 Denis Tereshkin
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20fd1f25e3
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Junction branch
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4 years ago |
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Denis Tereshkin
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68033553d2
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bugfix(real): use bar timestamps to update lastTimestamp
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4 years ago |
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Denis Tereshkin
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4df0989b7a
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Junction driver WIP
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5 years ago |
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Denis Tereshkin
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e7d61ad4c3
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Bump version number
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5 years ago |
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Denis Tereshkin
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b86a52a8bc
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Fix backtest driver
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5 years ago |
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Denis Tereshkin
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9c5cce031f
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Refactoring: make QTIS requests in driver
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5 years ago |
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Denis Tereshkin
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e4c4699c69
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Cleanup
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5 years ago |
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Denis Tereshkin
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23f5e0ab8c
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Refactoring: removed Strategy record
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5 years ago |
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Denis Tereshkin
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9d5cb7f076
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More real driver refactoring
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5 years ago |
|
Denis Tereshkin
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880580f90c
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Cleanup
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5 years ago |
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Denis Tereshkin
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f17fc33116
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Refactoring: history request
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5 years ago |
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Denis Tereshkin
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fd7add7b4e
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Update to lts-17.14
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5 years ago |
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Denis Tereshkin
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9df3cd58dc
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Forts morning session: ticks
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5 years ago |
|
Denis Tereshkin
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4d70f0908e
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Bugfix: use updated config if configUpdate callback is specified
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5 years ago |
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Denis Tereshkin
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102081e3f7
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forts: morning session
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5 years ago |
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Denis Tereshkin
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39c2044ba0
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Bugfix: backtesting: correct event handling order
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6 years ago |
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Denis Tereshkin
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1606d3acf1
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BarAggregator: retain extra bar
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6 years ago |
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Denis Tereshkin
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d88db3e122
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Fix typo in a comment
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6 years ago |
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Denis Tereshkin
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cb8897ad95
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Positions: fix partial execution handling
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6 years ago |
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Denis Tereshkin
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bcb6d9f657
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Real: removed unused pragmas
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6 years ago |
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Denis Tereshkin
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77a49f1d51
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Real: remove debug output
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6 years ago |
|
Denis Tereshkin
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8e34ac61d5
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More cleanup & warning elimination
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6 years ago |
|
Denis Tereshkin
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17eb32ecc1
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Cleanup: old Monad definitions
Finally, both Real and Backtest drivers use MonadRobot instances
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6 years ago |
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Denis Tereshkin
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9055091fde
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Backtest driver: cleanup
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6 years ago |
|
Denis Tereshkin
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cdb6bf048a
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Backtest driver: refactoring
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6 years ago |
|
Denis Tereshkin
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e1f8261357
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Merge branch 'hotfix' into stable
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6 years ago |
|
Denis Tereshkin
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84da78268a
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tweak(monad): lenses in StrategyEnvironment accessors
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6 years ago |
|
Denis Tereshkin
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356bc279b5
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Export robocom_gitrev
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6 years ago |
|
Denis Tereshkin
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03d60a5ccd
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Merge commit 'a3464483ea429aafa5049b32886490f2373a6a5e' into stable
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6 years ago |
|
Denis Tereshkin
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6880925a27
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Backtest++
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6 years ago |
|
Denis Tereshkin
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daeb7b0cb2
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BarAggregator: return correct bar
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6 years ago |
|
Denis Tereshkin
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7f12ce1e64
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Bar aggregator: use incoming bars as is
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6 years ago |
|
Denis Tereshkin
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f4c4fc811c
|
bugfix: update strategy environment
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6 years ago |
|
Denis Tereshkin
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07a16fec1e
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Baraggregator bugfix
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6 years ago |
|
Denis Tereshkin
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5476bbf1ca
|
Debug
|
6 years ago |
|
Denis Tereshkin
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2e0802a2fd
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BarAggregator: increased max time
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6 years ago |
|
Denis Tereshkin
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91de243a70
|
More debug in QuoteSourceThread
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6 years ago |
|
Denis Tereshkin
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04e53b9f0d
|
Driver.Real refactoring
|
6 years ago |
|
Denis Tereshkin
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6c12329d86
|
Moved Driver.Real.Types to Driver.Types
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6 years ago |
|
Denis Tereshkin
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eb61223e18
|
Real: read params from IORef
|
6 years ago |
|
Denis Tereshkin
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41652e4d1e
|
QHP: iso8601 dates
|
6 years ago |
|
Denis Tereshkin
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21cbcf7826
|
Filter incoming bars by timeframe
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6 years ago |
|
Denis Tereshkin
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8be20b57dd
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QuoteSource: do not use ticks time
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6 years ago |
|
Denis Tereshkin
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d258bc42ef
|
Update for libatrade-0.9
Some fixes in tick/bar handling
|
6 years ago |
|
Denis Tereshkin
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a932aa052b
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Bar aggregator: fix non-exhaustive multiway if
|
6 years ago |
|
Denis Tereshkin
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d9b88a501f
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More debug
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6 years ago |
|
Denis Tereshkin
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3e12d803e4
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Request only given timeframe
|
6 years ago |
|
Denis Tereshkin
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cd22e7ee1f
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BarAggregator: handleBar: do not handle old bars
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6 years ago |
|
Denis Tereshkin
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4b7112a8d7
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BarAggregator: ignore earlier ticks
|
7 years ago |
|
Denis Tereshkin
|
e47d786317
|
BarAggregator: use tick timestamps
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7 years ago |
