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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
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11
backtester/data/kline/database/database_test.go
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@@ -125,7 +125,7 @@ func TestLoadDataCandles(t *testing.T) {
t.Error(err)
}
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, common.DataCandle, p, a)
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, common.DataCandle, p, a, false)
if err != nil {
t.Error(err)
}
@@ -198,7 +198,7 @@ func TestLoadDataTrades(t *testing.T) {
t.Error(err)
}
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, common.DataTrade, p, a)
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, common.DataTrade, p, a, false)
if err != nil {
t.Error(err)
}
@@ -210,8 +210,13 @@ func TestLoadDataInvalid(t *testing.T) {
p := currency.NewPair(currency.BTC, currency.USDT)
dStart := time.Date(2020, 1, 0, 0, 0, 0, 0, time.UTC)
dEnd := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
_, err := LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, -1, p, a)
_, err := LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, -1, p, a, false)
if !errors.Is(err, common.ErrInvalidDataType) {
t.Errorf("received: %v, expected: %v", err, common.ErrInvalidDataType)
}
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, -1, p, a, true)
if !errors.Is(err, errNoUSDData) {
t.Errorf("received: %v, expected: %v", err, errNoUSDData)
}
}