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* Added TimeInForce type and updated related files * Linter issue fix and minor coinbasepro type update * Bitrex consts update * added unit test and minor changes in bittrex * Unit tests update * Fix minor linter issues * Update TestStringToTimeInForce unit test * Exchange test template change * A different approach * fix conflict with gateio timeInForce * minor exchange template update * Minor fix to test_files template * Update order tests * Complete updating the order unit tests * Updating exchange wrapper and test template files * update kucoin and deribit wrapper to match the time in force change * minor comment update * fix time-in-force related test errors * linter issue fix * ADD_NEW_EXCHANGE documentation update * time in force constants, functions and unit tests update * shift tif policies to TimeInForce * Update time-in-force, related functions, and unit tests * fix linter issue and time-in-force processing * added a good till crossing tif value * order type fix and fix related tim-in-force entries * update time-in-force unmarshaling and unit test * consistency guideline added * fix time-in-force error in gateio * linter issue fix * update based on review comments * add unit test and fix missing issues * minor fix and added benchmark unit test * change GTT to GTC for limit * fix linter issue * added time-in-force value to place order param * fix minor issues based on review comment and move tif code to separate files * update on exchanges linked to time-in-force * resolve missing review comments * minor linter issues fix * added time-in-force handler and update timeInForce parametered endpoint * minor fixes based on review * nits fix * update based on review * linter fix * rm getTimeInForce func and minor change to time-in-force * minor change * update based on review comments * wrappers and time-in-force calling approach * minor change * update gateio string to timeInForce conversion and unit test * update exchange template * update wrapper template file * policy comments, and template files update * rename all exchange types name to Exchange * update on template files and template generation * templates and generation code and other updates * linter issue fix * added subscriptions and websocket templates * update ADD_NEW_EXCHANGE.md with recent binance functions and implementations * rename template files and update unit tests * minor template and unit test fix * rename templates and fix on unit tests * update on template files and documentation * removed unnecessary tag fix and update templates * fix Add_NEW_EXCHANGE.md doc file * formatting, comments, and error checks update on template files * rename exchange receivers to e and ex for consistency * rename unit test exchange receiver and minor updates * linter issues fix * fix deribit issue and minor style update * fix test issues caused by receiver change * raname local variables exchange declaration variables * update templates comments * update templates and related comments * renamed ex to e * update template comments * toggle WS to false to improve coverage * template comments update * added test coverage to Ws enabled and minor changes --------- Co-authored-by: Samuel Reid <43227667+cranktakular@users.noreply.github.com>
GoCryptoTrader Backtester: Engine package
This engine 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 our GoCryptoTrader Kanban board.
Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack
Engine package overview
The engine package is the most important package of the GoCryptoTrader backtester. It is the engine which combines all elements. It is responsible for the following functionality
- Loading settings from a provided config file
- Retrieving data
- Loading the data into assessable chunks
- Analysing the data via the
handleEventfunction - Looping through all data
- Outputting results into a report
A flow of the application is as follows:
Please click GoDocs chevron above to view current GoDoc information for this package
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
masterbranch.
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc