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https://github.com/wilsonwang371/goat
A Go implementation of algorithm trading tool inspired by PyAlgoTrade
https://github.com/wilsonwang371/goat
algo-trading fintech golang pyalgotrade quant-trading quantitative-finance
Last synced: about 6 hours ago
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A Go implementation of algorithm trading tool inspired by PyAlgoTrade
- Host: GitHub
- URL: https://github.com/wilsonwang371/goat
- Owner: wilsonwang371
- License: apache-2.0
- Created: 2021-11-14T04:09:45.000Z (about 3 years ago)
- Default Branch: main
- Last Pushed: 2022-10-11T17:29:18.000Z (about 2 years ago)
- Last Synced: 2024-06-20T08:02:03.008Z (5 months ago)
- Topics: algo-trading, fintech, golang, pyalgotrade, quant-trading, quantitative-finance
- Language: Go
- Homepage:
- Size: 1010 KB
- Stars: 4
- Watchers: 3
- Forks: 0
- Open Issues: 7
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# GoAT
[](https://github.com/wilsonwang371/goat/actions/workflows/basic.yml)
## Introduction
GoAT(Go Algo Trade) is inspired by PyAlgoTrade. It added support for live strategy execution.
## Design
There are several reasons for me proposing this GoAT as a GO alternative of PyAlgoTrade.
* Python code debugging at runtime is a headache
* Python is slow
* Dynamic typing is hard to debug
* PyAlgoTrade has not been updated for a long time.
However, I love using PyAlgoTrade. PyAlgoTrade is lightweight compared with Zipline. Zipline is not very flexible when
I want to make some small changes to meet my own needs.
## Features
GoAT currently supports the following features:
* User strategy Javascript support
* Multiple data frequencies support
* Live strategy support
* Data format conversion support
Broker, strategy & portfolio analysis are not there yet. I will add them in the future.
## Build
```sh
# On Linux
run-build.sh compile
# On MacOS
make compile
```
## Test
```
run-build.sh test
```
## Format Code
```sh
# format go and js code
run-build.sh format
```
## Run Strategy
### Live Mode
In live mode, the strategy will be executed in real time.
```sh
# Generate some fake data
./goat live -p fake -f samples/strategies/simple.js -S GLD
# Run strategy with real data
./goat live -p goldpriceorg -f samples/strategies/simple.js -S XAUUSD
# Multi providers are also supported
./goat live -p "goldpriceorg,fake" -f samples/strategies/simple.js -S XAUUSD
# Run recovery mode
./goat live -p "goldpriceorg,fake" -f samples/strategies/simple.js -S XAUUSD \
-r samples/data/strategy_data.dumpdb
```
### Backtest Mode
In backtest mode, the strategy will be executed with historical data.
```sh
# Run a simple strategy with a csv file
./goat run -f samples/strategies/simple.js -s \
file://$(pwd)/samples/data/DBC-2007-yahoofinance.csv
# read data from yahoo finance
./goat run -f samples/strategies/simple.js -s remote://yahoo -S GLD
# By default, if the source is not an url, it will try to treat it at a file path.
./goat run -f samples/strategies/simple.js -s \
samples/data/DBC-2007-yahoofinance.csv
```
### Convert Other DB to GoAT sqlite DB
```sh
# convert a sqlite db to GoAT sqlite db
./goat convert -f samples/convert/mappings.js -s ./samples/data/strategy_data.sqlite -t sqlite \
-o ./samples/data/strategy_data.dumpdb
```
## Contributions
If you are interested in this project and want to contribute, please contact me.