backtest

type Backtest struct {
	Candles        []Candle
	Strategy       Strategy
	Orders         []Order
	Positions      []Position
	Balance        float64
	RiskFreeReturn float64

	Location *time.Location
	// contains filtered or unexported fields
}

type CSVRenderer struct {
	Header bool
}

type Candle struct {
	Open   float64
	High   float64
	Low    float64
	Close  float64
	Volume float64
	Time   int64
}

type Direction int

type Order struct {
	ID          int64
	Type        int
	Direction   Direction
	RiskPercent float64
	Entry       float64
	StopLoss    float64
	Target      float64
	CreatedAt   int64
}

type Position struct {
	Order      Order
	Risk       float64
	Close      float64
	Profit     float64
	RiskReward float64
	FilledAt   int64
	ClosedAt   int64
}

type Renderer interface {
	Render(Result) string
}

type Result struct {
	Balance     float64
	NetProfit   float64
	ROIPercent  float64
	TradeCount  int
	Wins        int
	Losses      int
	WinRate     float64
	MaxDrawdown float64
	MaxValue    float64
	SharpeRatio float64
	Trades      []Position
}

type Strategy interface {
	Tick(Candle) []Order
}

type TableRenderer struct {
	Header bool
}