common

README

GoCryptoTrader Backtester: Common package

This common package is part of the GoCryptoTrader codebase.

This is still in active development

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Common package overview

Common contains some basic data types which are used throughout.

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Contribution

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

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• 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

• Constants
• Variables
• func DataTypeToInt(dataType string) (int64, error)
• type DataEventHandler
• type Directioner
• type EventHandler

Constants

const (
	// DoNothing is an explicit signal for the backtester to not perform an action
	// based upon indicator results
	DoNothing order.Side = "DO NOTHING"
	// CouldNotBuy is flagged when a BUY  signal is raised in the strategy/signal phase, but the
	// portfolio manager or exchange cannot place an order
	CouldNotBuy order.Side = "COULD NOT BUY"
	// CouldNotSell is flagged when a SELL  signal is raised in the strategy/signal phase, but the
	// portfolio manager or exchange cannot place an order
	CouldNotSell order.Side = "COULD NOT SELL"
	// MissingData is signalled during the strategy/signal phase when data has been identified as missing
	// No buy or sell events can occur
	MissingData order.Side = "MISSING DATA"
	// CandleStr is a config readable data type to tell the backtester to retrieve candle data
	CandleStr = "candle"
	// TradeStr is a config readable data type to tell the backtester to retrieve trade data
	TradeStr = "trade"
)

const (
	DataCandle = iota
	DataTrade
)

DataCandle is an int64 representation of a candle data type

const ASCIILogo = `` /* 2280-byte string literal not displayed */

ASCIILogo is a sweet logo that is optionally printed to the command line window

Variables

var (
	// ErrNilArguments is a common error response to highlight that nils were passed in
	// when they should not have been
	ErrNilArguments = errors.New("received nil argument(s)")
	// ErrNilEvent is a common error for whenever a nil event occurs when it shouldn't have
	ErrNilEvent = errors.New("nil event received")
	// ErrInvalidDataType occurs when an invalid data type is defined in the config
	ErrInvalidDataType = errors.New("invalid datatype received")
)

Functions

func DataTypeToInt

func DataTypeToInt(dataType string) (int64, error)

DataTypeToInt converts the config string value into an int

Types

type DataEventHandler

type DataEventHandler interface {
	EventHandler
	ClosePrice() float64
	HighPrice() float64
	LowPrice() float64
	OpenPrice() float64
}

DataEventHandler interface used for loading and interacting with Data

type Directioner

type Directioner interface {
	SetDirection(side order.Side)
	GetDirection() order.Side
}

Directioner dictates the side of an order

type EventHandler

type EventHandler interface {
	GetOffset() int64
	SetOffset(int64)
	IsEvent() bool
	GetTime() time.Time
	Pair() currency.Pair
	GetExchange() string
	GetInterval() kline.Interval
	GetAssetType() asset.Item

	GetReason() string
	AppendReason(string)
}

EventHandler interface implements required GetTime() & Pair() return