hodl

Documentation

Overview

Package hodl offers a buy and hold trading algo.

Index

• func MakeBotFromConfig(config map[string]any) (trader.Bot, error)
• type Bot
  • func New(asset market.Asset, dealer broker.Dealer) *Bot
  • func (b *Bot) Close(ctx context.Context) error
  • func (b *Bot) ReceivePrice(ctx context.Context, price market.Kline) error
  • func (b *Bot) SetDealer(dealer broker.Dealer)
  • func (b *Bot) Warmup(ctx context.Context, prices []market.Kline) error

Functions

func MakeBotFromConfig

func MakeBotFromConfig(config map[string]any) (trader.Bot, error)

MakeBotFromConfig builds a valid Bot from a given set of config params.

Types

type Bot

type Bot struct {
	// BuyBarIndex is the index in the price sequence to open the position
	BuyBarIndex int

	// SellBarIndex is the index in the price sequence to close the position.
	SellBarIndex int
	// contains filtered or unexported fields
}

Bot implements a buy and hold algo. Should only be used for backtesting purposes. At a given bar index a long position is opened. Default is to buy on the first price received, call Close() to then sell the position and create a trade.

func New

func New(asset market.Asset, dealer broker.Dealer) *Bot

New returns a default Bot.

func (*Bot) Close

func (b *Bot) Close(ctx context.Context) error

Close closes any open position.

func (*Bot) ReceivePrice

func (b *Bot) ReceivePrice(ctx context.Context, price market.Kline) error

ReceivePrice updates the algo with the next market price.

func (*Bot) SetDealer

func (b *Bot) SetDealer(dealer broker.Dealer)

SetDealer is the dealer to use for order execution. Should only be given a simulated dealer for backtesting.

func (*Bot) Warmup

func (b *Bot) Warmup(ctx context.Context, prices []market.Kline) error

Warmup is not used.