bbgo_origin/pkg/bbgo
2022-07-29 11:52:20 +08:00
..
testdata fix: remove maker/buyer/taker/sellerCommission 2022-03-07 14:32:00 +09:00
activeorderbook_callbacks.go update activeorderbook callback file 2022-06-06 06:03:49 +08:00
activeorderbook.go backtest: assign user data stream to backtest.Exchange before we call EmitStart 2022-07-04 02:21:14 +08:00
builder.go add doc comments 2022-06-25 16:55:54 +08:00
config_test.go support specifying session in sync symbol 2022-06-14 13:02:36 +08:00
config.go move and rename isSymbolBasedStrategy 2022-06-30 15:49:18 +08:00
environment.go feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint 2022-07-26 18:00:05 +09:00
errors.go fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
exchangeorderexecutor_callbacks.go add trade update callbacks and order update callbacks to order executor 2020-12-21 13:40:23 +08:00
exit_cumulated_volume_take_profit.go bbgo: add ClosedKLineStop trigger 2022-07-27 11:47:12 +08:00
exit_lower_shadow_take_profit.go all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
exit_protective_stop_loss.go disable marketTrade stop 2022-07-17 00:59:35 +08:00
exit_roi_stop_loss.go disable marketTrade stop 2022-07-17 00:59:35 +08:00
exit_roi_take_profit.go add 1m subscribe to RoiTakeProfit 2022-07-19 11:00:45 +08:00
exit_test.go bbgo: add ExchangeSession param to the subscribe method 2022-06-29 15:16:56 +08:00
exit_trailing_stop_test.go all: drop the legacy smart stops 2022-07-26 12:08:47 +08:00
exit_trailing_stop.go disable marketTrade stop 2022-07-17 00:59:35 +08:00
exit.go bbgo: fix trailing stop binding 2022-07-07 02:26:39 +08:00
graceful_callbacks.go bbgo: add StrategyShutdown interface 2022-07-19 17:13:35 +08:00
graceful_shutdown.go bbgo: add StrategyShutdown interface 2022-07-19 17:13:35 +08:00
interact_test.go interact: update test 2022-06-07 10:45:55 +08:00
interact.go positionupdater: update base position 2022-07-29 11:52:20 +08:00
marketdatastore_callbacks.go bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
marketdatastore.go bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
metrics.go fix session connection status metrics 2021-12-28 01:58:36 +08:00
moving_average_settings.go fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
notification.go all: rewrite notification api 2022-06-19 12:29:36 +08:00
order_execution.go pivotshort: refactor take profit and stop loss methods 2022-06-26 16:13:58 +08:00
order_executor_general.go feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml 2022-07-28 19:34:12 +09:00
order_processor_test.go fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
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_test.go all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
persistence.go move dynamic stuff to the pkg/dynamic package 2022-06-30 15:49:18 +08:00
positionupdater_callbacks.go positionupdater: update base position 2022-07-29 11:52:20 +08:00
positionupdater.go positionupdater: update base position 2022-07-29 11:52:20 +08:00
profitstats.go fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +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
reflect_test.go move dynamic stuff to the pkg/dynamic package 2022-06-30 15:49:18 +08:00
reflect.go move and rename isSymbolBasedStrategy 2022-06-30 15:49:18 +08:00
reporter.go pull out AccountValueCalculator 2022-07-21 19:46:58 +08:00
risk_controls.go pivotshort: refactor and redesign order executor 2022-06-18 12:30:42 +08:00
scale_test.go fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +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 all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
standard_indicator_set.go bbgo: narrow down indicator interface type 2022-07-27 02:21:25 +08:00
strategy_controller.go feature: make callback vars start with lowercase 2022-04-26 18:29:22 +08:00
strategy_test.go improve config loading by adding unmarshal yaml method 2020-10-26 15:33:25 +08:00
strategycontroller_callbacks.go feature: add pre-commit 2022-06-17 16:07:00 +09:00
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 pivotshort: refactor and redesign order executor 2022-06-18 12:30:42 +08:00
tradecollector_test.go fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
tradecollector.go pivotshort: refactor and redesign order executor 2022-06-18 12:30:42 +08:00
trader_test.go fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
trader.go all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
twap_order_executor.go rename active order book constructor function 2022-06-06 06:57:25 +08:00
wrapper.go add IsWrapperBinary flag and fix persistence error 2021-01-21 12:27:21 +08:00