backtesting

Documentation

Index

• type BacktestEngine
  • func NewCommonAlgoFirstCacheDLLBacktestEngine(data []model.DataPoint, adaptorType string, ...) BacktestEngine
• type CommonAlgoFirstCacheDLLBacktestEngine
  • func (be *CommonAlgoFirstCacheDLLBacktestEngine) AddAlgorithm(algo algorithm.TradingAlgorithm)
  • func (be *CommonAlgoFirstCacheDLLBacktestEngine) AddAllAlgorithm(algos gr_variable.GrChannel[algorithm.TradingAlgorithm])
  • func (be *CommonAlgoFirstCacheDLLBacktestEngine) GetPerformanceManager() backtesting_performance.PerformanceManager
  • func (be *CommonAlgoFirstCacheDLLBacktestEngine) Run(ctx context.Context)

Types

type BacktestEngine

type BacktestEngine interface {
	AddAlgorithm(algo algorithm.TradingAlgorithm)                            // Adds a single algorithm to the engine
	AddAllAlgorithm(algos gr_variable.GrChannel[algorithm.TradingAlgorithm]) // Adds multiple algorithms to the engine
	Run(ctx context.Context)                                                 // Runs the backtest using the set algorithms and data
	GetPerformanceManager() backtesting_performance.PerformanceManager
}

func NewCommonAlgoFirstCacheDLLBacktestEngine

func NewCommonAlgoFirstCacheDLLBacktestEngine(data []model.DataPoint, adaptorType string, objectMap map[string]indicator_adaptor.IndicatorAdaptorCache, pc model.PerformanceConstraints, generator algoutil.AlgoGenerator) BacktestEngine

type CommonAlgoFirstCacheDLLBacktestEngine

type CommonAlgoFirstCacheDLLBacktestEngine struct {
	HistoricalData                     []model.DataPoint
	AdaptorType                        string
	Length                             int
	Algorithms                         gr_variable.ReadOnlyGrChannel[algorithm.TradingAlgorithm]
	UniqueAdapterNameToObjectMap       map[string]indicator_adaptor.IndicatorAdaptorCache
	AlgorithmsIterationsSummaryDetails backtesting_performance.AlgorithmsIterationsSummaryDetails
	// contains filtered or unexported fields
}

func (*CommonAlgoFirstCacheDLLBacktestEngine) AddAlgorithm

func (be *CommonAlgoFirstCacheDLLBacktestEngine) AddAlgorithm(algo algorithm.TradingAlgorithm)

func (*CommonAlgoFirstCacheDLLBacktestEngine) AddAllAlgorithm

func (be *CommonAlgoFirstCacheDLLBacktestEngine) AddAllAlgorithm(algos gr_variable.GrChannel[algorithm.TradingAlgorithm])

func (*CommonAlgoFirstCacheDLLBacktestEngine) GetPerformanceManager

func (be *CommonAlgoFirstCacheDLLBacktestEngine) GetPerformanceManager() backtesting_performance.PerformanceManager

func (*CommonAlgoFirstCacheDLLBacktestEngine) Run

func (be *CommonAlgoFirstCacheDLLBacktestEngine) Run(ctx context.Context)