Building a Trading Strategy Backtesting Framework in Go
Why?
There are many similar solutions, especially in python. But I hate python. There are some backtesting frameworks/engines for Go as well. Most of the though, are very poorly documented and/or not maintained.
The other reason was curiosity, I am no finance person; however, I am really intrested in algorithmic trading and automated systems in general.
So I decided to build my own, I tried similar stuff earlier this year, but the lack of Go knowledge at that point made me give up.
Architecture
The engine is comprised of a broker, holding the state of the testing and a strategy user-defined struct that fulfils the 'Strategy' interface
Link to the project on github