109 Commits

Author	SHA1	Message	Date
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	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	fd45f801e2	improve embed tool	2022-05-19 10:49:26 +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
c9s	b51d6b4ba1	refactor report structure and rewrite manifest paths	2022-05-17 22:59:34 +08:00
c9s	06e2902e5e	add file lock for report index	2022-05-17 22:41:39 +08:00
c9s	620e465bcf	refactor symbol report	2022-05-17 22:31:50 +08:00
c9s	b5f9f86944	define DefaultBacktestAccount	2022-05-17 18:45:06 +08:00
c9s	6acd426f07	refactor backtest report index function	2022-05-17 18:25:05 +08:00
c9s	1cc4c69c66	move and refactor functions	2022-05-17 18:23:09 +08:00
c9s	6c0165afe4	add report index file	2022-05-17 18:10:37 +08:00
c9s	e651b9d36f	fix kline dumper	2022-05-17 01:33:44 +08:00
c9s	f99e874072	add tsv writer	2022-05-17 01:33:43 +08:00
zenix	382e6ee0fb	fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo	2022-05-13 22:58:35 +09:00
c9s	4e4912ebdc	backtest: update order update time when new trade happen	2022-05-11 15:04:11 +08:00
c9s	11d0823782	cmd: refactor back-test command	2022-05-11 13:59:44 +08:00
c9s	5f68064ac6	pull out writeJsonFile function	2022-05-10 18:27:23 +08:00
c9s	24464fdcb6	define ManifestEntry type	2022-05-10 14:23:11 +08:00
c9s	867047a1a2	backtest: improve manifest struct	2022-05-10 14:21:19 +08:00
c9s	6fbb082d5f	support manifest json encoding in backtest report	2022-05-10 14:05:44 +08:00
c9s	7b17b1a757	integrate state recorder	2022-05-10 13:31:23 +08:00
c9s	185a8279b2	implement state recorder	2022-05-10 12:44:51 +08:00
c9s	5b443f0aeb	add start time and end time to the report struct	2022-05-10 01:06:16 +08:00
c9s	bff73a3a80	format backtest report session name	2022-05-09 19:27:02 +08:00
c9s	234932bc0c	add kline dumper	2022-05-09 18:03:03 +08:00
c9s	6f16f32e16	optimize single exchange back-test	2022-05-09 17:03:01 +08:00
c9s	c9c16f1e47	show missing exchange name in the back-test config	2022-05-03 16:46:38 +08:00
c9s	946bbdbca3	backtest: rename backtest.account to backtest.accounts	2022-05-03 12:18:40 +08:00
zenix	2a942eab0e	fix: rename EVWMP to VWEMP, fix backtesting fee	2022-04-15 19:12:11 +09:00
ankion	ccb7fe39fa	backtest: fix order cancel fail when run order cancel on the filled event.	2022-03-16 15:01:19 +08:00
zenix	d6995e40ff	fix: submit order on userDataStream == nil	2022-03-15 20:51:15 +09:00
zenix	25b5eddc03	feature: add multiple exchange support in backtest ... fix: change doc, since --exchange removed from backtest fix: test for config changes	2022-03-07 13:18:56 +09:00
c9s	0c09e6b32a	use global timeInForce type	2022-02-18 13:52:13 +08:00
zenix	8648528435	fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests	2022-02-15 14:55:19 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
zenix	d9450e823e	fix all the fixedpoint use other than strategy	2022-02-15 12:01:39 +09:00
c9s	0667c138ab	backtest: fix duplicate trade emit issue	2022-01-30 03:05:19 +08:00
c9s	e595b9acb2	backtest: should panic if last price is zero	2022-01-30 02:41:00 +08:00
c9s	ec8129ab87	backtest: fix market order fee calculation	2022-01-30 02:00:30 +08:00
c9s	78855d552a	backtest: fix backtest trade for market order	2022-01-30 01:37:24 +08:00
c9s	2255f3ed0a	bollmaker: check dust order for stop	2022-01-29 17:44:42 +08:00
c9s	007207e24f	all: use types.LooseFormatTime to parse loose format date time string	2022-01-25 00:24:12 +08:00
zenix	213ceeda82	fix: #431 for not updating lastPrice if no tade happened	2022-01-21 20:57:55 +09:00
austin362667	91d2312c5c	cache: refactor moving from bbgo to pkg/cache	2022-01-15 08:28:02 +08:00
c9s	cb189d885c	fix backtest for limit maker order and bollpp strategy	2022-01-08 02:18:44 +08:00
c9s	dd22776a7e	cmd: refactor the exchange factory function	2021-12-25 23:27:05 +08:00
c9s	dcbce18fd8	fix format	2021-12-25 23:12:54 +08:00