luke/autotrader
1
0
Fork 0
mirror of https://github.com/lukewilson2002/autotrader.git synced 2025-08-03 05:29:32 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fixed so many IndexedSeries bugs...

Browse Source
This commit is contained in:
Luke I. Wilson
2023-05-24 11:24:10 -05:00
parent c0de28664e
commit 46fd55ab8d
17 changed files with 345 additions and 2981 deletions
Download Patch File Download Diff File Expand all files Collapse all files

17
trader.go
View File

@@ -23,12 +23,12 @@ type Trader struct {
Log *log.Logger
EOF bool
data *Frame
data *IndexedFrame[UnixTime]
sched *gocron.Scheduler
stats *TraderStats
}
func (t *Trader) Data() *Frame {
func (t *Trader) Data() *IndexedFrame[UnixTime] {
return t.data
}
@@ -107,13 +107,12 @@ func (t *Trader) Init() {
// Tick updates the current state of the market and runs the strategy.
func (t *Trader) Tick() {
t.fetchData() // Fetch the latest candlesticks from the broker.
// t.Log.Println(t.data.Close(-1))
t.fetchData() // Fetch the latest candlesticks from the broker.
t.Strategy.Next(t) // Run the strategy.
// Update the stats.
err := t.stats.Dated.PushValues(map[string]any{
"Date": t.data.Date(-1),
"Date": t.data.Date(-1).Time(),
"Equity": t.Broker.NAV(),
"Profit": t.Broker.PL(),
"Drawdown": func() float64 {
@@ -164,14 +163,14 @@ func (t *Trader) fetchData() {
func (t *Trader) Buy(units float64) {
t.closeOrdersAndPositions()
t.Log.Printf("Buy %f units", units)
t.Log.Printf("Buy %v units", units)
t.Broker.Order(Market, t.Symbol, units, 0, 0, 0)
t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, TradeStat{units, false})
}
func (t *Trader) Sell(units float64) {
t.closeOrdersAndPositions()
t.Log.Printf("Sell %f units", units)
t.Log.Printf("Sell %v units", units)
t.Broker.Order(Market, t.Symbol, -units, 0, 0, 0)
t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, TradeStat{-units, false})
}
@@ -179,13 +178,13 @@ func (t *Trader) Sell(units float64) {
func (t *Trader) closeOrdersAndPositions() {
for _, order := range t.Broker.OpenOrders() {
if order.Symbol() == t.Symbol {
t.Log.Printf("Cancelling order %s (%f units)", order.Id(), order.Units())
t.Log.Printf("Cancelling order: %v units", order.Units())
order.Cancel()
}
}
for _, position := range t.Broker.OpenPositions() {
if position.Symbol() == t.Symbol {
t.Log.Printf("Closing position %s (%f units, %f PL)", position.Id(), position.Units(), position.PL())
t.Log.Printf("Closing position: %v units, $%.2f PL", position.Units(), position.PL())
position.Close()
t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, TradeStat{position.Units(), true})
}