[REFACTOR] code style

Author: VladKochetov007

Makefile

@@ -5,16 +5,7 @@ setup :
 	export PATH=$$PATH:/home/vlad/go/bin
 
 lint :
-	golangci-lint run --enable-all -D \
-depguard,\
-gci,\
-varnamelen,\
-gomnd,\
-gofumpt,\
-ifshort,\
-wrapcheck,\
-paralleltest,\
-ireturn
+	golangci-lint run --enable-all -D depguard,gci,varnamelen,gomnd,gofumpt,ifshort,wrapcheck,paralleltest,ireturn --skip-files '.*_test\.go' --skip-dirs 'test'
 
 fmt :
 	go fmt ./... && \

backtest/backtester.go

@@ -7,7 +7,6 @@ import (
 	"github.com/quick-trade/xoney/common/data"
 	"github.com/quick-trade/xoney/exchange"
 	"github.com/quick-trade/xoney/internal"
-
 	exec "github.com/quick-trade/xoney/internal/executing"
 	st "github.com/quick-trade/xoney/strategy"
 )
@@ -20,6 +19,7 @@ type StepByStepBacktester struct {
 
 func NewStepByStepBacktester(simulator exchange.Simulator) *StepByStepBacktester {
 	return &StepByStepBacktester{
+		system:	   nil,
 		equity:    data.Equity{},
 		simulator: simulator,
 	}

common/account.go

@@ -54,6 +54,7 @@ func (p Portfolio) Total(prices map[data.Currency]float64) (float64, error) {
 func (p Portfolio) Balance(currency data.Currency) float64 {
 	return p.assets[currency]
 }
+
 // Assets returns a reference to the current assets held in the portfolio.
 // Be cautious when using this reference directly as it can alter the portfolio's state.
 // Consider using .Copy() method for a safe, mutable copy if needed.

common/data/candlestick.go

@@ -45,6 +45,7 @@ func NewTimeStamp(timeframe TimeFrame, capacity int) TimeStamp {
 func (t *TimeStamp) Timeframe() TimeFrame {
 	return t.timeframe
 }
+
 // At returns the time at the specified index within the TimeStamp.
 func (t TimeStamp) At(index int) time.Time {
 	return t.Timestamp[index]
@@ -109,6 +110,7 @@ func NewCandle(open, high, low, c, volume float64, timeClose time.Time) *Candle
 		TimeClose: timeClose,
 	}
 }
+
 // InstrumentCandle represents a candlestick data point with an associated financial instrument.
 // It combines the detailed candlestick information such as OHLCV with the specific instrument
 // for which this data is relevant. This data structure is commonly used in trading strategies
@@ -187,6 +189,7 @@ func (c *Chart) Slice(period Period) Chart {
 		Timestamp: c.Timestamp.Slice(start, stop),
 	}
 }
+
 // Len returns the number of timestamps (and hence the number of candles) in the Chart.
 func (c *Chart) Len() int {
 	return len(c.Timestamp.Timestamp)
@@ -195,10 +198,13 @@ func (c *Chart) Len() int {
 // CandleByIndex retrieves the candle at the specified index from the Chart.
 // If the index is out of range, an error is returned.
 // Parameters:
-//   index - The index of the candle to retrieve.
+//
+//	index - The index of the candle to retrieve.
+//
 // Returns:
-//   pointer to a Candle and nil error if successful, or
-//   nil pointer and an OutOfIndexError if the index is invalid.
+//
+//	pointer to a Candle and nil error if successful, or
+//	nil pointer and an OutOfIndexError if the index is invalid.
 func (c *Chart) CandleByIndex(index int) (*Candle, error) {
 	if index >= c.Len() {
 		return nil, errors.NewOutOfIndexError(index)
@@ -213,6 +219,7 @@ func (c *Chart) CandleByIndex(index int) (*Candle, error) {
 		c.Timestamp.At(index),
 	), nil
 }
+
 // ChartContainer represents a collection of instruments and their corresponding charts.
 // It can be used to inform your trading system about your investment universe during testing and training.
 type ChartContainer map[Instrument]Chart

common/data/instrument.go

@@ -106,6 +106,7 @@ func NewTimeFrame(duration time.Duration, name string) (*TimeFrame, error) {
 		Name:           name,
 	}, nil
 }
+
 // Instrument represents the full description of a trading instrument in financial markets.
 // It encapsulates all concrete details required for trading with no further abstractions for tradable currencies.
 // The 'symbol' uniquely identifies the financial asset, and the 'timeframe' defines the trading interval.

events/events.go

@@ -133,6 +133,7 @@ func (p *Parallel) Occur(connector exchange.Connector) error {
 
 	for _, action := range p.actions {
 		wg.Add(1)
+
 		go func(act Event) {
 			defer wg.Done()
 			if err := act.Occur(connector); err != nil {
@@ -144,7 +145,7 @@ func (p *Parallel) Occur(connector exchange.Connector) error {
 	wg.Wait()
 	close(errorsChan)
 
-	var errorsList []string
+	errorsList := make([]string, 0, len(p.actions))
 	for err := range errorsChan {
 		errorsList = append(errorsList, err)
 	}

test/toolkit/rebalancer_test.go

@@ -159,10 +159,12 @@ func (m *MockConnector) GetPrices(symbols []data.Symbol) (<-chan exchange.Symbol
 	go func() {
 		defer close(priceChan)
 		defer close(errChan)
+
 		for _, symbol := range symbols {
 			price, ok := m.prices[symbol]
 			if !ok {
 				errChan <- errors.NewNoPriceError(symbol.String())
+
 				return
 			}
 			priceChan <- *exchange.NewSymbolPrice(symbol, price)
@@ -188,13 +190,15 @@ func NewMockConnector(portfolio common.Portfolio) *MockConnector {
 // mapSubtract takes two maps of data.Symbol to float64 and returns a new map with the subtraction result.
 func mapSubtract[T comparable](a, b map[T]float64) map[T]float64 {
 	result := make(map[T]float64)
+
 	for k, v := range a {
 		if bv, ok := b[k]; ok {
 			result[k] = v - bv
 		} else {
 			result[k] = v
 		}
 	}
+
 	for k, bv := range b {
 		if _, ok := a[k]; !ok {
 			result[k] = -bv