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maps: expansion of Key concept (#1349)

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* moves everything to use single map keys, also breaks

* full rollout

* tests

* fix a little bug

* minor test fixups

* Fix Key use

* rm 🔑 from 🔑 struct name
This commit is contained in:
Scott
2023-10-04 09:19:41 +10:00
committed by GitHub
parent 033a72b61a
commit 91d699be9d
47 changed files with 1478 additions and 1339 deletions
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3
backtester/engine/backtest.go
View File

@@ -622,6 +622,9 @@ func (bt *BackTest) Stop() error {
log.Errorf(common.Backtester, "Could not close all positions on stop: %s", err)
}
}
if !bt.hasProcessedAnEvent {
return nil
}
err := bt.Statistic.CalculateAllResults()
if err != nil {
return err

12
backtester/engine/backtest_test.go
View File

@@ -35,6 +35,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/backtester/report"
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/key"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/database"
"github.com/thrasher-corp/gocryptotrader/database/drivers"
@@ -442,11 +443,7 @@ func TestFullCycle(t *testing.T) {
tt := time.Now()
stats := &statistics.Statistic{}
stats.ExchangeAssetPairStatistics = make(map[string]map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics[ex] = make(map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics[ex][a] = make(map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics[ex][a][cp.Base.Item] = make(map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics = make(map[key.ExchangePairAsset]*statistics.CurrencyPairStatistic)
port, err := portfolio.Setup(&size.Size{
BuySide: exchange.MinMax{},
SellSide: exchange.MinMax{},
@@ -580,10 +577,7 @@ func TestFullCycleMulti(t *testing.T) {
tt := time.Now()
stats := &statistics.Statistic{}
stats.ExchangeAssetPairStatistics = make(map[string]map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics[ex] = make(map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics[ex][a] = make(map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics[ex][a][cp.Base.Item] = make(map[*currency.Item]*statistics.CurrencyPairStatistic)
stats.ExchangeAssetPairStatistics = make(map[key.ExchangePairAsset]*statistics.CurrencyPairStatistic)
port, err := portfolio.Setup(&size.Size{
BuySide: exchange.MinMax{},

23
backtester/engine/setup.go
View File

@@ -32,6 +32,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/backtester/report"
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
"github.com/thrasher-corp/gocryptotrader/common/convert"
"github.com/thrasher-corp/gocryptotrader/common/key"
gctconfig "github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
gctdatabase "github.com/thrasher-corp/gocryptotrader/database"
@@ -192,7 +193,7 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
}
portfolioRisk := &risk.Risk{
CurrencySettings: make(map[string]map[asset.Item]map[*currency.Item]map[*currency.Item]*risk.CurrencySettings),
CurrencySettings: make(map[key.ExchangePairAsset]*risk.CurrencySettings),
}
bt.Funding = funds
@@ -220,9 +221,6 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
}
for i := range cfg.CurrencySettings {
if portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName] == nil {
portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName] = make(map[asset.Item]map[*currency.Item]map[*currency.Item]*risk.CurrencySettings)
}
a := cfg.CurrencySettings[i].Asset
if !a.IsValid() {
return fmt.Errorf(
@@ -234,12 +232,10 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
cfg.CurrencySettings[i].Quote,
err)
}
if portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName][a] == nil {
portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName][a] = make(map[*currency.Item]map[*currency.Item]*risk.CurrencySettings)
}
if portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName][a][cfg.CurrencySettings[i].Base.Item] == nil {
portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName][a][cfg.CurrencySettings[i].Base.Item] = make(map[*currency.Item]*risk.CurrencySettings)
if portfolioRisk.CurrencySettings == nil {
portfolioRisk.CurrencySettings = make(map[key.ExchangePairAsset]*risk.CurrencySettings)
}
var curr currency.Pair
var b, q currency.Code
b = cfg.CurrencySettings[i].Base
@@ -264,7 +260,12 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
portSet.MaximumOrdersWithLeverageRatio = cfg.CurrencySettings[i].FuturesDetails.Leverage.MaximumOrdersWithLeverageRatio
portSet.MaxLeverageRate = cfg.CurrencySettings[i].FuturesDetails.Leverage.MaximumOrderLeverageRate
}
portfolioRisk.CurrencySettings[cfg.CurrencySettings[i].ExchangeName][a][curr.Base.Item][curr.Quote.Item] = portSet
portfolioRisk.CurrencySettings[key.ExchangePairAsset{
Exchange: cfg.CurrencySettings[i].ExchangeName,
Base: cfg.CurrencySettings[i].Base.Item,
Quote: cfg.CurrencySettings[i].Quote.Item,
Asset: a,
}] = portSet
if cfg.CurrencySettings[i].MakerFee != nil &&
cfg.CurrencySettings[i].TakerFee != nil &&
cfg.CurrencySettings[i].MakerFee.GreaterThan(*cfg.CurrencySettings[i].TakerFee) {
@@ -396,7 +397,7 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
StrategyNickname: cfg.Nickname,
StrategyDescription: bt.Strategy.Description(),
StrategyGoal: cfg.Goal,
ExchangeAssetPairStatistics: make(map[string]map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic),
ExchangeAssetPairStatistics: make(map[key.ExchangePairAsset]*statistics.CurrencyPairStatistic),
RiskFreeRate: cfg.StatisticSettings.RiskFreeRate,
CandleInterval: cfg.DataSettings.Interval,
FundManager: bt.Funding,