func tradeAPI() (tradeAPI TradeAPI) {
if Option["tradecenter"] == "huobi" {
tradeAPI = huobi.NewHuobi()
} else if Option["tradecenter"] == "okcoin" {
tradeAPI = okcoin.NewOkcoin()
} else if Option["tradecenter"] == "bitvc" {
tradeAPI = bitvc.NewBitvc()
} else if Option["tradecenter"] == "peatio" {
tradeAPI = peatio.NewPeatio()
} else if Option["tradecenter"] == "bittrex" {
tradeAPI = Bittrex.Manager()
} else if Option["tradecenter"] == "simulate" {
tradeAPI = simulate.NewSimulate()
} else {
logger.Fatalln("Please config the exchange center...")
panic(0)
}
return
}
func backtesting() {
fmt.Println("back testing begin...")
SetBacktest(true)
SimAccount = make(map[string]string)
SimAccount["CNY"] = IntegerToString(BackTestCNY)
SimAccount["BTC"] = "0"
SimAccount["LTC"] = "0"
SaveSimulate()
btEnd := time.Now()
btEnd = time.Date(btEnd.Year(), btEnd.Month(), btEnd.Day(), btEnd.Hour(), btEnd.Minute(), 0, 0, time.Local)
//btEnd = btEnd.AddDate(0, 0, -1)
//btStart := btEnd.AddDate(0, -3, 0)
btEnd = btEnd.Add(0 - time.Second*3600*2)
btStart := btEnd.Add(0 - time.Second*3600*24*30)
day := time.Second * 3600 * 24
dayshift := 0
btEnd = btEnd.Add(0 - day*time.Duration(dayshift))
btStart = btStart.Add(0 - day*time.Duration(dayshift))
var symbolId string
if Option["symbol"] == "btc_cny" {
symbolId = "btccny"
} else {
symbolId = "ltccny"
}
fmt.Println("回测开始时间", btStart.Format("2006-01-02 15:04:05"))
fmt.Println("回测结束时间", btEnd.Format("2006-01-02 15:04:05"))
period := StringToInteger(Option["tick_interval"])
var records []Record
var err error
datacenter := Option["datacenter"]
if datacenter == "huobi" {
records, err = GetKLine(btStart, btEnd, period, symbolId)
} else {
records, err = OkcoinKLine(period, symbolId)
}
if err != nil {
fmt.Println(err)
return
} else {
fmt.Println(len(records))
}
if Option["tick_interval"] != "1" {
// check exception data
for i := 0; i < len(records)-1; i++ {
if strategy.CheckException(records[i], records[i+1]) == false {
logger.Errorln("detect exception data ",
records[i].Close, records[i+1].Close, records[i+1].Volumn)
return
}
}
}
filepath := btStart.Format("2006-01-02") + "_" + btEnd.Format("2006-01-02")
filepath = "\\test\\" + filepath + "_" + IntegerToString(period) + "_" + symbolId
filepath = filepath + "_" + Option["strategy"] + ".txt"
logger.SetBacktestFile(filepath)
DeleteFile(ROOT + filepath)
for i := ShiftNumber; i < len(records); i++ {
var rec []Record
if i < MaxKLineLength {
rec = records[0:i]
} else {
rec = records[i-MaxKLineLength : i]
}
SetBtTime(rec[len(rec)-1].Time)
SetBtPrice(records[i].Close)
strategy.Tick(simulate.NewSimulate(), rec)
}
var coin float64
var total float64
if symbolId == "btccny" {
coin = StringToFloat(SimAccount["BTC"])
total = coin*records[len(records)-1].Close + StringToFloat(SimAccount["CNY"])
} else {
coin = StringToFloat(SimAccount["LTC"])
total = coin*records[len(records)-1].Close + StringToFloat(SimAccount["CNY"])
}
logger.Backtestf("资金总计：%f 盈亏比：%f \n", total, (total-BackTestCNY)/BackTestCNY*100)
//peroids := []int{1, 5, 15, 30, 60, 100}
//for _, peroid := range peroids {
// if huobi.AnalyzeKLinePeroid("btc_cny", peroid) == true {
// } else {
// logger.Errorln("TradeKLine failed.")
// }
//}
//fmt.Println("生成 1/5/15/30/60分钟及1天 周期的后向测试报告于log/reportxxx.log文件中,请查看")
fmt.Println("back testing end ...")
}
