README
¶
GoCryptoTrader Backtester: Signal package
This signal package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack
Signal package overview
The signal event is created as a result of a data event being analysed via a strategy. Typically, there are three types of signal that should be expected buy, sell and donothing. An example of this is demonstrated in the RSI strategy. However, other signals can be raised such as MissingData.
The signal event will contain data such as price, the direction as well as the reasoning for the signal decision with the GetWhy() function
Please click GoDocs chevron above to view current GoDoc information for this package
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
masterbranch.
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc
Documentation
¶
Index ¶
- type Event
- type Signal
- func (s *Signal) GetAmount() decimal.Decimal
- func (s *Signal) GetBuyLimit() decimal.Decimal
- func (s *Signal) GetClosePrice() decimal.Decimal
- func (s *Signal) GetCollateralCurrency() currency.Code
- func (s *Signal) GetDirection() order.Side
- func (s *Signal) GetFillDependentEvent() Event
- func (s *Signal) GetHighPrice() decimal.Decimal
- func (s *Signal) GetLowPrice() decimal.Decimal
- func (s *Signal) GetOpenPrice() decimal.Decimal
- func (s *Signal) GetSellLimit() decimal.Decimal
- func (s *Signal) GetUnderlyingPair() currency.Pair
- func (s *Signal) GetVolume() decimal.Decimal
- func (s *Signal) IsNil() bool
- func (s *Signal) IsSignal() bool
- func (s *Signal) MatchOrderAmount() bool
- func (s *Signal) Pair() currency.Pair
- func (s *Signal) SetAmount(d decimal.Decimal)
- func (s *Signal) SetBuyLimit(f decimal.Decimal)
- func (s *Signal) SetDirection(st order.Side)
- func (s *Signal) SetPrice(f decimal.Decimal)
- func (s *Signal) SetSellLimit(f decimal.Decimal)
- func (s *Signal) ToKline() kline.Event
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type Event ¶
type Event interface {
common.Event
common.Directioner
ToKline() kline.Event
GetClosePrice() decimal.Decimal
GetHighPrice() decimal.Decimal
GetOpenPrice() decimal.Decimal
GetLowPrice() decimal.Decimal
GetVolume() decimal.Decimal
IsSignal() bool
GetSellLimit() decimal.Decimal
GetBuyLimit() decimal.Decimal
GetAmount() decimal.Decimal
GetFillDependentEvent() Event
GetCollateralCurrency() currency.Code
SetAmount(decimal.Decimal)
MatchOrderAmount() bool
IsNil() bool
}
Event handler is used for getting trade signal details Example Amount and Price of current candle tick
type Signal ¶
type Signal struct {
*event.Base
OpenPrice decimal.Decimal
HighPrice decimal.Decimal
LowPrice decimal.Decimal
ClosePrice decimal.Decimal
Volume decimal.Decimal
// BuyLimit sets a maximum buy from the strategy
// it differs from amount as it is more a suggestion
// use Amount if you wish to have a fillOrKill style amount
BuyLimit decimal.Decimal
// SellLimit sets a maximum sell from the strategy
// it differs from amount as it is more a suggestion
// use Amount if you wish to have a fillOrKill style amount
SellLimit decimal.Decimal
// Amount set the amount when you wish to allow
// a strategy to dictate order quantities
// if the amount is not allowed by the portfolio manager
// the order will not be placed
Amount decimal.Decimal
Direction order.Side
// FillDependentEvent ensures that an order can only be placed
// if there is corresponding collateral in the selected currency
// this enabled cash and carry strategies for example
FillDependentEvent Event
// CollateralCurrency is an optional parameter
// when using futures to limit the collateral available
// to a singular currency
// eg with $5000 usd and 1 BTC, specifying BTC ensures
// the USD value won't be utilised when sizing an order
CollateralCurrency currency.Code
// MatchOrderAmount flags to other event handlers
// that the order amount must match the set Amount property
MatchesOrderAmount bool
}
Signal contains everything needed for a strategy to raise a signal event
func (*Signal) GetBuyLimit ¶
GetBuyLimit returns the buy limit
func (*Signal) GetClosePrice ¶
GetClosePrice returns the price
func (*Signal) GetCollateralCurrency ¶
GetCollateralCurrency returns the collateral currency
func (*Signal) GetDirection ¶
GetDirection returns the direction
func (*Signal) GetFillDependentEvent ¶
GetFillDependentEvent returns the fill dependent event so it can be added to the event queue
func (*Signal) GetHighPrice ¶
GetHighPrice returns the high price of a signal
func (*Signal) GetLowPrice ¶
GetLowPrice returns the low price of a signal
func (*Signal) GetOpenPrice ¶
GetOpenPrice returns the open price of a signal
func (*Signal) GetSellLimit ¶
GetSellLimit returns the sell limit
func (*Signal) GetUnderlyingPair ¶
GetUnderlyingPair returns the underlying currency pair
func (*Signal) MatchOrderAmount ¶
MatchOrderAmount ensures an order must match its set amount or fail
func (*Signal) SetBuyLimit ¶
SetBuyLimit sets the buy limit
func (*Signal) SetDirection ¶
SetDirection sets the direction
func (*Signal) SetSellLimit ¶
SetSellLimit sets the sell limit
Source Files