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