backtest

package

v1.1.0 Latest Latest Go to latest Published: Jun 20, 2025 License: GPL-3.0 Imports: 11 Imported by: 1

Details

Valid go.mod file
Redistributable license
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Stable version
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Repository

github.com/cryptellation/backtests

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Documentation ¶

Index ¶

Variables
type Backtest
- func New(params Parameters, callbacks runtime.Callbacks) (Backtest, error)
type CurrentCandlestick
type Mode
type Parameters
- func (params *Parameters) EmptyFieldsToDefault() *Parameters
- func (params Parameters) Validate() error

Constants ¶

This section is empty.

Variables ¶

View Source

var (
	// ErrTickSubscriptionAlreadyExists is the error for a tick subscription already existing.
	ErrTickSubscriptionAlreadyExists = errors.New("tick subscription already exists")
	// ErrInvalidExchange is the error for an invalid exchange.
	ErrInvalidExchange = errors.New("invalid exchange")
	// ErrNoDataForOrderValidation is the error for no data for order validation.
	ErrNoDataForOrderValidation = errors.New("no data for order validation")
	// ErrStartAfterEnd is the error for starting after ending.
	ErrStartAfterEnd = errors.New("start after end")
	// ErrInvalidPricePeriod is the error for an invalid price period.
	ErrInvalidPricePeriod = errors.New("invalid price period")
)

View Source

var (
	// ErrInvalidMode is returned when the mode is invalid.
	ErrInvalidMode = errors.New("invalid mode")
)

Functions ¶

This section is empty.

Types ¶

type Backtest ¶

type Backtest struct {
	ID                  uuid.UUID                  `json:"id"`
	StartTime           time.Time                  `json:"start_time"`
	EndTime             time.Time                  `json:"end_time"`
	Mode                Mode                       `json:"mode"`
	PricePeriod         period.Symbol              `json:"price_period"`
	CurrentCandlestick  CurrentCandlestick         `json:"current_candlestick"`
	Accounts            map[string]account.Account `json:"accounts"`
	PricesSubscriptions []tick.Subscription        `json:"tick_subscriptions"`
	Orders              []order.Order              `json:"orders"`
	Callbacks           runtime.Callbacks          `json:"callbacks"`
}

Backtest is the struct for a backtest.

func New ¶

func New(params Parameters, callbacks runtime.Callbacks) (Backtest, error)

New creates a new backtest.

func (*Backtest) AddOrder ¶

func (bt *Backtest) AddOrder(ord order.Order, cs candlestick.Candlestick) error

AddOrder adds an order to the backtest.

func (*Backtest) Advance ¶

func (bt *Backtest) Advance() (done bool, err error)

Advance advances the backtest to the next candlestick.

func (*Backtest) CreateTickSubscription ¶

func (bt *Backtest) CreateTickSubscription(exchange string, pair string) (tick.Subscription, error)

CreateTickSubscription creates a new tick subscription for the backtest.

func (Backtest) CurrentTime ¶

func (bt Backtest) CurrentTime() string

CurrentTime returns the current time of the backtest.

func (Backtest) Done ¶

func (bt Backtest) Done() bool

Done returns true if the backtest is done.

func (Backtest) MarshalBinary ¶

func (bt Backtest) MarshalBinary() ([]byte, error)

MarshalBinary marshals a backtest to binary data.

func (*Backtest) SetCurrentTime ¶

func (bt *Backtest) SetCurrentTime(ts time.Time)

SetCurrentTime sets the current time of the backtest.

func (*Backtest) UnmarshalBinary ¶

func (bt *Backtest) UnmarshalBinary(data []byte) error

UnmarshalBinary unmarshals a backtest from binary data.

type CurrentCandlestick ¶

type CurrentCandlestick struct {
	Time  time.Time
	Price candlestick.PriceType
}

CurrentCandlestick represent the current price based on candlestick step.

type Mode ¶

type Mode string

Mode is the mode of the backtest.

const (
	// ModeIsFullOHLC is the mode where the backtest uses full OHLC data.
	ModeIsFullOHLC Mode = "full_ohlc"
	// ModeIsCloseOHLC is the mode where the backtest uses close OHLC data.
	ModeIsCloseOHLC Mode = "close_ohlc"
)

func (Mode) Opt ¶

func (m Mode) Opt() *Mode

Opt will return a pointer to the mode.

func (Mode) String ¶

func (m Mode) String() string

String will return the string representation of the mode.

func (Mode) Validate ¶

func (m Mode) Validate() error

Validate will validate the mode.

type Parameters ¶

type Parameters struct {
	Accounts    map[string]account.Account
	StartTime   time.Time
	EndTime     *time.Time
	Mode        *Mode
	PricePeriod *period.Symbol
}

Parameters is the struct for the backtest parameters.

func (*Parameters) EmptyFieldsToDefault ¶

func (params *Parameters) EmptyFieldsToDefault() *Parameters

EmptyFieldsToDefault sets empty fields to default values.

func (Parameters) Validate ¶

func (params Parameters) Validate() error

Validate validates the backtest parameters.

Source Files ¶

View all Source files

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