simulator

Documentation

Overview

Package simulator implements various trading / investment strategies.

Index

• type BuySellIntraday
  • func (s BuySellIntraday) ExecuteTicker(ctx context.Context, lp experiments.LogProfits, xactions bool) strategyResult
• type Simulator
  • func (e *Simulator) AddValue(ctx context.Context, k, v string) error
  • func (e *Simulator) Prefix(s string) string
  • func (e *Simulator) Run(ctx context.Context, cfg config.ExperimentConfig) error
• type Strategy

Types

type BuySellIntraday

type BuySellIntraday struct {
	// contains filtered or unexported fields
}

BuySellIntraday is a configurable day trading strategy.

func (BuySellIntraday) ExecuteTicker

func (s BuySellIntraday) ExecuteTicker(ctx context.Context, lp experiments.LogProfits, xactions bool) strategyResult

type Simulator

type Simulator struct {
	// contains filtered or unexported fields
}

func (*Simulator) AddValue

func (e *Simulator) AddValue(ctx context.Context, k, v string) error

func (*Simulator) Prefix

func (e *Simulator) Prefix(s string) string

func (*Simulator) Run

func (e *Simulator) Run(ctx context.Context, cfg config.ExperimentConfig) error

type Strategy

type Strategy interface {
	// Concurrency-safe strategy execution for a single ticker. A zero result
	// means the strategy didn't apply, no transactions were executed. When
	// "xactions" is true, the list of transactions is generated in the result.
	ExecuteTicker(ctx context.Context, lp experiments.LogProfits, xactions bool) strategyResult
}

Strategy API.