backtesting_performance

type AlgorithmIterationsSummaryDetails struct {
	AlgorithmIden                *algorithm.AlgorithmIdentifier
	MaxIteration                 int
	IndecisivePositions          int
	DecisivePositions            int
	IterationToSummaryDetailsDLL *utils.DoublyLinkedList[*IterationSummaryDetails]
}

type AlgorithmSummaryTradingPositionDetails struct {
	AlgorithmIden     *algorithm.AlgorithmIdentifier
	OpenPositions     *utils.DoublyLinkedList[*SummaryTradingPosition]
	OpenBuyPositions  *utils.DoublyLinkedList[*SummaryTradingPosition]
	OpenSellPositions *utils.DoublyLinkedList[*SummaryTradingPosition]
	ClosedPositions   *utils.DoublyLinkedList[*ClosedSummaryTradingPosition]
	// contains filtered or unexported fields
}

type AlgorithmsIterationsSummaryDetails interface {
	AddAlgorithmIterationSummaryDetails(iterationSummaryDetails *AlgorithmIterationsSummaryDetails)
	ApplyConstraints()
	GetAllAlgorithmsName(ctx context.Context) []algorithm.AlgorithmName
	PrintAndSave(ctx context.Context)
	CleanUp()
}

type AlgorithmsIterationsSummaryDllAsyncDetailsImpl struct {
	Pc model.PerformanceConstraints

	AlgorithmIterationsSummaryDll *utils.DoublyLinkedList[*AlgorithmIterationsSummaryDetails]

	AlgorithmIterationsSummary map[string]*AlgorithmIterationsSummaryDetails

	ProcessedAlgorithmNames []algorithm.AlgorithmName
	ProcessedAlgorithmCount int
	TotalConsidered         int
	FiltrationTrigger       int
	// contains filtered or unexported fields
}

type AlgorithmsIterationsSummaryProcessorImpl struct {
	Pc model.PerformanceConstraints

	AlgorithmIterationsSummaryDll *utils.DoublyLinkedList[*AlgorithmIterationsSummaryDetails]

	ProcessedAlgorithmNames []algorithm.AlgorithmName
	ProcessedAlgorithmCount int
	TotalConsidered         int
	// contains filtered or unexported fields
}

type ApplyConstraintsResult int

type ClosedSummaryTradingPosition struct {
	EntryPoint       *model.DataPoint
	ExitPoint        *model.DataPoint
	Signal           model.StockAction
	TotalIterations  int
	Profit           float64
	ProfitPercentage float64
}

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

type IterationSummaryDetails struct {
	IterationNumber         int
	Trades                  int
	Wins                    int
	Loses                   int
	TotalProfitPercentage   float64
	AverageProfitPercentage float64
	MaxProfitPercentage     float64
	MinProfitPercentage     float64
	WinRate                 float64
	LossRate                float64
}

type PerformanceManager interface {
	RecordPerformance(ctx context.Context, algoName string, signal *model.TradingSignal, dataPoint model.DataPoint)
	GetAlgorithmsIterationSummaryDetails(pc model.PerformanceConstraints) AlgorithmsIterationsSummaryDetails
}

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

type SummaryTradingPosition struct {
	EntryPoint      *model.DataPoint
	Signal          model.StockAction
	IterationNumber int
}