strategy

Documentation

Index

• type Basic
  • func (s *Basic) CalculateSignal(e bt.DataEventHandler, data bt.DataHandler, p bt.PortfolioHandler) (bt.SignalEvent, error)
• type BuyAndHold
  • func (s *BuyAndHold) CalculateSignal(e bt.DataEventHandler, data bt.DataHandler, p bt.PortfolioHandler) (bt.SignalEvent, error)
• type MovingAverageCross
  • func (s *MovingAverageCross) CalculateSignal(e bt.DataEventHandler, data bt.DataHandler, p bt.PortfolioHandler) (bt.SignalEvent, error)

Types

type Basic

type Basic struct {
}

Basic is a basic test strategy, which interprets every DataEvent as a signal to buy

func (*Basic) CalculateSignal

func (s *Basic) CalculateSignal(e bt.DataEventHandler, data bt.DataHandler, p bt.PortfolioHandler) (bt.SignalEvent, error)

CalculateSignal handles the single Event

type BuyAndHold

type BuyAndHold struct {
}

BuyAndHold is a basic test strategy, which interprets the first DataEvent on a symbal as a signal to buy if the portfolio is not already invested.

func (*BuyAndHold) CalculateSignal

func (s *BuyAndHold) CalculateSignal(e bt.DataEventHandler, data bt.DataHandler, p bt.PortfolioHandler) (bt.SignalEvent, error)

CalculateSignal handles the single Event

type MovingAverageCross

type MovingAverageCross struct {
	ShortWindow int
	LongWindow  int
}

MovingAverageCross is a test strategy, which interprets the SMA on a series of data events specified by ShortWindow (SW) and LongWindow (LW). If SW bigger tha LW and there is not already an invested BOT position, the strategy creates a buy signal. If SW falls below LW and there is an invested BOT position, the strategy creates an exit signal.

func (*MovingAverageCross) CalculateSignal

func (s *MovingAverageCross) CalculateSignal(e bt.DataEventHandler, data bt.DataHandler, p bt.PortfolioHandler) (bt.SignalEvent, error)

CalculateSignal handles the single Event