austin362667
|
763bb45842
|
interval: avoid syncing 1s klines as default from backtest config syncSecKLines
|
2022-10-14 23:14:30 +08:00 |
|
austin362667
|
18acd668a7
|
interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
|
2022-10-14 23:14:30 +08:00 |
|
austin362667
|
905c1f25ee
|
interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
|
2022-10-14 23:14:30 +08:00 |
|
c9s
|
7204e2550b
|
pull out shutdown timeout context
|
2022-10-11 14:23:02 +08:00 |
|
c9s
|
59287b5116
|
all: support context isolation
|
2022-10-03 16:01:08 +08:00 |
|
c9s
|
8f363677bc
|
move bootstrap functions
|
2022-09-06 16:50:45 +08:00 |
|
c9s
|
ed975de2cd
|
cmd: write config json file into the backtest report dir
|
2022-09-06 13:20:37 +08:00 |
|
c9s
|
8ed39f7565
|
cmd: add session name to the symbol report json file
|
2022-09-06 13:18:35 +08:00 |
|
c9s
|
5c8d2a019a
|
backtest: rename BackTest to Backtest
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
d2f9a352a2
|
backtest,accounting: add position info to the average cost pnl report
|
2022-09-02 14:16:16 +08:00 |
|
c9s
|
3d32faff46
|
backtest: add fee mode config
|
2022-09-02 14:16:15 +08:00 |
|
zenix
|
acd057cf3e
|
fix: set exchangeDataSource to pointer in backtest to prevent pass by copy in for loop
|
2022-09-02 12:32:38 +09:00 |
|
Zenix
|
57d283726a
|
Merge pull request #900 from zenixls2/fix/backtest
fix: backtest
|
2022-09-01 11:57:05 +09:00 |
|
zenix
|
c2d5a5961f
|
fix: legacy fixedpoint inf handling, refactor backtest kline consuming
|
2022-08-30 21:02:21 +09:00 |
|
zenix
|
ecc959835a
|
fix: cache params and kline until next kline 1m appears
|
2022-08-29 19:46:58 +09:00 |
|
zenix
|
1eb03c3dba
|
fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
|
2022-08-29 14:11:02 +09:00 |
|
c9s
|
179a9b1ddb
|
fix: ensure that orders.tsv are rendered in local timezone
|
2022-08-26 19:09:11 +08:00 |
|
Raphanus Lo
|
de4f3721a2
|
backtest: avoid inifite float64 JSON serializing issue
|
2022-08-25 15:45:08 +08:00 |
|
Raphanus Lo
|
ad1b9a53a1
|
backtest: calculate realized Sharpe & Sortino ratios
|
2022-08-25 15:45:08 +08:00 |
|
c9s
|
a51f26e3a7
|
backtest: add gross profit and gross loss fields
|
2022-07-12 19:50:28 +08:00 |
|
c9s
|
7d232f86b8
|
remove duplicated dumper close
|
2022-07-12 19:34:07 +08:00 |
|
c9s
|
82f9fc139c
|
backtest: refactor exchange field, clean up startTime and endTime deps
|
2022-07-04 02:34:46 +08:00 |
|
c9s
|
a31f61736a
|
backtest: pull out userDataStream to backtestEx.BindUserData
|
2022-07-04 02:27:29 +08:00 |
|
c9s
|
ecd4df86f9
|
backtest: assign user data stream to backtest.Exchange before we call EmitStart
|
2022-07-04 02:21:14 +08:00 |
|
c9s
|
527070d13d
|
all: rewrite and clean up graceful shutdown api
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
19d8013f49
|
bbgo: optimize order cancel for back-testing
|
2022-06-21 01:12:16 +08:00 |
|
c9s
|
eacd1f1ae6
|
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-19 12:29:36 +08:00 |
|
zenix
|
f5007752b2
|
feature: add heikinashi support
|
2022-06-17 10:58:32 +09:00 |
|
Andy Cheng
|
7ffe010c57
|
optimizer: kline directory by backtest period
|
2022-06-14 12:54:05 +08:00 |
|
Andy Cheng
|
8f18b414b6
|
optimizer: move klines to shared/
|
2022-06-13 13:14:39 +08:00 |
|
Andy Cheng
|
70d6d8f5db
|
optimizer: share klines in report
|
2022-06-13 12:26:47 +08:00 |
|
c9s
|
f8dbd26736
|
move cpu profile option to global cmd
|
2022-06-09 15:49:52 +08:00 |
|
c9s
|
854661bc71
|
backtest: move info log suppress after sync
|
2022-06-08 15:15:57 +08:00 |
|
c9s
|
e023d0be5b
|
service: rewrite kline sync check
|
2022-06-08 15:10:43 +08:00 |
|
c9s
|
53e74b6262
|
fix timezone issue for sqlite and mysql
|
2022-06-07 00:48:13 +08:00 |
|
c9s
|
022775d0a2
|
service: use batch insert for kline
|
2022-06-06 17:21:31 +08:00 |
|
c9s
|
dae4afec10
|
fix verify() time range
|
2022-06-06 14:58:26 +08:00 |
|
c9s
|
f65b343ea6
|
service: clean up Verify method signature
|
2022-06-06 06:24:25 +08:00 |
|
c9s
|
39fcf1a51b
|
refactor sync command and add integration tests
|
2022-06-05 01:01:59 +08:00 |
|
c9s
|
9083881442
|
refactor exchange factory and solve the incorrect pkg import dependency from ftx
|
2022-06-04 11:47:55 +08:00 |
|
c9s
|
a7bd9239f2
|
fix: pull out time.now variable
|
2022-06-02 21:27:28 +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
|
369afa8ab1
|
merge used intervals
|
2022-05-20 00:50:58 +08:00 |
|
c9s
|
590748b71d
|
tsv writer already flush the content before close handle
|
2022-05-20 00:37:29 +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
|
13bf5d69a3
|
use types.Interval instead of string
|
2022-05-19 10:04:03 +08:00 |
|
c9s
|
f3f6e4e68b
|
collect symbols
|
2022-05-18 02:05:57 +08:00 |
|
c9s
|
7dffccb3bf
|
clean up unused code
|
2022-05-18 00:50:14 +08:00 |
|