tsuz/go-pine

package main

import (
    "log"
    "time"

    "github.com/tsuz/go-pine/backtest"
    "github.com/tsuz/go-pine/pine"
)

type mystrat struct{}

func (m *mystrat) OnNextOHLCV(strategy backtest.Strategy, s pine.OHLCVSeries, state map[string]interface{}) error {

    var short int64 = 2
    var long int64 = 20
    var span float64 = 10

    close := pine.OHLCVAttr(s, pine.OHLCPropClose)
    open := pine.OHLCVAttr(s, pine.OHLCPropOpen)

    basis := pine.SMA(close, short)
    basis2 := pine.SMA(open, long)
    rsi := pine.RSI(close, short)
    avg := pine.SMA(rsi, long)

    basis3 := pine.Add(basis, basis2)
    upperBB := pine.AddConst(basis3, span)

    log.Printf("t: %+v, close: %+v, rsi: %+v, avg: %+v, upperBB: %+v", s.Current().S, close.Val(), rsi.Val(), avg.Val(), upperBB.Val())

    if rsi.Val() != nil {
        if *rsi.Val() < 30 {
            log.Printf("Entry: %+v", *rsi.Val())
            entry1 := backtest.EntryOpts{
                Side: backtest.Long,
            }
            strategy.Entry("Buy1", entry1)
        }
        if *rsi.Val() > 70 {
            log.Printf("Exit %+v", *rsi.Val())
            strategy.Exit("Buy1")
        }
    }

    return nil
}

func main() {
    b := &mystrat{}
    data := pine.OHLCVTestData(time.Now(), 25, 5*60*1000)
    series, _ := pine.NewOHLCVSeries(data)

    res, _ := backtest.RunBacktest(series, b)
    log.Printf("TotalClosedTrades %d, PercentProfitable: %.03f, NetProfit: %.03f", res.TotalClosedTrades, res.PercentProfitable, res.NetProfit)
}