Files
gocryptotrader/backtester/eventtypes/signal
TonyWang ec271e5422 Backtester: Add buy and sell limit for strategies (#658)
* add buy and sell limit to signal event

* add buy limit and sell limit

* add test case

* add verify limit before order

* fix sell max && min bugs

* add equal when sell & buy limit comparison && add received to buy & sell limit testcase

* fix bugs in description of SetSellLimit

* remote backtester\eventhandlers\exchange\exchange.go:115: unnecessary trailing newline (whitespace)

* add timeout=10m to golangci-lint

* add timeout=10m to .golangci.yml

* Revert "remote backtester\eventhandlers\exchange\exchange.go:115: unnecessary trailing newline (whitespace)"

This reverts commit 5f7f34903eb9d11a83d3643141a26388c8364a67.

* Revert "add timeout=10m to .golangci.yml"

This reverts commit c83fa972b58327b8de7af3c8fc1d7c19f537838f.

* Revert "add timeout=10m to golangci-lint"

This reverts commit a9da40e91af05d4bb3eee52a61106686c03f9ff4.

* trailing whitespace && revert timeout for linter ci

* add check when buy & sell limit is 0 && passed test cases in size_test

* fix bugs when buy & sell min & max limit is zero && pass testcase TestExecuteOrder

* check MaximumSize if zero or not && add test cases TestExecuteOrderBuySellSizeLimit

* clean logs

* add update buy sell limit in exchange && update testcase

* fix bugs when max is zero calculateBuySize && add testcase TestMaximumBuySizeEqualZero

* fix bugs when max is zero calculateSellSize && add testcase TestMaximumSellSizeEqualZero

Co-authored-by: Tony Wang <tonywang.data@gmail.com>
2021-04-28 14:43:21 +10:00
..

GoCryptoTrader Backtester: Signal package

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This signal package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.

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Signal package overview

The signal event is created as a result of a data event being analysed via a strategy. Typically, there are three types of signal that should be expected buy, sell and donothing. An example of this is demonstrated in the RSI strategy. However, other signals can be raised such as MissingData. The signal event will contain data such as price, the direction as well as the reasoning for the signal decision with the GetWhy() function

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Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

  • Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
  • Code must be documented adhering to the official Go commentary guidelines.
  • Code must adhere to our coding style.
  • Pull requests need to be based on and opened against the master branch.

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