22 Commits

Author	SHA1	Message	Date
austin362667	1703fff8b2	types: refactor Position and related files	2021-12-11 19:16:16 +08:00
c9s	af837ea237	do not omit empty for field feeInUSD	2021-12-06 13:36:38 +08:00
c9s	5d6bd5a964	not to omit empty all fields	2021-12-06 13:34:39 +08:00
c9s	474be4e815	support json output for backtesting	2021-12-06 01:05:33 +08:00
c9s	1e151a170a	add JSON method to the pnl report	2021-12-06 00:47:41 +08:00
c9s	0c6055a201	add json tag for AverageCostPnlReport	2021-12-06 00:46:50 +08:00
c9s	df683bdf56	use position to calculate the pnl	2021-12-05 02:17:15 +08:00
Jui-Nan Lin	b38b65ce83	fix(pnl): do not calculate the "self" trade	2021-02-06 17:34:13 +08:00
Jui-Nan Lin	7e1825d991	Merge branch 'main' into fix/pnl-amount	2021-02-06 17:22:43 +08:00
c9s	3abdb3dd7b	convert time struct for sqlite driver	2021-02-06 12:32:21 +08:00
Jui-Nan Lin	c9f3b6fc1a	fix(pnl): checking the side of trade, not taker or maker	2021-02-05 14:52:38 +08:00
c9s	c40982164a	fix trade slack formatting	2020-11-17 15:48:18 +08:00
c9s	770efeed4f	pnl format improve	2020-11-10 14:18:27 +08:00
c9s	916b3b0eca	early return if len of trades == 0	2020-10-24 16:32:54 +08:00
c9s	6e033461bb	use the time of the first trade as the report start time	2020-10-23 14:09:05 +08:00
c9s	aea6a7c03d	integrate AverageCostPnLReporter	2020-10-22 15:57:50 +08:00
c9s	d011bf275e	move stock_test file and testdata	2020-10-18 11:34:36 +08:00
c9s	0d9c0bd51b	move cost distribution to the accounting package	2020-10-18 11:33:13 +08:00
c9s	27b582e948	move report struct	2020-10-16 10:21:37 +08:00
c9s	63ea81b648	simplify the calculator api	2020-10-16 10:19:53 +08:00
c9s	a6b99f6828	rename ProfitAndLossCalculator to AverageCostCalculator	2020-10-16 10:16:42 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00