アプリケーションで使うデータの定義ファイルを作成

Pipfile

@@ -0,0 +1,11 @@
+[[source]]
+url = "https://pypi.org/simple"
+verify_ssl = true
+name = "pypi"
+
+[packages]
+
+[dev-packages]
+
+[requires]
+python_version = "3.11"

config/env.go

@@ -22,7 +22,7 @@ type Envlist struct {
 	DbName                    string
 	TradeDuration             time.Duration
 	Durations                 map[string]time.Duration
-	ProductCode               string
+	ProductCode               []string
 }
 
 var env Envlist
@@ -33,12 +33,38 @@ func init() {
 		log.Fatal("Error loading .env file")
 	}
 
+	Productcode := []string{"BTCUSDT", "ETHUSDT", "SOLUSDT", "AVAXUSDT", "OPUSDT", "ARBUSDT", "PEPEUSDT", "SUIUSDT", "SEIUSDT"}
+
+	m := time.Minute
+	h := time.Hour
+
 	durations := map[string]time.Duration{
-		"1s": time.Second,
-		"1m": time.Minute,
-		"1h": time.Hour,
+		"1m":  m,
+		"5m":  m * 5,
+		"10m": m * 10,
+		"30m": m * 30,
+		"1h":  h,
+		"2h":  h * 2,
+		"4h":  h * 4,
+		"6h":  h * 6,
+		"8h":  h * 8,
+		"12h": h * 12,
+		"1d":  h * 24,
+		"3d":  h * 24 * 3,
+		"1w":  h * 24 * 7,
+		"2w":  h * 24 * 14,
 	}
 
+	// productcode := os.Getenv("PRODUCT_CODE")
+
+	// for i, v := range productcode {
+
+	// 	v := productcode[i]
+	// 	Tradelist =
+
+	// 	productcvode = append(v)
+	// }
+
 	Env := Envlist{
 		EthereumAddress:           os.Getenv("ETH_WALLET_ADDRESS"),
 		EthereumPrivateAddress:    os.Getenv("ETH_PRUVATE_KEY"),
@@ -53,7 +79,7 @@ func init() {
 		DbName:                    os.Getenv("DBNAME"),
 		Durations:                 durations,
 		TradeDuration:             durations[os.Getenv("trade_duration")],
-		ProductCode:               os.Getenv("PRODUCT_CODE"),
+		ProductCode:               Productcode,
 	}
 
 	env = Env

factory/define_data/acount.go

@@ -0,0 +1,46 @@
+package define_data
+
+import (
+	"time"
+)
+
+type Acount struct {
+	AcountID        string
+	EthereumAddress string
+
+	Blance      float64
+	Withdrawals float64
+	Deposits    float64
+	TotalBlance float64
+	TotalFees   float64
+	isWinner    bool
+
+	MaillAddress string
+	USername     string
+}
+
+type AcountTradeData struct {
+	AllTradeData []string
+	TradeID      []string
+	TradeAsset   []string
+	EntryPrice   []float64
+	ExitPrice    []float64
+	EntryAmount  []float64
+	ExitAmount   []float64
+	EntryDate    []time.Time
+	ExitDate     []time.Time
+	//Entryとエグジットのペアをグループ化する
+	TradingPea [][]string
+
+	//トレード回数
+	Totaltrade int64
+	Wintrade   int64
+	Losstrade  int64
+
+	Timeframe  string
+	isWinner   bool
+	Bankruptcy bool
+	Strategy   []string
+
+	ProfittLoss float64
+}

factory/define_data/analytics.go

@@ -0,0 +1,73 @@
+package define_data
+
+type Analytics struct {
+	AcountBalance      float64
+	NetProfit          float64
+	TotalProfit        float64
+	TotalLoss          float64
+	TotalFees          float64
+	MaxBalance         float64
+	MaxProfit          float64
+	MaxLoss            float64
+	MaxDrawdown        float64
+	MinBalance         float64
+	ifBuyAndHoldReturn float64
+	SharepRatio        float64
+	SoltinoRatio       float64
+	PnL                float64
+	ProfitFactor       float64
+	WintradeRatio      float64
+	LosstradeRatio     float64
+	WintradeUSD        float64
+	LosstradeUSD       float64
+	MAXWintradeUSD     float64
+	MAXLosstradeUSD    float64
+
+	//トレード回数
+	TotalTrade     int64
+	TotalWintrade  int64
+	TotalLosstrade int64
+
+	///勝ちトレードの利益(USDと%表記)
+	BuyWintradeUSD   float64
+	BuyWintradeRatio float64
+
+	//負けトレードの利益(USDと%表記)
+	SellWintradeRatio float64
+	SellWintradeUSD   float64
+
+	//平均トレードの利益(USDと%表記)
+	AverageTradeRatio float64
+	AveragProfitRatio float64
+	AverageLossRatio  float64
+	AverageTradeUSD   float64
+	AveragProfitUSD   float64
+	AverageLossUSD    float64
+
+	//（平均勝ち / 平均負けの比率）
+	PayOffRatio float64
+
+	//最も利益を上げた銘柄､損失を出した銘柄
+	MaxProfitAsset string
+	MaxLossAsset   string
+
+	//建玉の保有期間
+	TradingBars            int64
+	AverageTradingBars     int64
+	AverageWinTradingBars  int64
+	AverageLossTradingBars int64
+
+	//タクティ丸F
+	OriginalRisksizeRatio float64
+	OriginalRisksizeUSD   int64
+
+	//バルサラの破産確率
+	BalsarRatio float64
+
+	//調子の良さ
+	isLucky   bool
+	isUnlucku bool
+
+	//SquareRoot(取引数) * 平均(取引利益) / StdDev(取引利益)
+	SQN float64
+}

factory/define_data/manegement.go

@@ -0,0 +1 @@
+package define_data

factory/define_data/market.go

@@ -0,0 +1,18 @@
+package define_data
+
+import (
+	"time"
+)
+
+type Candle struct {
+	AssetName string
+	Duration  time.Duration
+	Time      time.Time
+	//CSVのデータ用
+	Date   string
+	Open   float64
+	Close  float64
+	High   float64
+	Low    float64
+	Volume float64
+}

factory/define_data/strategy.go

@@ -0,0 +1,28 @@
+package define_data
+
+type Signals struct {
+	Date             string
+	Side             string
+	Price            float64
+	Amount           float64
+	RiskPercent      float64
+	RiskUSD          int64
+	ProfitManegement bool
+}
+
+type Strategy struct {
+	Signal Signals
+
+	GordenCross  bool
+	DeadCross    bool
+	Long         bool
+	Short        bool
+	Hoald        string
+	Stay         string
+	LongTrend    bool
+	ShortTrend   bool
+	TrendForow   bool
+	CounterTrend bool
+	LangeTrading bool
+	Squeeze      bool
+}

factory/define_data/trade.go

@@ -0,0 +1 @@
+package define_data

utils/get_candle_data.go

@@ -11,7 +11,6 @@ import (
 	"strconv"
 )
 
-// ディレクトリ内のCSVファイルを結合して、ATR関数に渡せるデータに加工する関数
 func GetCandleData(dir string) [][]float64 {
 	// ディレクトリ内のファイルのパスを取得する
 	files, err := ioutil.ReadDir(dir)
@@ -32,7 +31,7 @@ func GetCandleData(dir string) [][]float64 {
 	// パスのリストをソートする
 	sort.Strings(paths)
 	// 結合したデータを格納するスライスを作成する
-	data := [][]float64{}
+	data := []Data{}
 	// 各CSVファイルを読み込む
 	for _, path := range paths {
 		// ファイルを開く
@@ -83,10 +82,18 @@ func GetCandleData(dir string) [][]float64 {
 			if err != nil {
 				log.Fatal(err)
 			}
-			// 高値、安値、終値の列を抽出する
-			row := []float64{csvData.High, csvData.Low, csvData.Close}
+			// 全ての列を抽出する
+			Alldata := Data{
+				Timestamp: csvData.Timestamp,
+				Open:      csvData.Open,
+				High:      csvData.High,
+				Low:       csvData.Low,
+				Close:     csvData.Close,
+				Volume:    csvData.Volume}
+
 			// 結合したデータに追加する
-			data = append(data, row)
+			data = append(data, Alldata)
+
 		}
 	}
 	// 結合したデータを返す

utils/get_csv_data/Pipfile

@@ -13,4 +13,4 @@ python_version = "3.11"
 python_full_version = "3.11.2"
 
 [script]
-get = "pipenv run python3 /home/lux/dev/go_trading_bot/utils/get_csv_data/get_data.py"
+get = "python3 /home/lux/dev/go_trading_bot/utils/get_csv_data/get_data.py"

utils/get_csv_data/get_data.py

@@ -8,7 +8,7 @@
         path_dir_where_to_dump="/home/lux/dev/go_trading_bot/data",
         asset_class="spot",  # spot, um, cm
         data_type="klines",  # aggTrades, klines, trades
-        data_frequency="5m",
+        data_frequency="12h",
     )
 
     data_dumper.dump_data(