main file

Author: ceddybi

BTCUSDT.json

@@ -0,0 +1,41 @@
+{
+    "date": 1583637418739,
+    "marketData": [
+        {
+            "price": "8000",
+            "time": "1583291820000"
+        },
+        {
+            "price": "8100",
+            "time": "1583291880000"
+        },
+        {
+            "price": "8200",
+            "time": "1583291940000"
+        },
+        {
+            "price": "7900",
+            "time": "1583292000000"
+        },
+        {
+            "price": "7800",
+            "time": "1583292000000"
+        },
+        {
+            "price": "7700",
+            "time": "1583292000000"
+        },
+        {
+            "price": "8000",
+            "time": "1583292060000"
+        },
+        {
+            "price": "8100",
+            "time": "1583292060000"
+        },
+        {
+            "price": "8200",
+            "time": "1583292060000"
+        }
+    ]
+}

main.go

@@ -0,0 +1,32 @@
+package main
+
+import (
+	"fmt"
+)
+
+func main() {
+
+	const demoTargetPrice = 8000
+
+	backtestArgs := Backtest{
+		marketData: []BarData{},
+		option: BackTestOptions{
+			capital: 1000,
+			debug:   true,
+		},
+		strategy: Strategy{
+			analysePosition: func(args AnalysePositionArgs) {
+
+			},
+			onMarketTick: func(args OnMarketTickArgs) {
+				if args.bar.close > demoTargetPrice {
+					args.enterPosition("BUY")
+				}
+			},
+		},
+	}
+
+	results = baregone.backtest(backtestArgs)
+
+	fmt.Printf(results.String())
+}

strategy.go

@@ -32,7 +32,3 @@ type Strategy struct {
 	analysePosition AnalysePosition
 	onMarketTick    OnMarketTick
 }
-
-// func (BackTestParams backtest) runStrategy() BacktestContext {
-
-// }