mirror of
https://github.com/lukewilson2002/autotrader.git
synced 2025-06-15 08:23:51 +00:00
First plot
This commit is contained in:
parent
48313cde01
commit
1110144cea
1
.gitignore
vendored
1
.gitignore
vendored
@ -22,3 +22,4 @@ go.work
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# Other
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# Other
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.DS_Store
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.DS_Store
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*.html
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@ -2,10 +2,14 @@ package autotrader
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import (
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import (
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"errors"
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"errors"
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"fmt"
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"log"
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"log"
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"os"
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"strconv"
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"strconv"
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"time"
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"time"
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"github.com/go-echarts/go-echarts/v2/charts"
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"github.com/go-echarts/go-echarts/v2/opts"
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"golang.org/x/exp/rand"
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"golang.org/x/exp/rand"
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)
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)
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@ -26,11 +30,55 @@ func Backtest(trader *Trader) {
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log.Println("Backtest complete.")
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log.Println("Backtest complete.")
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log.Println("Stats:")
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log.Println("Stats:")
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log.Println(trader.Stats().String())
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log.Println(trader.Stats().String())
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chart := charts.NewLine()
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chart.SetGlobalOptions(charts.WithTitleOpts(opts.Title{
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Title: "Backtest",
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Subtitle: fmt.Sprintf("%s %s %T", trader.Symbol, trader.Frequency, trader.Strategy),
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}))
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chart.SetXAxis(seriesStringArray(trader.Stats().Dates())).
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AddSeries("Equity", lineDataFromSeries(trader.Stats().Series("Equity")))
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// Draw the chart to a file.
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f, err := os.Create("backtest.html")
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if err != nil {
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panic(err)
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}
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chart.Render(f)
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f.Close()
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// Open the chart in the default browser.
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if err := Open("backtest.html"); err != nil {
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panic(err)
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}
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default:
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default:
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log.Fatalf("Backtesting is only supported with a TestBroker. Got %T", broker)
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log.Fatalf("Backtesting is only supported with a TestBroker. Got %T", broker)
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}
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}
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}
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}
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func lineDataFromSeries(s Series) []opts.LineData {
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data := make([]opts.LineData, s.Len())
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for i := 0; i < s.Len(); i++ {
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data[i] = opts.LineData{Value: s.Value(i)}
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}
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return data
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}
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func seriesStringArray(s Series) []string {
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data := make([]string, s.Len())
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for i := 0; i < s.Len(); i++ {
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switch val := s.Value(i).(type) {
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case time.Time:
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data[i] = val.Format(time.DateTime)
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case string:
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data[i] = fmt.Sprintf("%q", val)
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default:
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data[i] = fmt.Sprintf("%v", val)
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}
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}
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return data
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}
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// TestBroker is a broker that can be used for testing. It implements the Broker interface and fulfills orders
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// TestBroker is a broker that can be used for testing. It implements the Broker interface and fulfills orders
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//
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//
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// Signals:
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// Signals:
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1
go.mod
1
go.mod
@ -9,6 +9,7 @@ require (
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)
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)
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require (
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require (
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github.com/go-echarts/go-echarts/v2 v2.2.6 // indirect
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github.com/google/go-cmp v0.5.8 // indirect
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github.com/google/go-cmp v0.5.8 // indirect
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github.com/guptarohit/asciigraph v0.5.1 // indirect
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github.com/guptarohit/asciigraph v0.5.1 // indirect
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github.com/mattn/go-runewidth v0.0.7 // indirect
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github.com/mattn/go-runewidth v0.0.7 // indirect
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5
go.sum
5
go.sum
@ -48,6 +48,7 @@ github.com/census-instrumentation/opencensus-proto v0.2.1/go.mod h1:f6KPmirojxKA
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github.com/chzyer/logex v1.1.10/go.mod h1:+Ywpsq7O8HXn0nuIou7OrIPyXbp3wmkHB+jjWRnGsAI=
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github.com/chzyer/logex v1.1.10/go.mod h1:+Ywpsq7O8HXn0nuIou7OrIPyXbp3wmkHB+jjWRnGsAI=
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github.com/chzyer/readline v0.0.0-20180603132655-2972be24d48e/go.mod h1:nSuG5e5PlCu98SY8svDHJxuZscDgtXS6KTTbou5AhLI=
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github.com/chzyer/readline v0.0.0-20180603132655-2972be24d48e/go.mod h1:nSuG5e5PlCu98SY8svDHJxuZscDgtXS6KTTbou5AhLI=
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github.com/chzyer/test v0.0.0-20180213035817-a1ea475d72b1/go.mod h1:Q3SI9o4m/ZMnBNeIyt5eFwwo7qiLfzFZmjNmxjkiQlU=
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github.com/chzyer/test v0.0.0-20180213035817-a1ea475d72b1/go.mod h1:Q3SI9o4m/ZMnBNeIyt5eFwwo7qiLfzFZmjNmxjkiQlU=
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github.com/cinar/indicator v1.2.24/go.mod h1:5eX8f1PG9g3RKSoHsoQxKd8bIN97Cf/gbgxXjihROpI=
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github.com/client9/misspell v0.3.4/go.mod h1:qj6jICC3Q7zFZvVWo7KLAzC3yx5G7kyvSDkc90ppPyw=
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github.com/client9/misspell v0.3.4/go.mod h1:qj6jICC3Q7zFZvVWo7KLAzC3yx5G7kyvSDkc90ppPyw=
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github.com/cncf/udpa/go v0.0.0-20191209042840-269d4d468f6f/go.mod h1:M8M6+tZqaGXZJjfX53e64911xZQV5JYwmTeXPW+k8Sc=
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github.com/cncf/udpa/go v0.0.0-20191209042840-269d4d468f6f/go.mod h1:M8M6+tZqaGXZJjfX53e64911xZQV5JYwmTeXPW+k8Sc=
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github.com/cnkei/gospline v0.0.0-20191204072713-842a72f86331/go.mod h1:DXXGDL64/wxXgBSgmGMEL0vYC0tdvpgNhkJrvavhqDM=
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github.com/cnkei/gospline v0.0.0-20191204072713-842a72f86331/go.mod h1:DXXGDL64/wxXgBSgmGMEL0vYC0tdvpgNhkJrvavhqDM=
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@ -72,6 +73,8 @@ github.com/fsnotify/fsnotify v1.4.7/go.mod h1:jwhsz4b93w/PPRr/qN1Yymfu8t87LnFCMo
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github.com/gliderlabs/ssh v0.1.1/go.mod h1:U7qILu1NlMHj9FlMhZLlkCdDnU1DBEAqr0aevW3Awn0=
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github.com/gliderlabs/ssh v0.1.1/go.mod h1:U7qILu1NlMHj9FlMhZLlkCdDnU1DBEAqr0aevW3Awn0=
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github.com/go-co-op/gocron v1.26.0 h1:dbX2xdy8tRE2o02PYhtYmK8WCBL8j7tVn/qgETBLL1g=
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github.com/go-co-op/gocron v1.26.0 h1:dbX2xdy8tRE2o02PYhtYmK8WCBL8j7tVn/qgETBLL1g=
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github.com/go-co-op/gocron v1.26.0/go.mod h1:JHrQDY4iE1HZPkgTyoccY4xtDgLbrUwL+xODIbEQdnc=
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github.com/go-co-op/gocron v1.26.0/go.mod h1:JHrQDY4iE1HZPkgTyoccY4xtDgLbrUwL+xODIbEQdnc=
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github.com/go-echarts/go-echarts/v2 v2.2.6 h1:Gg4SXDxFwi/KzRvBuH6ed89b6bqP4F7ysANDdWiziBY=
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github.com/go-echarts/go-echarts/v2 v2.2.6/go.mod h1:IN5P8jIRZKENmAJf2lHXBzv8U9YwdVnY9urdzGkEDA0=
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github.com/go-gl/glfw v0.0.0-20190409004039-e6da0acd62b1/go.mod h1:vR7hzQXu2zJy9AVAgeJqvqgH9Q5CA+iKCZ2gyEVpxRU=
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github.com/go-gl/glfw v0.0.0-20190409004039-e6da0acd62b1/go.mod h1:vR7hzQXu2zJy9AVAgeJqvqgH9Q5CA+iKCZ2gyEVpxRU=
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github.com/go-gl/glfw/v3.3/glfw v0.0.0-20191125211704-12ad95a8df72/go.mod h1:tQ2UAYgL5IevRw8kRxooKSPJfGvJ9fJQFa0TUsXzTg8=
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github.com/go-gl/glfw/v3.3/glfw v0.0.0-20191125211704-12ad95a8df72/go.mod h1:tQ2UAYgL5IevRw8kRxooKSPJfGvJ9fJQFa0TUsXzTg8=
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github.com/go-gl/glfw/v3.3/glfw v0.0.0-20200222043503-6f7a984d4dc4/go.mod h1:tQ2UAYgL5IevRw8kRxooKSPJfGvJ9fJQFa0TUsXzTg8=
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github.com/go-gl/glfw/v3.3/glfw v0.0.0-20200222043503-6f7a984d4dc4/go.mod h1:tQ2UAYgL5IevRw8kRxooKSPJfGvJ9fJQFa0TUsXzTg8=
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@ -224,6 +227,7 @@ github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXf
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github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
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github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
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github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
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github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
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github.com/stretchr/testify v1.5.1/go.mod h1:5W2xD1RspED5o8YsWQXVCued0rvSQ+mT+I5cxcmMvtA=
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github.com/stretchr/testify v1.5.1/go.mod h1:5W2xD1RspED5o8YsWQXVCued0rvSQ+mT+I5cxcmMvtA=
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github.com/stretchr/testify v1.6.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
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github.com/stretchr/testify v1.8.2 h1:+h33VjcLVPDHtOdpUCuF+7gSuG3yGIftsP1YvFihtJ8=
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github.com/stretchr/testify v1.8.2 h1:+h33VjcLVPDHtOdpUCuF+7gSuG3yGIftsP1YvFihtJ8=
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github.com/tarm/serial v0.0.0-20180830185346-98f6abe2eb07/go.mod h1:kDXzergiv9cbyO7IOYJZWg1U88JhDg3PB6klq9Hg2pA=
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github.com/tarm/serial v0.0.0-20180830185346-98f6abe2eb07/go.mod h1:kDXzergiv9cbyO7IOYJZWg1U88JhDg3PB6klq9Hg2pA=
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github.com/tealeg/xlsx/v3 v3.0.0/go.mod h1:fSua0Owrk9yAMAFGZI7piq5UL2BcubuQuLNOEhr3X80=
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github.com/tealeg/xlsx/v3 v3.0.0/go.mod h1:fSua0Owrk9yAMAFGZI7piq5UL2BcubuQuLNOEhr3X80=
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@ -470,6 +474,7 @@ gopkg.in/yaml.v2 v2.0.0-20170712054546-1be3d31502d6/go.mod h1:JAlM8MvJe8wmxCU4Bl
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gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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gopkg.in/yaml.v2 v2.2.1/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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gopkg.in/yaml.v2 v2.3.0/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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gopkg.in/yaml.v2 v2.3.0/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
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gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
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gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
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gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
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gotest.tools v2.2.0+incompatible/go.mod h1:DsYFclhRJ6vuDpmuTbkuFWG+y2sxOXAzmJt81HFBacw=
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gotest.tools v2.2.0+incompatible/go.mod h1:DsYFclhRJ6vuDpmuTbkuFWG+y2sxOXAzmJt81HFBacw=
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grpc.go4.org v0.0.0-20170609214715-11d0a25b4919/go.mod h1:77eQGdRu53HpSqPFJFmuJdjuHRquDANNeA4x7B8WQ9o=
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grpc.go4.org v0.0.0-20170609214715-11d0a25b4919/go.mod h1:77eQGdRu53HpSqPFJFmuJdjuHRquDANNeA4x7B8WQ9o=
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21
utils.go
21
utils.go
@ -1,6 +1,9 @@
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package autotrader
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package autotrader
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import (
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import (
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"os/exec"
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"runtime"
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"golang.org/x/exp/constraints"
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"golang.org/x/exp/constraints"
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)
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)
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@ -46,3 +49,21 @@ func LeverageToMargin(leverage float64) float64 {
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func MarginToLeverage(margin float64) float64 {
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func MarginToLeverage(margin float64) float64 {
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return 1 / margin
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return 1 / margin
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}
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}
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// Open opens the specified URL in the default browser of the user.
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func Open(url string) error {
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var cmd string
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var args []string
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switch runtime.GOOS {
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case "windows":
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cmd = "cmd"
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args = []string{"/c", "start"}
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case "darwin":
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cmd = "open"
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default: // "linux", "freebsd", "openbsd", "netbsd"
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cmd = "xdg-open"
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}
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args = append(args, url)
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return exec.Command(cmd, args...).Start()
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}
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