mirror of
https://github.com/d0zingcat/gocryptotrader.git
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backtester: custom strategy plugins (#989)
* Adds custom strategy * docs and structure * docs * rn * Documents plugins, adds custom strat config * mini fixes. Fleshes strategy test * docgen * Updates plugins to allow for multiple strategies to be loaded * docs * docs regen * fix doc accuracy * why did I add the word custom?
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backtester/plugins/strategies/example/README.md
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backtester/plugins/strategies/example/README.md
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# GoCryptoTrader Backtester: Example package
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<img src="/backtester/common/backtester.png?raw=true" width="350px" height="350px" hspace="70">
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[](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml)
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[](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
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[](https://godoc.org/github.com/thrasher-corp/gocryptotrader/backtester/plugins/strategies/example)
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[](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
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[](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
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This example package is part of the GoCryptoTrader codebase.
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## This is still in active development
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You can track ideas, planned features and what's in progress on this Trello board: [https://trello.com/b/ZAhMhpOy/gocryptotrader](https://trello.com/b/ZAhMhpOy/gocryptotrader).
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Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
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## Example package overview
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This is a custom strategy for the GoCryptoTrader Backtester. It is a simple example of a strategy that trades a pair of assets and is used to highlight how strategies can be loaded from external sources.
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### Designing a strategy
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- File must contain `main` package.
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- Custom strategy plugins must adhere to the strategy.Handler interface. See the [strategy.Handler interface documentation](./backtester/eventhandlers/strategies/README.md) for more information.
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- Must contain function `func GetStrategies() []strategy.Handler` to return a slice of implemented `strategy.Handler`.
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- If only using one custom strategy, can simply `return []strategy.Handler{&customStrategy{}}`.
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### Building
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See [here](./backtester/plugins/README.md) for details on how to build the plugin file.
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### Running
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Plugins can only be loaded via Linux, macOS and WSL. Windows itself is not supported.
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To run this strategy you will need to use the following flags when running the GoCryptoTrader Backtester:
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```bash
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./backtester -strategypluginpath="path/to/strategy/example.so"
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```
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To run this specific example strategy, use:
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```bash
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./backtester --strategypluginpath="./plugins/strategies/example/example.so"
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```
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Upon startup, the GoCryptoTrader Backtester will load the strategy and run it for all events.
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### Please click GoDocs chevron above to view current GoDoc information for this package
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## Contribution
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Please feel free to submit any pull requests or suggest any desired features to be added.
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When submitting a PR, please abide by our coding guidelines:
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+ Code must adhere to the official Go [formatting](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
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+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
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+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/doc/coding_style.md).
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+ Pull requests need to be based on and opened against the `master` branch.
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## Donations
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<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
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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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***bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc***
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89
backtester/plugins/strategies/example/example-strategy.go
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backtester/plugins/strategies/example/example-strategy.go
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package main
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import (
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"github.com/thrasher-corp/gocryptotrader/backtester/data"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/base"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
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"github.com/thrasher-corp/gocryptotrader/backtester/funding"
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gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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func main() {
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// required for plugin system
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}
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// CustomStrategy the type used to define custom strategy functions
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type CustomStrategy struct {
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base.Strategy
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}
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// GetStrategies is required to load the strategy or strategies into the GoCryptoTrader Backtester
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func GetStrategies() []strategies.Handler {
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return []strategies.Handler{&CustomStrategy{}}
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}
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// Name returns the name of the strategy
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func (s *CustomStrategy) Name() string {
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return "custom-strategy"
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}
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// Description describes the strategy
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func (s *CustomStrategy) Description() string {
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return "this is a demonstration of loading strategies via custom plugins"
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}
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// SupportsSimultaneousProcessing this strategy only supports simultaneous signal processing
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func (s *CustomStrategy) SupportsSimultaneousProcessing() bool {
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return true
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}
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// OnSignal handles a data event and returns what action the strategy believes should occur
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func (s *CustomStrategy) OnSignal(d data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) (signal.Event, error) {
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return s.createSignal(d)
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}
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// OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility
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// in allowing a strategy to only place an order for X currency if Y currency's price is Z
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func (s *CustomStrategy) OnSimultaneousSignals(d []data.Handler, f funding.IFundingTransferer, p portfolio.Handler) ([]signal.Event, error) {
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response := make([]signal.Event, len(d))
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for i := range d {
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sig, err := s.createSignal(d[i])
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if err != nil {
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return nil, err
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}
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response[i] = sig
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}
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return response, nil
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}
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func (s *CustomStrategy) createSignal(d data.Handler) (*signal.Signal, error) {
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es, err := s.GetBaseData(d)
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if err != nil {
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return nil, err
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}
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sig := &signal.Signal{
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Base: es.Base,
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OpenPrice: es.OpenPrice,
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HighPrice: es.HighPrice,
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LowPrice: es.LowPrice,
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ClosePrice: es.ClosePrice,
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Volume: es.Volume,
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BuyLimit: es.BuyLimit,
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SellLimit: es.SellLimit,
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Amount: es.Amount,
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Direction: gctorder.Buy,
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}
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sig.AppendReasonf("Signalling purchase of %s", es.Base.Pair())
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return sig, nil
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}
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// SetCustomSettings can override default settings
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func (s *CustomStrategy) SetCustomSettings(map[string]interface{}) error {
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return base.ErrCustomSettingsUnsupported
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}
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// SetDefaults sets default values for overridable custom settings
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func (s *CustomStrategy) SetDefaults() {}
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