ec271e5422
* 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>
GoCryptoTrader Backtester: Eventtypes package
This eventtypes 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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Eventtypes overview
Event types are created after retrieving candle data. An individual candle is turned into a data event which is sent to the strategy for analysis. The event is then sent to the portfolio manager to determine whether there is appropriate funding, adequate risk and proper order sizing before raising an order event. The order event is taken to the exchange handler which will place the order and create a fill event. The fill event is used to update the portfolios individual holdings for analysis and decision making.
Below is an overview of how events are used
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
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