trader

module

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Versions in this module

v0

v0.2.6

Jul 18, 2026

v0.2.5

Jul 14, 2026

v0.2.4

Jul 10, 2026

v0.2.3

Jun 18, 2026

Changes in this version

+ const ErrStatMissingInstrument

+ const RateScale

+ const UnitsScale

+ var ErrTickNotFound = errors.New("tick not found")

+ func ApproximateUSDPerUnit(currency string) (float64, bool)

+ func AvgSpreadPips(spreadSum Price, spreadOpened int, inst *Instrument) float64

+ func GetIntParam(m map[string]any, key string) (int, bool, error)

+ func JournalRecordPaths(base string) (tradesPath, equityPath string)

+ func MajorInstruments() []string

+ func MustRegisterLiveStrategy(ctor LiveStrategyConstructor, names ...string)

+ func MustRegisterStrategy(ctor StrategyConstructor, names ...string)

+ func NewJSON(tradesPath, equityPath string) (*jsonJournal, error)

+ func RegisterLiveStrategy(ctor LiveStrategyConstructor, names ...string) error

+ func RegisteredLiveStrategies() []string

+ func ShortDisplayID(full string) string

type ADX

+ func (a *ADX) Period() int

type ATR

+ func (a *ATR) Price() Price

+ func (a *ATR) PriceSum() PriceSum

type Account

+ RiskFraction Rate

+ type AnalysisStatus string

+ const StatusNoTrade

+ const StatusTradeable

+ const StatusWatchlist

type BA

+ func (ba BA) Mid() Price

+ func (ba BA) Spread() Price

+ func (ba BA) Validate() error

type Backtest

+ Request *BacktestRequest

+ Result *BacktestResult

+ State *BacktestRun

+ type BacktestExecutor interface

+ Execute func(context.Context, *Backtest) error

type BacktestRequest

+ Strategy Strategy

+ TimeRange TimeRange

type BacktestResult

+ AvgLoser Money

+ AvgWinner Money

+ GrossLoss Money

+ GrossProfit Money

+ MaxDrawdown Money

+ MaxDrawdownPct Rate

+ RR Rate

+ StartBalance Money

type BollingerBands

+ func (b *BollingerBands) PercentBPrice(price Price) float64

+ func (b *BollingerBands) StdDevPrice() Price

+ func (b *BollingerBands) Warmup() int

type Broker

+ Account *Account

+ Name string

type Candle

+ func (c Candle) Validate() bool

type CandleIndicator

+ Period func() int

+ type CandleSource interface

+ Candles func(context.Context, CandleRequest) (CandleIterator, error)

+ type CandleValidationIssue struct

+ Expected int

+ Instrument string

+ Kind string

+ Message string

+ Missing int

+ Month int

+ Path string

+ Present int

+ RawPath string

+ SampleMissing []string

+ Severity string

+ Source string

+ Timeframe string

+ Year int

+ type CandleValidationReport struct

+ IncludeRaw bool

+ Issues []CandleValidationIssue

+ MonthsScanned int

+ Source string

+ Timeframe string

+ func ValidateCandleData(ctx context.Context, req CandleValidationRequest) (*CandleValidationReport, error)

+ func (r *CandleValidationReport) IssueCount() int

+ type CandleValidationRequest struct

+ End time.Time

+ IncludeRaw bool

+ Instruments []string

+ RawDir string

+ Source string

+ Start time.Time

+ Timeframe Timeframe

type ChoppinessFilter

+ func (f *ChoppinessFilter) Choppiness() float64

type ChoppinessIndex

+ func (c *ChoppinessIndex) Float64() float64

+ func (c *ChoppinessIndex) Period() int

type CloseRequest

+ func (r *CloseRequest) Validate() error

+ type CompiledBacktest struct

+ ID string

+ Request BacktestRequest

+ RunConfig RunConfig

+ func CompileBacktests(cfg *Config) ([]CompiledBacktest, error)

+ func (c CompiledBacktest) NewRun() Backtest

type D1ADXFilter

+ func (f *D1ADXFilter) ADX() float64

type D1ChoppinessFilter

+ func (f *D1ChoppinessFilter) Choppiness() float64

type EMA

+ func (e *EMA) Price() Price

+ func (e *EMA) PriceSum() PriceSum

+ type Float64Indicator interface

+ Float64 func() float64

+ type ForexAnalysis struct

+ Group string

+ Pair string

+ ResistanceHigh Price

+ ResistanceLow Price

+ SetupBias string

+ Status AnalysisStatus

+ Structure string

+ SupportHigh Price

+ SupportLow Price

+ Trend string

+ Volatility string

+ func (f ForexAnalysis) IsTradeable() bool

+ func (f ForexAnalysis) IsWatched() bool

+ func (f ForexAnalysis) MarshalJSON() ([]byte, error)

type Instrument

+ func LookupInstrument(symbol string) (Instrument, bool)

type Inventory

+ func (inv *Inventory) WantReasonFor(key Key) (WantReason, bool)

type Key

+ func (k Key) Validate() error

type LiveJournal

+ func (lj *LiveJournal) SetBotIDLookup(fn func(tradeID string) string)

type LiveStrategy

+ func GetLiveStrategy(scfg StrategyConfig) (LiveStrategy, error)

+ type LiveStrategyConstructor func(params map[string]any) (LiveStrategy, error)

+ func LookupLiveStrategy(name string) LiveStrategyConstructor

type Lot

+ func (lot *Lot) Clone() *Lot

+ func (lot *Lot) Validate() error

type LotBook

+ func (lb *LotBook) Get(id string) *Lot

+ func (lb *LotBook) Has(id string) bool

type OpenRequest

+ func (r *OpenRequest) Validate() error

type Plan

+ func (p *Plan) BuildTasks(tf Timeframe) []BuildTask

+ func (p *Plan) Empty() bool

+ func (p *Plan) TotalBuilds() int

type Position

+ LongAvgEntryPrice Price

+ LongUnits Units

+ ShortAvgEntryPrice Price

+ ShortUnits Units

+ type PriceIndicator interface

+ Price func() Price

+ type PriceSum int64

type RequestType

+ func (t RequestType) String() string

type Side

+ func (s Side) Valid() bool

type Store

+ func (s *Store) PathForMonthlyCandle(k Key) string

+ func (s *Store) RawCandlePath(k Key) (string, error)

type StrategyPlan

+ func DefaultPlan() *StrategyPlan

+ func HoldPlan(reason string) *StrategyPlan

+ func (p *StrategyPlan) Empty() bool

type Tick

+ func (t Tick) Validate() error

type Timeframe

+ const H4

+ func ParseTimeframe(s string) (Timeframe, error)

type Timestamp

+ func ParseDateTimestamp(s string) (Timestamp, error)

type Trade

+ func (t *Trade) Clone() *Trade

type TradeCommon

+ func (tc *TradeCommon) Clone() *TradeCommon

type TradeRecord

+ BotID string

+ func ReadTradesJSONL(path string) ([]TradeRecord, error)

type Trader

+ DataManager CandleSource

+ type TraderBacktestExecutor struct

+ AccountFactory func(name string, balance Money) *Account

+ BrokerFactory func() *Broker

+ DataManager CandleSource

+ func NewTraderBacktestExecutor(dm CandleSource) *TraderBacktestExecutor

+ func (e *TraderBacktestExecutor) Execute(ctx context.Context, run *Backtest) error

type Units

+ func UnitsFromFloat(f float64) Units

+ func (u Units) Float64() float64

type WantReason

+ func (wr WantReason) Valid() bool

type Wantlist

+ func (wl *Wantlist) PutKey(key Key, reason WantReason)

+ func (wl *Wantlist) Range(fn func(Key, Want) bool)

type WeeklyEMAFilter

+ func (f *WeeklyEMAFilter) EMA() float64

v0.2.1

Jun 4, 2026

Changes in this version

+ const AUD_JPY

+ const EUR_GBP

+ const EUR_JPY

+ const GBP_JPY

+ var ApproxUSDPerUnit = map[string]float64

+ var Majors = instrumentList

+ func GetStringParam(m map[string]any, key string) (string, bool, error)

+ func RunAnalysis(ctx context.Context, itr CandleIterator, analyzers []Analyzer) error

+ type ATRPercentileFilter struct

+ func NewATRPercentileFilter(atrPeriod, windowSize int, threshold float64, scale Scale6) *ATRPercentileFilter

+ func (f *ATRPercentileFilter) AllowSide(_ Side) bool

+ func (f *ATRPercentileFilter) Name() string

+ func (f *ATRPercentileFilter) Percentile() float64

+ func (f *ATRPercentileFilter) Ready() bool

+ func (f *ATRPercentileFilter) Tick(ct CandleTime)

+ func (f *ATRPercentileFilter) Trending() bool

+ type Analyzer interface

+ Name func() string

+ Stats func() []Stat

+ Update func(*CandleTime)

+ type BollingerBands struct

+ func NewBollingerBands(period int, multiplier float64, scale Scale6) *BollingerBands

+ func (b *BollingerBands) BandWidth() float64

+ func (b *BollingerBands) Lower() float64

+ func (b *BollingerBands) LowerPrice() Price

+ func (b *BollingerBands) Middle() float64

+ func (b *BollingerBands) MiddlePrice() Price

+ func (b *BollingerBands) Name() string

+ func (b *BollingerBands) PercentB(price float64) float64

+ func (b *BollingerBands) Period() int

+ func (b *BollingerBands) Ready() bool

+ func (b *BollingerBands) Reset()

+ func (b *BollingerBands) StdDev() float64

+ func (b *BollingerBands) Update(c Candle)

+ func (b *BollingerBands) Upper() float64

+ func (b *BollingerBands) UpperPrice() Price

+ type CandleIterator interface

+ CandleTime func() CandleTime

+ Close func() error

+ Err func() error

+ Next func() bool

type ChoppinessFilter

+ func (f *ChoppinessFilter) AllowSide(_ Side) bool

+ type CompositeRegimeFilter struct

+ func NewCompositeRegimeFilter(filters []RegimeFilter) *CompositeRegimeFilter

+ func (c *CompositeRegimeFilter) AllowSide(side Side) bool

+ func (c *CompositeRegimeFilter) Name() string

+ func (c *CompositeRegimeFilter) Ready() bool

+ func (c *CompositeRegimeFilter) Tick(ct CandleTime)

+ func (c *CompositeRegimeFilter) Trending() bool

+ type D1ADXFilter struct

+ func NewD1ADXFilter(period int, threshold float64, scale Scale6) *D1ADXFilter

+ func (f *D1ADXFilter) ADXValue() float64

+ func (f *D1ADXFilter) AllowSide(_ Side) bool

+ func (f *D1ADXFilter) Name() string

+ func (f *D1ADXFilter) Ready() bool

+ func (f *D1ADXFilter) Tick(ct CandleTime)

+ func (f *D1ADXFilter) Trending() bool

+ type D1ChoppinessFilter struct

+ func NewD1ChoppinessFilter(period int, threshold float64, scale Scale6) *D1ChoppinessFilter

+ func (f *D1ChoppinessFilter) AllowSide(_ Side) bool

+ func (f *D1ChoppinessFilter) Name() string

+ func (f *D1ChoppinessFilter) Ready() bool

+ func (f *D1ChoppinessFilter) Tick(ct CandleTime)

+ func (f *D1ChoppinessFilter) Trending() bool

+ func (f *D1ChoppinessFilter) Value() float64

+ type GlobalConfig struct

+ DB string

+ Data GlobalDataConfig

+ Log GlobalLogConfig

+ OANDA GlobalOANDAConfig

+ func LoadGlobalConfig(explicitPath string) (*GlobalConfig, error)

+ type GlobalDataConfig struct

+ Dir string

+ type GlobalLogConfig struct

+ File string

+ Format string

+ Level string

+ type GlobalOANDAConfig struct

+ AccountID string

+ Env string

+ Token string

type Instrument

+ func (inst *Instrument) PipValueUSD(rate float64, units int64, pips float64) float64

type LiveOpenRequest

+ Reason string

type LiveTrade

+ OpenTime time.Time

type NoopRegime

+ func (NoopRegime) AllowSide(_ Side) bool

type RegimeConfig

+ Filters []RegimeConfig

type RegimeFilter

+ AllowSide func(side Side) bool

type RootConfig

+ LogFile string

+ LogFormat string

+ OANDAAccountID string

+ OANDAEnv string

+ OANDAToken string

+ type SessionAnalyzer struct

+ func NewSessionAnalyzer(inst *Instrument) *SessionAnalyzer

+ func (a *SessionAnalyzer) Name() string

+ func (a *SessionAnalyzer) Stats() []Stat

+ func (a *SessionAnalyzer) Update(ct *CandleTime)

+ type SessionFilter struct

+ func NewSessionFilter(start, end int) *SessionFilter

+ func (f *SessionFilter) AllowSide(_ Side) bool

+ func (f *SessionFilter) Name() string

+ func (f *SessionFilter) Ready() bool

+ func (f *SessionFilter) Tick(ct CandleTime)

+ func (f *SessionFilter) Trending() bool

+ type SpreadAnalyzer struct

+ func NewSpreadAnalyzer(inst *Instrument) *SpreadAnalyzer

+ func (a *SpreadAnalyzer) Name() string

+ func (a *SpreadAnalyzer) Stats() []Stat

+ func (a *SpreadAnalyzer) Update(ct *CandleTime)

+ type Stat struct

+ Name string

+ Pips float64

+ Value string

+ type SwingAnalyzer struct

+ func NewSwingAnalyzer(inst *Instrument) *SwingAnalyzer

+ func (a *SwingAnalyzer) Name() string

+ func (a *SwingAnalyzer) Stats() []Stat

+ func (a *SwingAnalyzer) Update(ct *CandleTime)

+ type TrendAnalyzer struct

+ func NewTrendAnalyzer() *TrendAnalyzer

+ func (a *TrendAnalyzer) Name() string

+ func (a *TrendAnalyzer) Stats() []Stat

+ func (a *TrendAnalyzer) Update(ct *CandleTime)

+ type WeeklyEMAFilter struct

+ func NewWeeklyEMAFilter(period int, scale Scale6) *WeeklyEMAFilter

+ func (f *WeeklyEMAFilter) AllowSide(side Side) bool

+ func (f *WeeklyEMAFilter) EMAValue() float64

+ func (f *WeeklyEMAFilter) Name() string

+ func (f *WeeklyEMAFilter) Ready() bool

+ func (f *WeeklyEMAFilter) Tick(ct CandleTime)

+ func (f *WeeklyEMAFilter) Trending() bool

v0.2.0

May 27, 2026

Changes in this version

+ const SourceOanda

type Backtest

+ RunConfig RunConfig

type BacktestReportSummary

+ Config RunConfig

+ ConfigHash string

+ GeneratedAt string

type BacktestReportTrade

+ StopPrice float64

+ TakeProfitPrice float64

type BacktestRequest

+ ConfigHash string

type TimeRange

+ func ParseTimeRange(from, to, tf string) (TimeRange, error)

v0.1.0

May 22, 2026

Changes in this version

+ const AUD_USD

+ const CloseBrokerLiquidation

+ const CloseManual

+ const CloseStopLoss

+ const CloseTakeProfit

+ const CloseUnknown

+ const EUR_USD

+ const FillCanceled

+ const FillComplete

+ const FillFailed

+ const FillNone

+ const FillPartial

+ const GBP_USD

+ const GapMinor

+ const GapSuspicious

+ const GapWeekend

+ const HourInMS

+ const HourInSec

+ const LotCloseRequested

+ const LotClosed

+ const LotNone

+ const LotOpen

+ const LotOpenRequested

+ const MinuteInMS

+ const MinuteInSec

+ const MoneyScale

+ const NZD_USD

+ const OrderAccepted

+ const OrderCanceled

+ const OrderFilled

+ const OrderLimit

+ const OrderMarket

+ const OrderNone

+ const OrderPending

+ const OrderRejected

+ const OrderStatusNone

+ const OrderStop

+ const OrderStopLimit

+ const OrderTrailingStop

+ const PriceScale

+ const SecondInMS

+ const SourceCandles

+ const SourceDukascopy

+ const TestDataDir

+ const USD_CAD

+ const USD_CHF

+ const USD_JPY

+ var BacktestLog *slog.Logger

+ var Data *slog.Logger

+ var DefaultStrategyPlan = StrategyPlan

+ var ErrKeyNotFound = errors.New("Key not found")

+ var IndicatorLog *slog.Logger

+ var Instruments = map[string]*Instrument

+ var L *slog.Logger

+ var Replay *slog.Logger

+ var Strat *slog.Logger

+ var Version = "dev"

+ func BenchmarkSyntheticCandleGeneration(b *testing.B)

+ func BenchmarkSyntheticCandleIteration(b *testing.B)

+ func BenchmarkYearGeneration(b *testing.B)

+ func ClearEntries()

+ func Debug(msg string, args ...any)

+ func Error(msg string, args ...any)

+ func Fatal(msg string, args ...any)

+ func FormatTradeOrg(t TradeRecord) string

+ func FormatTradesOrg(trades []TradeRecord) string

+ func GenerateSyntheticYearTestData(basedir string, instrument string, year int, timeframe Timeframe) ([]string, error)

+ func GetBoolParam(m map[string]any, key string) (bool, bool, error)

+ func GetFloat64Param(m map[string]any, key string) (float64, bool, error)

+ func GetInt32Param(m map[string]any, key string) (int32, bool, error)

+ func Info(msg string, args ...any)

+ func InstrumentPositions(lb *LotBook) map[string]*Position

+ func IsForexMarketClosed(t time.Time) bool

+ func Module(name string) *slog.Logger

+ func NewCSV(tradesPath, equityPath string) (*csvJournal, error)

+ func NewDownloader() *downloader

+ func NewULID() string

+ func NormalizeInstrument(sym string) string

+ func PrintBacktest(w io.Writer, r BacktestResult)

+ func PrintSummary(w io.Writer, s BacktestReportSummary)

+ func RR(entry, stop, takeProfit float64) float64

+ func RegisterStrategy(ctor StrategyConstructor, names ...string)

+ func RegisteredStrategies() []string

+ func SetDataDir(dir string)

+ func Setup(cfg LogConfig) error

+ func StrategyBarIndex(ctx context.Context) int

+ func StrategyGapBars(ctx context.Context) int

+ func StrategyInstrument(ctx context.Context) string

+ func String(c candleTime) string

+ func SwapStore(s *Store) (restore func())

+ func TestTraderTimeoutDetection(t *testing.T)

+ func TestTraderWithDifferentSeeds(t *testing.T)

+ func TestTraderWithHighVolatilitySynthetic(t *testing.T)

+ func TestTraderWithYearOfSyntheticDaily(t *testing.T)

+ func TestTraderWithYearOfSyntheticHourly(t *testing.T)

+ func Warn(msg string, args ...any)

+ func WriteOrgIndex(w io.Writer, summaries []BacktestReportSummary)

+ func WriteOrgReport(w io.Writer, s BacktestReportSummary)

+ type ADX struct

+ func NewADX(period int, scale Scale6) *ADX

+ func (a *ADX) DX() float64

+ func (a *ADX) Float64() float64

+ func (a *ADX) MinusDI() float64

+ func (a *ADX) Name() string

+ func (a *ADX) PlusDI() float64

+ func (a *ADX) Ready() bool

+ func (a *ADX) Reset()

+ func (a *ADX) Update(c Candle)

+ func (a *ADX) Warmup() int

+ type ATR struct

+ func NewATR(period int, scale Scale6) *ATR

+ func (a *ATR) Float64() float64

+ func (a *ATR) Name() string

+ func (a *ATR) Period() int

+ func (a *ATR) Ready() bool

+ func (a *ATR) Reset()

+ func (a *ATR) Update(c Candle)

+ func (a *ATR) Warmup() int

+ type Account struct

+ Balance Money

+ Currency string

+ Equity Money

+ FreeMargin Money

+ ID string

+ Lots LotBook

+ MarginLevel Money

+ MarginUsed Money

+ Matcher CloseMatcher

+ Name string

+ RiskPct Rate

+ Trades []*Trade

+ func NewAccount(name string, deposit Money) *Account

+ func StrategyAccount(ctx context.Context) *Account

+ func (acct *Account) SizePosition(req *OpenRequest) error

+ func (act *Account) AddLot(ctx context.Context, lot *Lot) error

+ func (act *Account) CloseLot(lot *Lot, trade *Trade) error

+ func (act *Account) Print()

+ func (act *Account) QuoteToAccount(inst string, price Price) (Rate, error)

+ func (act *Account) RealizePNL(lot *Lot, trade *Trade) (Money, error)

+ func (act *Account) Resolve() error

+ func (act *Account) ResolveWithMarks(marks map[string]Price) error

+ func (act *Account) TradeMargin(units Units, price Price, inst string) (Money, error)

+ type AccountManager struct

+ func NewAccountManager() *AccountManager

+ func (am *AccountManager) Add(act *Account)

+ func (am *AccountManager) CreateAccount(name string, b int64) *Account

+ func (am *AccountManager) Get(name string) *Account

+ type Asset struct

+ Buildable bool

+ Complete bool

+ Descriptor string

+ Exists bool

+ Flags AssetFlags

+ Key Key

+ MissingInputs int

+ Path string

+ Range TimeRange

+ Reason string

+ Size int64

+ SourceAge time.Time

+ UpdatedAt time.Time

+ type AssetFlags uint32

+ const FlagDoNotDownload

+ const FlagDownloadFailed

+ const FlagKnownClosed

+ const FlagManualSkip

+ const FlagUsable

+ type BA struct

+ Ask Price

+ Bid Price

+ type Backtest struct

+ ID string

+ func GetBacktests(cfg *Config) ([]Backtest, error)

+ func (run *Backtest) BuildBacktestResult(acct *Account) *BacktestResult

+ func (run *Backtest) Summary() BacktestReportSummary

+ type BacktestReportSummary struct

+ AvgLoser float64

+ AvgSpreadPips float64

+ AvgWinner float64

+ Dataset string

+ End string

+ EndBalance float64

+ Instrument string

+ Kind string

+ Losses int

+ MaxDrawdown float64

+ MaxSpread string

+ Name string

+ NetPL float64

+ RR float64

+ Regime string

+ ReturnPct float64

+ RiskPct float64

+ Slippage string

+ SpreadFiltered int

+ Start string

+ StartBalance float64

+ Stop string

+ Strategy string

+ Timeframe string

+ TradeDetails []BacktestReportTrade

+ Trades int

+ WinRate float64

+ Wins int

+ func LoadOrgIndexSummaries(dir string) ([]BacktestReportSummary, error)

+ func NewBacktestReportSummary(r *BacktestResult) BacktestReportSummary

+ type BacktestReportTrade struct

+ ClosePrice float64

+ CloseTime string

+ ID string

+ Instrument string

+ OpenPrice float64

+ OpenTime string

+ PNL float64

+ Side string

+ Units int64

+ type BacktestRequest struct

+ DefaultStopPips Pips

+ DefaultTakePips Pips

+ Exit ExitStrategy

+ Instrument string

+ MaxSpreadPips Pips

+ Name string

+ Regime RegimeFilter

+ RiskPct Rate

+ SlippagePips Pips

+ Source string

+ StartingBalance Money

+ type BacktestResult struct

+ Balance Money

+ End Timestamp

+ Equity Money

+ Flat int

+ Losses int

+ MaxDDPct Rate

+ NetPL Money

+ ProfitFactor Rate

+ ReturnPct Rate

+ Start Timestamp

+ Trades int

+ WinRate Rate

+ Wins int

+ type BacktestRun struct

+ Lots *LotBook

+ SpreadFiltered int

+ SpreadOpened int

+ SpreadSum Price

+ Trades []*Trade

+ func (run *BacktestRun) BuildBacktestResult(acct *Account)

+ func (run *BacktestRun) GetTrades() []*Trade

+ type Broker struct

+ ID string

+ func NewBroker(name string) *Broker

+ func (b *Broker) Events() <-chan *Event

+ func (b *Broker) SubmitClose(ctx context.Context, req *CloseRequest) error

+ func (b *Broker) SubmitOpen(ctx context.Context, req *OpenRequest) (*openResult, error)

+ func (b *Broker) SubmitOrder(ctx context.Context, ord *order) (*Lot, error)

+ type BrokerInterface interface

+ Events func() <-chan *Event

+ SubmitClose func(ctx context.Context, req *CloseRequest) error

+ SubmitOpen func(ctx context.Context, req *OpenRequest) error

+ type BuildDecision struct

+ Missing []Key

+ Reason string

+ Required []Key

+ Status BuildStatus

+ type BuildKind string

+ const BuildD1

+ const BuildH1

+ const BuildM1

+ type BuildStatus int

+ const BuildBlocked

+ const BuildExistsComplete

+ const BuildReady

+ const BuildUnknown

+ type BuildTask struct

+ Inputs []Key

+ Kind BuildKind

+ type CSVTicksFeed struct

+ func NewCSVTicksFeed(path string, from, to Timestamp) (*CSVTicksFeed, error)

+ func (f *CSVTicksFeed) Close() error

+ func (f *CSVTicksFeed) Next() (Tick, bool, error)

+ type Candle struct

+ AvgSpread Price

+ Close Price

+ High Price

+ Low Price

+ MaxSpread Price

+ Open Price

+ Ticks int32

+ func (c *Candle) FullString() string

+ func (c *Candle) IsZero() bool

+ func (c *Candle) String() string

+ type CandleIndicator interface

+ Name func() string

+ Ready func() bool

+ Reset func()

+ Update func(c Candle)

+ Warmup func() int

+ type CandleRequest struct

+ Instrument string

+ Range TimeRange

+ Source string

+ Strict bool

+ func (cr CandleRequest) Key() Key

+ type CandleTime = candleTime

+ type ChandelierExit struct

+ func NewChandelierExit(atrPeriod int, multiplier float64, scale Scale6) *ChandelierExit

+ func (c *ChandelierExit) InitialStop(side Side, entry Price, candle Candle) Price

+ func (c *ChandelierExit) Name() string

+ func (c *ChandelierExit) Ready() bool

+ func (c *ChandelierExit) Tick(candle Candle)

+ func (c *ChandelierExit) UpdateStop(side Side, currentStop Price, _ Price, extreme Price, candle Candle) Price

+ type ChoppinessFilter struct

+ func NewChoppinessFilter(period int, threshold float64, scale Scale6) *ChoppinessFilter

+ func (f *ChoppinessFilter) Name() string

+ func (f *ChoppinessFilter) Ready() bool

+ func (f *ChoppinessFilter) Tick(c Candle)

+ func (f *ChoppinessFilter) Trending() bool

+ func (f *ChoppinessFilter) Value() float64

+ type ChoppinessIndex struct

+ func NewChoppinessIndex(period int, scale Scale6) *ChoppinessIndex

+ func (c *ChoppinessIndex) Name() string

+ func (c *ChoppinessIndex) Ready() bool

+ func (c *ChoppinessIndex) Reset()

+ func (c *ChoppinessIndex) Update(candle Candle)

+ func (c *ChoppinessIndex) Value() float64

+ func (c *ChoppinessIndex) Warmup() int

+ type CloseMatcher interface

+ Match func(lots []*Lot, units Units) ([]LotMatch, error)

+ type CloseRequest struct

+ CloseCause closeCause

+ type Config struct

+ Defaults RunDefaults

+ Runs []RunConfig

+ Version int

+ func LoadConfig(path string) (*Config, error)

+ type DataConfig struct

+ From string

+ Instrument string

+ Source string

+ Strict *bool

+ Timeframe string

+ To string

+ type DataKind uint8

+ const KindCandle

+ const KindTick

+ const KindUnknown

+ func (k DataKind) String() string

+ type DataManager struct

+ End time.Time

+ Instruments []string

+ Start time.Time

+ func GetDataManager() *DataManager

+ func NewDataManager(instruments []string, start, end time.Time) *DataManager

+ func (dm *DataManager) BuildWantList(ctx context.Context) (*Wantlist, error)

+ func (dm *DataManager) Candles(ctx context.Context, req CandleRequest) (candleIterator, error)

+ func (dm *DataManager) ExecuteDownloads(ctx context.Context) error

+ func (dm *DataManager) Init()

+ func (dm *DataManager) Plan(ctx context.Context) (plan *Plan, err error)

+ func (dm *DataManager) Sync(ctx context.Context, download, build bool) error

+ type EMA struct

+ func NewEMA(period int, scale Scale6) *EMA

+ func (e *EMA) Float64() float64

+ func (e *EMA) Name() string

+ func (e *EMA) Period() int

+ func (e *EMA) Ready() bool

+ func (e *EMA) Reset()

+ func (e *EMA) Update(c Candle)

+ func (e *EMA) Warmup() int

+ type EquitySnapshot struct

+ Balance Money

+ Equity Money

+ FreeMargin Money

+ MarginLevel Money

+ MarginUsed Money

+ Timestamp Timestamp

+ type Event struct

+ BrokerOrderID string

+ Cause closeCause

+ ClientOrderID string

+ Close *CloseRequest

+ Instrument string

+ Lot *Lot

+ Open *OpenRequest

+ PositionID string

+ Reason string

+ Time Timestamp

+ Trade *Trade

+ Type EventType

+ type EventType int

+ const EventAccountUpdated

+ const EventOrderAccepted

+ const EventOrderCanceled

+ const EventOrderFilled

+ const EventOrderPartiallyFilled

+ const EventOrderRejected

+ const EventPositionClosed

+ func (e EventType) String() string

+ type ExitConfig struct

+ Kind string

+ Params map[string]any

+ type ExitStrategy interface

+ InitialStop func(side Side, entry Price, c Candle) Price

+ Name func() string

+ Ready func() bool

+ Tick func(c Candle)

+ UpdateStop func(side Side, currentStop Price, entry Price, extreme Price, c Candle) Price

+ func GetExitStrategy(cfg ExitConfig, scale Scale6) (ExitStrategy, error)

+ type FIFOMatcher struct

+ func (FIFOMatcher) Match(lots []*Lot, units Units) ([]LotMatch, error)

+ type IndicatorFloat64 interface

+ Float64 func() float64

+ type IndicatorFloat64s interface

+ Float64 func() []float64

+ type IndicatorPrice interface

+ Price func() Price

+ type Instrument struct

+ BaseCurrency string

+ MarginRate Rate

+ MinimumTradeSize Units

+ Name string

+ PipLocation int

+ QuoteCurrency string

+ TradeUnitsPrecision int

+ func GetInstrument(symbol string) *Instrument

+ func (inst *Instrument) AddPips(px Price, pips Pips) Price

+ func (inst *Instrument) DukascopyPriceMultiplier() uint32

+ func (inst *Instrument) PipSize() float64

+ func (inst *Instrument) PriceDeltaFromPips(pips Pips) Price

+ func (inst *Instrument) PriceUnitsPerPip() Price

+ func (inst *Instrument) SubPips(px Price, pips Pips) Price

+ type Inventory struct

+ func BuildInventory(ctx context.Context) (*Inventory, error)

+ func NewInventory() *Inventory

+ func (inv *Inventory) Delete(key Key)

+ func (inv *Inventory) Get(key Key) (Asset, bool)

+ func (inv *Inventory) Has(key Key) bool

+ func (inv *Inventory) HasComplete(key Key) bool

+ func (inv *Inventory) Keys() []Key

+ func (inv *Inventory) Len() int

+ func (inv *Inventory) List() []Asset

+ func (inv *Inventory) MissingComplete(keys []Key) []Key

+ func (inv *Inventory) Put(a Asset)

+ func (inv *Inventory) TicksComplete(k Key) (bool, []Key)

+ func (inv *Inventory) Update(key Key, fn func(*Asset) error) error

+ type Journal interface

+ Close func() error

+ RecordEquity func(EquitySnapshot) error

+ RecordTrade func(TradeRecord) error

+ func NewSQLite(_ string) (Journal, error)

+ type Key struct

+ Day int

+ Hour int

+ Instrument string

+ Kind DataKind

+ Month int

+ Source string

+ TF Timeframe

+ Year int

+ func RequiredTickHoursForMonth(source, instrument string, year, month int) []Key

+ func (ak Key) Time() time.Time

+ func (k Key) IsHourlyTick() bool

+ func (k Key) IsMonthlyCandle() bool

+ func (k Key) Path() string

+ func (k Key) Range() TimeRange

+ type Keymap struct

+ func NewKeymap[V any]() Keymap[V]

+ func (km *Keymap[V]) Delete(key Key)

+ func (km *Keymap[V]) Get(key Key) (V, bool)

+ func (km *Keymap[V]) Has(key Key) bool

+ func (km *Keymap[V]) Keys() []Key

+ func (km *Keymap[V]) Len() int

+ func (km *Keymap[V]) List() []V

+ func (km *Keymap[V]) Put(key Key, v V)

+ func (km *Keymap[V]) Range(fn func(Key, V) bool)

+ func (km *Keymap[V]) Update(key Key, fn func(*V) error) error

+ type LinearCongruentialRandom struct

+ func NewLCRandom(seed int64) *LinearCongruentialRandom

+ func (r *LinearCongruentialRandom) NextGaussian() float64

+ func (r *LinearCongruentialRandom) NextUniform() float64

+ type LiveJournal struct

+ func NewLiveJournal(client *oanda.Client, accountID string, journal Journal, log *slog.Logger) *LiveJournal

+ func (lj *LiveJournal) Backfill(ctx context.Context, sinceID int64) error

+ func (lj *LiveJournal) LastSeenTxID() int64

+ func (lj *LiveJournal) Run(ctx context.Context) error

+ type LiveOpenRequest struct

+ RiskPct float64

+ Side string

+ StopPips float64

+ TakePips float64

+ type LivePlan struct

+ CloseIDs []string

+ Open *LiveOpenRequest

+ Reason string

+ type LivePrice struct

+ Ask float64

+ Bid float64

+ Instrument string

+ Time time.Time

+ func (p LivePrice) Mid() float64

+ type LiveStrategy interface

+ Name func() string

+ Tick func(ctx context.Context, price LivePrice, openTrades []LiveTrade) *LivePlan

+ type LiveTrade struct

+ EntryPrice float64

+ ID string

+ Instrument string

+ TicksOpen int

+ Units int64

+ UnrealizedPL float64

+ func (t LiveTrade) Side() string

+ type LogConfig struct

+ File string

+ Format string

+ Level string

+ Memory bool

+ Stdout bool

+ Syslog bool

+ type LogEntry struct

+ Attrs []slog.Attr

+ Level slog.Level

+ Message string

+ Time time.Time

+ func Entries() []LogEntry

+ type Lot struct

+ EntryPrice Price

+ EntryTime Timestamp

+ ExtremePrice Price

+ OriginalUnits Units

+ RemainingUnits Units

+ State lotState

+ type LotBook struct

+ func (lb *LotBook) Add(lot *Lot)

+ func (lb *LotBook) All() map[string]*Lot

+ func (lb *LotBook) Delete(id string)

+ func (lb *LotBook) Len() int

+ func (lb *LotBook) Range(fn func(*Lot) error) error

+ func (lb *LotBook) Slice() []*Lot

+ type LotMatch struct

+ Lot *Lot

+ Units Units

+ type Money int64

+ func MoneyFromFloat(f float64) Money

+ func TradeMargin(units Units, price Price, instrument string, quoteToAccount Rate) (Money, error)

+ func (m Money) Float64() float64

+ func (m Money) String() string

+ type NoopExit struct

+ func (NoopExit) InitialStop(_ Side, _ Price, _ Candle) Price

+ func (NoopExit) Name() string

+ func (NoopExit) Ready() bool

+ func (NoopExit) Tick(_ Candle)

+ func (NoopExit) UpdateStop(_ Side, currentStop Price, _ Price, _ Price, _ Candle) Price

+ type NoopRegime struct

+ func (NoopRegime) Name() string

+ func (NoopRegime) Ready() bool

+ func (NoopRegime) Tick(_ Candle)

+ func (NoopRegime) Trending() bool

+ type OpenOrders struct

+ Orders map[string]*order

+ func (o *OpenOrders) Add(od *order)

+ func (o *OpenOrders) Get(id string) *order

+ type OpenRequest struct

+ func NewOpenRequest(instr string, c *CandleTime, side Side, stop Price, take Price, reason string) *OpenRequest

+ type OrderRequest struct

+ Instrument string

+ Units Units

+ type Pips int32

+ func PipsFromFloat(v float64) Pips

+ func (p Pips) Float64() float64

+ type Plan struct

+ BlockedD1 []BuildDecision

+ BlockedH1 []BuildDecision

+ BlockedM1 []BuildDecision

+ BuildD1 []BuildTask

+ BuildH1 []BuildTask

+ BuildM1 []BuildTask

+ Download []Key

+ func (p Plan) Log()

+ type Position struct

+ AvgEntryPrice Price

+ Instrument string

+ MarginUsed Money

+ NetUnits Units

+ UnrealizedPL Money

+ type Price int32

+ func PriceFromFloat(f float64) Price

+ func (p Price) Float64() float64

+ func (p Price) String() string

+ type Rate int64

+ func RateFromFloat(f float64) Rate

+ func (r Rate) Float64() float64

+ func (r Rate) String() string

+ type RawTick struct

+ Ask Price

+ AskVol float32

+ Bid Price

+ BidVol float32

+ func (ms RawTick) FloorToHour() timemilli

+ func (ms RawTick) FloorToMinute() timemilli

+ func (ms RawTick) Sec() Timestamp

+ func (t RawTick) Mid() Price

+ func (t RawTick) Minute() timemilli

+ func (t RawTick) Spread() Price

+ func (t RawTick) TimeMS() int64

+ type RegimeConfig struct

+ Kind string

+ Params map[string]any

+ type RegimeFilter interface

+ Name func() string

+ Ready func() bool

+ Tick func(c Candle)

+ Trending func() bool

+ func GetRegimeFilter(cfg RegimeConfig, scale Scale6) (RegimeFilter, error)

+ type Request struct

+ Candle Candle

+ Reason string

+ type RequestType uint8

+ const RequestClose

+ const RequestLimitOpen

+ const RequestMarketOpen

+ const RequestNone

+ type RootConfig struct

+ ConfigPath string

+ DBPath string

+ DataDir string

+ GlobalPath string

+ LogLevel string

+ NoColor bool

+ ReportPath string

+ type RunConfig struct

+ Data DataConfig

+ Exit ExitConfig

+ Name string

+ Regime RegimeConfig

+ Strategy StrategyConfig

+ type RunDefaults struct

+ AccountCCY string

+ MaxSpreadPips float64

+ RR float64

+ RiskPct float64

+ Scale int64

+ SlippagePips float64

+ Source string

+ StartingBalance float64

+ StopPips int32

+ Strict bool

+ TakePips int32

+ Units int32

+ type Scale6 int32

+ type Scale7 int64

+ type Side int

+ const Long

+ const Short

+ func (s Side) String() string

+ type Store struct

+ func GetStore() *Store

+ func NewStoreAt(basedir string) *Store

+ func (s *Store) IsUsableTickFile(k Key) bool

+ func (s *Store) OpenTickIterator(key Key) (iterator[RawTick], error)

+ func (s *Store) PathForAsset(k Key) string

+ func (s *Store) RelDir(key Key) string

+ func (s *Store) SaveFile(key Key, r io.ReadCloser) (path string, err error)

+ func (s *Store) WriteCSV(cs *candleSet) error

+ func (s *Store) WriteMonthlyCandles(source, instrument string, tf Timeframe, monthStart time.Time, ...) error

+ func (s Store) Delete(k Key) error

+ func (s Store) Exists(key Key) (bool, error)

+ func (store *Store) ReadCSV(key Key) (cs *candleSet, err error)

+ type Strategy interface

+ Name func() string

+ Ready func() bool

+ Reset func()

+ StopDescription func() string

+ Update func(context.Context, *CandleTime, *Backtest) *StrategyPlan

+ func GetStrategy(scfg StrategyConfig) (Strategy, error)

+ type StrategyBaseConfig struct

+ Instrument string

+ type StrategyConfig struct

+ Kind string

+ Params map[string]any

+ type StrategyConstructor func(params map[string]any) (Strategy, error)

+ func LookupStrategy(name string) StrategyConstructor

+ type StrategyPlan struct

+ Cancel []string

+ Closes []*CloseRequest

+ Opens []*OpenRequest

+ Reason string

+ type SyntheticCandleConfig struct

+ Instrument string

+ Seed int64

+ StartPrice Price

+ TicksPerBar int32

+ Timeframe Timeframe

+ Trend float64

+ Volatility float64

+ func DefaultSyntheticConfig(instrument string) SyntheticCandleConfig

+ func (cfg SyntheticCandleConfig) GenerateSyntheticMonthlyCandles(year int, month time.Month) (*candleSet, error)

+ func (cfg SyntheticCandleConfig) GenerateSyntheticYearlyAndWrite(store *Store, year int) ([]string, error)

+ func (cfg SyntheticCandleConfig) GenerateSyntheticYearlyCandles(year int) ([]*candleSet, error)

+ type Tick struct

+ Instrument string

+ Timestamp Timestamp

+ func (t Tick) Mid() Price

+ func (t Tick) Spread() Price

+ type TimeRange struct

+ End Timestamp

+ Start Timestamp

+ TF Timeframe

+ func (r TimeRange) Contains(ts Timestamp) bool

+ func (r TimeRange) Covers(other TimeRange) bool

+ func (r TimeRange) MonthsInRange() []yearMonth

+ func (r TimeRange) Overlaps(other TimeRange) bool

+ func (r TimeRange) String() string

+ func (r TimeRange) Valid() bool

+ type Timeframe int64

+ const D1

+ const H1

+ const M1

+ const TF0

+ const Ticks

+ func (tf Timeframe) String() string

+ type Timestamp int64

+ func FromString(s string) Timestamp

+ func FromTime(t time.Time) Timestamp

+ func (s Timestamp) FloorToHour() Timestamp

+ func (s Timestamp) FloorToMinute() Timestamp

+ func (s Timestamp) MS() timemilli

+ func (t Timestamp) Add(d time.Duration) Timestamp

+ func (t Timestamp) After(ts Timestamp) bool

+ func (t Timestamp) Before(ts Timestamp) bool

+ func (t Timestamp) Int64() int64

+ func (t Timestamp) IsZero() bool

+ func (t Timestamp) Milli() timemilli

+ func (t Timestamp) String() string

+ func (t Timestamp) Time() time.Time

+ type Trade struct

+ CloseCause closeCause

+ EntryPrice Price

+ EntryTime Timestamp

+ ExitPrice Price

+ ExitTime Timestamp

+ PNL Money

+ type TradeCommon struct

+ ID string

+ Instrument string

+ Stop Price

+ Take Price

+ type TradeHistory struct

+ func NewTradeHistory(inst string) *TradeHistory

+ type TradeRecord struct

+ CloseTime Timestamp

+ EntryPrice Price

+ ExitPrice Price

+ Instrument string

+ OpenTime Timestamp

+ RealizedPL Money

+ Reason string

+ TradeID string

+ Units Units

+ type Trader struct

+ func (t *Trader) Backtest(ctx context.Context, run *Backtest) error

+ type Units int64

+ func (u Units) Int64() int64

+ func (u Units) String() string

+ type Want struct

+ type WantReason string

+ const WantIncomplete

+ const WantMissing

+ const WantStale

+ type Wantlist struct

+ func NewWantlist() *Wantlist

+ func (wl *Wantlist) Delete(key Key)

+ func (wl *Wantlist) Get(key Key) (Want, bool)

+ func (wl *Wantlist) Has(key Key) bool

+ func (wl *Wantlist) Keys() []Key

+ func (wl *Wantlist) Len() int

+ func (wl *Wantlist) List() []Want

+ func (wl *Wantlist) Put(w Want)

+ func (wl *Wantlist) Update(key Key, fn func(*Want) error) error

+ type WorkState struct

+ func NewWorkState() *WorkState

+ func (ws *WorkState) ClearBuild(k Key)

+ func (ws *WorkState) ClearDownload(k Key)

+ func (ws *WorkState) IsBuildQueuedOrActive(k Key) bool

+ func (ws *WorkState) IsDownloadQueuedOrActive(k Key) bool

+ func (ws *WorkState) MarkBuild(k Key)

+ func (ws *WorkState) MarkDownload(k Key)

v0.0.1

Sep 4, 2026

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