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Switch everything over to use our own DataFrame

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This commit is contained in:
Luke I. Wilson
2023-05-15 12:15:59 -05:00
parent 5046f3b785
commit 842870011a
6 changed files with 406 additions and 290 deletions
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10
backtesting_test.go
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@@ -4,8 +4,6 @@ import (
"strings"
"testing"
"time"
df "github.com/rocketlaunchr/dataframe-go"
)
const testDataCSV = `date,open,high,low,close,volume
@@ -19,8 +17,8 @@ const testDataCSV = `date,open,high,low,close,volume
2022-01-08,1.25,1.3,1.2,1.1,150
2022-01-09,1.1,1.4,1.0,1.3,220`
func newTestingDataframe() *df.DataFrame {
data, err := ReadDataCSVFromReader(strings.NewReader(testDataCSV), DataCSVLayout{
func newTestingDataframe() *DataFrame {
data, err := DataFrameFromCSVReaderLayout(strings.NewReader(testDataCSV), DataCSVLayout{
LatestFirst: false,
DateFormat: "2006-01-02",
Date: "date",
@@ -37,7 +35,7 @@ func newTestingDataframe() *df.DataFrame {
}
func TestBacktestingBrokerCandles(t *testing.T) {
data := NewDataFrame(newTestingDataframe())
data := newTestingDataframe()
broker := NewTestBroker(nil, data, 0, 0, 0, 0)
candles, err := broker.Candles("EUR_USD", "D", 3)
@@ -88,7 +86,7 @@ func TestBacktestingBrokerFunctions(t *testing.T) {
}
func TestBacktestingBrokerOrders(t *testing.T) {
data := NewDataFrame(newTestingDataframe())
data := newTestingDataframe()
broker := NewTestBroker(nil, data, 100_000, 50, 0, 0)
timeBeforeOrder := time.Now()
order, err := broker.MarketOrder("EUR_USD", 50_000, 0, 0) // Buy 50,000 USD for 1000 EUR with no stop loss or take profit