Commit Graph

8 Commits

Author SHA1 Message Date
zenix
05521a98b6 add skeleton strategy. fix most of the tests. fix final asset value 2022-02-15 12:01:39 +09:00
c9s
f692ef2c31 realign account fields 2021-12-05 12:23:27 +08:00
c9s
ffa001fc29 fix quantity format 2021-02-11 00:21:56 +08:00
c9s
69a33b6400 fix and improve backtest 2020-11-10 14:18:04 +08:00
c9s
ded89e099f refactor simple price matching 2020-11-09 03:17:02 +08:00
c9s
f69c87b3a8 fix fee calculation and add account balance checking 2020-11-08 21:52:44 +08:00
c9s
f3571b9832 fix tests 2020-11-07 20:18:11 +08:00
c9s
3778adc8c8 implement SimplePriceMatching engine 2020-11-07 16:08:20 +08:00