internal

type BarEvent interface {
	DataEvent
	Open() float64
	High() float64
	Low() float64
	Close() float64
	AdjClose() float64
	Volume() int64
}

type BarEventFromCSVFileData struct {
	Data
	FileDir string
}

type BuyAndHoldStrategy struct {
}

type Casher interface {
	SetInitialCash(float64)
	InitialCash() float64
	SetCash(float64)
	Cash() float64
}

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

type DataEvent interface {
	Event
	LatestPrice() float64
}

type DataHandler interface {
	DataLoader
	DataStreamer
}

type DataLoader interface {
	Load([]string) error
}

type DataStreamer interface {
	Next() (DataEvent, bool)
	Stream() []DataEvent
	History() []DataEvent
	Latest(string) DataEvent
	List(string) []DataEvent
}

type Directioner interface {
	SetDirection(string)
	Direction() string
}

type Event interface {
	Timestamp() time.Time
	Symbol() string
}

type EventTracker interface {
	TrackEvent(Event)
	Events() []Event
}

type Exchange struct {
	Symbol      string
	ExchangeFee float64
}

type ExecutionHandler interface {
	ExecuteOrder(OrderEvent, DataHandler) (FillEvent, error)
}

type FillEvent interface {
	Event
	Directioner
	Qtyer
	IsFill() bool
	Price() float64
	Commission() float64
	ExchangeFee() float64
	Cost() float64
	Value() float64
	NetValue() float64
}

type Investor interface {
	IsInvested(string) (position, bool)
	IsLong(string) (position, bool)
	IsShort(string) (position, bool)
}

type Limiter interface {
	SetLimit(float64)
	Limit() float64
}

type OnFiller interface {
	OnFill(FillEvent, DataHandler) (FillEvent, error)
}

type OnSignaler interface {
	OnSignal(SignalEvent, DataHandler) (OrderEvent, error)
}

type OrderEvent interface {
	Event
	Directioner
	Qtyer
	IsOrder() bool
}

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

type PortfolioHandler interface {
	OnSignaler
	OnFiller
	Investor
	Updater
	Casher
	Valuer
}

type Qtyer interface {
	SetQty(int64)
	Qty() int64
}

type Risk struct {
}

type RiskHandler interface {
	EvaluateOrder(OrderEvent, DataEvent, map[string]position) (OrderEvent, error)
}

type SignalEvent interface {
	Event
	Directioner
	IsSignal() bool
}

type SimpleStrategy struct {
}

type Size struct {
	DefaultSize  int64
	DefaultValue float64
}

type SizeHandler interface {
	SizeOrder(OrderEvent, DataEvent, PortfolioHandler) (OrderEvent, error)
}

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

type StatisticHandler interface {
	EventTracker
	TransactionTracker
	StatisticPrinter
	Update(DataEvent, PortfolioHandler)
}

type StatisticPrinter interface {
	PrintResult()
}

type StrategyHandler interface {
	CalculateSignal(DataEvent, DataHandler, PortfolioHandler) (SignalEvent, error)
}

type TickEvent interface {
	DataEvent
	Bid() float64
	Ask() float64
}

type TransactionTracker interface {
	TrackTransaction(FillEvent)
	Transactions() []FillEvent
}

type Updater interface {
	Update(DataEvent)
}

type Valuer interface {
	Value() float64
}