c9s
|
69a33b6400
|
fix and improve backtest
|
2020-11-10 14:18:04 +08:00 |
|
c9s
|
f5b17193c5
|
move verbose flag detection before we setup the environment
|
2020-11-09 16:49:03 +08:00 |
|
c9s
|
6c2aef31a3
|
improve backtest logging
|
2020-11-09 16:47:29 +08:00 |
|
c9s
|
e7cc79f3cf
|
replace errors.Errorf with fmt.Errorf
|
2020-11-09 16:34:35 +08:00 |
|
c9s
|
1e129e4c86
|
collect error object instead of logging
|
2020-11-09 15:29:40 +08:00 |
|
c9s
|
8414f406bf
|
drop the legacy order executor
|
2020-11-09 15:02:12 +08:00 |
|
c9s
|
4a2a542222
|
refactor basic risk controller
|
2020-11-09 14:56:54 +08:00 |
|
c9s
|
ded89e099f
|
refactor simple price matching
|
2020-11-09 03:17:02 +08:00 |
|
c9s
|
5cc9506960
|
simplify executeTrade method since we should not use over locked funds
|
2020-11-09 03:09:12 +08:00 |
|
c9s
|
443f2c6891
|
document fee rate for BNB holders
|
2020-11-09 03:01:40 +08:00 |
|
c9s
|
377f4cae34
|
add account balance lock and unlock for testing maker strategies
|
2020-11-09 02:58:46 +08:00 |
|
c9s
|
5d4680e496
|
add lock and unlock functions
|
2020-11-09 01:10:14 +08:00 |
|
c9s
|
f69c87b3a8
|
fix fee calculation and add account balance checking
|
2020-11-08 21:52:44 +08:00 |
|
c9s
|
090011da9e
|
pull out order matching trigger from the kline event callbacks
|
2020-11-08 13:07:45 +08:00 |
|
c9s
|
e3a1184d22
|
fix backtest sync exchange and consider fee rate
|
2020-11-08 12:47:14 +08:00 |
|
c9s
|
6bd3573287
|
add exchange field in the table so that we can reuse the kline objects for backtest
|
2020-11-08 12:13:34 +08:00 |
|
c9s
|
4b0bab31fb
|
Merge branch 'feature/backtest' into main
|
2020-11-07 20:34:55 +08:00 |
|
c9s
|
641784e1b1
|
calculate pnl after the backtest
|
2020-11-07 20:34:34 +08:00 |
|
c9s
|
f3571b9832
|
fix tests
|
2020-11-07 20:18:11 +08:00 |
|
c9s
|
6040c69327
|
add sync flag for backtesting
|
2020-11-07 20:14:53 +08:00 |
|
c9s
|
f1db12eb10
|
add done channel for backtest exchange
|
2020-11-07 20:11:07 +08:00 |
|
c9s
|
a4a9067c6a
|
integrate matching engine with backtest exchange
|
2020-11-07 19:57:36 +08:00 |
|
c9s
|
5be4aa53db
|
move simple price matching to matching.go
|
2020-11-07 16:09:21 +08:00 |
|
c9s
|
3778adc8c8
|
implement SimplePriceMatching engine
|
2020-11-07 16:08:20 +08:00 |
|
c9s
|
0d8fa08171
|
add book Update method
|
2020-11-07 15:07:06 +08:00 |
|
c9s
|
1e925cac6e
|
move onConnect to the standard stream
|
2020-11-07 12:38:57 +08:00 |
|
c9s
|
94bb7f5dac
|
max: fix order symbol convertion
|
2020-11-07 12:19:57 +08:00 |
|
c9s
|
573a082391
|
add flashcrash strategy
|
2020-11-07 12:02:15 +08:00 |
|
c9s
|
b13a2deec5
|
emit klines and setup account balances
|
2020-11-07 03:18:05 +08:00 |
|
c9s
|
22a214328d
|
implement backtest command, stream and add backtest config
|
2020-11-07 02:57:50 +08:00 |
|
c9s
|
8823a39fc2
|
support backtesting kline verification
|
2020-11-07 00:49:17 +08:00 |
|
c9s
|
555fe57341
|
implement kline sync function from command
|
2020-11-06 21:40:48 +08:00 |
|
c9s
|
f78fefb3b0
|
implement QueryCh on kline service
|
2020-11-06 20:58:45 +08:00 |
|
c9s
|
78d7c71ecc
|
add kline service and extend kline struct fields
|
2020-11-06 19:07:07 +08:00 |
|
c9s
|
c9f2a1aed5
|
add db tag to kline struct
|
2020-11-06 11:08:31 +08:00 |
|
c9s
|
5bdf5e0034
|
remove goroutine from the strategy
|
2020-11-06 11:01:19 +08:00 |
|
c9s
|
b86b74effb
|
fix max kline parsing
|
2020-11-05 15:04:56 +08:00 |
|
c9s
|
c54c0788ab
|
rewrite grid strategy trigger
|
2020-11-05 14:27:22 +08:00 |
|
c9s
|
b38d0d15ed
|
fix order sync for max
|
2020-11-05 14:12:19 +08:00 |
|
c9s
|
7e47f754c5
|
use channel to sync trades
|
2020-11-05 13:35:04 +08:00 |
|
c9s
|
8693bbbd24
|
fix orderId-based query for binance
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
7fab2e24de
|
improve order persistence and support order data sync
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
a4555a2b7b
|
implement QueryClosedOrders
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
fe16f9aa4d
|
add is_working column
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
bb0ff263c8
|
assign order_id to the trade object
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
eb67fc0f8f
|
make mysql-url optional for run command
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
f223940b69
|
add db tags
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
8388f443a9
|
move active order book to the bbgo package
|
2020-11-05 11:14:14 +08:00 |
|
c9s
|
8e0b5d11a7
|
add max grid config and fix max price formatting
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
14abe3fb7e
|
pull out active order book to the types package
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
1eb263de23
|
use AnyFilled to simplify the order management in the strategy
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
e264257d23
|
implement OrderMap and SyncOrderMap
|
2020-10-31 20:38:20 +08:00 |
|
c9s
|
2397acd45f
|
fix type casting and assertion by passing pointer
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
0f8e9f6df7
|
add doc comment to Notifiability
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
eb05620f99
|
use Notifiability directly from environment
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
49ff9c4dd6
|
drop legacy trade reporter
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
c4d7476212
|
add submit order routing
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
ec9b5230aa
|
refactor trade report and move trade reporter to the environment layer
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
8867ceb951
|
initialize Notifiability for exchange session
|
2020-10-31 18:35:48 +08:00 |
|
c9s
|
a60207db2a
|
only re-submit the order when the order is filled on the opposite side
|
2020-10-31 18:33:04 +08:00 |
|
c9s
|
8174b64e21
|
handle max order update message convertion
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
458fa8aa9d
|
add types.OrderStatusFilled
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
63df07b815
|
fix MAX market min price format
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
dc547aa818
|
fix BOLL map allocation
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
01699f7268
|
fix price format
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
17a2f74add
|
finalize grid strategy
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
9c46ef17b2
|
handle order update
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
551fa4b7fb
|
add grid to built-ins
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
60b78979dc
|
fix order id parsing (seems case insensitive)
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
c3961024cf
|
implement grid strategy update orders method
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
74a9cae38e
|
rename trade callbacks to trade update callbacks
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
224acd0ca9
|
add accessors for last up band and down band values
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
e60127090b
|
add GetBOLL access to standard indicator sets
|
2020-10-31 18:29:58 +08:00 |
|
c9s
|
d49b2be543
|
add bollinger indicator
|
2020-10-29 17:51:20 +08:00 |
|
c9s
|
f0681177f9
|
inject market into the skeleton strategy
|
2020-10-29 17:06:34 +08:00 |
|
c9s
|
4afabd92ed
|
clean up code
|
2020-10-29 17:05:01 +08:00 |
|
c9s
|
b0cc128b79
|
pull out trend types
|
2020-10-29 17:03:36 +08:00 |
|
c9s
|
a7325e86f0
|
document swing strategy
|
2020-10-29 13:42:53 +08:00 |
|
c9s
|
5f45d18ae2
|
fix struct composition
|
2020-10-29 13:08:33 +08:00 |
|
c9s
|
19b600bb35
|
simplify strategy registration api
|
2020-10-29 07:54:59 +08:00 |
|
c9s
|
c71f013916
|
let SMA indicator and EWMA indicator use IntervalWindow type
|
2020-10-29 07:51:23 +08:00 |
|
c9s
|
2f8bffeaca
|
add strict injection check fo pointer only objects
|
2020-10-29 07:49:06 +08:00 |
|
c9s
|
33257c591e
|
refactor swing strategy with types IntervalWindow
|
2020-10-29 07:44:22 +08:00 |
|
c9s
|
6d8ec7894e
|
refactor standard indicator set with store
|
2020-10-29 07:40:02 +08:00 |
|
c9s
|
b1cf9db879
|
add reflink
|
2020-10-28 17:50:47 +08:00 |
|
c9s
|
d6553a1155
|
move strategy subscribe out
|
2020-10-28 17:49:49 +08:00 |
|
c9s
|
f4474c6a6d
|
add check for sma caluclation
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
67446670ac
|
finalize swing strategy and fix trade reporter issue
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
c96845ff6a
|
add fields to slack notifier logs
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
b22e0370b3
|
drop legacy OrderProcessor and remove slack debug
|
2020-10-28 17:48:16 +08:00 |
|
c9s
|
468864302e
|
fix submit order quantity formatting
|
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 |
|
c9s
|
7d7d2c2fc7
|
assign standard indicator set to the session
|
2020-10-28 11:15:50 +08:00 |
|
c9s
|
e2df24f31c
|
support standard indicatorset
|
2020-10-28 09:43:19 +08:00 |
|
c9s
|
50693ae845
|
implement ewma and sma
|
2020-10-28 09:13:57 +08:00 |
|
c9s
|
388346b284
|
move injectStrategyField to a single file
|
2020-10-27 20:42:48 +08:00 |
|
c9s
|
008e5c83f9
|
fix notification config check
|
2020-10-27 20:41:08 +08:00 |
|
c9s
|
e1c2f7cc3d
|
improve notifier signatures and fix slack Notify method
|
2020-10-27 20:13:10 +08:00 |
|
c9s
|
7905ba09d4
|
pull out fillStrategyNotifiability
|
2020-10-27 19:37:11 +08:00 |
|
c9s
|
ccc381143d
|
support pointer type filling
|
2020-10-27 19:33:11 +08:00 |
|
Yo-An Lin
|
1e5327a5e4
|
Update strategy.go
|
2020-10-27 15:51:36 +08:00 |
|
c9s
|
b3eaf832af
|
Add pricealert strategy for demonstrating notification
|
2020-10-27 13:54:39 +08:00 |
|
c9s
|
ab43de3efd
|
clean up comment for base order executor
|
2020-10-27 10:00:41 +08:00 |
|
c9s
|
ef598c3a0f
|
assign base order executor descendingly
|
2020-10-27 09:58:21 +08:00 |
|
c9s
|
8453e95300
|
configure channel routers
|
2020-10-27 09:38:29 +08:00 |
|
c9s
|
42f947506c
|
add route methods on Notifiability
|
2020-10-27 09:24:59 +08:00 |
|
c9s
|
ea05d998f2
|
load notification conf
|
2020-10-27 08:57:00 +08:00 |
|
c9s
|
c315b79bd7
|
add notification config
|
2020-10-27 08:48:47 +08:00 |
|
c9s
|
284a0676f7
|
remove unused confg package
|
2020-10-27 08:19:16 +08:00 |
|
c9s
|
955479486a
|
add symbol channel router and object channel router for notification
|
2020-10-27 08:19:16 +08:00 |
|
c9s
|
1d8e0bff5a
|
drop legacy NewDefaultEnvironment method
|
2020-10-27 08:19:16 +08:00 |
|
c9s
|
0fd9e8b95a
|
reset price field when market order is used
|
2020-10-26 22:08:16 +08:00 |
|
c9s
|
085d02bee4
|
clean up strategy code since we can loaded from the config
|
2020-10-26 22:04:48 +08:00 |
|
c9s
|
38c87bfecc
|
drop config dir
|
2020-10-26 21:46:38 +08:00 |
|
c9s
|
a1eeb55778
|
refactor and clean up bbgo config
|
2020-10-26 21:45:02 +08:00 |
|
c9s
|
c324a791f6
|
refactor and configure risk control order executor
|
2020-10-26 21:36:47 +08:00 |
|
c9s
|
59aa5c5ee2
|
implement RiskControlOrderExecutor
|
2020-10-26 18:28:34 +08:00 |
|
c9s
|
4e7c1a327b
|
pull out order formatter
|
2020-10-26 18:17:18 +08:00 |
|
c9s
|
a4b6a5f923
|
load order executor config
|
2020-10-26 17:57:28 +08:00 |
|
c9s
|
502e5bdc04
|
load exchange sessions dynamically
|
2020-10-26 17:00:17 +08:00 |
|
c9s
|
8274f6e97c
|
reformat OrderProcessor code
|
2020-10-26 16:45:09 +08:00 |
|
c9s
|
c9fa565c24
|
remove the legacy submit order method
|
2020-10-26 16:44:05 +08:00 |
|
c9s
|
359b3c56b4
|
move files
|
2020-10-26 16:15:30 +08:00 |
|
c9s
|
19f259111d
|
improve config loading by adding unmarshal yaml method
|
2020-10-26 15:33:25 +08:00 |
|
c9s
|
cd666fdf9e
|
pull out db parameter from the constructor
|
2020-10-26 15:06:39 +08:00 |
|
c9s
|
3aa40f3aab
|
disable viper config for now
|
2020-10-26 13:56:48 +08:00 |
|
c9s
|
332ca7ffe8
|
make trade sync optional
|
2020-10-26 13:48:59 +08:00 |
|
c9s
|
931c646fde
|
configure notifier and make slack notification optional
|
2020-10-26 13:40:43 +08:00 |
|
c9s
|
ac0a26b005
|
add build command
|
2020-10-26 13:27:07 +08:00 |
|
c9s
|
9017d2a9a7
|
add go os and arch name to the binary name
|
2020-10-26 11:41:21 +08:00 |
|
c9s
|
aa6ccbf905
|
refactor xpuremaker strategy
|
2020-10-26 10:08:58 +08:00 |
|
c9s
|
fbba9b12ce
|
xpuremaker: final clean up
|
2020-10-26 10:01:18 +08:00 |
|
c9s
|
145264aae4
|
cancel orders and re-submit maker orders
|
2020-10-26 00:26:17 +08:00 |
|
c9s
|
336fb4d25b
|
max: fix order cancel request payload
|
2020-10-25 22:41:54 +08:00 |
|
c9s
|
de11ef10f5
|
return created order objects from SubmitOrders method
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
fa30f6b52a
|
Support binance order update execution type convertion
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
391767953a
|
Fix binance trade transaction time convertion
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
308427416a
|
Add more exchange order features
- use uuid for client order id
- add stop limit and stop market order types
- add order convert functions
- improve submit orders
|
2020-10-25 19:22:22 +08:00 |
|
c9s
|
1e12de28da
|
Add xpuremaker skeleton
|
2020-10-25 18:32:46 +08:00 |
|
c9s
|
3721714f00
|
Support json unmarshaller for fixedpoint
|
2020-10-25 18:32:45 +08:00 |
|
c9s
|
944b673626
|
Add skeleton strategy
|
2020-10-25 18:32:43 +08:00 |
|
Yo-An Lin
|
9f416579ec
|
Merge pull request #25 from c9s/feature/go-compile-os-arch
feature: support go build with custom os and arch
|
2020-10-24 17:45:03 +08:00 |
|
c9s
|
916b3b0eca
|
early return if len of trades == 0
|
2020-10-24 16:32:54 +08:00 |
|
c9s
|
81653c6451
|
improve compile function for goos and goarch
|
2020-10-24 16:29:58 +08:00 |
|
c9s
|
2535a5803e
|
alias logrus into log
|
2020-10-24 15:43:55 +08:00 |
|
c9s
|
9ce9ecc910
|
compile local strategies into the wrapper binary
|
2020-10-24 15:38:13 +08:00 |
|
c9s
|
cd28fb8771
|
unmarshal imports into config
|
2020-10-23 14:49:54 +08:00 |
|
c9s
|
e1e8a16f97
|
rename Run to Execute to avoid confusion
|
2020-10-23 14:38:24 +08:00 |
|
c9s
|
bcc97c1906
|
cmd: rename slack-trading-channel to slack-channel
|
2020-10-23 14:29:02 +08:00 |
|
c9s
|
048374566c
|
move commands into pkg/cmd
|
2020-10-23 14:28:07 +08:00 |
|
c9s
|
0ec57cf404
|
add import section
|
2020-10-23 14:14:07 +08:00 |
|
c9s
|
407db84689
|
check runtime registered strategies
|
2020-10-23 14:13:16 +08:00 |
|
c9s
|
6e033461bb
|
use the time of the first trade as the report start time
|
2020-10-23 14:09:05 +08:00 |
|
c9s
|
c9f5d51556
|
confgi: fix []interface parsing issue
|
2020-10-23 14:01:45 +08:00 |
|
c9s
|
9127913370
|
improve parsing for one or more string slice
|
2020-10-23 13:50:17 +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 |
|
c9s
|
ea3e9e7d05
|
add per-session-based trade reporter
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2020-10-22 10:54:03 +08:00 |
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c9s
|
678e4ef4ab
|
add trade reporter
|
2020-10-22 10:47:54 +08:00 |
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c9s
|
a714af739a
|
implement TradeReporter
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2020-10-21 19:52:55 +08:00 |
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c9s
|
b1a9a66dba
|
assign account and stream when allocating session object
|
2020-10-21 17:42:37 +08:00 |
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c9s
|
1f71fa623c
|
add channel argument to the notify method
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2020-10-21 17:10:47 +08:00 |
|
c9s
|
58265d14f9
|
move cmdutil package
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2020-10-21 15:58:58 +08:00 |
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c9s
|
81f2cb4ac4
|
support loading cross exchange strategies
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2020-10-21 15:49:43 +08:00 |
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c9s
|
606c59ad4d
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connecting strategies with session name
|
2020-10-20 15:54:32 +08:00 |
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c9s
|
324a493aad
|
improve config loader
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2020-10-20 15:42:57 +08:00 |
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c9s
|
4ee10de40f
|
add LoadedCrossExchangeStrategies loader api
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2020-10-20 14:21:46 +08:00 |
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c9s
|
f4066b18b3
|
wrap error to make the message clear
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2020-10-20 14:15:12 +08:00 |
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c9s
|
8cc5db7506
|
add baseQuantity
|
2020-10-20 14:14:21 +08:00 |
|
c9s
|
2fbf19455e
|
implement strategy yaml loader
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2020-10-20 13:52:25 +08:00 |
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c9s
|
a08aebaa17
|
bbgo: add SetTradeScanTime method
|
2020-10-20 13:11:04 +08:00 |
|
c9s
|
3b3df77ec3
|
clean up the legacy context struct
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2020-10-20 12:24:30 +08:00 |
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c9s
|
752fdf5c80
|
document WithCache function
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2020-10-20 12:22:18 +08:00 |
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c9s
|
2bbee6671a
|
make the first arg of WithCache as a key var
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2020-10-20 12:18:29 +08:00 |
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c9s
|
40c697275d
|
query market config with cache
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2020-10-20 12:11:44 +08:00 |
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c9s
|
180bfff558
|
loadedSymbols is not used in the init method
|
2020-10-20 11:49:18 +08:00 |
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c9s
|
f6c1ed67e6
|
add CacheDir function
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2020-10-20 11:48:44 +08:00 |
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c9s
|
f62f3b8a02
|
define HomeDir and SourceDir helper functions
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2020-10-20 11:46:44 +08:00 |
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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 |
|
c9s
|
a1c027471e
|
remove more empty files
|
2020-10-18 11:35:40 +08:00 |
|
c9s
|
d011bf275e
|
move stock_test file and testdata
|
2020-10-18 11:34:36 +08:00 |
|
c9s
|
cbeb809b22
|
delete empty pnl file
|
2020-10-18 11:33:58 +08:00 |
|
c9s
|
c878de10bf
|
delete empty market.go file
|
2020-10-18 11:33:43 +08:00 |
|
c9s
|
0d9c0bd51b
|
move cost distribution to the accounting package
|
2020-10-18 11:33:13 +08:00 |
|
c9s
|
985e02c57a
|
delete empty file
|
2020-10-18 11:31:44 +08:00 |
|
c9s
|
73e17730d7
|
move account type into types package
|
2020-10-18 11:30:37 +08:00 |
|
MengZn
|
3bbf15bb7e
|
fix misspell
|
2020-10-18 00:36:52 +08:00 |
|
c9s
|
fe1a25d735
|
max: add resolution to the subscription
|
2020-10-18 00:09:37 +08:00 |
|
c9s
|
c224eb7af7
|
add kline to the market data store
|
2020-10-18 00:06:08 +08:00 |
|
c9s
|
530da665d3
|
fix max newAuthenticatedRequest for nil data
|
2020-10-18 00:05:54 +08:00 |
|
c9s
|
9ebccc72ba
|
add exchange session constructor
|
2020-10-17 23:51:44 +08:00 |
|
c9s
|
2d88f8e5f6
|
remove unused empty method convertDepthResponseToSnapshot
|
2020-10-17 23:49:14 +08:00 |
|
c9s
|
615da2e1d8
|
add logger with fields
|
2020-10-17 10:39:03 +08:00 |
|
c9s
|
25b4b22077
|
let strategy attach could be chained
|
2020-10-16 13:52:18 +08:00 |
|
c9s
|
4335cca0de
|
make it possible to attach multiple strategies in one call
|
2020-10-16 10:26:45 +08:00 |
|
c9s
|
27b582e948
|
move report struct
|
2020-10-16 10:21:37 +08:00 |
|
c9s
|
63ea81b648
|
simplify the calculator api
|
2020-10-16 10:19:53 +08:00 |
|
c9s
|
a6b99f6828
|
rename ProfitAndLossCalculator to AverageCostCalculator
|
2020-10-16 10:16:42 +08:00 |
|
c9s
|
ee86a71ebb
|
split files
|
2020-10-16 10:14:36 +08:00 |
|
c9s
|
98192ae91f
|
move Cmd to the strategy package
|
2020-10-16 10:09:42 +08:00 |
|
LeoZhan
|
c501fda4e2
|
refactor: remove redundant filename extension
|
2020-10-16 00:49:46 +08:00 |
|
c9s
|
7482fa52d6
|
add error check and logger
|
2020-10-15 23:38:00 +08:00 |
|
c9s
|
300609e3db
|
fix subscription initialization
|
2020-10-15 22:36:22 +08:00 |
|
c9s
|
113cc8ee48
|
query markets and assign into the exchange session
|
2020-10-15 21:04:02 +08:00 |
|
c9s
|
c167b2f303
|
add query markets to the exchagne interface
|
2020-10-14 11:02:50 +08:00 |
|
c9s
|
5112b83041
|
max: fix internal currency usage
|
2020-10-14 11:02:10 +08:00 |
|
c9s
|
c58375f57e
|
max: extend max exchange market information
|
2020-10-14 10:53:18 +08:00 |
|
c9s
|
6d00a7ba07
|
fix import
|
2020-10-14 10:39:50 +08:00 |
|
c9s
|
88461396f1
|
rearrange market config fields
|
2020-10-14 10:39:14 +08:00 |
|
c9s
|
2b41f76082
|
add maxPrice, minPrice and tickSize config
|
2020-10-14 10:34:33 +08:00 |
|
c9s
|
64c2170cd5
|
implement QueryMarkets on binance
|
2020-10-14 10:16:59 +08:00 |
|
c9s
|
f454136449
|
add exechange order executor and pull out Notifiability
|
2020-10-14 10:06:15 +08:00 |
|
c9s
|
a91f851ac7
|
pass types.SubmitOrder by value
|
2020-10-13 18:08:02 +08:00 |
|
c9s
|
ec23266cc2
|
implement buyandhold strategy to test the api design
|
2020-10-13 16:17:07 +08:00 |
|
c9s
|
d1b618850d
|
add context parameter to the strategy method
|
2020-10-13 14:50:59 +08:00 |
|
c9s
|
fe3ae14fc8
|
clean up
|
2020-10-13 11:23:22 +08:00 |
|
c9s
|
26f97b43e8
|
drop legacy backtest trader
|
2020-10-12 22:51:13 +08:00 |
|
c9s
|
4c20c9f4ff
|
replace LoadAccount with literal constructor
|
2020-10-12 22:49:27 +08:00 |
|
c9s
|
6398f049d0
|
bind market data store and query avg price before we start
|
2020-10-12 22:46:06 +08:00 |
|
c9s
|
bace7ac3a3
|
add environment connect integration tests
|
2020-10-12 17:33:02 +08:00 |
|
c9s
|
4ce716d6ad
|
binance: make asset parameter optional
|
2020-10-12 17:15:33 +08:00 |
|
c9s
|
92a5eac412
|
make currency parameter optional
|
2020-10-12 17:15:13 +08:00 |
|
c9s
|
64c9960882
|
use types.Exchange
|
2020-10-12 07:38:38 +08:00 |
|
c9s
|
ea7b501c26
|
add transfer history command for calculating baseline and show transfer records
|
2020-10-11 20:08:54 +08:00 |
|
c9s
|
2d246c3f71
|
move deposit type to global type and add max deposit history support
|
2020-10-11 17:35:59 +08:00 |
|
c9s
|
3d5507a053
|
move files into pkg
|
2020-10-11 16:46:15 +08:00 |
|