mirror of
https://github.com/d0zingcat/gocryptotrader.git
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backtester: shared exchange level funding, decimal implementation (#783)
* Better designed backtester funding concept * Fleshes out funding concepts further to allow two funding types * Adds types, finishes adding to portfolio and adds to exchange * Fixes a bug to reveal another * Fixes issues with purchasing * A partial conversion to using decimal.decimal for the backtester * Further decimal rollout. Can compile and output report * More cleanup * Fix rendering and initial funds issue. * Adds new concept for trading using the exchange level funding to see what happens * Fixes a bug in funding not being found * New strat config to test RSI and discover issues * Can run with pairs that contain 0 funding * Finally fixes the arrangement to share funds * Adds testing and funding transfer * end of day * More comments, more tests! * Improves item comparisons and completes testing * Initial attempt at new strategy which utilisies shared funding and transfers * end of day broken * Chronological output. Fixes output bug where multi currency. * End of day commit * Fixes bug where events were being overwritten in a simultaneous context * Begins transitioning from portfolio holdings to funding holdings. Am I doing the right thing * End of day run around * Likely fix for holding calculations * Improvement to template. Improvement to holdings * DARK MODE. Report upgrades. Even handling with funds. Fix output * Output funding to cmd * Add new trasnferred funds "side" * Fixing test run 1 * Test updates * Test updating * More test fixing * Fixes portfolio tests * More test fixes * Fixes remaining tests and lints * Fixes currencystatistics tests. Adds decimal math implementations * Fixes hilarious bug where there could only be on holding * Adds funding support for config. Minor fixes * Adds documentation * Finishes config builder support for funding * Logs inexact conversions, updates tests. adds config validation * The quest to understand a new funding bug begins. New strategy * Fixes bug where wrong funding was retrieved. Expands t2b2 strat * End of the day commit. Gotta revert the nulldecimal stuff * Fixes tests, adds extra funding transfer feature * Fixes initial total values, tries to add a grand total value * Rebase fixes, documentation updates, tests for strategy * Swaps the err statement for tests. Regenerates tests. Math warnings * Attempts to solve Live data problems. Fixes volume * Fixes live data missing * can trade at any interval. skip volume sizing. volume colours. * config regen. display fixes * test fixes, lint fixes * Anti-funky errors * docs * Rmbad * docs * docs update * Simplifies err handling. Updates readmes. Data type checks * docs. new field initial-base-funds. comment errs. config test coverage * minMaxing * testfix * Fixes fee calculation, re-bans minMax being equal * Crazy concepts to attempt to solve totals. Addresses nits * Adds in totals calculation for exchange level funding.Uses external API In future, this will be replaced by proper pricing supplied by the same exchange that is requested. This is an unknown price * rm dollar signs in cmd and report. rm bad error. fix chart decimal. padding * re-run docs post merge * Fixes oopsie for fee parsing Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
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Scott
GitHub
@@ -1,24 +1,24 @@
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# GoCryptoTrader package State manager
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<img src="/common/gctlogo.png?raw=true" width="350px" height="350px" hspace="70">
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[](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml)
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[](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
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[](https://godoc.org/github.com/thrasher-corp/gocryptotrader/engine/state_manager)
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[](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
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[](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
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This state_manager package is part of the GoCryptoTrader codebase.
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## This is still in active development
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You can track ideas, planned features and what's in progress on this Trello board: [https://trello.com/b/ZAhMhpOy/gocryptotrader](https://trello.com/b/ZAhMhpOy/gocryptotrader).
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Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
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# GoCryptoTrader package Currency state manager
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## Current Features for State manager
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<img src="/common/gctlogo.png?raw=true" width="350px" height="350px" hspace="70">
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[](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml)
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[](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
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[](https://godoc.org/github.com/thrasher-corp/gocryptotrader/engine/currency_state_manager)
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[](http://codecov.io/github/thrasher-corp/gocryptotrader?branch=master)
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[](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
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This currency_state_manager package is part of the GoCryptoTrader codebase.
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## This is still in active development
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You can track ideas, planned features and what's in progress on this Trello board: [https://trello.com/b/ZAhMhpOy/gocryptotrader](https://trello.com/b/ZAhMhpOy/gocryptotrader).
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Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/enQtNTQ5NDAxMjA2Mjc5LTc5ZDE1ZTNiOGM3ZGMyMmY1NTAxYWZhODE0MWM5N2JlZDk1NDU0YTViYzk4NTk3OTRiMDQzNGQ1YTc4YmRlMTk)
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## Current Features for Currency state manager
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+ The state manager keeps currency states up to date, which include:
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* Withdrawal - Determines if the currency is allowed to be withdrawn from the exchange.
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* Deposit - Determines if the currency is allowed to be deposited to an exchange.
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@@ -27,22 +27,22 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
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+ This allows for an internal state check to compliment internal and external
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strategies.
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## Contribution
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Please feel free to submit any pull requests or suggest any desired features to be added.
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When submitting a PR, please abide by our coding guidelines:
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+ Code must adhere to the official Go [formatting](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
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+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
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+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/doc/coding_style.md).
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+ Pull requests need to be based on and opened against the `master` branch.
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## Donations
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<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
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If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
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## Contribution
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Please feel free to submit any pull requests or suggest any desired features to be added.
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When submitting a PR, please abide by our coding guidelines:
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+ Code must adhere to the official Go [formatting](https://golang.org/doc/effective_go.html#formatting) guidelines (i.e. uses [gofmt](https://golang.org/cmd/gofmt/)).
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+ Code must be documented adhering to the official Go [commentary](https://golang.org/doc/effective_go.html#commentary) guidelines.
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+ Code must adhere to our [coding style](https://github.com/thrasher-corp/gocryptotrader/blob/master/doc/coding_style.md).
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+ Pull requests need to be based on and opened against the `master` branch.
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## Donations
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<img src="https://github.com/thrasher-corp/gocryptotrader/blob/master/web/src/assets/donate.png?raw=true" hspace="70">
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If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
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***bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc***
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@@ -28,7 +28,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader
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| ------ | ----------- | ------- |
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| enabled | Enabled or disables the database connection subsystem | `true` |
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| verbose | Displays more information to the logger which can be helpful for debugging | `false` |
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| driver | The SQL driver to use. Can be `postgres` or `sqlite`. | `sqlite` |
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| driver | The SQL driver to use. Can be `postgres` or `sqlite` | `sqlite` |
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| connectionDetails | See below | |
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### connectionDetails
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@@ -119,7 +119,7 @@ You can add jobs which will be paused by default by using the `prerequisite` sub
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| enabled | If enabled will run the data history manager on startup | `true` |
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| checkInterval | A golang `time.Duration` interval of when to attempt to fetch all active jobs' data | `15000000000` |
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| maxJobsPerCycle | Allows you to control how many jobs are processed after the `checkInterval` timer finishes. Useful if you have many jobs, but don't wish to constantly be retrieving data | `5` |
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| maxResultInsertions | When saving candle/trade results, loop it in batches of this number. | `10000` |
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| maxResultInsertions | When saving candle/trade results, loop it in batches of this number | `10000` |
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| verbose | Displays some extra logs to your logging output to help debug | `false` |
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## RPC commands
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@@ -164,16 +164,16 @@ The following is a screenshot of the relationship between relevant data history
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| quote | The currency pair quote of the data to be fetching | `doge` |
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| start_time | When to begin fetching data | `01-01-2017T13:33:37Z` |
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| end_time | When to finish fetching data | `01-01-2018T13:33:37Z` |
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| interval | A golang `time.Duration` representation of the candle interval to use. | `30000000000` |
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| interval | A golang `time.Duration` representation of the candle interval to use | `30000000000` |
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| data_type | The data type to fetch. See job types in table `AddJob commands` above | `0` |
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| request_size | The number of candles to fetch. eg if `500`, the data history manager will break up the request into the appropriate timeframe to ensure the data history run interval will fetch 500 candles to save to the database | `500` |
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| max_retries | For an interval period, the amount of attempts the data history manager is allowed to attempt to fetch data before moving onto the next period. This can be useful for determining whether the exchange is missing the data in that time period or, if just one failure of three, just means that the data history manager couldn't finish one request | `3` |
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| batch_count | The number of requests to make when processing a job | `3` |
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| status | A numerical representation for the status. See data history job status subsection | `0` |
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| created | The date the job was created. | `2020-01-01T13:33:37Z` |
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| created | The date the job was created | `2020-01-01T13:33:37Z` |
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| conversion_interval | When converting data as a job, this determines the resulting interval | `86400000000000` |
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| overwrite_data | If data already exists, the setting allows you to overwrite it | `true` |
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| secondary_exchange_id | For a `secondaryvalidatecandles` job, the exchange id of the exchange to compare data to. | `ftx` |
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| secondary_exchange_id | For a `secondaryvalidatecandles` job, the exchange id of the exchange to compare data to | `ftx` |
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| decimal_place_comparison | When validating API candles, this will round the data to the supplied decimal point to check for equality | `3` |
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| replace_on_issue | When there is an issue validating candles for a `validatecandles` job, the API data will overwrite the existing candle data | `false` |
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@@ -201,7 +201,7 @@ The candle table also has relationships to data history jobs. Only the relevant
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| Field | Description | Example |
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| ------ | ----------- | ------- |
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| source_job_id | The source job id for where the candle data came from. | `deadbeef-dead-beef-dead-beef13371337` |
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| source_job_id | The source job id for where the candle data came from | `deadbeef-dead-beef-dead-beef13371337` |
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| validation_job_id | When job id for what job validated the candle data | `deadbeef-dead-beef-dead-beef13371337` |
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| validation_issues | If any discrepancies are found, the data will be written to the column | `issues found at 2020-07-08 00:00:00, Open api: 9262.62 db: 9262.69 diff: 3%, replacing database candle data with API data` |
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@@ -104,5 +104,5 @@ const (
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// newConfigMutex only locks and unlocks on engine creation functions
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// as engine modifies global files, this protects the main bot creation
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// functions from interfering with eachother
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// functions from interfering with each other
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var newEngineMutex sync.Mutex
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