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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,212 @@ | ||
| package main | ||
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| import ( | ||
| "fmt" | ||
| "log" | ||
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| // "net/http" | ||
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| "v1/pkg/analytics" | ||
| chart "v1/pkg/charts" | ||
| "v1/pkg/execute" | ||
| "v1/pkg/strategey" | ||
| // "v1/pkg/analytics/metrics" | ||
| // "v1/pkg/db/models" | ||
| // p "v1/pkg/management/position" | ||
| // data "v1/pkg/data/utils" | ||
| ) | ||
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| // var path = "/home/lux/dev/go_trading_bot/pkg/data/spot/monthly/klines" | ||
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| // var close []float64 = utils.GetClosePrice(path) | ||
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| // var hloc = utils.GetCandleData(path) | ||
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| // var side = randam_side() | ||
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| // func randam_side() string { | ||
| // // Declare a local variable result to store the random side | ||
| // var result string | ||
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| // for i := 0; i < len(close); i++ { | ||
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| // n := rand.Intn(2) | ||
| // // Assign "BUY" or "SELL" to result | ||
| // if n == 0 { | ||
| // result = "BUY" | ||
| // } else { | ||
| // // Otherwise, assign "SELL" to result | ||
| // result = "SELL" | ||
| // } | ||
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| // } | ||
| // // Return the value of result | ||
| // return result | ||
| // } | ||
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| // func logRequest(handler http.Handler) http.Handler { | ||
| // return http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) { | ||
| // log.Printf("%s %s %s\n", r.RemoteAddr, r.Method, r.URL) | ||
| // handler.ServeHTTP(w, r) | ||
| // }) | ||
| // } | ||
| func main() { | ||
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| strategyName := "EMA" | ||
| assetName := "AVAXUSDT" | ||
| duration := "1h" | ||
| tableName := strategyName + "_" + assetName + "_" + duration | ||
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| _, err := execute.CreateDBTable(tableName) | ||
| if err != nil { | ||
| log.Fatal(err) | ||
| } | ||
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| // df, _ := strategey.GetCandleData(assetName, duration) | ||
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| // profit, period := df.OptimizeProfitDonchain() | ||
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| // if profit > 0 { | ||
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| // df.Signal = df.DonchainStrategy(period) | ||
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| // } | ||
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| // winrate, period := df.OptimizeWinRateDonchain() | ||
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| // if winrate > 0 { | ||
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| // df.Signal = df.DonchainStrategy(period) | ||
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| // } | ||
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| df, _ := strategey.GetCandleData(assetName, duration) | ||
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| profit, bestPeriod1, bestPeriod2 := df.OptimizeEma() | ||
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| if profit > 0 { | ||
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| df.Signal = df.EmaStrategy(bestPeriod1, bestPeriod2, accountBlance) | ||
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| } | ||
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| l, lr := analytics.FinalBalance(df.Signal) | ||
| d := analytics.MaxDrawdown(df.Signal) | ||
| dr := d * 100 | ||
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| fmt.Println(df.Signal) | ||
| fmt.Println("最高利益", profit, "最適なピリオド1", bestPeriod1, "最適なピリオド2", bestPeriod2) | ||
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| fmt.Println(tableName) | ||
| fmt.Println("初期残高", analytics.AccountBalance) | ||
| fmt.Println("最終残高", l, "比率", lr) | ||
| fmt.Println("勝率", analytics.WinRate(df.Signal)) | ||
| fmt.Println("総利益", analytics.Profit(df.Signal)) | ||
| fmt.Println("総損失", analytics.Loss(df.Signal)) | ||
| fmt.Println("プロフィットファクター", analytics.ProfitFactor(df.Signal)) | ||
| fmt.Println("最大ドローダウン", dr, "% ") | ||
| fmt.Println("純利益", analytics.NetProfit(df.Signal)) | ||
| fmt.Println("シャープレシオ", analytics.SharpeRatio(df.Signal, 0.06)) | ||
| fmt.Println("トータルトレード回数", analytics.TotalTrades(df.Signal)) | ||
| fmt.Println("勝ちトレード回数", analytics.WinningTrades(df.Signal)) | ||
| fmt.Println("負けトレード回数", analytics.LosingTrades(df.Signal)) | ||
| fmt.Println("平均利益", analytics.AveregeProfit(df.Signal)) | ||
| fmt.Println("平均損失", analytics.AveregeLoss(df.Signal)) | ||
| fmt.Println("ペイオフレシオ", analytics.PayOffRatio(df.Signal)) | ||
| // fmt.Println("バルサラの破産確率", analytics.BalsaraAxum(df.Signal)) | ||
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| // s := execute.NewSignalEvents() | ||
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| // p, _ := query.GetCandleData(assetName, duration) | ||
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| // c1 := p[3].Close | ||
| // // c2 := p[300].Close | ||
| // by := s.Buy(strategyName, assetName, duration, p[40].Date, c1, 1.0, true) | ||
| // fmt.Println(by) | ||
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| defer fmt.Println("メイン関数終了") | ||
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| // チャート呼び出し | ||
| var c chart.CandleStickChart | ||
| c.CandleStickChart() | ||
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| // query.GetCloseData("BTCUSDT", "4h") | ||
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| // var assets_names []string = []string{"RUNEUSDT", "BTCUSDT", "AAVEUSDT", "ORDIUSDT", "SANUSDT", "LTCUSDT", "OKBUSDT", "ASTRUSDT", "MNTUSDT", "FTMUSDT", "SNXUSDT", "DYDXUSDT", "BONKUSDT", "LUNAUSDT", "MAGICUSDT", "XLMUSDT", "DOGEUSDT", "TRSUSDT", "LINKUSDT", "TONUSDT", "ISPUSDT", "BONKUSDT", "GMXUSDT", "INJUSDT", "ETHUSDT", "SOLUSDT", "AVAXUSDT", "MATICUSDT", "ATOMUSDT", "UNIUSDT", "ARBUSDT", "OPUSDT", "PEPEUSDT", "SEIUSDT", "SUIUSDT", "TIAUSDT", "WLDUSDT", "XRPUSDT", "NEARUSDT", "DOTUSDT", "APTUSDT", "XMRUSDT", "LDOUSDT", "FILUSDT", "KASUSDT", "STXUSDT", "RNDRUSDT", "GRTUSDT"} | ||
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| // var durations []string = []string{"1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "12h"} | ||
| // paths := data.GetRelativePaths() | ||
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| // groupedPaths := data.GroupAssetNamePaths(paths) | ||
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| // asset_data, err := data.LoadOHLCV(groupedPaths, assets_names, durations) | ||
| // if err != nil { | ||
| // log.Fatalf("Error loading OHLCV data: %v", err) | ||
| // } | ||
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| // // data.SaveAssetDatasCSV(asset_data) | ||
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| // // DBに接続する関数を呼び出し | ||
| // db, err := data.ConnectDB("./db/kline.db") | ||
| // if err != nil { | ||
| // log.Fatal(err) | ||
| // } | ||
| // // DBをクローズするのを遅延実行 | ||
| // defer db.Close() | ||
| // // データをDBに保存する関数を呼び出し | ||
| // err = data.SaveAssetDatasDB(db, asset_data) | ||
| // if err != nil { | ||
| // log.Fatal(err) | ||
| // } | ||
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| // for key, paths := range groupedPaths { | ||
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| // fmt.Printf("{%s: %v}\n", key, paths) | ||
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| // } | ||
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| // for _, assetData := range asset_data { | ||
| // fmt.Printf("Asset: %s, Duration: %s, OHLCV: %+v\n", assetData.AssetName, assetData.Duration, assetData.Data) | ||
| // } | ||
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| // fmt.Println(asset_data) | ||
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| // fs := http.FileServer(http.Dir("pkg/charts/html")) | ||
| // log.Println("running server at http://localhost:8089") | ||
| // log.Fatal(http.ListenAndServe("localhost:8089", logRequest(fs))) | ||
|
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| } | ||
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| // data.GetAbsolutePaths() | ||
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| // db := models.DbConnection | ||
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| // env := config.GetEnv() | ||
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| // var wr = metrics.Winrate_arg{ | ||
| // Totall_wintrade: 100, | ||
| // Totall_trade: 200, | ||
| // } | ||
| // var winrate float64 = metrics.Calc_winrate(wr.Totall_wintrade, wr.Totall_trade) | ||
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| // w := 0.4044 | ||
| // r := 4.699 | ||
| // d := 0.33 | ||
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| // position := p.PositionSizeCalculator{} | ||
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| // risk_size := position.Risk_size_calculator(w, r, d) * 100 | ||
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| // sl := position.Stop_loss_price_calc(close, side) | ||
|
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| // // management := money_management.PositionSizeCalculator{} | ||
| // // sl := management.Stop_loss_price_calc() | ||
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| // // Call the KellyCriterion function and print the result | ||
| // fmt.Println(risk_size, "%") | ||
| // fmt.Println(env.TradeDuration, "DURATION") | ||
| // fmt.Println(sl, side, "EXITPRICE") | ||
| // // fmt.Println(env.ApiKey) | ||
| // fmt.Println(winrate) | ||
| // fmt.Println(db) | ||
| // fmt.Println(hloc) |
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