Working on trading and backtesting loop

cmd/sma_crossover.go

@@ -1,49 +1,46 @@
 package main
 
 import (
-	"fmt"
+	"log"
 
 	auto "github.com/fivemoreminix/autotrader"
 )
 
 type SMAStrategy struct {
-	i int
+	period1, period2 int
 }
 
-func (s *SMAStrategy) Init(_trader *auto.Trader) {
-	fmt.Println("Init")
-	s.i = 0
+func (s *SMAStrategy) Init(_ *auto.Trader) {
 }
 
-func (s *SMAStrategy) Next(_trader *auto.Trader) {
-	fmt.Println("Next " + fmt.Sprint(s.i))
-	s.i++
+func (s *SMAStrategy) Next(t *auto.Trader) {
+	sma1 := t.Data().Closes().Rolling(s.period1).Mean()
+	sma2 := t.Data().Closes().Rolling(s.period2).Mean()
+	log.Println(t.Data().Close(-1) - sma1.Float(-1))
+	// If the shorter SMA crosses above the longer SMA, buy.
+	if crossover(sma1, sma2) {
+		t.Buy(1000)
+	} else if crossover(sma2, sma1) {
+		t.Sell(1000)
+	}
+}
+
+// crossover returns true if s1 crosses above s2 at the latest float.
+func crossover(s1, s2 auto.Series) bool {
+	return s1.Float(-1) > s2.Float(-1) && s1.Float(-2) <= s2.Float(-2)
 }
 
 func main() {
-	// token := os.Environ["OANDA_TOKEN"]
-	// accountId := os.Environ["OANDA_ACCOUNT_ID"]
-
-	// if token == "" || accountId == "" {
-	// 	fmt.Println("Please set OANDA_TOKEN and OANDA_ACCOUNT_ID environment variables")
-	// 	os.Exit(1)
-	// }
-
 	data, err := auto.EURUSD()
 	if err != nil {
 		panic(err)
 	}
 
 	auto.Backtest(auto.NewTrader(auto.TraderConfig{
-		// auto.NewOandaBroker(auto.OandaConfig{
-		// 	Token:       "YOUR_TOKEN",
-		// 	AccountID:   "101-001-14983263-001",
-		// 	DemoAccount: true,
-		// }),
 		Broker:        auto.NewTestBroker(nil, data, 10000, 50, 0.0002, 0),
-		Strategy:      &SMAStrategy{},
+		Strategy:      &SMAStrategy{period1: 20, period2: 40},
 		Symbol:        "EUR_USD",
 		Frequency:     "D",
-		CandlesToKeep: 100,
+		CandlesToKeep: 1000,
 	}))
 }