backtest

package

v0.7.0 Latest Latest Go to latest Published: Dec 1, 2023 License: Apache-2.0 Imports: 14 Imported by: 0

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Valid go.mod file
Redistributable license
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Stable version
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Repository

github.com/penny-vault/pv-api

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Documentation ¶

Index ¶

Variables
type Backtest
- func New(ctx context.Context, shortcode string, params map[string]json.RawMessage, ...) (*Backtest, error)
- func (b *Backtest) Save(ctx context.Context, userID string, permanent bool)

Constants ¶

This section is empty.

Variables ¶

View Source

var (
	ErrStrategyNotFound = errors.New("strategy not found")
)

Functions ¶

This section is empty.

Types ¶

type Backtest ¶

type Backtest struct {
	PortfolioModel *portfolio.Model
	Performance    *portfolio.Performance
}

func New ¶

func New(ctx context.Context, shortcode string, params map[string]json.RawMessage, benchmark *data.Security, startDate time.Time, endDate time.Time) (*Backtest, error)

func (*Backtest) Save ¶

func (b *Backtest) Save(ctx context.Context, userID string, permanent bool)

Save the backtest to the Database

Source Files ¶

View all Source files

strategy.go

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