Commit Graph

4330 Commits

Author SHA1 Message Date
c9s
d7f9742360
binance: revert the start time filtering 2022-06-07 00:50:07 +08:00
c9s
53e74b6262
fix timezone issue for sqlite and mysql 2022-06-07 00:48:13 +08:00
c9s
b32b852303
service: fix FindMissingTimeRanges until check 2022-06-06 18:15:36 +08:00
Yo-An Lin
6c6d5a27a8
Merge pull request #679 from zenixls2/fix/close_rows
fix: close / rollback queries/transactions on error
2022-06-06 18:10:12 +08:00
zenix
c7eb065995 fix: close / rollback queries/transactions on error 2022-06-06 18:57:24 +09:00
c9s
022775d0a2
service: use batch insert for kline 2022-06-06 17:21:31 +08:00
c9s
5688a79917
remove go test verbose flag 2022-06-06 16:16:23 +08:00
c9s
dae4afec10
fix verify() time range 2022-06-06 14:58:26 +08:00
c9s
da6a209fd7
service: set PRAGMA for sqlite3 2022-06-06 14:53:37 +08:00
c9s
a6d18a87f5
fix: batch query exit issue
- remove errC case (this channel is closed earlier)
- add empty data range test case for finding missing time range
2022-06-06 13:25:11 +08:00
c9s
e1225d4127
add log insert option for sync 2022-06-06 12:24:18 +08:00
c9s
74f7e4181a
service: improve missing time range log 2022-06-06 12:15:06 +08:00
c9s
0a6deed305
service: fix QueryExistingDataRange 2022-06-06 11:46:18 +08:00
c9s
625bd0c5e4
fix order executor formatting 2022-06-06 07:23:16 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
4dafa32e97
strategy: should always handle trade even if the strategy status is not running 2022-06-06 06:56:44 +08:00
c9s
0f0a0185b9
update readme 2022-06-06 06:49:44 +08:00
c9s
2474aa777d
optimizer: fix parameter copy 2022-06-06 06:49:08 +08:00
c9s
43c2819d01
optimizer: copy param slice 2022-06-06 06:39:27 +08:00
c9s
0f6989af8b
service: avoid storing nil pointer to redis 2022-06-06 06:32:34 +08:00
Yo-An Lin
aa0d3ba279
Merge pull request #676 from c9s/fix/ftx-kline
fix: rewrite kline verifying function
2022-06-06 06:31:37 +08:00
c9s
a2cfea8acb
service: add stringer to TimeRange 2022-06-06 06:27:45 +08:00
c9s
be644bb91f
fix s.SyncKLineByInterval call 2022-06-06 06:24:25 +08:00
c9s
cb4c879942
backtest: copy the order object for updating status 2022-06-06 06:24:25 +08:00
c9s
f65b343ea6
service: clean up Verify method signature 2022-06-06 06:24:25 +08:00
c9s
41191c4db5
service: rewrite backtest verify 2022-06-06 06:24:24 +08:00
Yo-An Lin
7a3d4e306a
Merge pull request #674 from c9s/fix/local-active-book
rename LocalActiveOrderBook to just ActiveOrderBook
2022-06-06 06:10:55 +08:00
c9s
80d9c8a3be
update activeorderbook callback file 2022-06-06 06:03:49 +08:00
c9s
3786fc64f1
rename LocalActiveOrderBook to just ActiveOrderBook 2022-06-06 05:43:38 +08:00
Yo-An Lin
0478993e3e
Merge pull request #672 from c9s/fix/local-active-book
fix and simplify LocalActiveOrderBook
2022-06-05 21:50:14 +08:00
c9s
1e27caa5e2
flashcrash: update local active book usage 2022-06-05 21:45:43 +08:00
c9s
1d340256ea
fix and simplify LocalActiveOrderBook 2022-06-05 18:12:26 +08:00
Yo-An Lin
a2e2681901
Merge pull request #671 from ankion/fix_futures_position
Fix futures position incorrect
2022-06-05 17:07:18 +08:00
Yo-An Lin
2e847d29cb
Merge pull request #670 from ksidenko/improve-backtest-report-ui
Improve backtest report ui
2022-06-05 17:01:25 +08:00
ankion
53f3df5ccf futures position no need to deduct fees 2022-06-05 16:33:08 +08:00
ankion
d90cf43d5a fix futures QuoteQuantity incorrect. 2022-06-05 16:33:08 +08:00
Сиденко Кирилл Сергеевич
0ad62c5b58 Improve backtest report ui 2022-06-05 12:46:43 +07:00
c9s
016ddfd8cd
pivotshort: also check isClosed 2022-06-05 13:14:17 +08:00
c9s
f883d42c58
pivotshort: avoid market sell again if position is already opened 2022-06-05 13:13:23 +08:00
c9s
629ae39095
fix var comparison 2022-06-05 13:09:32 +08:00
c9s
defff9b01d
pivotshort: add new found return value 2022-06-05 13:04:48 +08:00
c9s
f39ba4854d
pivotshort: add notify 2022-06-05 12:58:12 +08:00
c9s
74ee92832b
pivotshort: rename pivotBuffer to pivotLowPrices 2022-06-05 12:56:40 +08:00
c9s
32f324761e
pivotshort: market sell to open short 2022-06-05 12:55:36 +08:00
c9s
4bd322feb4
pivotshort: use notify and always collect trades 2022-06-05 12:51:45 +08:00
c9s
e7078edacd
pivotshort: add kline event handler and a todo 2022-06-05 12:48:54 +08:00
c9s
b20e1335c2
pivotshort: pull out market sell to a single method 2022-06-05 12:47:15 +08:00
c9s
f0578c5fa2
pivotshort: rename place order method 2022-06-05 12:40:41 +08:00
c9s
46b766857a
pivotshort: always collect trades after submitting orders 2022-06-05 12:40:08 +08:00
c9s
b9c32c7f7e
pivotshort: numLayers should be int 2022-06-05 12:37:35 +08:00