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