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kate

package

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Versions in this module

v0

v0.0.10

Dec 14, 2024

Changes in this version

type Statistics

+ BalanceHistory []float64

+ ProfitFactor float64

+ func (s *Statistics) String() string

v0.0.9

Dec 14, 2024

Changes in this version

+ const MMR

+ type BacktestOptions struct

+ MakerFeePercentage float64

+ Market MarketType

+ TakerFeePercentage float64

+ TradedPair string

+ type Backtester struct

+ func NewBacktester(mystrategy Strategy, dataHandler *DataHandler) *Backtester

+ func NewCustomizedBacktester(mystrategy Strategy, dataHandler *DataHandler, options BacktestOptions) *Backtester

+ func (bt *Backtester) Run() *Statistics

+ func (bt *Backtester) SetBalance(amount float64)

+ func (bt *Backtester) SetFixedTradeAmount(amount float64)

+ func (bt *Backtester) SetSlippagePercentage(slippagePercent float64)

+ type CoinMarket struct

+ MakerFee float64

+ Market MarketType

+ TakerFee float64

+ type DataHandler struct

+ Prices []DataPoint

+ func PricesFromCSV(csvFilePath string) (*DataHandler, error)

+ type DataPoint struct

+ func (candle DataPoint) Close() float64

+ func (candle DataPoint) High() float64

+ func (candle DataPoint) Low() float64

+ func (candle DataPoint) Open() float64

+ func (candle DataPoint) Volume() float64

+ type Direction int

+ const LONG

+ const SHORT

+ type Event interface

+ type EventQueue struct

+ func (queue *EventQueue) AddEvent(evt Event)

+ func (queue *EventQueue) HasNext() bool

+ func (queue *EventQueue) NextEvent() Event

+ type ExchangeHandler struct

+ func NewExchangeHandler(market MarketType, ...) *ExchangeHandler

+ func (handler *ExchangeHandler) OpenMarketOrder(tradeDirection Direction, leverage uint) error

+ func (handler *ExchangeHandler) SetBalance(amount float64)

+ func (handler *ExchangeHandler) SetSlipage(slipagePercent float64)

+ func (handler *ExchangeHandler) SetStoploss(price float64) error

+ func (handler *ExchangeHandler) SetTakeProfit(price float64) error

+ type MarketHandler interface

+ type MarketType int

+ const CoinMarginedFutures

+ const Spot

+ const USDFutures

+ type OHLCV interface

+ Close func() float64

+ High func() float64

+ Low func() float64

+ Open func() float64

+ Volume func() float64

+ type OpenPositionEvt struct

+ Direction Direction

+ Leverage uint

+ OrderType OrderType

+ type OrderType int

+ const LIMIT

+ const MARKET

+ type Position struct

+ ClosePrice float64

+ Direction Direction

+ EntryPrice float64

+ Leverage uint

+ LiquidationPrice float64

+ Margin float64

+ RealizedPNL float64

+ Size float64

+ Stoploss float64

+ TakeProfit float64

+ TotalFeePaid float64

+ UnrealizedPNL float64

+ type PositionTransition int

+ const Liquidation

+ const MakerTransition

+ const TakerTransition

+ type Statistics struct

+ MaxDrawdown float64

+ NetProfit float64

+ ROIPercentage float64

+ SharpeRatio float64

+ TotalDataPoints int

+ TotalTrades int

+ TradeHistory []*Position

+ WinRate float64

+ type StoplossEvt struct

+ Price float64

+ type Strategy interface

+ OpenNewPosition func(latestPrice DataPoint) *OpenPositionEvt

+ PreProcessIndicators func(latestPrice DataPoint)

+ SetStoploss func(openPosition Position) *StoplossEvt

+ SetTakeProfit func(openPosition Position) *TakeProfitEvt

+ type TakeProfitEvt struct

+ Price float64

+ type USDMarket struct

+ MakerFee float64

+ Market MarketType

+ TakerFee float64