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kline/exchanges: automatic creation of unsupported candle intervals (#1091)

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* kline: Add builder and testing

* Ideas

* kline: deploy builder functionality across GCT

* exchanges: implement across gct

* exchanges: Add tests and fix implementations before kline package testing and veri.

* kline: Add tests and start to fix ConvertToNewInterval

* kline: fix ConvertToNewInterval add tests

* kline: complete overarching tests now on to exchanges

* kline: finish exchange tests and implement limits

* exchanges: more fixes

* linter: fix

* engine: fix tests

* kraken: fix recent trades and other fixes

* zb: fix tests

* bithumb: fix empty insertion

* kline: refactor/optimize CreateKline function

* kline: remove the mooos!

* kline: prealloc CalculateCandleDateRanges

* linter: fix

* exchanges: prealloc extended

* fix whoopsie

* reverse fix because this is a whoopsie

* okx: fix risidual issues

* linter: fix

* kline: initial nits from @gloriouscode

* kline: rename builder -> request and cascade change

* linter: fix + test

* kline: update forced alignment on start and end times when CreateKlineRequest is called.

* nits: more more more

* NITS: Addressed

* tests: fix race issue

* Update exchanges/kline/request.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting

* kline: Add params start and end to addPadding() to insert blanks in between block

* kline: remove test comment code as it's not needed anymore

* kline: fix lint and test

* kline: sort slice without extra bool check every iteration

* okx: fix issues with timeing and candles and such from niterinos & address typo

* Update exchanges/kline/kline.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: niterinos

* Update exchanges/poloniex/poloniex_wrapper.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits now onto conflicts YAYA!!!

* Update exchanges/exchange_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits again

* thrasher: nitters

* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.

* kline: rm fmtizzle packageizzle

* glorious: nitters

* glorious: more niterinos

* fix last niterinos

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
This commit is contained in:
Ryan O'Hara-Reid
2023-01-17 16:22:33 +11:00
committed by GitHub
parent 72f36d70d1
commit 83cfefa45c
110 changed files with 11312 additions and 5768 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
backtester/engine/backtest_test.go
View File

@@ -493,7 +493,7 @@ func TestFullCycle(t *testing.T) {
bt.DataHolder = data.NewHandlerHolder()
k := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: ex,
Pair: cp,
Asset: a,
@@ -633,7 +633,7 @@ func TestFullCycleMulti(t *testing.T) {
bt.DataHolder = data.NewHandlerHolder()
k := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: ex,
Pair: cp,
Asset: a,
@@ -756,7 +756,7 @@ func TestTriggerLiquidationsForExchange(t *testing.T) {
t.Errorf("received: %v, expected: %v", err, nil)
}
da := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: testExchange,
Asset: a,
Pair: cp,
@@ -1008,7 +1008,7 @@ func TestProcessOrderEvent(t *testing.T) {
tt := time.Now()
bt.DataHolder = data.NewHandlerHolder()
k := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: testExchange,
Pair: cp,
Asset: a,
@@ -1121,7 +1121,7 @@ func TestProcessFillEvent(t *testing.T) {
}
bt.DataHolder = data.NewHandlerHolder()
k := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: testExchange,
Pair: cp,
Asset: a,
@@ -1230,7 +1230,7 @@ func TestProcessFuturesFillEvent(t *testing.T) {
tt := time.Now()
bt.DataHolder = data.NewHandlerHolder()
k := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: testExchange,
Pair: cp,
Asset: a,
@@ -1342,7 +1342,7 @@ func TestCloseAllPositions(t *testing.T) {
dataRequestRetryTolerance: 1,
pairCandles: &kline.DataFromKline{
Base: &data.Base{},
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: testExchange,
Pair: cp,
UnderlyingPair: cp,
@@ -1850,7 +1850,7 @@ func TestExecuteStrategy(t *testing.T) {
bt.m.Unlock()
err = bt.ExecuteStrategy(false)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
t.Fatalf("received '%v' expected '%v'", err, nil)
}
bt.m.Lock()
@@ -1965,7 +1965,7 @@ func TestProcessSingleDataEvent(t *testing.T) {
tt := time.Now()
bt.DataHolder = data.NewHandlerHolder()
k := &kline.DataFromKline{
Item: gctkline.Item{
Item: &gctkline.Item{
Exchange: testExchange,
Pair: cp,
Asset: a,