Documentation
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Index ¶
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type Analysis ¶
type Analysis interface {
Analyze(*trading.TradingRecord) float64
}
Analysis is an interface that describes a methodology for taking a trading.TradingRecord as input, and giving back some float value that describes it's performance with respect to that methodology.
type AverageProfitAnalysis ¶
type AverageProfitAnalysis struct{}
AverageProfitAnalysis returns the average profit for the trading record. Average profit is represented as the total profit divided by the number of trades executed.
func (AverageProfitAnalysis) Analyze ¶
func (apa AverageProfitAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze returns the average profit of the trading record
type BuyAndHoldAnalysis ¶
type BuyAndHoldAnalysis struct {
TimeSeries *series.TimeSeries
StartingMoney float64
}
BuyAndHoldAnalysis returns the profit based on a hypothetical where a purchase order was made on the first period available and held until the date on the last trade of the trading record. It's useful for comparing the performance of your strategy against a simple long position.
func (BuyAndHoldAnalysis) Analyze ¶
func (baha BuyAndHoldAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze returns the profit based on a simple buy and hold strategy
type LogTradesAnalysis ¶
LogTradesAnalysis is a wrapper around an io.Writer, which logs every trade executed to that writer
func (LogTradesAnalysis) Analyze ¶
func (lta LogTradesAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze logs trades to provided io.Writer
type NumTradesAnalysis ¶
type NumTradesAnalysis string
NumTradesAnalysis analyzes the trading record for the number of trades executed
func (NumTradesAnalysis) Analyze ¶
func (nta NumTradesAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze analyzes the trading record for the number of trades executed
type PercentGainAnalysis ¶
type PercentGainAnalysis struct{}
PercentGainAnalysis analyzes the trading record for the percentage profit gained relative to start
func (PercentGainAnalysis) Analyze ¶
func (pga PercentGainAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze analyzes the trading record for the percentage profit gained relative to start
type PeriodProfitAnalysis ¶
PeriodProfitAnalysis analyzes the trading record for the average profit based on the time period provided. i.e., if the trading record spans a year of trading, and PeriodProfitAnalysis wraps one month, Analyze will return the total profit for the whole time period divided by 12.
func (PeriodProfitAnalysis) Analyze ¶
func (ppa PeriodProfitAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze returns the average profit for the trading record based on the given duration
type ProfitableTradesAnalysis ¶
type ProfitableTradesAnalysis struct{}
ProfitableTradesAnalysis analyzes the trading record for the number of profitable trades
func (ProfitableTradesAnalysis) Analyze ¶
func (pta ProfitableTradesAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze returns the number of profitable trades in a trading record
type TotalProfitAnalysis ¶
type TotalProfitAnalysis struct{}
TotalProfitAnalysis analyzes the trading record for total profit.
func (TotalProfitAnalysis) Analyze ¶
func (tps TotalProfitAnalysis) Analyze(record *trading.TradingRecord) float64
Analyze analyzes the trading record for total profit.
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