bbgo_origin/pkg/backtest/backtest.go

36 lines
712 B
Go

package backtest
import (
"context"
"github.com/c9s/bbgo/pkg/accounting/pnl"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/types"
)
type Stream struct {
types.StandardStream
}
func (s *Stream) Connect(ctx context.Context) error {
return nil
}
func (s *Stream) Close() error {
return nil
}
type Trader struct {
// Context is trading Context
Context *bbgo.Context
SourceKLines []types.KLine
ProfitAndLossCalculator *pnl.AverageCostCalculator
doneOrders []types.SubmitOrder
pendingOrders []types.SubmitOrder
}
func (trader *Trader) SubmitOrder(ctx context.Context, order types.SubmitOrder) {
trader.pendingOrders = append(trader.pendingOrders, order)
}