mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-16 23:16:48 +00:00

Files

Scott 1461cba363 backtester: standalone application (#988 )

* Ramshackle early leads to GRPC backtester

* Adds GRPC server, default config generation

* Partial support for GRPC backtester config

* Update to use Buf, merge fixes

* Full config for GRPC

* Adds new commands, causes big panic

* Fixes panics

* Setup for the future

* Docs update

* test

* grpc tests

* Fix merge issues. Lint and test

* minor fixes after rebase

* Docs, formatting and main fixes

* Change buf owner

* shazNits

* test-123

* rpc fixes

* string fixes

* Removes --singlerun flag and just relies on --singlerunstrategypath

* fixes test

* initial post merge compatability fixes

* this actually all seems to work? unexpected

* adds pluginpath to config

* rm unused func. add gitignore

* rm unused func. add gitignore

* lintle

* tITLE cASE lOG fIX,rm auth package, gitignore, tmpdir fix

* buf updates + gen. go mod tidy

* x2

* Update default port, update error text

2022-09-08 16:22:30 +10:00

api

backtester: shared exchange level funding, decimal implementation (#783 )

2021-09-27 16:01:23 +10:00

csv

backtester: Futures handling & FTX Cash and Carry example strategy (#930 )

2022-06-30 15:43:41 +10:00

database

backtester: standalone application (#988 )

2022-09-08 16:22:30 +10:00

live

backtester: shared exchange level funding, decimal implementation (#783 )

2021-09-27 16:01:23 +10:00

kline_test.go

backtester: Futures handling & FTX Cash and Carry example strategy (#930 )

2022-06-30 15:43:41 +10:00

kline_types.go

backtester: Futures handling & FTX Cash and Carry example strategy (#930 )

2022-06-30 15:43:41 +10:00

kline.go

backtester: standalone application (#988 )

2022-09-08 16:22:30 +10:00

README.md

CI: Add support for GitHub actions (#680 )

2021-05-06 14:35:05 +10:00

README.md

GoCryptoTrader Backtester: Kline package

This kline 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

Kline package overview

When loading data for the kline, it can come from two sources: candles or trades. In the config they are represented as common.CandleStr or common.TradeStr respectively.

Candle data represents the opening, closing, highest, lowest prices of a given timespan (interval) along with the volume (amount traded) during that same period. You can read more about candles here. This data is utilised throughout the GoCryptoTrader Backtester in order to make informed strategic decisions.

Trade data represents the raw trading data on an exchange. Every buy or sell action for the given currency. When trading data is used for the GoCryptoTrader Backtester, it is converted into candle data at the interval you specify. This allows for custom candle intervals not provided by an exchange's API and thus has a greater amount of flexibility in backtesting strategies.

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:

bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc