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Commit Graph

27 Commits (04e53b9f0d57b6bf07260d92f05bed7555bfe209)
 

Author SHA1 Message Date
Denis Tereshkin 04e53b9f0d Driver.Real refactoring
6 years ago
Denis Tereshkin 6c12329d86 Moved Driver.Real.Types to Driver.Types
6 years ago
Denis Tereshkin eb61223e18 Real: read params from IORef
6 years ago
Denis Tereshkin 41652e4d1e QHP: iso8601 dates
6 years ago
Denis Tereshkin 21cbcf7826 Filter incoming bars by timeframe
6 years ago
Denis Tereshkin 8be20b57dd QuoteSource: do not use ticks time
6 years ago
Denis Tereshkin d258bc42ef Update for libatrade-0.9
6 years ago
Denis Tereshkin a932aa052b Bar aggregator: fix non-exhaustive multiway if
6 years ago
Denis Tereshkin d9b88a501f More debug
6 years ago
Denis Tereshkin 3e12d803e4 Request only given timeframe
6 years ago
Denis Tereshkin cd22e7ee1f BarAggregator: handleBar: do not handle old bars
6 years ago
Denis Tereshkin 4b7112a8d7 BarAggregator: ignore earlier ticks
7 years ago
Denis Tereshkin e47d786317 BarAggregator: use tick timestamps
7 years ago
Denis Tereshkin be73227e2c Fix timers storage
7 years ago
Denis Tereshkin f45cf72c13 Fix possible race condition
7 years ago
Denis Tereshkin a1322161a5 QuoteSourceThread: request both ticks and bars
7 years ago
Denis Tereshkin 4f72e23337 Experimental support for bar aggregation
7 years ago
Denis Tereshkin cb6230ecd5 More tests for BarAggregator
7 years ago
Denis Tereshkin 33bef660f1 BarAggregator: support for bars
7 years ago
Denis Tereshkin 51a911df9c Bar aggregator tests
7 years ago
Denis Tereshkin 464cf77adc Support for libatrade-0.8.0.0
7 years ago
Denis Tereshkin 3ba540eb71 More tests
7 years ago
Denis Tereshkin a41a3fa03f Few tests for RoboCom.Position
7 years ago
Denis Tereshkin 7899ccd72e Some fixes in ATR calculation and backtest driver
7 years ago
Denis Tereshkin a7c931391a BarAggregator: changed license in the header
7 years ago
Denis Tereshkin a026e8ac60 Formatting
7 years ago
Denis Tereshkin 813b15fc6b Initial commit
7 years ago