ADD: added first version

internal/strategy/ema_cross.go

@@ -0,0 +1,60 @@
+package strategy
+
+import (
+	"alpaca-bot/internal/model"
+
+	talib "github.com/markcheno/go-talib"
+)
+
+type EMACross struct {
+	FastPeriod int
+	SlowPeriod int
+	prices     []float64
+	lastFast   float64
+	lastSlow   float64
+	init       bool
+}
+
+func NewEMACross(fast, slow int) *EMACross {
+	return &EMACross{
+		FastPeriod: fast,
+		SlowPeriod: slow,
+	}
+}
+
+func (s *EMACross) OnBar(bar model.Bar) model.Signal {
+	s.prices = append(s.prices, bar.Close)
+
+	if len(s.prices) < s.SlowPeriod {
+		return model.Hold
+	}
+
+	fast := talib.Ema(s.prices, s.FastPeriod)
+	slow := talib.Ema(s.prices, s.SlowPeriod)
+
+	curFast := fast[len(fast)-1]
+	curSlow := slow[len(slow)-1]
+
+	if !s.init {
+		s.lastFast = curFast
+		s.lastSlow = curSlow
+		s.init = true
+		return model.Hold
+	}
+
+	if s.lastFast <= s.lastSlow && curFast > curSlow {
+		s.lastFast = curFast
+		s.lastSlow = curSlow
+		return model.Buy
+	}
+
+	if s.lastFast >= s.lastSlow && curFast < curSlow {
+		s.lastFast = curFast
+		s.lastSlow = curSlow
+		return model.Sell
+	}
+
+	s.lastFast = curFast
+	s.lastSlow = curSlow
+	return model.Hold
+}

internal/strategy/strategy.go

@@ -0,0 +1,7 @@
+package strategy
+
+import "alpaca-bot/internal/model"
+
+type Strategy interface {
+	OnBar(bar model.Bar) model.Signal
+}