mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
4651af5767
* modernise: Run new gopls modernise tool against codebase
* Address shazbert's nits
* apichecker, gctcli: Simplify HTML scraping functions and improve depth limit handling
* refactor: Create minSyncInterval const and update order book limit handling for binance and binanceUS
* refactor: Various slice usage improvements and rename TODO
* tranches: Revert deleteByID changes due to performance decrease
Shazbert was a F1 driver in a past lifetime 🏎️
* tranches: Simply retrieve copy
Thanks to shazbert
* documentation: Sort contributors list by contributions
* tranches: Remove deadcode in deleteByID
90 lines
2.8 KiB
Go
90 lines
2.8 KiB
Go
package main
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import (
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"github.com/thrasher-corp/gocryptotrader/backtester/data"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/base"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
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"github.com/thrasher-corp/gocryptotrader/backtester/funding"
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gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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func main() {
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// required for plugin system
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}
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// CustomStrategy the type used to define custom strategy functions
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type CustomStrategy struct {
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base.Strategy
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}
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// GetStrategies is required to load the strategy or strategies into the GoCryptoTrader Backtester
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func GetStrategies() []strategies.Handler {
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return []strategies.Handler{&CustomStrategy{}}
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}
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// Name returns the name of the strategy
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func (s *CustomStrategy) Name() string {
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return "custom-strategy"
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}
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// Description describes the strategy
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func (s *CustomStrategy) Description() string {
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return "this is a demonstration of loading strategies via custom plugins"
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}
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// SupportsSimultaneousProcessing this strategy only supports simultaneous signal processing
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func (s *CustomStrategy) SupportsSimultaneousProcessing() bool {
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return true
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}
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// OnSignal handles a data event and returns what action the strategy believes should occur
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func (s *CustomStrategy) OnSignal(d data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) (signal.Event, error) {
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return s.createSignal(d)
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}
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// OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility
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// in allowing a strategy to only place an order for X currency if Y currency's price is Z
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func (s *CustomStrategy) OnSimultaneousSignals(d []data.Handler, _ funding.IFundingTransferer, _ portfolio.Handler) ([]signal.Event, error) {
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response := make([]signal.Event, len(d))
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for i := range d {
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sig, err := s.createSignal(d[i])
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if err != nil {
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return nil, err
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}
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response[i] = sig
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}
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return response, nil
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}
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func (s *CustomStrategy) createSignal(d data.Handler) (*signal.Signal, error) {
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es, err := s.GetBaseData(d)
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if err != nil {
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return nil, err
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}
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sig := &signal.Signal{
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Base: es.Base,
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OpenPrice: es.OpenPrice,
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HighPrice: es.HighPrice,
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LowPrice: es.LowPrice,
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ClosePrice: es.ClosePrice,
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Volume: es.Volume,
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BuyLimit: es.BuyLimit,
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SellLimit: es.SellLimit,
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Amount: es.Amount,
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Direction: gctorder.Buy,
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}
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sig.AppendReasonf("Signalling purchase of %s", es.Base.Pair())
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return sig, nil
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}
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// SetCustomSettings can override default settings
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func (s *CustomStrategy) SetCustomSettings(map[string]any) error {
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return base.ErrCustomSettingsUnsupported
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}
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// SetDefaults sets default values for overridable custom settings
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func (s *CustomStrategy) SetDefaults() {}
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