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BUGFIX: GateIO candle retrieval, backtester formatting (#715)

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* Fixes gateio candle retrieval. Fixes backtester exch & currency lookups

* Fixes strat whoopsie

* Using a helper function instead

* shadowy lint figures defeated

* Fixes fodmap typo

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
Scott
2021-07-19 11:48:52 +10:00
committed by GitHub
parent 0965678fbf
commit 6182dd6fbc
4 changed files with 14 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
backtester/backtest/backtest.go
View File

@@ -135,6 +135,15 @@ func NewFromConfig(cfg *config.Config, templatePath, output string, bot *engine.
cfg.CurrencySettings[i].Base+cfg.CurrencySettings[i].Quote,
err)
}
exch := bot.ExchangeManager.GetExchangeByName(cfg.CurrencySettings[i].ExchangeName)
b := exch.GetBase()
var pFmt currency.PairFormat
pFmt, err = b.GetPairFormat(a, true)
if err != nil {
return nil, fmt.Errorf("could not format currency %v, %w", curr, err)
}
curr = curr.Format(pFmt.Delimiter, pFmt.Uppercase)
portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName][a][curr] = &risk.CurrencySettings{
MaximumOrdersWithLeverageRatio: cfg.CurrencySettings[i].Leverage.MaximumOrdersWithLeverageRatio,
MaxLeverageRate: cfg.CurrencySettings[i].Leverage.MaximumLeverageRate,

2
backtester/config/config.go
View File

@@ -5,6 +5,7 @@ import (
"errors"
"fmt"
"io/ioutil"
"strings"
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/file"
@@ -179,6 +180,7 @@ func (c *Config) ValidateCurrencySettings() error {
c.CurrencySettings[i].MinimumSlippagePercent > c.CurrencySettings[i].MaximumSlippagePercent {
return ErrBadSlippageRates
}
c.CurrencySettings[i].ExchangeName = strings.ToLower(c.CurrencySettings[i].ExchangeName)
}
return nil
}

2
backtester/eventhandlers/exchange/exchange.go
View File

@@ -265,7 +265,7 @@ func (e *Exchange) SetExchangeAssetCurrencySettings(exch string, a asset.Item, c
// GetCurrencySettings returns the settings for an exchange, asset currency
func (e *Exchange) GetCurrencySettings(exch string, a asset.Item, cp currency.Pair) (Settings, error) {
for i := range e.CurrencySettings {
if e.CurrencySettings[i].CurrencyPair == cp {
if e.CurrencySettings[i].CurrencyPair.Equal(cp) {
if e.CurrencySettings[i].AssetType == a {
if exch == e.CurrencySettings[i].ExchangeName {
return e.CurrencySettings[i], nil

3
exchanges/gateio/gateio_wrapper.go
View File

@@ -826,7 +826,7 @@ func (g *Gateio) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end
return kline.Item{}, err
}
hours := end.Sub(start).Hours()
hours := time.Since(start).Hours()
formattedPair, err := g.FormatExchangeCurrency(pair, a)
if err != nil {
return kline.Item{}, err
@@ -847,6 +847,7 @@ func (g *Gateio) GetHistoricCandles(pair currency.Pair, a asset.Item, start, end
klineData.Asset = a
klineData.SortCandlesByTimestamp(false)
klineData.RemoveOutsideRange(start, end)
return klineData, nil
}