refactor(structure): remove pkg directory, fix async issues in backte…

…sting (#16)

.gitignore

@@ -14,5 +14,4 @@
 /ninjabot
 /ninjabot.db
 /backtest.db
-/data/
 /dist/

.golangci.yml

@@ -1,7 +1,9 @@
 run:
+  timeout: 1m
   skip-dirs:
     - example
     - pkg/ent
+
 linters:
   enable:
     - lll

.goreleaser.yml

@@ -3,7 +3,7 @@ before:
     - go mod tidy
 
 builds:
-  - main: ./cmd/cli
+  - main: ./cmd/ninjabot
     id: "ninjabot"
     binary: ninjabot
     env:

cmd/cli/cli.go → cmd/ninjabot/ninjabot.go

@@ -4,8 +4,8 @@ import (
 	"log"
 	"os"
 
-	"github.com/rodrigo-brito/ninjabot/pkg/data"
-	"github.com/rodrigo-brito/ninjabot/pkg/exchange"
+	"github.com/rodrigo-brito/ninjabot/download"
+	"github.com/rodrigo-brito/ninjabot/exchange"
 
 	"github.com/urfave/cli/v2"
 )
@@ -66,20 +66,20 @@ func main() {
 						return err
 					}
 
-					var options []data.Option
+					var options []download.Option
 					if days := c.Int("days"); days > 0 {
-						options = append(options, data.WithDays(days))
+						options = append(options, download.WithDays(days))
 					}
 
 					start := c.Timestamp("start")
 					end := c.Timestamp("end")
 					if start != nil && end != nil && !start.IsZero() && !end.IsZero() {
-						options = append(options, data.WithInterval(*start, *end))
+						options = append(options, download.WithInterval(*start, *end))
 					} else if start != nil || end != nil {
 						log.Fatal("START and END must be informed together")
 					}
 
-					return data.NewDownloader(exc).Download(c.Context, c.String("pair"),
+					return download.NewDownloader(exc).Download(c.Context, c.String("pair"),
 						c.String("timeframe"), c.String("output"), options...)
 
 				},

pkg/data/download.go → download/download.go

@@ -1,12 +1,12 @@
-package data
+package download
 
 import (
 	"context"
 	"encoding/csv"
 	"os"
 	"time"
 
-	"github.com/rodrigo-brito/ninjabot/pkg/service"
+	"github.com/rodrigo-brito/ninjabot/service"
 
 	log "github.com/sirupsen/logrus"
 	"github.com/xhit/go-str2duration/v2"

pkg/data/download_test.go → download/download_test.go

@@ -1,4 +1,4 @@
-package data
+package download
 
 import (
 	"testing"

examples/backtesting/main.go

@@ -6,25 +6,24 @@ import (
 
 	"github.com/rodrigo-brito/ninjabot"
 	"github.com/rodrigo-brito/ninjabot/examples/strategies"
-	"github.com/rodrigo-brito/ninjabot/pkg/exchange"
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
-	"github.com/rodrigo-brito/ninjabot/pkg/plot"
-	"github.com/rodrigo-brito/ninjabot/pkg/storage"
+	"github.com/rodrigo-brito/ninjabot/exchange"
+	"github.com/rodrigo-brito/ninjabot/plot"
+	"github.com/rodrigo-brito/ninjabot/storage"
 
 	log "github.com/sirupsen/logrus"
 )
 
 func main() {
 	ctx := context.Background()
 
-	settings := model.Settings{
+	settings := ninjabot.Settings{
 		Pairs: []string{
 			"BTCUSDT",
 			"ETHUSDT",
 		},
 	}
 
-	strategy := new(strategies.OCOSell)
+	strategy := new(strategies.CrossEMA)
 
 	csvFeed, err := exchange.NewCSVFeed(
 		strategy.Timeframe(),
@@ -63,7 +62,7 @@ func main() {
 		wallet,
 		strategy,
 		ninjabot.WithStorage(storage),
-		ninjabot.WithCandleSubscription(wallet),
+		ninjabot.WithPaperWallet(wallet),
 		ninjabot.WithCandleSubscription(chart),
 		ninjabot.WithOrderSubscription(chart),
 		ninjabot.WithLogLevel(log.WarnLevel),

examples/binance/main.go

@@ -8,8 +8,7 @@ import (
 
 	"github.com/rodrigo-brito/ninjabot"
 	"github.com/rodrigo-brito/ninjabot/examples/strategies"
-	"github.com/rodrigo-brito/ninjabot/pkg/exchange"
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
+	"github.com/rodrigo-brito/ninjabot/exchange"
 )
 
 func main() {
@@ -21,12 +20,12 @@ func main() {
 		telegramUser, _ = strconv.Atoi(os.Getenv("TELEGRAM_USER"))
 	)
 
-	settings := model.Settings{
+	settings := ninjabot.Settings{
 		Pairs: []string{
 			"BTCUSDT",
 			"ETHUSDT",
 		},
-		Telegram: model.TelegramSettings{
+		Telegram: ninjabot.TelegramSettings{
 			Enabled: true,
 			Token:   telegramToken,
 			Users:   []int{telegramUser},
@@ -40,7 +39,7 @@ func main() {
 	}
 
 	// Initialize your strategy and bot
-	strategy := &strategies.CrossEMA{}
+	strategy := new(strategies.CrossEMA)
 	bot, err := ninjabot.NewBot(ctx, settings, binance, strategy)
 	if err != nil {
 		log.Fatalln(err)

examples/paperwallet/main.go

@@ -7,9 +7,8 @@ import (
 
 	"github.com/rodrigo-brito/ninjabot"
 	"github.com/rodrigo-brito/ninjabot/examples/strategies"
-	"github.com/rodrigo-brito/ninjabot/pkg/exchange"
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
-	"github.com/rodrigo-brito/ninjabot/pkg/storage"
+	"github.com/rodrigo-brito/ninjabot/exchange"
+	"github.com/rodrigo-brito/ninjabot/storage"
 
 	log "github.com/sirupsen/logrus"
 )
@@ -21,14 +20,14 @@ func main() {
 		telegramUser, _ = strconv.Atoi(os.Getenv("TELEGRAM_USER"))
 	)
 
-	settings := model.Settings{
+	settings := ninjabot.Settings{
 		Pairs: []string{
 			"BTCUSDT",
 			"ETHUSDT",
 			"BNBUSDT",
 			"LTCUSDT",
 		},
-		Telegram: model.TelegramSettings{
+		Telegram: ninjabot.TelegramSettings{
 			Enabled: true,
 			Token:   telegramToken,
 			Users:   []int{telegramUser},
@@ -41,11 +40,13 @@ func main() {
 		log.Fatal(err)
 	}
 
+	// creating a storage to save trades
 	storage, err := storage.FromFile("backtest.db")
 	if err != nil {
 		log.Fatal(err)
 	}
 
+	// creating a paper wallet to simulate an exchange waller for fake operataions
 	paperWallet := exchange.NewPaperWallet(
 		ctx,
 		"USDT",
@@ -54,14 +55,17 @@ func main() {
 		exchange.WithDataFeed(binance),
 	)
 
+	// initializing my strategy
 	strategy := new(strategies.CrossEMA)
+
+	// initializer ninjabot
 	bot, err := ninjabot.NewBot(
 		ctx,
 		settings,
 		paperWallet,
 		strategy,
 		ninjabot.WithStorage(storage),
-		ninjabot.WithCandleSubscription(paperWallet),
+		ninjabot.WithPaperWallet(paperWallet),
 	)
 	if err != nil {
 		log.Fatalln(err)

examples/strategies/emacross.go

@@ -1,17 +1,15 @@
 package strategies
 
 import (
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
-	"github.com/rodrigo-brito/ninjabot/pkg/service"
+	"github.com/rodrigo-brito/ninjabot"
+	"github.com/rodrigo-brito/ninjabot/service"
 
 	"github.com/markcheno/go-talib"
 	log "github.com/sirupsen/logrus"
 )
 
 type CrossEMA struct{}
 
-func (e CrossEMA) Init(settings model.Settings) {}
-
 func (e CrossEMA) Timeframe() string {
 	return "1d"
 }
@@ -20,11 +18,11 @@ func (e CrossEMA) WarmupPeriod() int {
 	return 9
 }
 
-func (e CrossEMA) Indicators(df *model.Dataframe) {
+func (e CrossEMA) Indicators(df *ninjabot.Dataframe) {
 	df.Metadata["ema9"] = talib.Ema(df.Close, 9)
 }
 
-func (e *CrossEMA) OnCandle(df *model.Dataframe, broker service.Broker) {
+func (e *CrossEMA) OnCandle(df *ninjabot.Dataframe, broker service.Broker) {
 	closePrice := df.Close.Last(0)
 	log.Info("New Candle = ", df.Pair, df.LastUpdate, closePrice)
 
@@ -36,11 +34,11 @@ func (e *CrossEMA) OnCandle(df *model.Dataframe, broker service.Broker) {
 	buyAmount := 4000.0
 	if quotePosition > buyAmount && df.Close.Crossover(df.Metadata["ema9"]) {
 		size := buyAmount / closePrice
-		_, err := broker.OrderMarket(model.SideTypeBuy, df.Pair, size)
+		_, err := broker.CreateOrderMarket(ninjabot.SideTypeBuy, df.Pair, size)
 		if err != nil {
 			log.WithFields(map[string]interface{}{
 				"pair":  df.Pair,
-				"side":  model.SideTypeBuy,
+				"side":  ninjabot.SideTypeBuy,
 				"close": closePrice,
 				"asset": assetPosition,
 				"quote": quotePosition,
@@ -51,11 +49,11 @@ func (e *CrossEMA) OnCandle(df *model.Dataframe, broker service.Broker) {
 
 	if assetPosition*closePrice > 10 && // minimum tradable size
 		df.Close.Crossunder(df.Metadata["ema9"]) {
-		_, err := broker.OrderMarket(model.SideTypeSell, df.Pair, assetPosition)
+		_, err := broker.CreateOrderMarket(ninjabot.SideTypeSell, df.Pair, assetPosition)
 		if err != nil {
 			log.WithFields(map[string]interface{}{
 				"pair":  df.Pair,
-				"side":  model.SideTypeSell,
+				"side":  ninjabot.SideTypeSell,
 				"close": closePrice,
 				"asset": assetPosition,
 				"quote": quotePosition,

examples/strategies/ocosell.go

@@ -1,17 +1,15 @@
 package strategies
 
 import (
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
-	"github.com/rodrigo-brito/ninjabot/pkg/service"
+	"github.com/rodrigo-brito/ninjabot/model"
+	"github.com/rodrigo-brito/ninjabot/service"
 
 	"github.com/markcheno/go-talib"
 	log "github.com/sirupsen/logrus"
 )
 
 type OCOSell struct{}
 
-func (e OCOSell) Init(settings model.Settings) {}
-
 func (e OCOSell) Timeframe() string {
 	return "1d"
 }
@@ -45,7 +43,7 @@ func (e *OCOSell) OnCandle(df *model.Dataframe, broker service.Broker) {
 	buyAmount := 4000.0
 	if quotePosition > buyAmount && df.Metadata["stoch"].Crossover(df.Metadata["stoch_signal"]) {
 		size := buyAmount / closePrice
-		_, err := broker.OrderMarket(model.SideTypeBuy, df.Pair, size)
+		_, err := broker.CreateOrderMarket(model.SideTypeBuy, df.Pair, size)
 		if err != nil {
 			log.WithFields(map[string]interface{}{
 				"pair":  df.Pair,
@@ -57,7 +55,7 @@ func (e *OCOSell) OnCandle(df *model.Dataframe, broker service.Broker) {
 			}).Error(err)
 		}
 
-		_, err = broker.OrderOCO(model.SideTypeSell, df.Pair, size, closePrice*1.05, closePrice*0.95, closePrice*0.95)
+		_, err = broker.CreateOrderOCO(model.SideTypeSell, df.Pair, size, closePrice*1.05, closePrice*0.95, closePrice*0.95)
 		if err != nil {
 			log.WithFields(map[string]interface{}{
 				"pair":  df.Pair,

pkg/exchange/binance.go → exchange/binance.go

@@ -6,7 +6,7 @@ import (
 	"strconv"
 	"time"
 
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
+	"github.com/rodrigo-brito/ninjabot/model"
 
 	"github.com/adshao/go-binance/v2"
 	log "github.com/sirupsen/logrus"
@@ -159,7 +159,7 @@ func (b *Binance) validate(side model.SideType, typ model.OrderType, symbol stri
 	return nil
 }
 
-func (b *Binance) OrderOCO(side model.SideType, symbol string,
+func (b *Binance) CreateOrderOCO(side model.SideType, symbol string,
 	quantity, price, stop, stopLimit float64) ([]model.Order, error) {
 
 	// validate stop
@@ -263,7 +263,9 @@ func (b *Binance) formatQuantity(symbol string, value float64) string {
 	return strconv.FormatFloat(value, 'f', precision, 64)
 }
 
-func (b *Binance) OrderLimit(side model.SideType, symbol string, quantity float64, limit float64) (model.Order, error) {
+func (b *Binance) CreateOrderLimit(side model.SideType, symbol string,
+	quantity float64, limit float64) (model.Order, error) {
+
 	err := b.validate(side, model.OrderTypeLimit, symbol, quantity, &limit)
 	if err != nil {
 		return model.Order{}, err
@@ -297,7 +299,7 @@ func (b *Binance) OrderLimit(side model.SideType, symbol string, quantity float6
 	}, nil
 }
 
-func (b *Binance) OrderMarket(side model.SideType, symbol string, quantity float64) (model.Order, error) {
+func (b *Binance) CreateOrderMarket(side model.SideType, symbol string, quantity float64) (model.Order, error) {
 	err := b.validate(side, model.OrderTypeMarket, symbol, quantity, nil)
 	if err != nil {
 		return model.Order{}, err
@@ -329,7 +331,7 @@ func (b *Binance) OrderMarket(side model.SideType, symbol string, quantity float
 	}, nil
 }
 
-func (b *Binance) OrderMarketQuote(side model.SideType, symbol string, quantity float64) (model.Order, error) {
+func (b *Binance) CreateOrderMarketQuote(side model.SideType, symbol string, quantity float64) (model.Order, error) {
 	err := b.validate(side, model.OrderTypeMarket, symbol, quantity, nil)
 	if err != nil {
 		return model.Order{}, err

pkg/exchange/csvfeed.go → exchange/csvfeed.go

@@ -10,7 +10,7 @@ import (
 	"strconv"
 	"time"
 
-	"github.com/rodrigo-brito/ninjabot/pkg/model"
+	"github.com/rodrigo-brito/ninjabot/model"
 
 	"github.com/xhit/go-str2duration/v2"
 )
@@ -140,7 +140,7 @@ func isLastCandlePeriod(t time.Time, fromTimeframe, targetTimeframe string) (boo
 		return next.Minute() == 0 && next.Hour()%24 == 0 && next.Weekday() == time.Sunday, nil
 	}
 
-	return false, fmt.Errorf("invalid timeframe: 1y")
+	return false, fmt.Errorf("invalid timeframe: %s", targetTimeframe)
 }
 
 func (c *CSVFeed) resample(pair, sourceTimeframe, targetTimeframe string) error {
@@ -168,6 +168,11 @@ func (c *CSVFeed) resample(pair, sourceTimeframe, targetTimeframe string) error
 		candles = append(candles, candle)
 	}
 
+	// remove last candle if not complete
+	if !candles[len(candles)-1].Complete {
+		candles = candles[:len(candles)-1]
+	}
+
 	c.CandlePairTimeFrame[targetKey] = candles
 
 	return nil