 Denis Tereshkin
|
cb8897ad95
|
Positions: fix partial execution handling
|
6 years ago |
|
Denis Tereshkin
|
bcb6d9f657
|
Real: removed unused pragmas
|
6 years ago |
|
Denis Tereshkin
|
77a49f1d51
|
Real: remove debug output
|
6 years ago |
|
Denis Tereshkin
|
8e34ac61d5
|
More cleanup & warning elimination
|
6 years ago |
|
Denis Tereshkin
|
17eb32ecc1
|
Cleanup: old Monad definitions
Finally, both Real and Backtest drivers use MonadRobot instances
|
6 years ago |
|
Denis Tereshkin
|
9055091fde
|
Backtest driver: cleanup
|
6 years ago |
|
Denis Tereshkin
|
cdb6bf048a
|
Backtest driver: refactoring
|
6 years ago |
|
Denis Tereshkin
|
e1f8261357
|
Merge branch 'hotfix' into stable
|
6 years ago |
|
Denis Tereshkin
|
84da78268a
|
tweak(monad): lenses in StrategyEnvironment accessors
|
6 years ago |
|
Denis Tereshkin
|
356bc279b5
|
Export robocom_gitrev
|
6 years ago |
|
Denis Tereshkin
|
03d60a5ccd
|
Merge commit 'a3464483ea429aafa5049b32886490f2373a6a5e' into stable
|
6 years ago |
|
Denis Tereshkin
|
6880925a27
|
Backtest++
|
6 years ago |
|
Denis Tereshkin
|
daeb7b0cb2
|
BarAggregator: return correct bar
|
6 years ago |
|
Denis Tereshkin
|
7f12ce1e64
|
Bar aggregator: use incoming bars as is
|
6 years ago |
|
Denis Tereshkin
|
f4c4fc811c
|
bugfix: update strategy environment
|
6 years ago |
|
Denis Tereshkin
|
07a16fec1e
|
Baraggregator bugfix
|
6 years ago |
|
Denis Tereshkin
|
5476bbf1ca
|
Debug
|
6 years ago |
|
Denis Tereshkin
|
2e0802a2fd
|
BarAggregator: increased max time
|
6 years ago |
|
Denis Tereshkin
|
91de243a70
|
More debug in QuoteSourceThread
|
6 years ago |
|
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
Some fixes in tick/bar handling
|
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 |
