d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-06 23:16:53 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
* 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

9
backtester/engine/setup.go
View File

@@ -740,7 +740,7 @@ func (bt *BackTest) loadData(cfg *config.Config, exch gctexchange.IBotExchange,
if err != nil {
return nil, fmt.Errorf("%v. Please check your GoCryptoTrader configuration", err)
}
resp.Item.RemoveDuplicateCandlesByTime()
resp.Item.RemoveDuplicates()
resp.Item.SortCandlesByTimestamp(false)
resp.RangeHolder, err = gctkline.CalculateCandleDateRanges(
resp.Item.Candles[0].Time,
@@ -783,7 +783,7 @@ func (bt *BackTest) loadData(cfg *config.Config, exch gctexchange.IBotExchange,
return nil, fmt.Errorf("unable to retrieve data from GoCryptoTrader database. Error: %v. Please ensure the database is setup correctly and has data before use", err)
}
resp.Item.RemoveDuplicateCandlesByTime()
resp.Item.RemoveDuplicates()
resp.Item.SortCandlesByTimestamp(false)
resp.RangeHolder, err = gctkline.CalculateCandleDateRanges(
cfg.DataSettings.DatabaseData.StartDate,
@@ -835,6 +835,7 @@ func (bt *BackTest) loadData(cfg *config.Config, exch gctexchange.IBotExchange,
resp.Item.UnderlyingPair = underlyingPair
err = b.ValidateKline(fPair, a, resp.Item.Interval)
if err != nil {
// TODO: In future allow custom candles.
if dataType != common.DataTrade || !strings.EqualFold(err.Error(), "interval not supported") {
return nil, err
}
@@ -844,7 +845,7 @@ func (bt *BackTest) loadData(cfg *config.Config, exch gctexchange.IBotExchange,
if err != nil {
return nil, err
}
err = bt.Reports.SetKlineData(&resp.Item)
err = bt.Reports.SetKlineData(resp.Item)
if err != nil {
return nil, err
}
@@ -902,7 +903,7 @@ func loadAPIData(cfg *config.Config, exch gctexchange.IBotExchange, fPair curren
candles.RemoveOutsideRange(cfg.DataSettings.APIData.StartDate, cfg.DataSettings.APIData.EndDate)
return &kline.DataFromKline{
Base: &data.Base{},
Item: *candles,
Item: candles,
RangeHolder: dates,
}, nil
}