Done some initial work

trader.go

@@ -0,0 +1,110 @@
+package autotrader
+
+import (
+	"fmt"
+	"log"
+	"os"
+	"strconv"
+	"strings"
+	"time"
+
+	"github.com/go-co-op/gocron"
+	df "github.com/rocketlaunchr/dataframe-go"
+)
+
+// Trader acts as the primary interface to the broker and strategy. To the strategy, it provides all the information
+// about the current state of the market and the portfolio. To the broker, it provides the orders to be executed and
+// requests for the current state of the portfolio.
+type Trader struct {
+	Broker        Broker
+	Strategy      Strategy
+	Symbol        string
+	Frequency     string
+	CandlesToKeep int
+	Log           *log.Logger
+
+	data  *df.DataFrame
+	sched *gocron.Scheduler
+	idx   int
+}
+
+func (t *Trader) Data() *df.DataFrame {
+	return t.data
+}
+
+// Run starts the trader. This is a blocking call.
+func (t *Trader) Run() {
+	t.sched = gocron.NewScheduler(time.UTC)
+	capitalizedFreq := strings.ToUpper(t.Frequency)
+	if strings.HasPrefix(capitalizedFreq, "S") {
+		seconds, err := strconv.Atoi(t.Frequency[1:])
+		if err != nil {
+			panic(err)
+		}
+		t.sched.Every(seconds).Seconds()
+	} else if strings.HasPrefix(capitalizedFreq, "M") {
+		minutes, err := strconv.Atoi(t.Frequency[1:])
+		if err != nil {
+			panic(err)
+		}
+		t.sched.Every(minutes).Minutes()
+	} else if strings.HasPrefix(capitalizedFreq, "H") {
+		hours, err := strconv.Atoi(t.Frequency[1:])
+		if err != nil {
+			panic(err)
+		}
+		t.sched.Every(hours).Hours()
+	} else {
+		switch capitalizedFreq {
+		case "D":
+			t.sched.Every(1).Day()
+		case "W":
+			t.sched.Every(1).Day()
+		case "M":
+			t.sched.Every(1).Day()
+		default:
+			panic(fmt.Sprintf("invalid frequency: %s", t.Frequency))
+		}
+	}
+	t.sched.Do(t.Tick) // Set the function to be run when the interval repeats.
+	t.sched.StartBlocking()
+}
+
+// Tick updates the current state of the market and runs the strategy.
+func (t *Trader) Tick() {
+	if t.idx == 0 {
+		t.Strategy.Init(t)
+	}
+	t.fetchData()
+	t.Strategy.Next(t)
+	t.Log.Println("Tick")
+}
+
+func (t *Trader) fetchData() {
+	var err error
+	t.data, err = t.Broker.Candles(t.Symbol, t.Frequency, t.CandlesToKeep)
+	if err != nil {
+		panic(err) // TODO: implement safe shutdown procedure
+	}
+}
+
+type TraderConfig struct {
+	Broker        Broker
+	Strategy      Strategy
+	Symbol        string
+	Frequency     string
+	CandlesToKeep int
+}
+
+// NewTrader initializes a new Trader which can be used for live trading or backtesting.
+func NewTrader(config TraderConfig) *Trader {
+	logger := log.New(os.Stdout, "autotrader: ", log.LstdFlags|log.Lshortfile)
+	return &Trader{
+		Broker:        config.Broker,
+		Strategy:      config.Strategy,
+		Symbol:        config.Symbol,
+		Frequency:     config.Frequency,
+		CandlesToKeep: config.CandlesToKeep,
+		Log:           logger,
+	}
+}