bbgo_origin/pkg/bbgo
2022-01-15 03:06:36 +08:00
..
testdata fix backtest (with review) 2021-12-14 16:02:54 +08:00
active_book.go bbgo: when calling order cancel we should use background context 2022-01-15 00:49:27 +08:00
builder.go add IsWrapperBinary flag and fix persistence error 2021-01-21 12:27:21 +08:00
cache.go bbgo: add cache expiry 2022-01-06 23:57:42 +08:00
config_test.go fix env var prefix by using os.Getenv directly 2021-02-04 15:14:54 +08:00
config.go fix backtest (with review) 2021-12-14 16:02:54 +08:00
context.go clean up the legacy context struct 2020-10-20 12:24:30 +08:00
environment.go implement position closer interaction 2022-01-15 02:52:46 +08:00
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
home.go remove unused SourceDir func 2021-05-04 01:06:20 +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 interact: add Cycle state builder 2022-01-15 03:06:36 +08:00
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 fix cyclic import issue 2021-08-26 11:46:02 +08:00
notifier.go refactor notifiers and add liquidity field to the trade 2021-05-12 12:37:48 +08:00
order_execution.go all: clean up SubmitOrder fields 2022-01-11 01:36:19 +08:00
order_processor_test.go improve order execution graceful shutdown 2021-05-14 14:53:26 +08:00
order_processor.go bbgo: optimize AdjustQuantityByMaxAmount, early return 2021-10-08 12:09:05 +08:00
order_store.go bbgo: remove order if ExecutedQuantity is zero 2021-12-31 01:55:22 +08:00
persistence.go core: set default store ID 2021-03-18 17:20:07 +08:00
profitstats.go refactor grid strategy state loading/saving 2021-11-05 00:22:44 +08:00
quota.go add quota 2020-11-23 16:47:36 +08:00
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 xmaker: support quantity scale 2021-05-10 02:52:41 +08:00
scale.go support: add sensitivity settings 2021-06-16 13:14:10 +08:00
session.go add trade logger 2022-01-12 11:19:41 +08:00
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 bbgo: add recover callbacks to trace collector 2022-01-09 15:39:59 +08:00
trader.go implement position closer interaction 2022-01-15 02:52:46 +08:00
twap_order_executor.go all: add lock protected GetBase method for Position 2022-01-09 00:35:45 +08:00
wrapper.go add IsWrapperBinary flag and fix persistence error 2021-01-21 12:27:21 +08:00