backtest

Sep 18, 2024

Changes in this version

type Backtest

+ Logger *slog.Logger

type HTMLReport

+ Logger *slog.Logger

Sep 14, 2024

Changes in this version

+ const DefaultBacktestWorkers

+ const DefaultLastDays

+ const DefaultWriteStrategyReports

+ const HTMLReportBuilderName

+ func RegisterReportBuilder(name string, builder ReportBuilderFunc)

+ type Backtest struct

+ LastDays int

+ Names []string

+ Strategies []strategy.Strategy

+ Workers int

+ func NewBacktest(repository asset.Repository, report Report) *Backtest

+ func (b *Backtest) Run() error

+ type DataReport struct

+ Results map[string][]*DataStrategyResult

+ func NewDataReport() *DataReport

+ func (*DataReport) AssetEnd(_ string) error

+ func (*DataReport) Begin(_ []string, _ []strategy.Strategy) error

+ func (*DataReport) End() error

+ func (d *DataReport) AssetBegin(name string, strategies []strategy.Strategy) error

+ func (d *DataReport) Write(assetName string, currentStrategy strategy.Strategy, ...) error

+ type DataStrategyResult struct

+ Action strategy.Action

+ Asset string

+ Outcome float64

+ Strategy strategy.Strategy

+ Transactions []strategy.Action

+ type HTMLReport struct

+ DateFormat string

+ WriteStrategyReports bool

+ func NewHTMLReport(outputDir string) *HTMLReport

+ func (h *HTMLReport) AssetBegin(name string, strategies []strategy.Strategy) error

+ func (h *HTMLReport) AssetEnd(name string) error

+ func (h *HTMLReport) Begin(assetNames []string, _ []strategy.Strategy) error

+ func (h *HTMLReport) End() error

+ func (h *HTMLReport) Write(assetName string, currentStrategy strategy.Strategy, ...) error

+ type Report interface

+ AssetBegin func(name string, strategies []strategy.Strategy) error

+ AssetEnd func(name string) error

+ Begin func(assetNames []string, strategies []strategy.Strategy) error

+ End func() error

+ Write func(assetName string, currentStrategy strategy.Strategy, ...) error

+ func NewReport(name, config string) (Report, error)

+ type ReportBuilderFunc func(config string) (Report, error)