Commit Graph

47 Commits

Author SHA1 Message Date
zenix
f101e93311 fix: dnum panic, precision loss in parsing string in legacy 2022-02-28 15:50:31 +09:00
c9s
9c45e6693f fix formatString 2022-02-25 18:25:44 +08:00
c9s
99b025dd5c add FormatString test case and fix FormatString 2022-02-25 18:03:28 +08:00
zenix
20cccf57e5 fix: NumFractionalDigits in legacy fixedpoint and dnum fixedpoint 2022-02-17 12:45:06 +09:00
zenix
a3a262783f fix: set backtest cancel Delta to be 1e-11 2022-02-15 18:59:10 +09:00
zenix
7455279517 fix: #400 for int64 formating when exp <= 0 2022-02-15 18:24:21 +09:00
zenix
8648528435 fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
zenix
eb70410f80 add back legacy implementation 2022-02-15 12:01:39 +09:00
zenix
cdba7924b4 fix backtest panic when cancel fail on the last order 2022-02-15 12:01:39 +09:00
zenix
fad85d0992 fix binance test, outptu for support and xgap strategies 2022-02-15 12:01:39 +09:00
zenix
05521a98b6 add skeleton strategy. fix most of the tests. fix final asset value 2022-02-15 12:01:39 +09:00
zenix
9978a3cf90 fix unmarshal behavior to gain more precision 2022-02-15 12:01:39 +09:00
zenix
abc1d535d8 fix bollmaker, fix pnl issues 2022-02-15 12:01:39 +09:00
zenix
105b085786 fix bollgrid, emstop, flashcrash, funding, grid, pricealert, pricedrop, rebalance, schedule, swing, xbalance, xgap, xmaker and speedup fixedpoint 2022-02-15 12:01:39 +09:00
zenix
2ccc449657 fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint 2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
c9s
f0d4236169 all: fix and improve kucoin orderbook stream 2021-12-25 19:34:27 +08:00
c9s
759b6a812b techsignal: fix funding rate diff 2021-10-17 22:26:04 +08:00
c9s
d704e19f04 move signedPercentage method to fixedpoint 2021-10-15 12:22:53 +08:00
c9s
d3fa0a964b bbgo: add slack attachment support for profit 2021-10-14 01:27:50 +08:00
c9s
18f72a9118 fixedpoint: add more multiplication benchmarks 2021-06-09 01:37:29 +08:00
c9s
3d1d659c81 fixedpoint: add math/big version multiplication support 2021-06-09 01:37:24 +08:00
c9s
ac71a392c6 fixedpoint: fix fixedpoint value int64 cast 2021-06-09 01:36:32 +08:00
c9s
1fb456d8ad add Stringer interface to fixedpoint 2021-05-27 00:05:43 +08:00
c9s
1acbaefcd9 okex: implement place order and cancel order requests 2021-05-27 00:05:43 +08:00
c9s
28c646a4db reformat code 2021-05-25 01:50:36 +08:00
c9s
c8ca19a298 fixedpoint: fix percentage parsing 2021-05-25 01:36:17 +08:00
c9s
491c4bbada fixedpoint: support percentage parsing 2021-05-16 15:16:04 +08:00
c9s
445feb016a support price ticks option 2021-05-14 15:35:11 +08:00
c9s
abd6f4c7ef rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount 2021-05-14 14:53:26 +08:00
c9s
f69cbe9c31 add basic TwapExecution 2021-05-14 14:53:26 +08:00
c9s
822a010932 add moving average configuration to the schedule strategy 2021-05-02 20:58:32 +08:00
ycdesu
04870acbab fixedpoint: get num of fractional parts 2021-03-21 12:52:45 +08:00
c9s
90477826cf implement byte parser for fixedpoint parsing 2021-03-17 22:20:25 +08:00
c9s
32c2780b16 convert binance margin account data into the global structure 2021-02-28 15:06:20 +08:00
c9s
14830c442c refactor and implement reward sync and query 2021-02-23 22:53:00 +08:00
c9s
fb62af05a4 add global Reward type 2021-02-23 10:08:01 +08:00
c9s
173074f5e4 improve grid strategy's balance check and quote calculation 2021-02-07 11:37:24 +08:00
c9s
e47357d1ed add assets api and price loading 2021-01-25 15:32:17 +08:00
c9s
9eaf69388c add fixedpoint json marshaling 2020-12-07 23:03:06 +08:00
c9s
f4512f031c improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
c9s
cdf7959029 fix fixedpoint unmarshal 2020-11-10 14:19:22 +08:00
c9s
e7cc79f3cf replace errors.Errorf with fmt.Errorf 2020-11-09 16:34:35 +08:00
c9s
a4b6a5f923 load order executor config 2020-10-26 17:57:28 +08:00
c9s
3721714f00 Support json unmarshaller for fixedpoint 2020-10-25 18:32:45 +08:00
c9s
3d5507a053 move files into pkg 2020-10-11 16:46:15 +08:00