dollarcostaverage

README

GoCryptoTrader Backtester: Dollarcostaverage package

This dollarcostaverage package is part of the GoCryptoTrader codebase.

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Dollarcostaverage package overview

The dollar cost average is a strategy which is designed to purchase on every data candle. Unless data is missing, all output signals will be to buy. This strategy supports simultaneous signal processing, aka config.StrategySettings.SimultaneousSignalProcessing set to true will use the function OnSignals(d []data.Handler, p portfolio.Handler) ([]signal.Event, error). This function, like the basic OnSignal function, will signal to buy on every iteration. This strategy does not support customisation

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Contribution

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Documentation

Index

• Constants
• type Strategy
  • func (s *Strategy) Description() string
  • func (s *Strategy) Name() string
  • func (s *Strategy) OnSignal(d data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) (signal.Event, error)
  • func (s *Strategy) OnSimultaneousSignals(d []data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) ([]signal.Event, error)
  • func (s *Strategy) SetCustomSettings(_ map[string]interface{}) error
  • func (s *Strategy) SetDefaults()
  • func (s *Strategy) SupportsSimultaneousProcessing() bool

Constants

const (
	// Name is the strategy name
	Name = "dollarcostaverage"
)

Types

type Strategy

type Strategy struct {
	base.Strategy
}

Strategy is an implementation of the Handler interface

func (*Strategy) Description

func (s *Strategy) Description() string

Description provides a nice overview of the strategy be it definition of terms or to highlight its purpose

func (*Strategy) Name

func (s *Strategy) Name() string

Name returns the name

func (*Strategy) OnSignal

func (s *Strategy) OnSignal(d data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) (signal.Event, error)

OnSignal handles a data event and returns what action the strategy believes should occur For dollarcostaverage, this means returning a buy signal on every event

func (*Strategy) OnSimultaneousSignals

func (s *Strategy) OnSimultaneousSignals(d []data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) ([]signal.Event, error)

OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility in allowing a strategy to only place an order for X currency if Y currency's price is Z For dollarcostaverage, the strategy is always "buy", so it uses the OnSignal function

func (*Strategy) SetCustomSettings

func (s *Strategy) SetCustomSettings(_ map[string]interface{}) error

SetCustomSettings not required for DCA

func (*Strategy) SetDefaults

func (s *Strategy) SetDefaults()

SetDefaults not required for DCA

func (*Strategy) SupportsSimultaneousProcessing

func (s *Strategy) SupportsSimultaneousProcessing() bool

SupportsSimultaneousProcessing highlights whether the strategy can handle multiple currency calculation