sTrading

Documentation

Index

• Constants
• func CalcOrderPrices(...) (pricesIn, pricesOut []float64)
• func CalcOrderPricesSizes(...) (pricesIn, pricesOut, sizes []float64, stopLoss float64)
• func CalcOrderSizes(pricesIn []float64, balance float64) (sizes []float64)
• func CalcOrderSizesStep(pricesIn []float64, balance, step float64) (sizes []float64)
• func CalcOrderSizesWeighted(pricesIn []float64, balance float64) (sizes []float64)
• func CalcProfitAndLoss(pricesIn, pricesOut, sizes []float64, side Side) (totalReturn float64, slice []float64)
• func CalcProfitOut(pricesIn, sizes []float64, stopLossPercentage, balance float64) (pricesOut []float64)
• func CalcStopLossOut(pricesIn, sizes []float64, stopLossPercentage, balance float64) float64
• func TakeProfitStoploss(entry_price, take_profit_perc, stop_loss_perc float64, side Side) (take_profit, stop_loss float64)
• type BacktestPositions
  • func (bp BacktestPositions) Export(file_path string) error
• type Position
• type Positions
• type Side
  • func GetSide(s string) Side
  • func (s Side) IsBuy() bool
  • func (s Side) IsSell() bool
  • func (s Side) Log() string
  • func (s Side) LogPosition() string
  • func (s Side) Position() string
  • func (s Side) PositionSide() int
  • func (s Side) String() string
• type State
  • func GetState(s string) State
  • func (s State) Log() string
  • func (s State) String() string

Constants

const (
	Side_Buy     = Side(1)
	Side_Sell    = Side(-1)
	Side_DEFAULT = Side(0)
)

const (
	State_Win         = State(1)
	State_Loss        = State(-1)
	State_InTrade     = State(2)
	State_CloseTs     = State(3) // CloseTs: Max In Trade Time permitted from Entry
	State_CancelTs    = State(4) // CancelTs: Max Excursion Time permitted from Trigger
	State_CancelPrice = State(5) // CancelPrice: Max Favorable Excursion permitted from Entry
	State_NotEntry    = State(6) // NotEntry: Never reached Entry Price
	State_BrakeEven   = State(7) // BrakeEven: Never reached Brake Even Price
	State_DEFAULT     = State(0)
)

Functions

func CalcOrderPrices

func CalcOrderPrices(priceFrom, priceTo, stepPercentage, profitPercentage, stopLossPercentage float64) (pricesIn, pricesOut []float64)

func CalcOrderPricesSizes

func CalcOrderPricesSizes(priceFrom, priceTo, stepPercentage, profitPercentage, stopLossPercentage, balance, sizeStepPercentage float64, weighted, unifiedProfit bool) (pricesIn, pricesOut, sizes []float64, stopLoss float64)

func CalcOrderSizes

func CalcOrderSizes(pricesIn []float64, balance float64) (sizes []float64)

func CalcOrderSizesStep

func CalcOrderSizesStep(pricesIn []float64, balance, step float64) (sizes []float64)

func CalcOrderSizesWeighted

func CalcOrderSizesWeighted(pricesIn []float64, balance float64) (sizes []float64)

func CalcProfitAndLoss

func CalcProfitAndLoss(pricesIn, pricesOut, sizes []float64, side Side) (totalReturn float64, slice []float64)

func CalcProfitOut

func CalcProfitOut(pricesIn, sizes []float64, stopLossPercentage, balance float64) (pricesOut []float64)

func CalcStopLossOut

func CalcStopLossOut(pricesIn, sizes []float64, stopLossPercentage, balance float64) float64

func TakeProfitStoploss

func TakeProfitStoploss(entry_price, take_profit_perc, stop_loss_perc float64, side Side) (take_profit, stop_loss float64)

TakeProfitStoploss: returns take_profit and stop_loss prices

Types

type BacktestPositions

type BacktestPositions struct {
	Positions Positions `bson:"positions" json:"positions"`
}

func (BacktestPositions) Export

func (bp BacktestPositions) Export(file_path string) error

The file_path is the path to the file where the positions will be exported. The file will be deleted if it exists.

type Position

type Position struct {
	Side       int     `bson:"type" json:"type"` // 0 - Long / 1 - Short
	EntryPrice float64 `bson:"entryPrice" json:"entryPrice"`
	EntryTs    int64   `bson:"entryTS" json:"entryTS"`
	ExitTs     int64   `bson:"exitTS" json:"exitTS"`
	TakeProfit float64 `bson:"tp" json:"tp"`
	StopLoss   float64 `bson:"sl" json:"sl"`
}

type Positions

type Positions []*Position

type Side

type Side int

func GetSide

func GetSide(s string) Side

func (Side) IsBuy

func (s Side) IsBuy() bool

func (Side) IsSell

func (s Side) IsSell() bool

func (Side) Log

func (s Side) Log() string

func (Side) LogPosition

func (s Side) LogPosition() string

func (Side) Position

func (s Side) Position() string

func (Side) PositionSide

func (s Side) PositionSide() int

func (Side) String

func (s Side) String() string

type State

type State int

func GetState

func GetState(s string) State

func (State) Log

func (s State) Log() string

func (State) String

func (s State) String() string