README
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GoCryptoTrader Backtester: Eventhandlers package
This eventhandlers package is part of the GoCryptoTrader codebase.
This is still in active development
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Eventhandlers overview
Event handlers are responsible for taking in an event, analysing its contents and outputting another event to be handled. An individual candle is turned into a data event which handled via the strategy event handler. The strategy handler outputs a signal event, which the portfolio eventhandler will size and risk analyse before raising an order event. The event is then sent to the portfolio manager to determine whether there is appropriate funding, adequate risk and proper order sizing before raising an order event. The order event is taken to the exchange handler which will place the order and create a fill event.
Below is an overview of how event handlers are used
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Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- 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
masterbranch.
Donations
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