6634 Commits

Author	SHA1	Message	Date
c9s	81f2cb4ac4	support loading cross exchange strategies	2020-10-21 15:49:43 +08:00
c9s	606c59ad4d	connecting strategies with session name	2020-10-20 15:54:32 +08:00
c9s	324a493aad	improve config loader	2020-10-20 15:42:57 +08:00
c9s	4ee10de40f	add LoadedCrossExchangeStrategies loader api	2020-10-20 14:21:46 +08:00
c9s	f4066b18b3	wrap error to make the message clear	2020-10-20 14:15:12 +08:00
c9s	8cc5db7506	add baseQuantity	2020-10-20 14:14:21 +08:00
c9s	2fbf19455e	implement strategy yaml loader	2020-10-20 13:52:25 +08:00
c9s	a08aebaa17	bbgo: add SetTradeScanTime method	2020-10-20 13:11:04 +08:00
c9s	3b3df77ec3	clean up the legacy context struct	2020-10-20 12:24:30 +08:00
c9s	752fdf5c80	document WithCache function	2020-10-20 12:22:18 +08:00
c9s	2bbee6671a	make the first arg of WithCache as a key var	2020-10-20 12:18:29 +08:00
c9s	40c697275d	query market config with cache	2020-10-20 12:11:44 +08:00
c9s	180bfff558	loadedSymbols is not used in the init method	2020-10-20 11:49:18 +08:00
c9s	f6c1ed67e6	add CacheDir function	2020-10-20 11:48:44 +08:00
c9s	f62f3b8a02	define HomeDir and SourceDir helper functions	2020-10-20 11:46:44 +08:00
c9s	fc687f3174	max: implement kline event parser for websocket	2020-10-19 22:46:34 +08:00
c9s	d68564de28	improve logging	2020-10-19 22:26:43 +08:00
c9s	366036a35b	max: parse and convert trade update	2020-10-19 22:23:49 +08:00
c9s	822e4c2703	receive trade in value instead of pointer	2020-10-19 22:06:43 +08:00
c9s	292dd2492a	add comment for loadedSymbols	2020-10-19 22:02:05 +08:00
c9s	a4b872fc8b	clean up init and connect phase	2020-10-19 22:00:44 +08:00
c9s	6d6e79eab3	fix session initialization issue	2020-10-19 21:58:50 +08:00
c9s	b0b1d2bd49	max: fix currency conversion	2020-10-19 21:33:21 +08:00
c9s	c4490a119c	send order book to the update handler	2020-10-19 11:44:15 +08:00
c9s	50c6a675dd	add doc comment to StreamOrderBook	2020-10-19 10:44:11 +08:00
c9s	68279757fa	add kline accessor KLinesOfInterval	2020-10-18 20:44:12 +08:00
c9s	c1590786e8	integrate orderbook updates to market data store	2020-10-18 20:44:12 +08:00
c9s	75115774f6	rename kline store to market data store back	2020-10-18 20:44:12 +08:00
c9s	b7a450327c	rename files	2020-10-18 12:33:51 +08:00
c9s	f9940a9c2f	rename market data store to kline store	2020-10-18 12:32:43 +08:00
c9s	f826bb014a	make markets field private	2020-10-18 12:30:13 +08:00
c9s	dab264a4ad	add more accessors to exchange session, so that we can make it as an interface	2020-10-18 12:29:38 +08:00
c9s	168cb355fc	add accessor to MarketDataStore	2020-10-18 12:27:11 +08:00
c9s	7d7828a556	move commented code	2020-10-18 12:25:08 +08:00
c9s	d2ba9cc4c3	move backtest related component to backtest package	2020-10-18 12:24:21 +08:00
c9s	028aef9402	move marketdata store to store package	2020-10-18 12:23:00 +08:00
c9s	90515855eb	move MovingAverageIndicator	2020-10-18 11:37:01 +08:00
c9s	a1c027471e	remove more empty files	2020-10-18 11:35:40 +08:00
c9s	d011bf275e	move stock_test file and testdata	2020-10-18 11:34:36 +08:00
c9s	cbeb809b22	delete empty pnl file	2020-10-18 11:33:58 +08:00
c9s	c878de10bf	delete empty market.go file	2020-10-18 11:33:43 +08:00
c9s	0d9c0bd51b	move cost distribution to the accounting package	2020-10-18 11:33:13 +08:00
c9s	985e02c57a	delete empty file	2020-10-18 11:31:44 +08:00
c9s	73e17730d7	move account type into types package	2020-10-18 11:30:37 +08:00
MengZn	3bbf15bb7e	fix misspell	2020-10-18 00:36:52 +08:00
c9s	fe1a25d735	max: add resolution to the subscription	2020-10-18 00:09:37 +08:00
c9s	c224eb7af7	add kline to the market data store	2020-10-18 00:06:08 +08:00
c9s	530da665d3	fix max newAuthenticatedRequest for nil data	2020-10-18 00:05:54 +08:00
c9s	9ebccc72ba	add exchange session constructor	2020-10-17 23:51:44 +08:00
c9s	2d88f8e5f6	remove unused empty method convertDepthResponseToSnapshot	2020-10-17 23:49:14 +08:00
c9s	615da2e1d8	add logger with fields	2020-10-17 10:39:03 +08:00
c9s	25b4b22077	let strategy attach could be chained	2020-10-16 13:52:18 +08:00
c9s	4335cca0de	make it possible to attach multiple strategies in one call	2020-10-16 10:26:45 +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	ee86a71ebb	split files	2020-10-16 10:14:36 +08:00
c9s	98192ae91f	move Cmd to the strategy package	2020-10-16 10:09:42 +08:00
LeoZhan	c501fda4e2	refactor: remove redundant filename extension	2020-10-16 00:49:46 +08:00
c9s	7482fa52d6	add error check and logger	2020-10-15 23:38:00 +08:00
c9s	300609e3db	fix subscription initialization	2020-10-15 22:36:22 +08:00
c9s	113cc8ee48	query markets and assign into the exchange session	2020-10-15 21:04:02 +08:00
c9s	c167b2f303	add query markets to the exchagne interface	2020-10-14 11:02:50 +08:00
c9s	5112b83041	max: fix internal currency usage	2020-10-14 11:02:10 +08:00
c9s	c58375f57e	max: extend max exchange market information	2020-10-14 10:53:18 +08:00
c9s	6d00a7ba07	fix import	2020-10-14 10:39:50 +08:00
c9s	88461396f1	rearrange market config fields	2020-10-14 10:39:14 +08:00
c9s	2b41f76082	add maxPrice, minPrice and tickSize config	2020-10-14 10:34:33 +08:00
c9s	64c2170cd5	implement QueryMarkets on binance	2020-10-14 10:16:59 +08:00
c9s	f454136449	add exechange order executor and pull out Notifiability	2020-10-14 10:06:15 +08:00
c9s	a91f851ac7	pass types.SubmitOrder by value	2020-10-13 18:08:02 +08:00
c9s	ec23266cc2	implement buyandhold strategy to test the api design	2020-10-13 16:17:07 +08:00
c9s	d1b618850d	add context parameter to the strategy method	2020-10-13 14:50:59 +08:00
c9s	fe3ae14fc8	clean up	2020-10-13 11:23:22 +08:00
c9s	26f97b43e8	drop legacy backtest trader	2020-10-12 22:51:13 +08:00
c9s	4c20c9f4ff	replace LoadAccount with literal constructor	2020-10-12 22:49:27 +08:00
c9s	6398f049d0	bind market data store and query avg price before we start	2020-10-12 22:46:06 +08:00
c9s	bace7ac3a3	add environment connect integration tests	2020-10-12 17:33:02 +08:00
c9s	4ce716d6ad	binance: make asset parameter optional	2020-10-12 17:15:33 +08:00
c9s	92a5eac412	make currency parameter optional	2020-10-12 17:15:13 +08:00
c9s	64c9960882	use types.Exchange	2020-10-12 07:38:38 +08:00
c9s	ea7b501c26	add transfer history command for calculating baseline and show transfer records	2020-10-11 20:08:54 +08:00
c9s	2d246c3f71	move deposit type to global type and add max deposit history support	2020-10-11 17:35:59 +08:00
c9s	3d5507a053	move files into pkg	2020-10-11 16:46:15 +08:00