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Config package overview
This readme contains details for both the GoCryptoTrader Backtester config structure along with the strategy config structure
GoCryptoTrader Backtester Config overview
Below are the details for the GoCryptoTrader Backtester application config. Strategy config overview is below this section
Key
Description
Example
print-logo
Whether to print the GoCryptoTrader Backtester logo on startup. Recommended because it looks good
true
verbose
Whether to receive verbose output. If running a GRPC server, it outputs to the server, not to the client
false
log-subheaders
Whether log output contains a descriptor of what area the log is coming from, for example STRATEGY. Helpful for debugging
true
stop-all-tasks-on-close
When closing the application, the Backtester will attempt to stop all active tasks
true
plugin-path
When using custom strategy plugins, you can enter the path here to automatically load the plugin
true
report
Contains details on the output report after a successful backtesting run
See Report table below
grpc
Contains GRPC server details
See GRPC table below
use-cmd-colours
If enabled, will output pretty colours of your choosing when running the application
true
cmd-colours
Contains details on what the colour definitions are
See Colours table below
Backtester Config Report overview
Key
Description
Example
output-report
Whether or not to output a report after a successful backtesting run
true
template-path
The path for the template to use when generating a report
/backtester/report/tpl.gohtml
output-path
The path where report output is saved
/backtester/results
dark-mode
Whether or not the report defaults to using dark mode
true
Backtester Config GRPC overview
Key
Description
Example
username
Your username to negotiate a successful connection with the server
rpcuser
password
Your password to negotiate a successful connection with the server
helloImTheDefaultPassword
enabled
Whether the server is enabled. Setting this to false and SingleRun to false would be inadvisable
true
listenAddress
The listen address for the GRPC server
localhost:9054
grpcProxyEnabled
If enabled, creates a proxy server to interact with the GRPC server via HTTP commands
true
grpcProxyListenAddress
The address for the proxy to listen on
localhost:9053
tls-dir
The directory for holding your TLS certifications to make connections to the server. Will be generated by default on startup if not present
/backtester/config/location/
Backtester Config Colours overview
Key
Description
Example
Default
The colour definition for default text output
�[0m
Green
The colour definition for when green is warranted, such as the logo
�[38;5;157m
White
The colour definition for when white is warranted such as the logo
�[38;5;255m
Grey
The colour definition for grey
�[38;5;240m
DarkGrey
The colour definition for dark grey
�[38;5;243m
H1
The colour definition for main headers
�[38;5;33m
H2
The colour definition for sub headers
�[38;5;39m
H3
The colour definition for sub sub headers
�[38;5;45m
H4
The colour definition for sub sub sub headers
�[38;5;51m
Success
The colour definition for successful operations
�[38;5;40m
Info
The colour definition for when informing you of something
�[32m
Debug
The colour definition for debug output such as verbose
�[34m
Warn
The colour definition for when a warning occurs
�[33m
Error
The colour definition for when an error occurs
�[38;5;196m
Strategy Config overview
What does the config package do?
The config package contains a set of structs which allow for the customisation of the GoCryptoTrader Backtester when running.
The GoCryptoTrader Backtester runs from reading config files (.strat files by default under /examples).
What does Simultaneous Processing mean?
GoCryptoTrader Backtester config files may contain multiple ExchangeSettings which defined exchange, asset and currency pairs to iterate through a period of time.
If there are multiple entries to ExchangeSettings and SimultaneousProcessing is disabled, then each individual exchange, asset and currency pair candle event is evaluated individually and does not know about other exchange, asset and currency pair data events. It is a way to test a singular strategy against multiple assets simultaneously. But it isn't defined as Simultaneous Processing
Simultaneous Signal Processing is a setting which allows multiple ExchangeSettings data events for a candle event to be considered simultaneously. This means that you can check if the price of BTC-USDT is 5% greater on Binance than it is on Kraken and choose to make signal a BUY event for Kraken and not Binance.
It allows for complex strategical decisions to be made when you consider the scope of the entire market at a given time, rather than in a vacuum when SimultaneousSignalProcessing is disabled.
How do I customise the GoCryptoTrader Backtester?
See below for a set of tables and fields, expected values and what they can do
Config
Key
Description
nickname
A nickname for the specific config. When running multiple variants of the same strategy, use the nickname to help differentiate between runs
goal
A description of what you would hope the outcome to be. When verifying output, you can review and confirm whether the strategy met that goal
strategy-settings
Select which strategy to run, what custom settings to load and whether the strategy can assess multiple currencies at once to make more in-depth decisions
funding-settings
Defines whether individual funding settings can be used. Defines the funding exchange, asset, currencies at an individual level
currency-settings
Currency settings is an array of settings for each individual currency you wish to run the strategy against
data-settings
Holds data retrieval settings. Determines how the GoCryptoTraderBacktester will fetch data and in what format
portfolio-settings
Contains a list of global rules for the portfolio manager. CurrencySettings contain their own rules on things like how big a position is allowable, the portfolio manager rules are the same, but override any individual currency's settings
statistic-settings
Contains settings that impact statistics calculation. Such as the risk-free rate for the sharpe ratio
Strategy Settings
Key
Description
Example
name
The strategy to use
rsi
use-simultaneous-signal-processing
This denotes whether multiple currencies are processed simultaneously with the strategy function OnSimultaneousSignals. Eg If you have multiple CurrencySettings and only wish to purchase BTC-USDT when XRP-DOGE is 1337, this setting is useful as you can analyse both signal events to output a purchase call for BTC
true
disable-usd-tracking
If false, will track all currencies used in your strategy against USD equivalent candles. For example, if you are running a strategy for BTC/XRP, then the GoCryptoTrader Backtester will also retrieve candles data for BTC/USD and XRP/USD to then track strategy performance against a single currency. This also tracks against USDT and other USD tracked stablecoins, so one exchange supporting USDT and another BUSD will still allow unified strategy performance analysis. If disabled, will not track against USD, this can be especially helpful when running strategies under live, database and CSV based data
false
custom-settings
This is a map where you can enter custom settings for a strategy. The RSI strategy allows for customisation of the upper, lower and length variables to allow you to change them from 70, 30 and 14 respectively to 69, 36, 12
Allows shared funding at an exchange asset level. You can set funding for USDT and all pairs that feature USDT will have access to those funds when making orders. See this for more information
false
exchange-level-funding
An array of exchange level funding settings. See below, or this for more information
[]
Funding Item Config Settings
Key
Description
Example
exchange-name
The exchange to set funds. See here for a list of supported exchanges
Binance
asset
The asset type to set funds. Typically, this will be spot, however, see this package for the various asset types GoCryptoTrader supports
spot
currency
The currency to set funds
BTC
initial-funds
The initial funding for the currency
1337
transfer-fee
If your strategy utilises transferring of funds via the Funding Manager, this is deducted upon doing so
0.005
Currency Settings
Key
Description
Example
exchange-name
The exchange to load. See here for a list of supported exchanges
Binance
asset
The asset type. Typically, this will be spot, however, see this package for the various asset types GoCryptoTrader supports
spot
base
The base of a currency
BTC
quote
The quote of a currency
USDT
spot-details
An optional field which contains initial funding data for SPOT currency pairs
See SpotSettings table below
future-detailss
An optional field which contains leverage data for FUTURES currency pairs
See FuturesSettings table below
buy-side
This struct defines the buying side rules this specific currency setting must abide by such as maximum purchase amount
--
sell-side
This struct defines the selling side rules this specific currency setting must abide by such as maximum selling amount
--
min-slippage-percent
Is the lower bounds in a random number generated that make purchases more expensive, or sell events less valuable. If this value is 90, then the most a price can be affected is 10%
90
max-slippage-percent
Is the upper bounds in a random number generated that make purchases more expensive, or sell events less valuable. If this value is 99, then the least a price can be affected is 1%. Set both upper and lower to 100 to have no randomness applied to purchase events
100
maker-fee-override
The fee to use when sizing and purchasing currency. If nil, will lookup an exchange's fee details
0.001
taker-fee-override
Unused fee for when an order is placed in the orderbook, rather than taken from the orderbook. If nil, will lookup an exchange's fee details
0.002
maximum-holdings-ratio
When multiple currency settings are used, you may set a maximum holdings ratio to prevent having too large a stake in a single currency
0.5
skip-candle-volume-fitting
When placing orders, by default the BackTester will shrink an order's size to fit the candle data's volume so as to not rewrite history. Set this to true to ignore this and to set order size at what the portfolio manager prescribes
false
use-exchange-order-limits
Will lookup exchange rules around purchase sizing eg minimum order increments of 0.0005. Note: Will retrieve up-to-date rules which may not have existed for the data you are using. Best to use this when considering to use this strategy live
false
use-exchange-pnl-calculation
Instead of simulating the exchange's own way of calculating PNL, use a default method which calculates the value of an asset
false
SpotSettings
Key
Description
Example
initial-base-funds
The funds that the GoCryptoTraderBacktester has for the base currency. This is only required if the strategy setting UseExchangeLevelFunding is false
2
initial-quote-funds
The funds that the GoCryptoTraderBacktester has for the quote currency. This is only required if the strategy setting UseExchangeLevelFunding is false
10000
FuturesSettings
Key
Description
Example
leverage
This struct defines the leverage rules that this specific currency setting must abide by
1
DataSettings
Key
Description
Example
interval
The candle interval in time.Duration format eg set as15000000000 for a value of time.Second * 15
15000000000
data-type
Choose whether candle or trade data is used. If trades are used, they will be converted to candles
trade
verbose-exchange-requests
When retrieving candle data from an exchange, print verbose request/response details
false
api-data
Holds API data settings. See table APIData
database-data
Holds database data settings. See table DatabaseData
live-data
Holds API data settings. See table LiveData
csv-data
Holds CSV data settings. See table CSVData
APIData
Key
Description
Example
start-date
The start date to retrieve data
2021-01-23T11:00:00+11:00
end-date
The end date to retrieve data
2021-01-24T11:00:00+11:00
inclusive-end-date
When enabled, the end date's candle is included in the results. ie 2021-01-24T11:00:00+11:00 with a one hour candle, the final candle will be 2021-01-24T11:00:00+11:00 to 2021-01-24T12:00:00+11:00
false
CSVData
Key
Description
Example
full-path
The file to load
/data/exchangelist.csv
DatabaseData
Key
Description
Example
start-date
The start date to retrieve data
2021-01-23T11:00:00+11:00
end-date
The end date to retrieve data
2021-01-24T11:00:00+11:00
config
This is the same struct used as your GoCryptoTrader database config. See below tables for breakdown
see below
path
If using SQLite, the path to the directory, not the file. Leaving blank will use GoCryptoTrader's default database path
``
inclusive-end-date
When enabled, the end date's candle is included in the results. ie 2021-01-24T11:00:00+11:00 with a one hour candle, the final candle will be 2021-01-24T11:00:00+11:00 to 2021-01-24T12:00:00+11:00
false
database
Config
Description
Example
enabled
Enabled or disables the database connection subsystem
true
verbose
Displays more information to the logger which can be helpful for debugging
false
driver
The SQL driver to use. Can be postgres or sqlite
sqlite
connectionDetails
See below
connectionDetails
Config
Description
Example
host
The host address of the database
localhost
port
The port used to connect to the database
5432
username
An optional username to connect to the database
username
password
An optional password to connect to the database
password
database
The name of the database
database.db
sslmode
The connection type of the database for Postgres databases only
disable
LiveData
Key
Description
Example
new-event-timeout
The time allowed to wait for new data before exiting the strategy. Ensures new data is always coming in
60000000000
data-check-timer
The interval in which to check exchange API's for new data
1000000000
real-orders
Whether to place real orders with real money. Its likely you should never want to set this to true
false
close-positions-on-stop
As live trading doesn't stop until you tell it to, you can trigger a close of your position(s) when you stop the strategy
true
data-request-retry-tolerance
Rather than immediately closing a strategy on failure to retrieve candle data, having a retry tolerance allows multiple attempts to return data
3
data-request-retry-wait-time
How long to wait in between request retries
500000000
exchange-credentials
A list of exchange credentials. See table named ExchangeCredentials
ExchangeCredentials Settings
Key
Description
Example
exchange
The exchange to apply credentials to
binance
credentials
The API credentials to use. See table named Credentials
Credentials Settings
Key
Description
Example
Key
Will set the GoCryptoTrader exchange to use the following API Key
1234
Secret
Will set the GoCryptoTrader exchange to use the following API Secret
5678
ClientID
Will set the GoCryptoTrader exchange to use the following API Client ID
9012
PEMKey
Private key for certain API requests. If you don't know it, you probably don't need it
hello-moto
SubAccount
Will set the GoCryptoTrader exchange to use the following subaccount on supported exchanges
subzero
OneTimePassword
Will set the GoCryptoTrader exchange to use the following 2FA seed
subzero
PortfolioSettings
Key
Description
leverage
This struct defines the leverage rules that this specific currency setting must abide by
buy-side
This struct defines the buying side rules this specific currency setting must abide by such as maximum purchase amount
sell-side
This struct defines the selling side rules this specific currency setting must abide by such as maximum selling amount
Leverage Settings
Key
Description
Example
can-use-leverage
Allows the use of leverage
false
maximum-orders-with-leverage-ratio
currently unused
0.5
maximum-leverage-rate
currently unused
100
maximum-collateral-leverage-rate
currently unused
100
Buy/Sell Settings
Key
Description
Example
minimum-size
If the order's quantity is below this, the order cannot be placed
0.1
maximum-size
If the order's quantity is over this amount, it cannot be placed and will be reduced to the maximum amount
10
maximum-total
If the order's price * amount exceeds this number, the order cannot be placed and will be reduced to this figure
1337
StatisticsSettings
Key
Description
Example
risk-free-rate
The risk free rate used in the calculation of sharpe and sortino ratios
0.03
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Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
Code must be documented adhering to the official Go commentary guidelines.
