Commit Graph

71 Commits

Author SHA1 Message Date
Andy Cheng
05536b6693
improve/sync-futures: remove unused code 2024-01-03 10:36:01 +08:00
Andy Cheng
90020a65a4
improve/sync-futures: do not use GetSessionAttributes() 2024-01-02 16:56:38 +08:00
Andy Cheng
0ac720c4cb
improve/backtest: backtest with futures klines 2023-12-22 11:55:11 +08:00
Andy Cheng
66718e0d37
improve/backtest-sync: set exchange to use futures 2023-12-21 18:19:28 +08:00
c9s
7a48d001a2
backtest: return closed kline channel when empty symbol is given 2023-11-01 15:23:27 +08:00
c9s
716fea885f
backtest: add more order checking 2023-09-26 20:41:37 +08:00
c9s
0482ade44a
backtest: adjust best bid/ask price with tick size 2023-06-14 17:25:22 +08:00
c9s
c6ce223a13 all: refactor backtest functions so that we can run backtest in test 2022-12-06 13:16:12 +08:00
austin362667
18acd668a7 interval: finalize 1s support
interval: finalize 1s support

interval: finalize 1s support
2022-10-14 23:14:30 +08:00
austin362667
905c1f25ee interval: add 1s support
interval: add 1s support

interval: add 1s support

interval: fix 1s for backtesting
2022-10-14 23:14:30 +08:00
c9s
a515fff053
backtest: add order quantity check 2022-10-06 15:08:44 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
c9s
5c8d2a019a
backtest: rename BackTest to Backtest 2022-09-02 14:16:16 +08:00
c9s
10ed706ed6
backtest: move fee mode functions to fee.go 2022-09-02 14:16:16 +08:00
c9s
3d32faff46
backtest: add fee mode config 2022-09-02 14:16:15 +08:00
zenix
a28b257568 fix: debug code 2022-08-31 13:01:00 +09:00
zenix
51d7c1b9ad fix: currentTime in backtest not updated 2022-08-30 21:12:23 +09:00
zenix
c2d5a5961f fix: legacy fixedpoint inf handling, refactor backtest kline consuming 2022-08-30 21:02:21 +09:00
zenix
c73f4018d0 fix: null pointer error on NextKLine 2022-08-30 12:09:39 +09:00
zenix
ecc959835a fix: cache params and kline until next kline 1m appears 2022-08-29 19:46:58 +09:00
c9s
c258d522e6
backtest: update backtest.Exchange currentTime 2022-07-04 02:38:42 +08:00
c9s
82f9fc139c
backtest: refactor exchange field, clean up startTime and endTime deps 2022-07-04 02:34:46 +08:00
c9s
8fc17f9c0b
backtest: move QueryOrder method 2022-07-04 02:29:18 +08:00
c9s
a31f61736a
backtest: pull out userDataStream to backtestEx.BindUserData 2022-07-04 02:27:29 +08:00
c9s
449b2d8220
backtest: fix order update emit binding 2022-07-04 02:20:50 +08:00
c9s
4c02d8f729
implement QueryOrder on the backtest exchange 2022-06-26 16:10:10 +08:00
zenix
f5007752b2 feature: add heikinashi support 2022-06-17 10:58:32 +09:00
c9s
77eb5da7b7
clean up type conversion 2022-06-09 15:50:06 +08:00
zenix
99122f44bc fix: backtest kline prev close -> new open, pass exchange as pointer (for Mutex passing), ewo add filter ma34 2022-05-24 23:05:01 +09:00
c9s
40b3192e55
use config.GetAccount to avoid error 2022-05-19 10:04:03 +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
11d0823782
cmd: refactor back-test command 2022-05-11 13:59:44 +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
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
0667c138ab backtest: fix duplicate trade emit issue 2022-01-30 03:05:19 +08:00
c9s
007207e24f all: use types.LooseFormatTime to parse loose format date time string 2022-01-25 00:24:12 +08:00
austin362667
91d2312c5c cache: refactor moving from bbgo to pkg/cache 2022-01-15 08:28:02 +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
c9s
442afe8eb9 backtest: pull out market data feeding to a function and call it in the main thread 2021-12-25 22:57:28 +08:00
c9s
f5bbe29ac6 cmd: fix debug flag loading and add debug log to cache function 2021-12-23 23:02:07 +08:00
TonyQ
3e45035ab1 database: sqlite3 issue fix
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
2021-12-15 14:34:31 +08:00
c9s
a0f46bf9b8 improve error checking, avoid using panic inside the constructor 2021-12-08 23:30:58 +08:00
c9s
2223ef088c add ftx, okex to the public exchange factory for backtest 2021-12-08 23:27:01 +08:00
c9s
d52edce40b fix markets info cache 2021-12-08 17:26:43 +08:00
c9s
3615477d8f backtest: allocate matching books from the exchange constructor
also adds the mutex for trades and closed orders
2021-12-06 00:38:36 +08:00
c9s
f692ef2c31 realign account fields 2021-12-05 12:23:27 +08:00
c9s
5ed337926d add mutex lock protection for backtesting
solving issue #282
2021-11-30 10:40:28 +08:00