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* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
63 lines
4.4 KiB
Markdown
63 lines
4.4 KiB
Markdown
# GoCryptoTrader Backtester: Strategyexamples 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/config/strategyexamples)
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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 strategyexamples 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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## Strategyexamples package overview
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### Current Config Examples
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| Config | Description |
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| --- | ------ |
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| dca-api-candles.strat | A simple dollar cost average strategy which makes a purchase on every candle |
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| dca-api-candles-multiple-currencies.strat| The same DCA strategy, but applied to multiple currencies |
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| dca-api-candles-simultaneous-processing.strat | The same DCA strategy, but uses simultaneous signal processing |
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| dca-api-candles-exchange-level-funding.strat| The same DCA strategy, but utilises simultaneous signal processing and a shared pool of funding against multiple currencies |
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| dca-api-trades.strat| The same DCA strategy, but sources its candle data from trades |
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| dca-candles-live.strat| The same DCA strategy, but utilises live data instead of old data |
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| dca-csv-candles.strat | The same DCA strategy, but uses a CSV to source candle data |
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| dca-database-candles.strat | The same DCA strategy, but uses a database to retrieve candle data |
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| rsi-api-candles.strat | Runs a strategy using rsi figures to make buy or sell orders based on market figures |
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| t2b2-api-candles-exchange-funding.strat | Runs a more complex strategy using simultaneous signal processing, exchange level funding and MFI values to make buy or sell signals based on the two strongest and weakest MFI values |
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| binance-cash-and-carry.strat | Executes a cash and carry trade on Binance, buying BTC-USD while shorting the long dated futures contract. Is not currently implemented |
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| binance-live-cash-and-carry.strat | Executes a cash and carry trade on Binance using realtime 15 second candles, buying BTC-USD while shorting the long dated futures contract. Is not currently implemented |
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### Want to make your own configs?
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Use the provided config builder under `/backtester/config/configbuilder` or modify tests under `/backtester/config/config_test.go` to generates strategy files quickly
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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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