revert wrong missguided change on interface to struct on exposed api

grinply · Apr 20, 2021 · 9ed1ca6 · 9ed1ca6
1 parent 67d3338
commit 9ed1ca6
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Showing 5 changed files with 13 additions and 13 deletions.
diff --git a/README.md b/README.md
@@ -55,7 +55,7 @@ func main() {
 }
 
 //OpenNewPosition process the next data point and checks if a position should be opened
-func (stg *SimpleStrategy) OpenNewPosition(latestPrices []kate.OHLCV) *kate.OpenPositionEvt {
+func (stg *SimpleStrategy) OpenNewPosition(latestPrices []kate.DataPoint) *kate.OpenPositionEvt {
 	latest := len(latestPrices) - 1
 
 	if latestPrices[latest].Close() > latestPrices[latest-1].Close() {
@@ -81,7 +81,7 @@ func (stg *SimpleStrategy) SetTakeProfit(openPosition kate.Position) *kate.TakeP
 }
 
 //PreProcessIndicators allows the pre processing of indicators
-func (strategy *SimpleStrategy) PreProcessIndicators(latestPrices []kate.OHLCV, isPositionOpen bool) {
+func (strategy *SimpleStrategy) PreProcessIndicators(latestPrices []kate.DataPoint, isPositionOpen bool) {
 	//No indicators to process
 }
 ```
diff --git a/examples/basic/main.go b/examples/basic/main.go
@@ -22,12 +22,12 @@ func main() {
 }
 
 //PreProcessIndicators allows the pre processing of indicators
-func (strategy *SimpleStrategy) PreProcessIndicators(latestPrices []kate.OHLCV, isPositionOpen bool) {
+func (strategy *SimpleStrategy) PreProcessIndicators(latestPrices []kate.DataPoint, isPositionOpen bool) {
 	//No indicators to process
 }
 
 //OpenNewPosition process the next data point and checks if a position should be opened
-func (stg *SimpleStrategy) OpenNewPosition(latestPrices []kate.OHLCV) *kate.OpenPositionEvt {
+func (stg *SimpleStrategy) OpenNewPosition(latestPrices []kate.DataPoint) *kate.OpenPositionEvt {
 	latest := len(latestPrices) - 1
 
 	if latestPrices[latest].Close() > latestPrices[latest-1].Close() {

diff --git a/kate/backtester_test.go b/kate/backtester_test.go
@@ -56,10 +56,10 @@ func newSimpleStrategy() *simpleStrategy {
 }
 
 //PreProcessIndicators nothing to do
-func (strategy *simpleStrategy) PreProcessIndicators(latestPrices []OHLCV, isPositionOpen bool) {}
+func (strategy *simpleStrategy) PreProcessIndicators(latestPrices []DataPoint, isPositionOpen bool) {}
 
 //OpenNewPosition process the next data point and checks if a position should be opened
-func (strategy *simpleStrategy) OpenNewPosition(latestPrices []OHLCV) *OpenPositionEvt {
+func (strategy *simpleStrategy) OpenNewPosition(latestPrices []DataPoint) *OpenPositionEvt {
 	latest := len(latestPrices) - 1
 
 	if latestPrices[latest].Close() > latestPrices[latest-1].Close() {

diff --git a/kate/data_handler.go b/kate/data_handler.go
@@ -14,7 +14,7 @@ import (
 //DataHandler is a wrapper that packages the required data for running backtesting simulation.
 type DataHandler struct {
 	counter, windowSize int
-	prices              []OHLCV
+	prices              []DataPoint
 }
 
 //Position is the representation of a traded position
@@ -34,14 +34,14 @@ type Position struct {
 //AggregatedDataPoints is a group datapoints
 type AggregatedDataPoints struct {
 	Event
-	datapoints []OHLCV
+	datapoints []DataPoint
 }
 
 //Required columns in the CSV file
 var csvColumns = []string{"open", "high", "low", "close", "volume"}
 
 //newDataHandler creates and initializes a DataHandler with pricing data and executes the required setup
-func newDataHandler(prices []OHLCV, windowSize int) *DataHandler {
+func newDataHandler(prices []DataPoint, windowSize int) *DataHandler {
 	return &DataHandler{
 		windowSize: windowSize,
 		prices:     prices,
@@ -73,7 +73,7 @@ func PricesFromCSV(csvFilePath string) (*DataHandler, error) {
 				Make sure the CSV has the columns Open, High, Low, Close, Volume`)
 	}
 
-	var prices []OHLCV
+	var prices []DataPoint
 	for {
 		line, error := reader.Read()
 		if error == io.EOF {
@@ -93,7 +93,7 @@ func PricesFromCSV(csvFilePath string) (*DataHandler, error) {
 
 		}
 
-		prices = append(prices, &DataPoint{
+		prices = append(prices, DataPoint{
 			open:   numbers[0],
 			high:   numbers[1],
 			low:    numbers[2],

diff --git a/kate/strategy.go b/kate/strategy.go
@@ -15,11 +15,11 @@ type Strategy interface {
 
 	//PreProcessIndicators is the first function called when a new price data is avaliable allowing the strategy
 	//to precalculate indicators and make them available for reuse
-	PreProcessIndicators(latestPrices []OHLCV, isPositionOpen bool)
+	PreProcessIndicators(latestPrices []DataPoint, isPositionOpen bool)
 
 	//OpenNewPosition check if a position should be open
 	//the latestPrices represent the most recent price data as defined in the window of the backtest
-	OpenNewPosition(latestPrices []OHLCV) *OpenPositionEvt
+	OpenNewPosition(latestPrices []DataPoint) *OpenPositionEvt
 
 	//SetStoploss [Optional] defines a price where a stoploss will be triggered closing the position in loss
 	//The SetStoploss is called with updated unrealizedPnl everytime new price data is available