The name "SockTrader" comes from websocket based trading bot. Which means that SockTrader will try to make use of a realtime connection with the exchange. This has the advantage
that one can act very quickly in a changing market with low latency.
We've built an online dashboard that you can use to visually confirm all the trades that happened during a backtesting session. The dashboard
has a live reload functionality. So SockTrader will relaunch the current backtest once you've changed and saved the code of a strategy. All the trades
will be shown on the chart as you can see in the screenshot.
Download raw candles from a trusted source in json or csv format and copy this file to the src/data folder.
Create a candle normalizer
A candle normalizer is a small utility script that is tightly coupled to a raw candle file. It will normalize the candles
from a raw csv or json file and output them in a generic format in the build/data folder. This normalization process
can be triggered by running: npm run normalize.
The expected output of a normalizer is a IDataFrame interface from data-forge.
Each row in the data frame should respect the following type definition:
The following example will give you a good idea of how you can create your own candle normalizer. Make sure to put this file
into the src/data folder next to the raw candle files. Preferably with the same name as the candle file but with .ts extension.