README
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GoCryptoTrader Backtester: Report package
This report package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
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Report package overview
The report package helps generates the output under the results folder.
As the application is run, many statistics such as purchase events are tracked. These events are utilised and enhanced in the report package in order to render an HTML report for easy comparison and historical strategy effectiveness.
The report utilises the following sweet technologies:
- go templating (tpl.gohtml)
- mdbootstrap
- lightweightcharts by TradingView
Output example:
Please click GoDocs chevron above to view current GoDoc information for this package
Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
- Code must be documented adhering to the official Go commentary guidelines.
- Code must adhere to our coding style.
- Pull requests need to be based on and opened against the
masterbranch.
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
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Documentation
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Index ¶
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type Data ¶
type Data struct {
OriginalCandles []*kline.Item
EnhancedCandles []DetailedKline
Statistics *statistics.Statistic
Config *config.Config
TemplatePath string
OutputPath string
Warnings []Warning
UseDarkTheme bool
USDTotalsChart []TotalsChart
HoldingsOverTimeChart []TotalsChart
Prettify PrettyNumbers
}
Data holds all statistical information required to output detailed backtesting results
func (*Data) AddKlineItem ¶
AddKlineItem appends a SET of candles for the report to enhance upon generation
func (*Data) CreateHoldingsOverTimeChart ¶
func (d *Data) CreateHoldingsOverTimeChart() []TotalsChart
CreateHoldingsOverTimeChart used for creating a chart in the HTML report to show how many holdings of each type was held over the time of backtesting
func (*Data) CreateUSDTotalsChart ¶
func (d *Data) CreateUSDTotalsChart() []TotalsChart
CreateUSDTotalsChart used for creating a chart in the HTML report to show how much the overall assets are worth over time
func (*Data) GenerateReport ¶
GenerateReport sends final data from statistics to a template to create a lovely final report for someone to view
func (*Data) UpdateItem ¶
UpdateItem updates an existing kline item for LIVE data usage
func (*Data) UseDarkMode ¶
UseDarkMode sets whether to use a dark theme by default for the html generated report
type DetailedCandle ¶
type DetailedCandle struct {
UnixMilli int64
Open float64
High float64
Low float64
Close float64
Volume float64
VolumeColour string
MadeOrder bool
OrderDirection order.Side
OrderAmount decimal.Decimal
Shape string
Text string
Position string
Colour string
PurchasePrice float64
}
DetailedCandle contains extra details to enable rich reporting results
type DetailedKline ¶
type DetailedKline struct {
IsOverLimit bool
Watermark string
Exchange string
Asset asset.Item
Pair currency.Pair
Interval kline.Interval
Candles []DetailedCandle
}
DetailedKline enhances kline details for the purpose of rich reporting results
type Handler ¶
type Handler interface {
GenerateReport() error
AddKlineItem(*kline.Item)
UpdateItem(*kline.Item)
UseDarkMode(bool)
}
Handler contains all functions required to generate statistical reporting for backtesting results
type PrettyNumbers ¶
type PrettyNumbers struct{}
PrettyNumbers is used for report rendering one cannot access packages when rendering data in a template this struct exists purely to help make numbers look pretty
func (*PrettyNumbers) Decimal2 ¶
func (p *PrettyNumbers) Decimal2(d decimal.Decimal) string
Decimal2 renders a decimal nicely with 2 decimal places
func (*PrettyNumbers) Decimal64 ¶
func (p *PrettyNumbers) Decimal64(d decimal.Decimal) string
Decimal64 renders a decimal nicely with the idea not to limit decimal places and to make you nostalgic for Nintendo
func (*PrettyNumbers) Decimal8 ¶
func (p *PrettyNumbers) Decimal8(d decimal.Decimal) string
Decimal8 renders a decimal nicely with 8 decimal places
func (*PrettyNumbers) Float8 ¶
func (p *PrettyNumbers) Float8(f float64) string
Float8 renders a float nicely with 8 decimal places
type TotalsChart ¶
TotalsChart holds chart plot data to render charts in the report
Source Files