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Backtester: USD tracking (#818)

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* Initial concept for creating price tracking pairs

* Completes coverage, even with a slow test

* I dont know what point to hook this stuff up

* Bit of a broken way of handling tracking pairs

* Correctly calculates USD rates against all currencies

* Removes dependency on GCT config

* Failed currency statistics redesign

* initial Update chart to use highcharts

* Minor changes to stats

* Creats funding stats to handle the stat calculations. Needs more work

* tracks USD snapshots and BREAKS THINGS FURTHER

* Fixed!

* Adds ratio calculations and such, but its WRONG. do it at totals level dummy

* End of day basic lint

* Remaining lints

* USD totals statistics

* Minor panic fixes

* Printing of funding stats, but its bad

* Properly calculates overall benchmark, moves funding stat output

* Adds some template charge, removes duplicate fields

* New charts!

* Darkcharts. funding protection when disabled

* Now works with usd tracking/funding disabled!

* Attempting to only show working stats based on settings.

* Spruces up the goose/reporting

* Completes report HTML rendering

* lint and test fixes

* funding statistics testing

* slightly more test coverage

* Test coverage

* Initial documentation

* Fixes tests

* Database testing and rendering improvements and breakages

* report and cmd rendering, linting. fix comma output. rm gct cfg

* PR mode 🎉 Path field, config builder support,testing,linting,docs

* minor calculation improvement

* Secret lint that did not show up locally

* Disable USD tracking for example configs

* ShazNitNoScope

* Forgotten errors

* ""

* literally Logarithmically logically renders the date 👀

* Fixes typos, fixes parallel test, fixes chart gui and exporting
This commit is contained in:
Scott
2021-11-08 12:10:15 +11:00
committed by GitHub
parent 77d90a1a6c
commit 6eaa2e4073
81 changed files with 4691 additions and 2254 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
backtester/data/kline/database/database.go
View File

@@ -1,6 +1,7 @@
package database
import (
"errors"
"fmt"
"strings"
"time"
@@ -14,8 +15,10 @@ import (
"github.com/thrasher-corp/gocryptotrader/log"
)
var errNoUSDData = errors.New("could not retrieve USD database candle data")
// LoadData retrieves data from an existing database using GoCryptoTrader's database handling implementation
func LoadData(startDate, endDate time.Time, interval time.Duration, exchangeName string, dataType int64, fPair currency.Pair, a asset.Item) (*kline.DataFromKline, error) {
func LoadData(startDate, endDate time.Time, interval time.Duration, exchangeName string, dataType int64, fPair currency.Pair, a asset.Item, isUSDTrackingPair bool) (*kline.DataFromKline, error) {
resp := &kline.DataFromKline{}
switch dataType {
case common.DataCandle:
@@ -27,6 +30,9 @@ func LoadData(startDate, endDate time.Time, interval time.Duration, exchangeName
fPair,
a)
if err != nil {
if isUSDTrackingPair {
return nil, fmt.Errorf("%w for %v %v %v. Please save USD candle pair data to the database or set `disable-usd-tracking` to `true` in your config. %v", errNoUSDData, exchangeName, a, fPair, err)
}
return nil, fmt.Errorf("could not retrieve database candle data for %v %v %v, %v", exchangeName, a, fPair, err)
}
resp.Item = klineItem
@@ -50,10 +56,16 @@ func LoadData(startDate, endDate time.Time, interval time.Duration, exchangeName
gctkline.Interval(interval),
trades...)
if err != nil {
if isUSDTrackingPair {
return nil, fmt.Errorf("%w for %v %v %v. Please save USD pair trade data to the database or set `disable-usd-tracking` to `true` in your config. %v", errNoUSDData, exchangeName, a, fPair, err)
}
return nil, fmt.Errorf("could not retrieve database trade data for %v %v %v, %v", exchangeName, a, fPair, err)
}
resp.Item = klineItem
default:
if isUSDTrackingPair {
return nil, fmt.Errorf("%w for %v %v %v. Please add USD pair data to your CSV or set `disable-usd-tracking` to `true` in your config", errNoUSDData, exchangeName, a, fPair)
}
return nil, fmt.Errorf("could not retrieve database data for %v %v %v, %w", exchangeName, a, fPair, common.ErrInvalidDataType)
}
resp.Item.Exchange = strings.ToLower(resp.Item.Exchange)