tsuz/go-pine

package backtest

import (
    "github.com/pkg/errors"
    "github.com/tsuz/go-pine/pine"
)

// Runbacktest starts a backtest
func RunBacktest(series pine.OHLCVSeries, b BackTestable) (*BacktestResult, error) {
    strategy := NewStrategy()
    states := map[string]interface{}{}

    series.GoToFirst()

    for {
        if err := b.OnNextOHLCV(strategy, series, states); err != nil {
            return nil, errors.Wrap(err, "error calling OnNextOHLCV")
        }
        next, err := series.Next()
        if err != nil {
            return nil, errors.Wrap(err, "error next")
        }

        if next == nil {
            break
        }
        if err := strategy.Execute(*next); err != nil {
            return nil, errors.Wrapf(err, "error executing next: %+v", *next)
        }
    }
    result := strategy.Result()
    return &result, nil
}