base

README

GoCryptoTrader Backtester: Base package

This base package is part of the GoCryptoTrader codebase.

This is still in active development

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Base package overview

The strategy base file has basic implementations of the strategies.Handler interface. Add any functions that can be used across all strategies here.

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Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

• Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
• Code must be documented adhering to the official Go commentary guidelines.
• Code must adhere to our coding style.
• Pull requests need to be based on and opened against the master branch.

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Documentation

Index

• Variables
• type Strategy
  • func (s *Strategy) CloseAllPositions([]holdings.Holding, []data.Event) ([]signal.Event, error)
  • func (s *Strategy) GetBaseData(d data.Handler) (signal.Signal, error)
  • func (s *Strategy) SetSimultaneousProcessing(b bool)
  • func (s *Strategy) UsingSimultaneousProcessing() bool

Variables

var (
	// ErrCustomSettingsUnsupported used when custom settings are found in the strategy config when they shouldn't be
	ErrCustomSettingsUnsupported = errors.New("custom settings not supported")
	// ErrSimultaneousProcessingNotSupported used when strategy does not support simultaneous processing
	// but strategy config is set to use it
	ErrSimultaneousProcessingNotSupported = errors.New("does not support simultaneous processing and could not be loaded")
	// ErrSimultaneousProcessingOnly is raised when a strategy is improperly configured
	ErrSimultaneousProcessingOnly = errors.New("this strategy only supports simultaneous processing")
	// ErrStrategyNotFound used when strategy specified in strategy config does not exist
	ErrStrategyNotFound = errors.New("not found. Please ensure the strategy-settings field 'name' is spelled properly in your .strat config") //nolint:misspell // its shorthand for strategy
	// ErrInvalidCustomSettings used when bad custom settings are found in the strategy config
	ErrInvalidCustomSettings = errors.New("invalid custom settings in config")
	// ErrTooMuchBadData used when there is too much missing data
	ErrTooMuchBadData = errors.New("backtesting cannot continue as there is too much invalid data. Please review your dataset")
	// ErrNoDataToProcess is returned when simultaneous signal processing is enabled, but no events are passed in
	ErrNoDataToProcess = errors.New("no kline data to process")
)

Types

type Strategy

type Strategy struct {
	// contains filtered or unexported fields
}

Strategy is base implementation of the Handler interface

func (*Strategy) CloseAllPositions

func (s *Strategy) CloseAllPositions([]holdings.Holding, []data.Event) ([]signal.Event, error)

CloseAllPositions sends a closing signal to supported strategies, allowing them to sell off any positions held default use-case is for when a user closes the application when running a live strategy

func (*Strategy) GetBaseData

func (s *Strategy) GetBaseData(d data.Handler) (signal.Signal, error)

GetBaseData returns the non-interface version of the Handler

func (*Strategy) SetSimultaneousProcessing

func (s *Strategy) SetSimultaneousProcessing(b bool)

SetSimultaneousProcessing sets whether multiple currencies can be assessed in one go

func (*Strategy) UsingSimultaneousProcessing

func (s *Strategy) UsingSimultaneousProcessing() bool

UsingSimultaneousProcessing returns whether multiple currencies can be assessed in one go