Commit Graph

4101 Commits

Author SHA1 Message Date
c9s
c6ede883ce
add max v3 api 2022-05-24 17:40:00 +08:00
c9s
a66bae47fe
add v3 order endpoint 2022-05-23 18:34:08 +08:00
c9s
dd30501615
add notice 2022-05-23 18:13:57 +08:00
c9s
46da8d94f1
update readme 2022-05-23 15:52:13 +08:00
c9s
0b082e5fe1
migrate javascript to typescript 2022-05-23 15:48:44 +08:00
c9s
d88e41c20c
remove unused client field 2022-05-23 15:48:44 +08:00
Yo-An Lin
9414b02fba
Update adding-new-exchange.md 2022-05-23 15:05:55 +08:00
c9s
35375c84c1
use requestgen.BaseAPIClient 2022-05-23 14:28:28 +08:00
c9s
42daf48fa6
backtest report: fix default interval issue 2022-05-22 03:07:31 +08:00
c9s
01d1ef2255
update grid config for testing 2022-05-22 02:40:52 +08:00
c9s
18fc68f6c6
backtest: fix order update_time update in the matching engine
fixes: #631
2022-05-22 02:40:26 +08:00
c9s
f06ec76618
backtest: check quoteQuantity only when price is given 2022-05-22 01:19:43 +08:00
c9s
adc2216e1f
add backtest report screenshot 2022-05-20 19:37:32 +08:00
Yo-An Lin
7c98fdfb31
Merge pull request #630 from c9s/fix/kline-sync
fix: fix duplicated kline sync issue and add unique index for kline tables
2022-05-20 19:05:10 +08:00
c9s
b9f0159537
add error handling 2022-05-20 18:57:41 +08:00
c9s
62de3a43ed
ci: add backtest sync test to ci flow 2022-05-20 18:07:58 +08:00
c9s
728190a78f
compile and update migration package 2022-05-20 16:36:38 +08:00
c9s
04f552b169
add unique index for sqlite 2022-05-20 16:36:25 +08:00
c9s
f9dd76d4cb
add migration script to add unique index for kline tables 2022-05-20 16:30:29 +08:00
c9s
d70a5d79b5
compile and update migration package 2022-05-20 16:29:45 +08:00
c9s
b8eb036556
simplify ftx kline sync call 2022-05-20 14:06:37 +08:00
c9s
b9b2b8727a
avoid emitting duplicated kline 2022-05-20 13:37:28 +08:00
c9s
b61af0db39
optimizer: add metrics label 2022-05-20 01:53:51 +08:00
c9s
95c9fe4502
return metrics as a optimizer result 2022-05-20 01:42:32 +08:00
c9s
5c92bc5d66
use UTC time for position 2022-05-20 01:27:05 +08:00
c9s
9b10f87b97
types: use UTC time for order tsv 2022-05-20 01:27:05 +08:00
Yo-An Lin
f38d165960
Merge pull request #628 from c9s/feature/optimizer
fix: fix summary report intervals
2022-05-20 00:55:53 +08:00
c9s
369afa8ab1
merge used intervals 2022-05-20 00:50:58 +08:00
c9s
ec2f0cd0b1
fix trading view chart intervals 2022-05-20 00:48:15 +08:00
c9s
590748b71d
tsv writer already flush the content before close handle 2022-05-20 00:37:29 +08:00
Yo-An Lin
bdf31f0044
Merge pull request #627 from c9s/feature/optimizer
feature: add grid optimizer
2022-05-19 20:51:47 +08:00
c9s
f984be8ced
add bollmaker_optimizer config 2022-05-19 20:39:09 +08:00
c9s
b4b4546220
sort metrics 2022-05-19 20:36:56 +08:00
c9s
b3da6caddb
optimizer: fix op builder 2022-05-19 20:31:25 +08:00
c9s
960f967c34
aggregate total profit and total unrealized profit 2022-05-19 18:45:45 +08:00
c9s
11ad34e9f7
add optimizer config 2022-05-19 18:27:05 +08:00
c9s
7056853ecd
implement grid optimizer and local process executor 2022-05-19 18:23:12 +08:00
c9s
32ce36fda7
implement json patch for optimizer 2022-05-19 17:27:59 +08:00
c9s
75dd07d818
assign default volume value to prevent crash 2022-05-19 12:43:52 +08:00
c9s
0a4c637209
fix chart reload issue 2022-05-19 12:02:42 +08:00
c9s
fd45f801e2
improve embed tool 2022-05-19 10:49:26 +08:00
c9s
1054dd00e1
backtest-report: update page title 2022-05-19 10:31:37 +08:00
c9s
15e6e810c7
integrate backtest report in the build flow 2022-05-19 10:24:09 +08:00
Yo-An Lin
d299932f5f
Merge pull request #626 from c9s/feature/backtest-report
use types.Interval instead of string
2022-05-19 10:05:50 +08:00
c9s
40b3192e55
use config.GetAccount to avoid error 2022-05-19 10:04:03 +08:00
c9s
13bf5d69a3
use types.Interval instead of string 2022-05-19 10:04:03 +08:00
Yo-An Lin
038781a094
Merge pull request #625 from c9s/feature/backtest-report
feature: web-based back-test report - add mantine UI framework
2022-05-19 02:57:08 +08:00
c9s
10de042939
show initial balances and final balances 2022-05-19 02:40:06 +08:00
c9s
d10f69c680
apply query.basePath 2022-05-19 02:21:21 +08:00
c9s
4961214c1b
apply moment js 2022-05-19 02:11:43 +08:00