Separate Reporting from Backtest#Run()

[ibyter]

I think it would be better if the Backtest#Run() method returns the result details as a struct. Then, there is a separate a method/function e.g.GenerateHtmlReport that would create the .html reports.

In my case, I want to be able to further interact with the backtest result (programmatically), so that I can go through multiple combinations without getting constrained or limited by the html reports.

[cinar]

I'm working with a large dataset of assets and strategies, so it will be challenging to scale if I store all the results. However, with the new approach, I can easily create a solution similar to what you've described. Can you tell me what information should be in those structs after the backtest?

[ibyter]

Basically two pieces of information:

1. Outcome
2. List of action/time/price

[cinar]

Excellent, so probably a mapping like this would work?

type StrategyResult struct {
    assetName string
    strategy Strategy
    outcome float64
    action Action
    transactions []Action
}

type  BacktestResult  map[string][]StrategyResult

I left the time and price information out, as they are already available, but let me know.

[ibyter]

Those will be good to begin with. But regarding transactions []Action, is it normailized? because in my case, I want to know that at time T when price was P, action A was taken. Basically I want to capture the actions, relative to price/time, as illustrated below:

[cinar]

I tried to put this together. Could you check #218?
Is this similar to what you were thinking?

[ibyter]

Thanks, I have taken a look. So is this how it will be used by backtest:

myreport  := backtest.NewDataReport()
mybacktest := backtest.NewBacktest(repository,  myreport)
mybacktest.Names = append(mybacktest.Names, "somestock")
mybacktest.Strategies = append(mybacktest.Strategies, momentum.NewStochasticRsiStrategy())
err := mybacktest.Run()


// result will be in myreport
fmt.Println("outcome is: ", myreport.Results["somestock"][0].Outcome)

[cinar]

Yes, that's how it should work. The Results are not ordered currently. I can easily make them ordered by the outcome. Would this work for you?

[ibyter]

the current implementation works perfectly fine for me, sorting isn't necessary

[cinar]

Excellent, I pulled the changes and produced a new release. You should be able to start using this starting from v2.1.4.