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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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12
engine/order_manager.go
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@@ -450,13 +450,12 @@ func (m *OrderManager) SubmitFakeOrder(newOrder *order.Submit, resultingOrder or
// GetOrdersSnapshot returns a snapshot of all orders in the orderstore. It optionally filters any orders that do not match the status
// but a status of "" or ANY will include all
// the time adds contexts for the when the snapshot is relevant for
func (m *OrderManager) GetOrdersSnapshot(s order.Status) ([]order.Detail, time.Time) {
// the time adds contexts for when the snapshot is relevant for
func (m *OrderManager) GetOrdersSnapshot(s order.Status) []order.Detail {
if m == nil || atomic.LoadInt32(&m.started) == 0 {
return nil, time.Time{}
return nil
}
var os []order.Detail
var latestUpdate time.Time
for _, v := range m.orderStore.Orders {
for i := range v {
if s != v[i].Status &&
@@ -464,14 +463,11 @@ func (m *OrderManager) GetOrdersSnapshot(s order.Status) ([]order.Detail, time.T
s != "" {
continue
}
if v[i].LastUpdated.After(latestUpdate) {
latestUpdate = v[i].LastUpdated
}
os = append(os, *v[i])
}
}
return os, latestUpdate
return os
}
// GetOrdersFiltered returns a snapshot of all orders in the order store.