bbgo_origin/pkg/bbgo
2022-02-15 12:01:39 +09:00
..
testdata fix backtest (with review) 2021-12-14 16:02:54 +08:00
active_book.go bollmaker: add shadow protection config 2022-01-16 04:40:50 +08:00
builder.go use the standard generated comment 2022-01-23 14:57:45 +08:00
config_test.go bbgo: fix LooseFormatTime.UnmarshalYAML 2022-01-25 01:18:56 +08:00
config.go fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
context.go clean up the legacy context struct 2020-10-20 12:24:30 +08:00
environment.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
errors.go integrate strateg adding api 2021-02-03 02:26:41 +08:00
exchangeorderexecutor_callbacks.go add trade update callbacks and order update callbacks to order executor 2020-12-21 13:40:23 +08:00
graceful_callbacks.go add graceful shutdown 2020-11-12 14:50:21 +08:00
injection_test.go refactor injection 2021-02-16 15:58:21 +08:00
injection.go add Test_injectField 2021-02-16 15:49:57 +08:00
interact_test.go implement position closer interaction 2022-01-15 02:52:46 +08:00
interact.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
localactiveorderbook_callbacks.go add local active orderbook callback files 2020-11-11 23:19:16 +08:00
marketdatastore_callbacks.go bbgo: move orderbook to the session level so that we can access it eaiser 2021-06-16 13:04:23 +08:00
marketdatastore.go preallocate kline window with capacity 2021-11-22 01:17:08 +08:00
metrics.go fix session connection status metrics 2021-12-28 01:58:36 +08:00
moving_average_settings.go schedule: refactor and improve schedule strategy with QuantityOrAmount struct 2022-01-31 01:42:21 +08:00
notifier.go refactor notifiers and add liquidity field to the trade 2021-05-12 12:37:48 +08:00
order_execution.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
order_processor_test.go improve order execution graceful shutdown 2021-05-14 14:53:26 +08:00
order_processor.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
order_store.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
persistence.go Fix: fallback to memory persistence if redis not found 2022-01-22 00:55:03 +08:00
profitstats.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
quantity_amount.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
quota.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
reporter.go use position to calculate the pnl 2021-12-05 02:17:15 +08:00
risk_controls.go improve cross exchange strategy mounting behavior and add fixedpoint atomic ops 2020-11-17 08:19:22 +08:00
scale_test.go add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value 2022-02-15 12:00:39 +09:00
scale.go add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value 2022-02-15 12:00:39 +09:00
session.go 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
smart_stops.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
strategy_test.go improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
string.go exchange: update maskkey handling 2021-12-23 01:18:36 +08:00
time.go bbgo: add shared local time zone 2021-06-16 13:04:23 +08:00
trade_store.go all: change trade id to uint64 2021-12-23 17:49:18 +08:00
tradecollector_callbacks.go bbgo: add recover callbacks to trace collector 2022-01-09 15:39:59 +08:00
tradecollector_test.go fix TestTradeCollector_ShouldNotCountDuplicatedTrade 2022-01-08 02:20:30 +08:00
tradecollector.go bollmaker: implement TrailingStopController 2022-01-29 02:22:20 +08:00
trader.go bollmaker: check dust order for stop 2022-01-29 17:44:42 +08:00
twap_order_executor.go fix all the fixedpoint use other than strategy 2022-02-15 12:01:39 +09:00
wrapper.go add IsWrapperBinary flag and fix persistence error 2021-01-21 12:27:21 +08:00