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?

backtester/plugins/strategies/example/example-strategy.go

@@ -0,0 +1,89 @@
+package main
+
+import (
+	"github.com/thrasher-corp/gocryptotrader/backtester/data"
+	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
+	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies"
+	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/base"
+	"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
+	"github.com/thrasher-corp/gocryptotrader/backtester/funding"
+	gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
+)
+
+func main() {
+	// required for plugin system
+}
+
+// CustomStrategy the type used to define custom strategy functions
+type CustomStrategy struct {
+	base.Strategy
+}
+
+// GetStrategies is required to load the strategy or strategies into the GoCryptoTrader Backtester
+func GetStrategies() []strategies.Handler {
+	return []strategies.Handler{&CustomStrategy{}}
+}
+
+// Name returns the name of the strategy
+func (s *CustomStrategy) Name() string {
+	return "custom-strategy"
+}
+
+// Description describes the strategy
+func (s *CustomStrategy) Description() string {
+	return "this is a demonstration of loading strategies via custom plugins"
+}
+
+// SupportsSimultaneousProcessing this strategy only supports simultaneous signal processing
+func (s *CustomStrategy) SupportsSimultaneousProcessing() bool {
+	return true
+}
+
+// OnSignal handles a data event and returns what action the strategy believes should occur
+func (s *CustomStrategy) OnSignal(d data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) (signal.Event, error) {
+	return s.createSignal(d)
+}
+
+// OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility
+// in allowing a strategy to only place an order for X currency if Y currency's price is Z
+func (s *CustomStrategy) OnSimultaneousSignals(d []data.Handler, f funding.IFundingTransferer, p portfolio.Handler) ([]signal.Event, error) {
+	response := make([]signal.Event, len(d))
+	for i := range d {
+		sig, err := s.createSignal(d[i])
+		if err != nil {
+			return nil, err
+		}
+		response[i] = sig
+	}
+	return response, nil
+}
+
+func (s *CustomStrategy) createSignal(d data.Handler) (*signal.Signal, error) {
+	es, err := s.GetBaseData(d)
+	if err != nil {
+		return nil, err
+	}
+
+	sig := &signal.Signal{
+		Base:       es.Base,
+		OpenPrice:  es.OpenPrice,
+		HighPrice:  es.HighPrice,
+		LowPrice:   es.LowPrice,
+		ClosePrice: es.ClosePrice,
+		Volume:     es.Volume,
+		BuyLimit:   es.BuyLimit,
+		SellLimit:  es.SellLimit,
+		Amount:     es.Amount,
+		Direction:  gctorder.Buy,
+	}
+	sig.AppendReasonf("Signalling purchase of %s", es.Base.Pair())
+	return sig, nil
+}
+
+// SetCustomSettings can override default settings
+func (s *CustomStrategy) SetCustomSettings(map[string]interface{}) error {
+	return base.ErrCustomSettingsUnsupported
+}
+
+// SetDefaults sets default values for overridable custom settings
+func (s *CustomStrategy) SetDefaults() {}