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Added Round function and unit tests

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This commit is contained in:
Luke I. Wilson
2023-05-17 14:20:13 -05:00
parent 34f98a1376
commit 494df7827b
6 changed files with 128 additions and 24 deletions
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7
trader.go
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@@ -88,6 +88,7 @@ func (t *Trader) Init() {
t.stats.Dated = NewDataFrame(
NewDataSeries(dataframe.NewSeriesTime("Date", nil)),
NewDataSeries(dataframe.NewSeriesFloat64("Equity", nil)),
NewDataSeries(dataframe.NewSeriesFloat64("Profit", nil)),
NewDataSeries(dataframe.NewSeriesFloat64("Drawdown", nil)),
NewDataSeries(dataframe.NewSeriesFloat64("Returns", nil)),
)
@@ -104,9 +105,10 @@ func (t *Trader) Tick() {
t.Strategy.Next(t) // Run the strategy.
// Update the stats.
t.stats.Dated.PushValues(map[string]interface{}{
err := t.stats.Dated.PushValues(map[string]interface{}{
"Date": t.data.Date(-1),
"Equity": t.Broker.NAV(),
"Profit": t.Broker.PL(),
"Drawdown": func() float64 {
var bal float64
if t.stats.Dated.Len() > 0 {
@@ -124,6 +126,9 @@ func (t *Trader) Tick() {
}
}(),
})
if err != nil {
log.Printf("error pushing values to stats dataframe: %v\n", err.Error())
}
t.stats.returnsThisCandle = 0
}