57 lines
1.4 KiB
Go
57 lines
1.4 KiB
Go
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// Compute a basket of indicators over an OHLCV series and print a summary.
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// Pass a CSV path (timestamp,open,high,low,close,volume) or run on synthetic data.
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package main
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import (
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"fmt"
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"log"
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"math"
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"os"
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wickra "github.com/wickra-lib/wickra/bindings/go"
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"github.com/wickra-lib/wickra/examples/go/internal/market"
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)
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func main() {
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source := "synthetic"
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var bars []market.Bar
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if len(os.Args) > 1 {
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source = os.Args[1]
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loaded, err := market.LoadOhlcvCsv(os.Args[1])
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if err != nil {
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log.Fatalf("load csv: %v", err)
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}
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bars = loaded
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} else {
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bars = market.SyntheticCandles(1000)
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}
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fmt.Printf("Backtest over %d bars (%s):\n", len(bars), source)
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sma, _ := wickra.NewSma(20)
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defer sma.Close()
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ema, _ := wickra.NewEma(50)
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defer ema.Close()
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rsi, _ := wickra.NewRsi(14)
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defer rsi.Close()
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atr, _ := wickra.NewAtr(14)
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defer atr.Close()
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var lastSma, lastEma, lastRsi, lastAtr float64
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oversold := 0
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for _, b := range bars {
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lastSma = sma.Update(b.Close)
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lastEma = ema.Update(b.Close)
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lastRsi = rsi.Update(b.Close)
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lastAtr = atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
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if !math.IsNaN(lastRsi) && lastRsi < 30.0 {
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oversold++
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}
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}
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fmt.Printf(" SMA(20) last = %.4f\n", lastSma)
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fmt.Printf(" EMA(50) last = %.4f\n", lastEma)
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fmt.Printf(" RSI(14) last = %.4f (%d oversold bars)\n", lastRsi, oversold)
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fmt.Printf(" ATR(14) last = %.4f\n", lastAtr)
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}
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