix session initialization issue	2020-10-19 21:58:50 +08:00
c9s	b0b1d2bd49	max: fix currency conversion	2020-10-19 21:33:21 +08:00
c9s	c4490a119c	send order book to the update handler	2020-10-19 11:44:15 +08:00
c9s	50c6a675dd	add doc comment to StreamOrderBook	2020-10-19 10:44:11 +08:00
c9s	68279757fa	add kline accessor KLinesOfInterval	2020-10-18 20:44:12 +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	b7a450327c	rename files	2020-10-18 12:33:51 +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	7d7828a556	move commented code	2020-10-18 12:25:08 +08:00
c9s	d2ba9cc4c3	move backtest related component to backtest package	2020-10-18 12:24:21 +08:00
c9s	028aef9402	move marketdata store to store package	2020-10-18 12:23:00 +08:00
c9s	90515855eb	move MovingAverageIndicator	2020-10-18 11:37:01 +08:00