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Implemented backtesting orders

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This commit is contained in:
Luke I. Wilson
2023-05-13 09:09:11 -05:00
parent 2ca0ccc293
commit 4a12b93992
5 changed files with 177 additions and 32 deletions
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5
broker.go
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@@ -16,6 +16,7 @@ const (
)
var (
ErrCancelFailed = errors.New("cancel failed")
ErrSymbolNotFound = errors.New("symbol not found")
ErrInvalidStopLoss = errors.New("invalid stop loss")
ErrInvalidTakeProfit = errors.New("invalid take profit")
@@ -26,7 +27,7 @@ type Order interface {
Fulfilled() bool // Fulfilled returns true if the order has been filled with the broker and a position is active.
Id() string // Id returns the unique identifier of the order by the broker.
Leverage() float64 // Leverage returns the leverage of the order.
Position() *Position // Position returns the position of the order. If the order has not been filled, nil is returned.
Position() Position // Position returns the position of the order. If the order has not been filled, nil is returned.
Price() float64 // Price returns the price of the symbol at the time the order was placed.
Symbol() string // Symbol returns the symbol name of the order.
StopLoss() float64 // StopLoss returns the stop loss price of the order.
@@ -44,4 +45,6 @@ type Broker interface {
Candles(symbol string, frequency string, count int) (*df.DataFrame, error)
MarketOrder(symbol string, units float64, stopLoss, takeProfit float64) (Order, error)
NAV() float64 // NAV returns the net asset value of the account.
Orders() []Order
Positions() []Position
}