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Feature: Data history manager engine subsystem (#693)

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* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
This commit is contained in:
Scott
2021-07-01 16:21:48 +10:00
committed by GitHub
parent c109cfb6b4
commit 197ef2df21
133 changed files with 17770 additions and 1367 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
exchanges/zb/zb_test.go
View File

@@ -2,6 +2,7 @@ package zb
import (
"encoding/json"
"errors"
"fmt"
"net/http"
"strconv"
@@ -928,11 +929,11 @@ func Test_FormatExchangeKlineInterval(t *testing.T) {
func TestValidateCandlesRequest(t *testing.T) {
_, err := z.validateCandlesRequest(currency.Pair{}, "", time.Time{}, time.Time{}, kline.Interval(-1))
if err != nil && err.Error() != "invalid time range supplied. Start: 0001-01-01 00:00:00 +0000 UTC End 0001-01-01 00:00:00 +0000 UTC" {
if !errors.Is(err, common.ErrDateUnset) {
t.Error(err)
}
_, err = z.validateCandlesRequest(currency.Pair{}, "", time.Date(2020, 1, 1, 1, 1, 1, 1, time.UTC), time.Time{}, kline.Interval(-1))
if err != nil && err.Error() != "invalid time range supplied. Start: 2020-01-01 01:01:01.000000001 +0000 UTC End 0001-01-01 00:00:00 +0000 UTC" {
if !errors.Is(err, common.ErrDateUnset) {
t.Error(err)
}
_, err = z.validateCandlesRequest(currency.Pair{}, asset.Spot, time.Date(2020, 1, 1, 1, 1, 1, 1, time.UTC), time.Date(2020, 1, 1, 1, 1, 1, 3, time.UTC), kline.OneHour)

9
exchanges/zb/zb_wrapper.go
View File

@@ -934,13 +934,8 @@ allKlines:
}
func (z *ZB) validateCandlesRequest(p currency.Pair, a asset.Item, start, end time.Time, interval kline.Interval) (kline.Item, error) {
if start.Equal(end) ||
end.After(time.Now()) ||
end.Before(start) ||
(start.IsZero() && !end.IsZero()) {
return kline.Item{}, fmt.Errorf("invalid time range supplied. Start: %v End %v",
start,
end)
if err := common.StartEndTimeCheck(start, end); err != nil {
return kline.Item{}, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", start, end, err)
}
if err := z.ValidateKline(p, a, interval); err != nil {
return kline.Item{}, err