Implemented backtesting orders

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

View File

@@ -15,3 +15,11 @@ func Max[T constraints.Ordered](a, b T) T {
}
return b
}
func LeverageToMargin(leverage float64) float64 {
return 1 / leverage
}
func MarginToLeverage(margin float64) float64 {
return 1 / margin
}