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Published: May 23, 2022 License: MIT Imports: 5 Imported by: 0

README

GoCryptoTrader Backtester: Base package

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This base package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

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Base package overview

The strategy base file has basic implementations of the strategies.Handler interface. Add any functions that can be used across all strategies here.

Please click GoDocs chevron above to view current GoDoc information for this package

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 master branch.

Donations

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Documentation

Index

Constants

This section is empty.

Variables

View Source
var (
	// ErrCustomSettingsUnsupported used when custom settings are found in the start config when they shouldn't be
	ErrCustomSettingsUnsupported = errors.New("custom settings not supported")
	// ErrSimultaneousProcessingNotSupported used when strategy does not support simultaneous processing
	// but start config is set to use it
	ErrSimultaneousProcessingNotSupported = errors.New("does not support simultaneous processing and could not be loaded")
	// ErrStrategyNotFound used when strategy specified in start config does not exist
	ErrStrategyNotFound = errors.New("not found. Please ensure the strategy-settings field 'name' is spelled properly in your .start config")
	// ErrInvalidCustomSettings used when bad custom settings are found in the start config
	ErrInvalidCustomSettings = errors.New("invalid custom settings in config")
	// ErrTooMuchBadData used when there is too much missing data
	ErrTooMuchBadData = errors.New("backtesting cannot continue as there is too much invalid data. Please review your dataset")
)

Functions

This section is empty.

Types

type Strategy

type Strategy struct {
	// contains filtered or unexported fields
}

Strategy is base implementation of the Handler interface

func (*Strategy) GetBaseData

func (s *Strategy) GetBaseData(d data.Handler) (signal.Signal, error)

GetBaseData returns the non-interface version of the Handler

func (*Strategy) SetExchangeLevelFunding

func (s *Strategy) SetExchangeLevelFunding(b bool)

SetExchangeLevelFunding sets whether funding is based on currency pairs or individual currencies at the exchange level

func (*Strategy) SetSimultaneousProcessing

func (s *Strategy) SetSimultaneousProcessing(b bool)

SetSimultaneousProcessing sets whether multiple currencies can be assessed in one go

func (*Strategy) UsingExchangeLevelFunding

func (s *Strategy) UsingExchangeLevelFunding() bool

UsingExchangeLevelFunding returns whether funding is based on currency pairs or individual currencies at the exchange level

func (*Strategy) UsingSimultaneousProcessing

func (s *Strategy) UsingSimultaneousProcessing() bool

UsingSimultaneousProcessing returns whether multiple currencies can be assessed in one go

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