Commit Graph

5753 Commits

Author SHA1 Message Date
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00
c9s
44d0bbc3fa
config: optimize and update pivotshort config
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:23:01 +08:00
c9s
37413e4355 pivotshort: fix bounce ratio calculation 2022-06-28 23:47:34 +08:00
c9s
b32cfef2fd backtest: set order price for market order 2022-06-28 23:47:34 +08:00
c9s
609b6a7a50 add ref link to trade stats 2022-06-28 23:47:34 +08:00
c9s
32c76105b0 types: add total net profit field to trade states
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-28 23:47:34 +08:00
c9s
1617005114 pivotshort: fix pivotshort trigger condition 2022-06-28 23:47:34 +08:00
zenix
12757a0458 feature: add seriesExtend 2022-06-28 21:11:07 +09:00
Yo-An Lin
cb1ad3a89b
Merge pull request #775 from c9s/fix/backtest-order-cancel-test
test: backtest: add order cancel test case
2022-06-28 18:34:52 +08:00
c9s
1156e15cfe
backtest: add order cancel test case
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-28 18:25:51 +08:00
Yo-An Lin
ee59fc447d
Merge pull request #773 from c9s/fix/backtest-taker-order
fix: fix backtest taker order execution
2022-06-28 18:13:22 +08:00
c9s
c0f8bb9a2d
backtest: do not change the backtest order price
- apply the last price on the executed trade
- add more tests
2022-06-28 17:43:51 +08:00
Yo-An Lin
74d74a2d0f
Merge pull request #772 from c9s/fix/backtest-stop-order
backtest: fix stop order backtest, add more test cases and assertions
2022-06-28 15:30:19 +08:00
c9s
81ed5bff4f
backtest: refactor calculateNativeOrderFee and add test case 2022-06-28 15:29:01 +08:00
c9s
abee61cdc4
backtest: fix stop order backtest, add more test cases and assertions 2022-06-28 14:35:06 +08:00
Yo-An Lin
f2a642b165
Merge pull request #770 from c9s/fix/backtest-stop-limit 2022-06-28 04:08:28 +08:00
c9s
09e98eed82
backtest: handle stop market and add test case
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 20:49:55 +08:00
c9s
34900776f6
pivotshort: reformat code 2022-06-27 19:54:58 +08:00
c9s
dec02296a3
backtest-report: show order tag in the mark
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:53:43 +08:00
c9s
10d5a8a4f2
backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 19:48:14 +08:00
c9s
9631a2e551
fix segment control default value
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 18:26:26 +08:00
c9s
11dacbc2cd
show order tag in the order list 2022-06-27 18:20:26 +08:00
c9s
2784408b8b
add submit order tag 2022-06-27 18:17:57 +08:00
c9s
2953518af9
add limit to the order table 2022-06-27 18:17:46 +08:00
c9s
b97ec7bb1e
pivotshort: remove unused struct 2022-06-27 18:14:12 +08:00
Yo-An Lin
3ea94871b0
Merge pull request #769 from c9s/feature/time-range-picker
backtest-report: sort intervals
2022-06-27 18:14:01 +08:00
c9s
95d7be25a7
sort intervals 2022-06-27 17:31:00 +08:00
Yo-An Lin
61582e4651
Merge pull request #768 from c9s/feature/time-range-picker
feature: backtest: add ohlc legend
2022-06-27 17:06:38 +08:00
c9s
e5251400a4
add ampl and change percentage 2022-06-27 16:56:31 +08:00
c9s
ec86d49135
add price change and improve time format 2022-06-27 16:50:01 +08:00
c9s
c9aed1e21b
backtest: fix empty data format
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 16:40:44 +08:00
c9s
f12e173254
backtest: remove debug log
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 16:40:04 +08:00
c9s
8db6c5e278
add ohlc legend 2022-06-27 16:39:46 +08:00
c9s
a90b6bd1f5
refactor TradingViewChart 2022-06-27 16:24:00 +08:00
c9s
ec3ac4e077
backtest: pull out OrderListTable 2022-06-27 16:17:06 +08:00
Yo-An Lin
3e7d03dfa7
Merge pull request #766 from c9s/feature/time-range-picker
backtest-report: add time range slider
2022-06-27 16:01:57 +08:00
c9s
dfdfd6b85e
types: use pointer receiver for submit order
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 15:56:09 +08:00
c9s
94ad8a5096
gross loss and gross profit 2022-06-27 14:40:49 +08:00
c9s
278a9e90e7
disable lastValueVisible 2022-06-27 14:38:11 +08:00
c9s
1987f8c55d
improve time range slider format 2022-06-27 14:05:08 +08:00
c9s
94a70f4fbe
add time range slider 2022-06-27 13:49:05 +08:00
Yo-An Lin
0ad63b55d3
Merge pull request #765 from c9s/strategy/pivotshort
improve: backtest-report layout improvements, EMA indicators and fixed the clean up issue
2022-06-27 02:44:37 +08:00
c9s
30079feb1e
backtest-report: add Show Canceled orders option 2022-06-27 02:37:01 +08:00
c9s
2eca045245
backtest-report: add order list table and support visible range selection
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 02:31:34 +08:00
c9s
f16fad4ca1
backtest-report: add order list table
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-27 02:05:21 +08:00
c9s
2fd7af1a90
fix resizeObserver clean up issue 2022-06-27 01:42:12 +08:00
c9s
8f04423ee6
backtest-report: add ema indicators 2022-06-27 01:26:46 +08:00
c9s
fa211a27bc
backtest-report: add checkbox to switch average cost and base line 2022-06-27 00:24:15 +08:00
Yo-An Lin
fc5a753933
Merge pull request #764 from c9s/strategy/pivotshort
strategy/pivotshort: refactor exit methods and add protection stop exit method
2022-06-27 00:20:11 +08:00