valentineus/overnight-trading-bot
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second version

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Valentin Popov
2026-06-07 21:51:20 +00:00
parent 8e2d7efc32
commit 282c841e11
23 changed files with 869 additions and 151 deletions
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internal/backtest/lookahead_test.go
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@@ -51,6 +51,7 @@ func TestMinuteExecutionRequiresReachableLimitAndParticipation(t *testing.T) {
}
minutes := []domain.Candle{
{TradeDate: entryDate, Low: decimal.NewFromInt(99), High: decimal.NewFromInt(101), VolumeLots: decimal.NewFromInt(20)},
{TradeDate: time.Date(2024, 1, 2, 12, 0, 0, 0, time.UTC), Low: decimal.NewFromInt(1), High: decimal.NewFromInt(200), VolumeLots: decimal.NewFromInt(1_000_000)},
{TradeDate: exitDate, Low: decimal.NewFromInt(104), High: decimal.NewFromInt(106), VolumeLots: decimal.NewFromInt(20)},
}
lots, capacity, ok := engine.minuteExecution(c, minutes, 5)