Commit Graph

679 Commits

Author SHA1 Message Date
c9s
78f9c7d569
improve autoborrow checks 2022-06-02 01:27:04 +08:00
c9s
cf19ed6f26
refactor environment sync method 2022-06-01 19:40:29 +08:00
c9s
f4e7f4f6f6
add margin history entry in config 2022-06-01 19:40:29 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
c9s
b5f9f86944
define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
c9s
6c0165afe4
add report index file 2022-05-17 18:10:37 +08:00
zenix
71fe6c2d26 feature: SLTP from bookticker. fix: bookTicker typename, depth buffer error message 2022-05-12 19:43:04 +09:00
c9s
11d0823782
cmd: refactor back-test command 2022-05-11 13:59:44 +08:00
c9s
5f68064ac6
pull out writeJsonFile function 2022-05-10 18:27:23 +08:00
c9s
7b17b1a757
integrate state recorder 2022-05-10 13:31:23 +08:00
c9s
0780dafdc3
add IsBackTesting method for checking environment mode 2022-05-09 18:58:09 +08:00
c9s
82c7c024ce
bbgo: add persistence Sync api 2022-05-05 18:18:38 +08:00
c9s
f3691489dd
add state key as the prefix 2022-05-05 18:18:38 +08:00
c9s
7378c63cb7
cmd: call SaveState and LoadState for normal run 2022-05-05 14:28:42 +08:00
c9s
57c43936d6
ignore service.ErrPersistenceNotExists error 2022-05-05 14:04:44 +08:00
c9s
57a9647401
add more test case and simplify return stmt 2022-05-05 13:16:46 +08:00
c9s
4cf1f0a91a
add func type StructFieldIterator 2022-05-05 13:06:02 +08:00
c9s
30c85d2969
pull out callID method call 2022-05-05 13:05:01 +08:00
c9s
21f81dec29
implement reflect-based persistence restore and load 2022-05-05 12:53:48 +08:00
c9s
18eab1fbd3
move graceful shutdown to a single file 2022-05-05 09:56:21 +08:00
c9s
36c764efa9
refactor balance, asset and remove price cache check 2022-05-04 17:17:09 +08:00
c9s
450517d159
bbgo: do not write trade when writing position 2022-05-04 16:21:53 +08:00
c9s
0e417f6f71
xnav: rename assets to allAssets 2022-05-04 16:21:53 +08:00
c9s
8a93f0921f
add more margin info columns 2022-05-04 14:40:52 +08:00
c9s
95f7d85183
bbgo: pass price time into the asset conversion function 2022-05-04 14:23:46 +08:00
c9s
2c70509ee8
add recordAsset method 2022-05-03 19:26:52 +08:00
c9s
946bbdbca3
backtest: rename backtest.account to backtest.accounts 2022-05-03 12:18:40 +08:00
c9s
fa2eb87268
fix: sync can be nil 2022-05-02 11:55:40 +08:00
c9s
2bdcf2266d
fix default sync logic 2022-05-02 10:39:59 +08:00
c9s
486cf50a9c bbgo: fix init band width setup 2022-05-01 01:12:57 +08:00
c9s
044470377b
avoid using the iterator variable 2022-04-27 17:13:58 +08:00
c9s
1c1fbb1633
bbgo: document strategy id and pnl field 2022-04-27 13:30:07 +08:00
c9s
5edaa9708c
bbgo: fix margin order/trade sync 2022-04-27 13:25:42 +08:00
Andy Cheng
8c353421d8 interact: Remove status from strategy signature 2022-04-26 21:05:26 +08:00
Andy Cheng
1a13826505 interact: refactor generateStrategyButtonsForm() 2022-04-26 19:11:50 +08:00
Andy Cheng
eb1beb05d1 interact: rename functions to private functions 2022-04-26 18:32:41 +08:00
Andy Cheng
6b62f27155 feature: make callback vars start with lowercase 2022-04-26 18:29:22 +08:00
Andy Cheng
61b6755518 interact: GetStrategySignatures() returns map[string]SingleExchangeStrategy instead of slice of strategy signatures 2022-04-26 18:29:22 +08:00
Andy Cheng
f6ec931bed feature: use callbackgen 2022-04-26 18:29:22 +08:00
Andy Cheng
cbf6bf78bc feature: make FilterStrategyByInterface a simple function 2022-04-26 18:29:22 +08:00
Andy Cheng
ecc63f743f feature: split strategy controller interface into several smaller ones 2022-04-26 18:29:21 +08:00
Andy Cheng
64766c48f3 feature: revert position closer and position reader back 2022-04-26 18:29:21 +08:00
Andy Cheng
78a8c2aaaf feature: mix embeded struct and callback in strategy controller 2022-04-26 18:29:21 +08:00
Andy Cheng
57fdc9b120 feature: adapt new strategy controller in support strategy 2022-04-26 18:29:21 +08:00
Andy Cheng
6228cddbec feature: adapt new strategy controller in interact 2022-04-26 18:29:21 +08:00
Andy Cheng
bb2bce4721 feature: strategy controller 2022-04-26 18:29:21 +08:00
Andy Cheng
85ffe9a2de feature: prototype of strategy controller struct 2022-04-26 18:29:21 +08:00
Andy Cheng
73c2c84cab feature: prototype of strategy controller struct 2022-04-26 18:29:21 +08:00
Andy Cheng
5799709e3e pkg: add empty strategy controller file 2022-04-26 18:29:21 +08:00
c9s
2732fb413f
bbgo: remove slack debug option 2022-04-25 18:56:19 +08:00