GoQuant

GoQuant is a powerful Go framework designed for financial data analysis and visualizations, with no boundaries!

Features

• MQL-like Syntax: Write strategies using familiar PineScript/MQL expressions, completely supporting series nature!

// Example: (close[0] + rsi(sma(close, 20), 14)[1]) [2]
// Adds the current close price to the RSI of the previous bar with SMA as the source, 
// then retrieves the result for 2 bars ago

myGreatSerie := close.Add(ta.RSI(ta.SMA(close, 20), 14).B(1))
fmt.Println(myGreatSerie.G(2)) // Retrieve result for 2 bars ago

// Alternatively, without chaining methods:

myGreatSerie := GQ.NewWrapper(func() float64 {
	sma := ta.SMA(close, 20)
	return close.G(0) + ta.RSI(sma, 14).G(1)
})

// Retrieve result for 2 bars ago
fmt.Println(myGreatSerie.G(2))

• Excellent caching system; just determine when to cache!

rsi := ta.RSI(close, 14).Cache()
fmt.Println(rsi.G(0))
fmt.Println(rsi.G(1)) // Retrieved from cache! as already computed in previous cycle.

• Add data when you like, everything will be synced!

GQ.AddBars(data)
GQ.Logic(myLogic)

GQ.AddBars(restData)
GQ.Logic(myLogic) // Automatically runs only for the newly added data

...

• Professional visualization with ease! Plot and draw across different panels simultaneously.

plot(rsi, &PlotConfig{Color: "blue", Width: 2, Location: "rsi"})

// rsi 30, 70 and middle lines
hline(30, &LineConfig{Color: "#787B80", Width: 1, Dashed: 5, Location: "rsi"})
hline(50, &LineConfig{Color: "#787B80", Width: .5, Dashed: 5, Location: "rsi"})
hline(70, &LineConfig{Color: "#787B80", Width: 1, Dashed: 5, Location: "rsi"})

Next view result at http://localhost:3000

The chart is powered by KLineChart, a zero-dependency, highly customizable charting library with built-in tools like Fibonacci, patterns, and annotations.

• Batteries included: built-in famous indicators as well as complex functions from BarsSince, ValueWhen to PivotHigh, Cross, CrossOver etc. It takes less than 3 minutes to write your complex functions!

• Zero-dependency and extensible: Add anything you need—it's a pure Golang framework that you can extend and connect to other systems freely

• Support for bar gaps: Handle missing data with math.NaN()—series and plots will adjust accordingly.

• Lazy evaluation: All operations such as Add and Mul are evaluated only when required, allowing for optimized computation, particularly with large datasets.

• Flexible data sources: Connect to stock, crypto, or any OHLC data—real-time or historical.

• Concurrency support: Utilize Go's goroutines for parallel strategy execution on different timeframes or for non-dependent calculations.

• Community-driven: We're excited to extend the framework based on your feedback—share your ideas with us!

Installation

  go get github.com/Go-Quant/goquant

Usage Example

package main

import (
	"fmt"
	gq "github.com/Go-Quant/goquant/core"
	"github.com/Go-Quant/goquant/serie"
)

var GQ *gq.GoQuant

func main() {
	port := 3000
	data, err := serie.ProcessBarsFromPath("./sample-data.json")
	if err != nil {
		panic(err)
	}

	GQ = gq.New()
	GQ.AddBars(data)
	GQ.Logic(myLogic)

	fmt.Printf("Server running at http://localhost:%d\n", port)
	panic(GQ.Server(port))
}

// shortcuts
type PlotConfig = gq.PlotConfig
type LineConfig = gq.LineConfig
type Point = gq.Point

func myLogic(open, high, close, low, volume, _time serie.Serie, ta gq.TA, plot gq.PlotF, line gq.LineF, vline gq.VLineF, hline gq.HLineF) {

	rsi := ta.RSI(close, 14).Get() // or .G(0)
	sma := ta.SMA(close, 14).Get() // or .G(0)

	plot(sma, &PlotConfig{Location: "candle_pane"})
	plot(rsi, nil, "rsi")

	// rsi 30, 50 and 70 lines
	hline(30, &LineConfig{Color: "#787B80", Width: 1, Dashed: 5, Location: "rsi"})
	hline(50, &LineConfig{Color: "#787B80", Width: .5, Dashed: 5, Location: "rsi"})
	hline(70, &LineConfig{Color: "#787B80", Width: 1, Dashed: 5, Location: "rsi"})
}

Demo

Result of above code will be like:

API Reference

Get the loaded bars

  GET /bars

Get the plots

  GET /plots

Get all the lines; including all trend and straight lines

  GET /lines

Roadmap

• Add unit tests
• Implement more indicators
• Develop a backtesting system with support for Stop, StopLoss, Market, Limit, and trailing orders
• Add order execution system connected to exchanges/brokers via API
• Use KLineChart Pro, and extending the visual tools
• Add compare and walk-forward charting features
• Incorporate AI-based code generation and debugging with LLM

Contributing

Contributions are always welcome!

See contributing.md for ways to get started.

License

CC BY-NC 4.0: For commercial usage, please contact us.