README
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GoCryptoTrader Backtester: Backtest package
This backtest 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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Backtest package overview
The backtest package is the most important package of the GoCryptoTrader backtester. It is the engine which combines all elements. It is responsible for the following functionality
- Loading settings from a provided config file
- Retrieving data
- Loading the data into assessable chunks
- Analysing the data via the
handleEventfunction - Looping through all data
- Outputting results into a report
A flow of the application is as follows:
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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
masterbranch.
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
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Documentation
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Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type BackTest ¶
type BackTest struct {
Datas data.Holder
Strategy strategies.Handler
Portfolio portfolio.Handler
Exchange exchange.ExecutionHandler
Statistic statistics.Handler
EventQueue eventholder.EventHolder
Reports report.Handler
Funding funding.IFundingManager
// contains filtered or unexported fields
}
BackTest is the main holder of all backtesting functionality
func NewFromConfig ¶
NewFromConfig takes a strategy config and configures a backtester variable to run
func (*BackTest) Run ¶
Run will iterate over loaded data events save them and then handle the event based on its type
Source Files