10 Commits

Author	SHA1	Message	Date
zenix	af61952e40	fix: series not been updated	2022-04-11 17:04:56 +09:00
c9s	20f0e8dbd5	preallocate kline window with capacity	2021-11-22 01:17:08 +08:00
c9s	540722e430	adjust ewma truncate size	2021-11-22 01:17:08 +08:00
c9s	3ab4a570fb	bbgo: limit max kline slice	2021-06-28 14:33:32 +08:00
c9s	e23c459697	bbgo: move orderbook to the session level so that we can access it eaiser	2021-06-16 13:04:23 +08:00
c9s	8acada76a9	replace sliceorderbook with orderbook interface	2021-05-22 16:32:29 +08:00
c9s	56b2c8845b	fix preorder, postorder and inorder	2021-05-22 11:36:58 +08:00
c9s	900f822559	improve and fix ewma calculation	2020-12-05 13:32:41 +08:00
c9s	67446670ac	finalize swing strategy and fix trade reporter issue	2020-10-28 17:48:16 +08:00
c9s	2680ad5072	refactor environment, market data store, injection and add swing strategy	2020-10-28 17:48:16 +08:00