Files
gocryptotrader/backtester/backtest
Scott 6eaa2e4073 Backtester: USD tracking (#818)
* Initial concept for creating price tracking pairs

* Completes coverage, even with a slow test

* I dont know what point to hook this stuff up

* Bit of a broken way of handling tracking pairs

* Correctly calculates USD rates against all currencies

* Removes dependency on GCT config

* Failed currency statistics redesign

* initial Update chart to use highcharts

* Minor changes to stats

* Creats funding stats to handle the stat calculations. Needs more work

* tracks USD snapshots and BREAKS THINGS FURTHER

* Fixed!

* Adds ratio calculations and such, but its WRONG. do it at totals level dummy

* End of day basic lint

* Remaining lints

* USD totals statistics

* Minor panic fixes

* Printing of funding stats, but its bad

* Properly calculates overall benchmark, moves funding stat output

* Adds some template charge, removes duplicate fields

* New charts!

* Darkcharts. funding protection when disabled

* Now works with usd tracking/funding disabled!

* Attempting to only show working stats based on settings.

* Spruces up the goose/reporting

* Completes report HTML rendering

* lint and test fixes

* funding statistics testing

* slightly more test coverage

* Test coverage

* Initial documentation

* Fixes tests

* Database testing and rendering improvements and breakages

* report and cmd rendering, linting. fix comma output. rm gct cfg

* PR mode 🎉 Path field, config builder support,testing,linting,docs

* minor calculation improvement

* Secret lint that did not show up locally

* Disable USD tracking for example configs

* ShazNitNoScope

* Forgotten errors

* ""

* literally Logarithmically logically renders the date 👀

* Fixes typos, fixes parallel test, fixes chart gui and exporting
2021-11-08 12:10:15 +11:00
..
2021-11-08 12:10:15 +11:00

GoCryptoTrader Backtester: Backtest package

Build Status Software License GoDoc Coverage Status Go Report Card

This backtest 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.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Backtest package overview

The backtest 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 handleEvent function
  • Looping through all data
  • Outputting results into a report

A flow of the application is as follows: workflow

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 master branch.

Donations

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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