Commit Graph

74 Commits

Author SHA1 Message Date
c9s
936650d879 rename kline trend to direction 2020-12-04 10:18:51 +08:00
c9s
04f6da3cb8 add traditional grid strategy 2020-11-10 19:06:20 +08:00
c9s
69a33b6400 fix and improve backtest 2020-11-10 14:18:04 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
ded89e099f refactor simple price matching 2020-11-09 03:17:02 +08:00
c9s
5cc9506960 simplify executeTrade method since we should not use over locked funds 2020-11-09 03:09:12 +08:00
c9s
443f2c6891 document fee rate for BNB holders 2020-11-09 03:01:40 +08:00
c9s
377f4cae34 add account balance lock and unlock for testing maker strategies 2020-11-09 02:58:46 +08:00
c9s
f69c87b3a8 fix fee calculation and add account balance checking 2020-11-08 21:52:44 +08:00
c9s
090011da9e pull out order matching trigger from the kline event callbacks 2020-11-08 13:07:45 +08:00
c9s
e3a1184d22 fix backtest sync exchange and consider fee rate 2020-11-08 12:47:14 +08:00
c9s
6bd3573287 add exchange field in the table so that we can reuse the kline objects for backtest 2020-11-08 12:13:34 +08:00
c9s
641784e1b1 calculate pnl after the backtest 2020-11-07 20:34:34 +08:00
c9s
f3571b9832 fix tests 2020-11-07 20:18:11 +08:00
c9s
6040c69327 add sync flag for backtesting 2020-11-07 20:14:53 +08:00
c9s
f1db12eb10 add done channel for backtest exchange 2020-11-07 20:11:07 +08:00
c9s
a4a9067c6a integrate matching engine with backtest exchange 2020-11-07 19:57:36 +08:00
c9s
5be4aa53db move simple price matching to matching.go 2020-11-07 16:09:21 +08:00
c9s
3778adc8c8 implement SimplePriceMatching engine 2020-11-07 16:08:20 +08:00
c9s
b13a2deec5 emit klines and setup account balances 2020-11-07 03:18:05 +08:00
c9s
22a214328d implement backtest command, stream and add backtest config 2020-11-07 02:57:50 +08:00
c9s
c9fa565c24 remove the legacy submit order method 2020-10-26 16:44:05 +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