Commit Graph

5371 Commits

Author SHA1 Message Date
Yo-An Lin
023eb37f09
Merge pull request #682 from c9s/fix/backtest-order-test
fix: fix duplicated filled order update callbacks in backtest
2022-06-07 21:17:49 +08:00
c9s
7f07852086
fix filled market order update event duplicated trigger 2022-06-07 20:27:11 +08:00
c9s
fc8d3ea59f
register dca strategy to builtin 2022-06-07 20:26:56 +08:00
c9s
9a29843477
add dca strategy 2022-06-07 20:26:44 +08:00
c9s
dc0cb30b23
fix order submit message format 2022-06-07 20:26:33 +08:00
c9s
7e92e6592a
backtest: add test case for testing order update callbacks 2022-06-07 19:36:55 +08:00
Andy Cheng
8770557e2a
Merge pull request #681 from andycheng123/indicator/supertrend
Indicator/supertrend
2022-06-07 18:04:21 +08:00
Andy Cheng
9836fbbf82 strategy: rebase 2022-06-07 16:49:43 +08:00
Andy Cheng
39615c8981 indicator: get supertrend signal 2022-06-07 16:44:15 +08:00
Andy Cheng
14e70007d9 indicator: supertrend 2022-06-07 16:44:15 +08:00
Andy Cheng
34465fac89
Merge pull request #653 from andycheng123/strategy/supertrend
strategy: add supertrend strategy
2022-06-07 16:25:49 +08:00
Andy Cheng
ee26d6ce34 strategy: Persistence.Sync() after position change 2022-06-07 16:04:40 +08:00
Yo-An Lin
037f2949bd
Merge pull request #678 from andycheng123/fix/interact
interact: fix missing make()
2022-06-07 12:31:53 +08:00
c9s
32837d85a0
fix fmaker 2022-06-07 12:31:06 +08:00
c9s
46a008bea5
move batch insert back 2022-06-07 12:28:11 +08:00
Yo-An Lin
16e9535b8c
Merge pull request #638 from austin362667/strategy/f1
strategy: add fmaker
2022-06-07 12:24:26 +08:00
Andy Cheng
57aab937b3 interact: update test 2022-06-07 10:45:55 +08:00
Andy Cheng
9a086d2855 interact: use instance ID as signature 2022-06-07 10:40:15 +08:00
c9s
a4807d6594
fix tests 2022-06-07 01:21:27 +08:00
c9s
d7f9742360
binance: revert the start time filtering 2022-06-07 00:50:07 +08:00
c9s
53e74b6262
fix timezone issue for sqlite and mysql 2022-06-07 00:48:13 +08:00
c9s
b32b852303
service: fix FindMissingTimeRanges until check 2022-06-06 18:15:36 +08:00
Yo-An Lin
6c6d5a27a8
Merge pull request #679 from zenixls2/fix/close_rows
fix: close / rollback queries/transactions on error
2022-06-06 18:10:12 +08:00
zenix
c7eb065995 fix: close / rollback queries/transactions on error 2022-06-06 18:57:24 +09:00
Andy Cheng
58ec38d811 interact: update interact test 2022-06-06 17:43:25 +08:00
Andy Cheng
8410b1cc33 interact: update interact test 2022-06-06 17:34:39 +08:00
c9s
022775d0a2
service: use batch insert for kline 2022-06-06 17:21:31 +08:00
Andy Cheng
1f79e236ad interact: revert to id = strategy.ID() 2022-06-06 16:20:06 +08:00
c9s
5688a79917
remove go test verbose flag 2022-06-06 16:16:23 +08:00
Andy Cheng
3d9994706b interact: fix missing make() 2022-06-06 15:36:09 +08:00
c9s
dae4afec10
fix verify() time range 2022-06-06 14:58:26 +08:00
c9s
da6a209fd7
service: set PRAGMA for sqlite3 2022-06-06 14:53:37 +08:00
c9s
a6d18a87f5
fix: batch query exit issue
- remove errC case (this channel is closed earlier)
- add empty data range test case for finding missing time range
2022-06-06 13:25:11 +08:00
c9s
e1225d4127
add log insert option for sync 2022-06-06 12:24:18 +08:00
c9s
74f7e4181a
service: improve missing time range log 2022-06-06 12:15:06 +08:00
c9s
0a6deed305
service: fix QueryExistingDataRange 2022-06-06 11:46:18 +08:00
c9s
625bd0c5e4
fix order executor formatting 2022-06-06 07:23:16 +08:00
c9s
b209d94a9c
rename active order book constructor function 2022-06-06 06:57:25 +08:00
c9s
4dafa32e97
strategy: should always handle trade even if the strategy status is not running 2022-06-06 06:56:44 +08:00
c9s
0f0a0185b9
update readme 2022-06-06 06:49:44 +08:00
c9s
2474aa777d
optimizer: fix parameter copy 2022-06-06 06:49:08 +08:00
c9s
43c2819d01
optimizer: copy param slice 2022-06-06 06:39:27 +08:00
c9s
0f6989af8b
service: avoid storing nil pointer to redis 2022-06-06 06:32:34 +08:00
Yo-An Lin
aa0d3ba279
Merge pull request #676 from c9s/fix/ftx-kline
fix: rewrite kline verifying function
2022-06-06 06:31:37 +08:00
c9s
a2cfea8acb
service: add stringer to TimeRange 2022-06-06 06:27:45 +08:00
c9s
be644bb91f
fix s.SyncKLineByInterval call 2022-06-06 06:24:25 +08:00
c9s
cb4c879942
backtest: copy the order object for updating status 2022-06-06 06:24:25 +08:00
c9s
f65b343ea6
service: clean up Verify method signature 2022-06-06 06:24:25 +08:00
c9s
41191c4db5
service: rewrite backtest verify 2022-06-06 06:24:24 +08:00
Yo-An Lin
7a3d4e306a
Merge pull request #674 from c9s/fix/local-active-book
rename LocalActiveOrderBook to just ActiveOrderBook
2022-06-06 06:10:55 +08:00