Commit Graph

5714 Commits

Author SHA1 Message Date
c9s
4e4912ebdc
backtest: update order update time when new trade happen 2022-05-11 15:04:11 +08:00
c9s
323c94149d
add side column to orders.csv 2022-05-11 15:00:09 +08:00
c9s
0ae8c295e2
refactor csv writer 2022-05-11 14:58:52 +08:00
c9s
e947a05cbd
add defer close 2022-05-11 14:37:45 +08:00
c9s
479de002a6
record equity curve 2022-05-11 14:36:18 +08:00
c9s
11d0823782
cmd: refactor back-test command 2022-05-11 13:59:44 +08:00
c9s
6e1f9d6a4e
add backtest exchange to the kline handler function 2022-05-10 19:10:16 +08:00
Zenix
54c946bac0
Merge pull request #599 from zenixls2/feature/cci
feature: add cci indicator
2022-05-10 19:54:54 +09:00
c9s
5f68064ac6
pull out writeJsonFile function 2022-05-10 18:27:23 +08:00
zenix
2bbb36031c fix: index range in float64slice and wrong formula given by investopedia, test: add cci test 2022-05-10 17:15:26 +09:00
c9s
24464fdcb6
define ManifestEntry type 2022-05-10 14:23:11 +08:00
c9s
867047a1a2
backtest: improve manifest struct 2022-05-10 14:21:19 +08:00
c9s
6fbb082d5f
support manifest json encoding in backtest report 2022-05-10 14:05:44 +08:00
c9s
7b17b1a757
integrate state recorder 2022-05-10 13:31:23 +08:00
c9s
185a8279b2
implement state recorder 2022-05-10 12:44:51 +08:00
c9s
2e5b818a75
add balance snapshot type 2022-05-10 01:47:15 +08:00
c9s
54debaf979
remove stock field from report 2022-05-10 01:11:12 +08:00
c9s
2ddff59de6
add report header 2022-05-10 01:10:36 +08:00
c9s
f4991dbbfa
fix time printing 2022-05-10 01:09:40 +08:00
c9s
f6d95a49be
print start time and end time 2022-05-10 01:07:30 +08:00
c9s
5b443f0aeb
add start time and end time to the report struct 2022-05-10 01:06:16 +08:00
Yo-An Lin
555e2581a0
Merge pull request #601 from c9s/feature/backtest-report 2022-05-09 21:54:28 +08:00
c9s
b11c4c7337
turn off UseTickerPrice when in the back-testing environment 2022-05-09 19:42:39 +08:00
c9s
6965baa8dd
cmd: add directory error checking 2022-05-09 19:40:49 +08:00
Yo-An Lin
58c5176c6b
Merge pull request #600 from chechiachang/fix-helm-chart-grpc-port-binding
fix helm chart grpc binding string
2022-05-09 19:29:50 +08:00
c9s
bff73a3a80
format backtest report session name 2022-05-09 19:27:02 +08:00
c9s
428e208120
cmd: add backtest --session option to make it backward compatible 2022-05-09 19:14:24 +08:00
chechia
96bccec4a3 fix helm chart grpc binding string 2022-05-09 19:09:40 +08:00
c9s
0780dafdc3
add IsBackTesting method for checking environment mode 2022-05-09 18:58:09 +08:00
zenix
2311fbd95c feature: add cci indicator 2022-05-09 19:55:14 +09:00
c9s
234932bc0c
add kline dumper 2022-05-09 18:03:03 +08:00
c9s
6f16f32e16
optimize single exchange back-test 2022-05-09 17:03:01 +08:00
c9s
e527dd8dde
use klinechart 2022-05-09 17:03:00 +08:00
c9s
18d5b18c44
first commit 2022-05-09 17:03:00 +08:00
Yo-An Lin
44765e52d1
Merge pull request #562 from zenixls2/doc/series
add Series documentation
2022-05-09 14:25:49 +08:00
Yo-An Lin
2d65e2d2b5
Merge pull request #598 from zenixls2/fix/sync-binance
Fix/sync binance
2022-05-09 14:25:16 +08:00
zenix
aa2dba5dfe fix: ewo strategy sample config 2022-05-09 15:06:43 +09:00
zenix
c81af9ce91 fix: binance futures sync issue 2022-05-09 15:04:51 +09:00
zenix
fcc0f18463 doc: add more details on series.md. add link from indicator.md 2022-05-09 11:01:01 +09:00
zenix
f13571749d feature: add series doc 2022-05-09 10:12:28 +09:00
c9s
3af08abef2
ftx: fix ftx api get markets request 2022-05-08 18:36:25 +08:00
Yo-An Lin
278eb937ac
Merge pull request #593 from narumiruna/simplify-request
glassnode: simplify NewAuthenticatedRequest
2022-05-06 22:11:30 +08:00
Yo-An Lin
02b22afd72
Merge pull request #597 from andycheng123/improve/bollmaker-control
strategy: Update bollmaker to support new strategy controller
2022-05-06 17:50:49 +08:00
Andy Cheng
c9ba81fcbb strategy: Update bollmaker to support new strategy controller 2022-05-06 16:52:00 +08:00
c9s
10e31d63d7
fix binance referral link 2022-05-06 11:56:00 +08:00
Yo-An Lin
c3c35c2240
Merge pull request #575 from c9s/feature/binance-margin-load-api
feature: binance: add get deposit address request
2022-05-06 11:53:50 +08:00
Yo-An Lin
948cf7a1c4
Merge pull request #596 from c9s/improve-persistence-api
improve persistence api
2022-05-05 18:52:48 +08:00
c9s
82c7c024ce
bbgo: add persistence Sync api 2022-05-05 18:18:38 +08:00
c9s
f3691489dd
add state key as the prefix 2022-05-05 18:18:38 +08:00
c9s
17928986b8
remove persistence redis setting from bollmaker 2022-05-05 17:53:24 +08:00