If you have already configured and started banbot through runbanbot, you do not need to view this page for project initialization.

If you have already completed the installation and startup of banbot through the Quick Start, you also do not need to view this page.

This page is only for experts who have installed Golang locally and intend to initialize a new strategy project from scratch.

Initialize a New Project

If you are sure you want to create an empty strategy project, open the terminal and enter the following commands:

# mystrats is the project name and can be changed freely
mkdir mystrats
cd mystrats
go mod init mystrats
go get github.com/banbox/banbot

You do not need to download the source code of banbot; simply create a project to manage your trading strategies, and by adding the banbot dependency via go get, you can enjoy all the conveniences provided by banbot.

First, we create a ma folder to store the moving average strategy, create a demo.go file in ma, and implement our first simple moving average crossover buying and selling strategy:

package ma

import (
	"github.com/banbox/banbot/config"
	"github.com/banbox/banbot/strat"
	ta "github.com/banbox/banta"
)

func init() {
	// Register the strategy in Banbot, and use ma: demo in the configuration file to reference this strategy later
	// The `init`function is a special function in Go that will be executed immediately when the current package is imported
	strat.AddStratGroup("ma", map[string]strat.FuncMakeStrat{
		"demo": Demo,
	})
}

func Demo(pol *config.RunPolicyConfig) *strat.TradeStrat {
	return &strat.TradeStrat{
		WarmupNum: 100,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			ma5 := ta.SMA(e.Close, 5)
			ma20 := ta.SMA(e.Close, 20)
			maCrx := ta.Cross(ma5, ma20)

			if maCrx == 1 {
				s.OpenOrder(&strat.EnterReq{Tag: "open"})
			} else if maCrx == -1 {
				s.CloseOrders(&strat.ExitReq{Tag: "exit"})
			}
		},
	}
}

Then create a main.go file in the project root directory and write the following code to complete the entry startup file configuration

package main

import (
	"github.com/banbox/banbot/entry"
	_ "mystrats/ma"
)

func main() {
	entry.RunCmd()
}

Style Tips

To maintain the maintainability of various strategies, we recommend placing similar strategies in the same go package package, and do not recommend implementing strategies directly in main.go. For the specific directory structure, please refer to Sample Strategy Project

When backtesting, banbot will automatically back up the strategy source code for this backtest, making it easier to trace the effects of different versions of strategies.