backtester: Fix selling bug, add planned features list (#722)

* Fixes sell bug. Updates docs. Adds test * Doc fixes * reorder and lint * Lint again! * Minor improvement to ensure theoretical upsized orders don't exceed portfolio limits * Fixes test error * %vamoose! * Fixes defaulting to int
2026-05-20 15:10:10 +00:00 · 2021-07-27 12:50:07 +10:00
parent c23d66b873
commit b5aa3eddb2
21 changed files with 225 additions and 88 deletions
--- a/5
+++ b/5
@@ -5,11 +5,11 @@ shazbert | https://github.com/shazbert
 gloriousCode | https://github.com/gloriousCode
 dependabot-preview[bot] | https://github.com/apps/dependabot-preview
 xtda | https://github.com/xtda
+dependabot[bot] | https://github.com/apps/dependabot
 Rots | https://github.com/Rots
 vazha | https://github.com/vazha
 ermalguni | https://github.com/ermalguni
 MadCozBadd | https://github.com/MadCozBadd
-dependabot[bot] | https://github.com/apps/dependabot
 vadimzhukck | https://github.com/vadimzhukck
 140am | https://github.com/140am
 marcofranssen | https://github.com/marcofranssen
@@ -21,6 +21,7 @@ azhang | https://github.com/azhang
 andreygrehov | https://github.com/andreygrehov
 bretep | https://github.com/bretep
 Christian-Achilli | https://github.com/Christian-Achilli
+MarkDzulko | https://github.com/MarkDzulko
 yangrq1018 | https://github.com/yangrq1018
 gam-phon | https://github.com/gam-phon
 cornelk | https://github.com/cornelk
@@ -29,7 +30,6 @@ lozdog245 | https://github.com/lozdog245
 soxipy | https://github.com/soxipy
 mshogin | https://github.com/mshogin
 herenow | https://github.com/herenow
-blombard | https://github.com/blombard
 tk42 | https://github.com/tk42
 daniel-cohen | https://github.com/daniel-cohen
 DirectX | https://github.com/DirectX
@@ -47,3 +47,4 @@ merkeld | https://github.com/merkeld
 CodeLingoTeam | https://github.com/CodeLingoTeam
 Daanikus | https://github.com/Daanikus
 CodeLingoBot | https://github.com/CodeLingoBot
+blombard | https://github.com/blombard
--- a/README.md
+++ b/README.md
@@ -142,16 +142,16 @@ Binaries will be published once the codebase reaches a stable condition.

 |User|Contribution Amount|
 |--|--|
-| [thrasher-](https://github.com/thrasher-) | 655 |
-| [shazbert](https://github.com/shazbert) | 207 |
-| [gloriousCode](https://github.com/gloriousCode) | 180 |
+| [thrasher-](https://github.com/thrasher-) | 656 |
+| [shazbert](https://github.com/shazbert) | 209 |
+| [gloriousCode](https://github.com/gloriousCode) | 184 |
 | [dependabot-preview[bot]](https://github.com/apps/dependabot-preview) | 88 |
 | [xtda](https://github.com/xtda) | 47 |
+| [dependabot[bot]](https://github.com/apps/dependabot) | 18 |
 | [Rots](https://github.com/Rots) | 15 |
 | [vazha](https://github.com/vazha) | 15 |
 | [ermalguni](https://github.com/ermalguni) | 14 |
-| [MadCozBadd](https://github.com/MadCozBadd) | 12 |
-| [dependabot[bot]](https://github.com/apps/dependabot) | 12 |
+| [MadCozBadd](https://github.com/MadCozBadd) | 13 |
 | [vadimzhukck](https://github.com/vadimzhukck) | 10 |
 | [140am](https://github.com/140am) | 8 |
 | [marcofranssen](https://github.com/marcofranssen) | 8 |
@@ -163,6 +163,7 @@ Binaries will be published once the codebase reaches a stable condition.
 | [andreygrehov](https://github.com/andreygrehov) | 2 |
 | [bretep](https://github.com/bretep) | 2 |
 | [Christian-Achilli](https://github.com/Christian-Achilli) | 2 |
+| [MarkDzulko](https://github.com/MarkDzulko) | 2 |
 | [yangrq1018](https://github.com/yangrq1018) | 2 |
 | [gam-phon](https://github.com/gam-phon) | 2 |
 | [cornelk](https://github.com/cornelk) | 2 |
@@ -171,7 +172,6 @@ Binaries will be published once the codebase reaches a stable condition.
 | [soxipy](https://github.com/soxipy) | 2 |
 | [mshogin](https://github.com/mshogin) | 2 |
 | [herenow](https://github.com/herenow) | 2 |
-| [blombard](https://github.com/blombard) | 1 |
 | [tk42](https://github.com/tk42) | 2 |
 | [daniel-cohen](https://github.com/daniel-cohen) | 1 |
 | [DirectX](https://github.com/DirectX) | 1 |
@@ -189,3 +189,4 @@ Binaries will be published once the codebase reaches a stable condition.
 | [CodeLingoTeam](https://github.com/CodeLingoTeam) | 1 |
 | [Daanikus](https://github.com/Daanikus) | 1 |
 | [CodeLingoBot](https://github.com/CodeLingoBot) | 1 |
+| [blombard](https://github.com/blombard) | 1 |
--- a/backtester/README.md
+++ b/backtester/README.md
@@ -39,6 +39,20 @@ An event-driven backtesting tool to test and iterate trading strategies using hi
 - Helpful statistics to help determine whether a strategy was effective
 - Compliance manager to keep snapshots of every transaction and their changes at every interval

+## Planned Features
+We welcome pull requests on any feature for the Backtester! We will be especially appreciative of any contribution towards the following planned features:
+
+| Feature | Description |
+|---------|-------------|
+| Add quote-based portfolio funding feature | Funds are currently currency-pair based which is helpful for running the same strategy against many pairs simultaneously. This feature would allow for shared funding pool for an overarching strategy |
+| Add backtesting support for futures asset types | Spot trading is currently the only supported asset type. Futures trading greatly expands the Backtester's potential |
+| Example futures pairs trading strategy | Providing a basic example will allow for esteemed traders to build and customise their own |
+| Save Backtester results to database | This will allow for easier comparison of results over time |
+| Backtester result comparison report | Providing an executive summary of Backtester database results |
+| Currency correlation | Compare multiple exchange, asset, currencies for a candle interval against indicators to highlight correlated pairs for use in pairs trading |
+| Improve live trading functionality | Live trading is currently only a proof Of concept. Adding live support for running multiple currencies and running off orderbook data will allow for esteemed traders to use their backtested strategies |
+
+
 ## How does it work?
 - The application will load a `.strat` config file as specified at runtime
 - The `.strat` config file will contain
@@ -72,7 +86,7 @@ Creating strategies requires programming skills. [Here](/backtester/eventhandler
 - The readmes linked in the "How does it work" covers the main parts of the application.
  - If you are still unsure, please raise an issue, ask a question in our Slack or open a pull request
 - Here is an overview
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 # Important notes
--- a/backtester/backtest/README.md
+++ b/backtester/backtest/README.md
@@ -31,7 +31,7 @@ It is responsible for the following functionality


 A flow of the application is as follows:
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 ### Please click GoDocs chevron above to view current GoDoc information for this package
--- a/backtester/backtest/backtest.go
+++ b/backtester/backtest/backtest.go
@@ -251,7 +251,7 @@ func (bt *BackTest) setupExchangeSettings(cfg *config.Config) (exchange.Exchange
 		}

 		if cfg.CurrencySettings[i].MaximumSlippagePercent < 0 {
-			log.Warnf(log.BackTester, "invalid maximum slippage percent '%v'. Slippage percent is defined as a number, eg '100.00', defaulting to '%v'",
+			log.Warnf(log.BackTester, "invalid maximum slippage percent '%f'. Slippage percent is defined as a number, eg '100.00', defaulting to '%f'",
 				cfg.CurrencySettings[i].MaximumSlippagePercent,
 				slippage.DefaultMaximumSlippagePercent)
 			cfg.CurrencySettings[i].MaximumSlippagePercent = slippage.DefaultMaximumSlippagePercent
@@ -260,7 +260,7 @@ func (bt *BackTest) setupExchangeSettings(cfg *config.Config) (exchange.Exchange
 			cfg.CurrencySettings[i].MaximumSlippagePercent = slippage.DefaultMaximumSlippagePercent
 		}
 		if cfg.CurrencySettings[i].MinimumSlippagePercent < 0 {
-			log.Warnf(log.BackTester, "invalid minimum slippage percent '%v'. Slippage percent is defined as a number, eg '80.00', defaulting to '%v'",
+			log.Warnf(log.BackTester, "invalid minimum slippage percent '%f'. Slippage percent is defined as a number, eg '80.00', defaulting to '%f'",
 				cfg.CurrencySettings[i].MinimumSlippagePercent,
 				slippage.DefaultMinimumSlippagePercent)
 			cfg.CurrencySettings[i].MinimumSlippagePercent = slippage.DefaultMinimumSlippagePercent
--- a/backtester/config/config.go
+++ b/backtester/config/config.go
@@ -116,19 +116,19 @@ func (c *Config) PrintSetting() {
 func (m *MinMax) Validate() {
 	if m.MaximumSize < 0 {
 		m.MaximumSize *= -1
-		log.Warnf(log.BackTester, "invalid maximum size set to %v", m.MaximumSize)
+		log.Warnf(log.BackTester, "invalid maximum size set to %f", m.MaximumSize)
 	}
 	if m.MinimumSize < 0 {
 		m.MinimumSize *= -1
-		log.Warnf(log.BackTester, "invalid minimum size set to %v", m.MinimumSize)
+		log.Warnf(log.BackTester, "invalid minimum size set to %f", m.MinimumSize)
 	}
 	if m.MaximumSize <= m.MinimumSize && m.MinimumSize != 0 && m.MaximumSize != 0 {
 		m.MaximumSize = m.MinimumSize + 1
-		log.Warnf(log.BackTester, "invalid maximum size set to %v", m.MaximumSize)
+		log.Warnf(log.BackTester, "invalid maximum size set to %f", m.MaximumSize)
 	}
 	if m.MaximumTotal < 0 {
 		m.MaximumTotal *= -1
-		log.Warnf(log.BackTester, "invalid maximum total set to %v", m.MaximumTotal)
+		log.Warnf(log.BackTester, "invalid maximum total set to %f", m.MaximumTotal)
 	}
 }

--- a/backtester/eventhandlers/README.md
+++ b/backtester/eventhandlers/README.md
@@ -22,7 +22,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader

 Event handlers are responsible for taking in an event, analysing its contents and outputting another event to be handled. An individual candle is turned into a data event which handled via the strategy event handler. The strategy handler outputs a signal event, which the portfolio eventhandler will size and risk analyse before raising an order event. The event is then sent to the portfolio manager to determine whether there is appropriate funding, adequate risk and proper order sizing before raising an order event. The order event is taken to the exchange handler which will place the order and create a fill event.
 Below is an overview of how event handlers are used
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 ### Please click GoDocs chevron above to view current GoDoc information for this package
--- a/backtester/eventhandlers/exchange/exchange.go
+++ b/backtester/eventhandlers/exchange/exchange.go
@@ -5,6 +5,7 @@ import (

 	"github.com/gofrs/uuid"
 	"github.com/thrasher-corp/gocryptotrader/backtester/common"
+	"github.com/thrasher-corp/gocryptotrader/backtester/config"
 	"github.com/thrasher-corp/gocryptotrader/backtester/data"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange/slippage"
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
@@ -35,9 +36,8 @@ func (e *Exchange) ExecuteOrder(o order.Event, data data.Handler, bot *engine.En
 			Interval:     o.GetInterval(),
 			Reason:       o.GetReason(),
 		},
-		Direction: o.GetDirection(),
-		Amount:    o.GetAmount(),
-
+		Direction:  o.GetDirection(),
+		Amount:     o.GetAmount(),
 		ClosePrice: data.Latest().ClosePrice(),
 	}

@@ -85,41 +85,27 @@ func (e *Exchange) ExecuteOrder(o order.Event, data data.Handler, bot *engine.En
 			return f, err
 		}
 	}
-	reducedAmount := reduceAmountToFitPortfolioLimit(adjustedPrice, amount, o.GetFunds())
-	if reducedAmount != amount {
-		f.AppendReason(fmt.Sprintf("Order size shrunk from %v to %v to remain within portfolio limits", amount, reducedAmount))
+
+	portfolioLimitedAmount := reduceAmountToFitPortfolioLimit(adjustedPrice, amount, o.GetFunds(), f.GetDirection())
+	if portfolioLimitedAmount != amount {
+		f.AppendReason(fmt.Sprintf("Order size shrunk from %f to %f to remain within portfolio limits", amount, portfolioLimitedAmount))
 	}

-	var limitReducedAmount float64
+	limitReducedAmount := portfolioLimitedAmount
 	if cs.CanUseExchangeLimits {
 		// Conforms the amount to the exchange order defined step amount
 		// reducing it when needed
-		limitReducedAmount = cs.Limits.ConformToAmount(reducedAmount)
-		if limitReducedAmount != reducedAmount {
-			f.AppendReason(fmt.Sprintf("Order size shrunk from %v to %v to remain within exchange step amount limits",
-				reducedAmount,
+		limitReducedAmount = cs.Limits.ConformToAmount(portfolioLimitedAmount)
+		if limitReducedAmount != portfolioLimitedAmount {
+			f.AppendReason(fmt.Sprintf("Order size shrunk from %f to %f to remain within exchange step amount limits",
+				portfolioLimitedAmount,
 				limitReducedAmount))
 		}
-	} else {
-		limitReducedAmount = reducedAmount
 	}
-	// Conforms the amount to fall into the minimum size and maximum size limit after reduced
-	switch f.GetDirection() {
-	case gctorder.Buy:
-		if ((limitReducedAmount < cs.BuySide.MinimumSize && cs.BuySide.MinimumSize > 0) || (limitReducedAmount > cs.BuySide.MaximumSize && cs.BuySide.MaximumSize > 0)) && (cs.BuySide.MaximumSize > 0 || cs.BuySide.MinimumSize > 0) {
-			f.SetDirection(common.CouldNotBuy)
-			e := fmt.Sprintf("Order size  %.8f exceed minimum size %.8f or maximum size %.8f ", limitReducedAmount, cs.BuySide.MinimumSize, cs.BuySide.MaximumSize)
-			f.AppendReason(e)
-			return f, fmt.Errorf(e)
-		}

-	case gctorder.Sell:
-		if ((limitReducedAmount < cs.SellSide.MinimumSize && cs.SellSide.MinimumSize > 0) || (limitReducedAmount > cs.SellSide.MaximumSize && cs.SellSide.MaximumSize > 0)) && (cs.SellSide.MaximumSize > 0 || cs.SellSide.MinimumSize > 0) {
-			f.SetDirection(common.CouldNotSell)
-			e := fmt.Sprintf("Order size  %.8f exceed minimum size %.8f or maximum size %.8f ", limitReducedAmount, cs.SellSide.MinimumSize, cs.SellSide.MaximumSize)
-			f.AppendReason(e)
-			return f, fmt.Errorf(e)
-		}
+	err = verifyOrderWithinLimits(f, limitReducedAmount, &cs)
+	if err != nil {
+		return f, err
 	}

 	orderID, err := e.placeOrder(adjustedPrice, limitReducedAmount, cs.UseRealOrders, cs.CanUseExchangeLimits, f, bot)
@@ -152,11 +138,62 @@ func (e *Exchange) ExecuteOrder(o order.Event, data data.Handler, bot *engine.En
 	return f, nil
 }

-func reduceAmountToFitPortfolioLimit(adjustedPrice, amount, sizedPortfolioTotal float64) float64 {
-	if adjustedPrice*amount > sizedPortfolioTotal {
-		// adjusted amounts exceeds portfolio manager's allowed funds
-		// the amount has to be reduced to equal the sizedPortfolioTotal
-		amount = sizedPortfolioTotal / adjustedPrice
+// verifyOrderWithinLimits conforms the amount to fall into the minimum size and maximum size limit after reduced
+func verifyOrderWithinLimits(f *fill.Fill, limitReducedAmount float64, cs *Settings) error {
+	if f == nil {
+		return common.ErrNilEvent
+	}
+	if cs == nil {
+		return errNilCurrencySettings
+	}
+	exceeded := false
+	var minMax config.MinMax
+	var direction gctorder.Side
+	switch f.GetDirection() {
+	case gctorder.Buy:
+		minMax = cs.BuySide
+		direction = common.CouldNotBuy
+	case gctorder.Sell:
+		minMax = cs.SellSide
+		direction = common.CouldNotSell
+	default:
+		direction = f.GetDirection()
+		f.SetDirection(common.DoNothing)
+		return fmt.Errorf("%w: %v", errInvalidDirection, direction)
+	}
+	var exceededLimit string
+	var size float64
+	if limitReducedAmount < minMax.MinimumSize && minMax.MinimumSize > 0 {
+		exceeded = true
+		exceededLimit = "minimum"
+		size = minMax.MinimumSize
+	}
+	if limitReducedAmount > minMax.MaximumSize && minMax.MaximumSize > 0 {
+		exceeded = true
+		exceededLimit = "maximum"
+		size = minMax.MaximumSize
+	}
+	if exceeded {
+		f.SetDirection(direction)
+		e := fmt.Sprintf("Order size %.8f exceeded %v size %.8f", limitReducedAmount, exceededLimit, size)
+		f.AppendReason(e)
+		return fmt.Errorf("%w %v", errExceededPortfolioLimit, e)
+	}
+	return nil
+}
+
+func reduceAmountToFitPortfolioLimit(adjustedPrice, amount, sizedPortfolioTotal float64, side gctorder.Side) float64 {
+	switch side {
+	case gctorder.Buy:
+		if adjustedPrice*amount > sizedPortfolioTotal {
+			// adjusted amounts exceeds portfolio manager's allowed funds
+			// the amount has to be reduced to equal the sizedPortfolioTotal
+			amount = sizedPortfolioTotal / adjustedPrice
+		}
+	case gctorder.Sell:
+		if amount > sizedPortfolioTotal {
+			amount = sizedPortfolioTotal
+		}
 	}
 	return amount
 }
@@ -220,7 +257,7 @@ func (e *Exchange) sizeOfflineOrder(high, low, volume float64, cs *Settings, f *
 	slippageRate := slippage.EstimateSlippagePercentage(cs.MinimumSlippageRate, cs.MaximumSlippageRate)
 	f.VolumeAdjustedPrice, adjustedAmount = ensureOrderFitsWithinHLV(f.ClosePrice, f.Amount, high, low, volume)
 	if adjustedAmount != f.Amount {
-		f.AppendReason(fmt.Sprintf("Order size shrunk from %v to %v to fit candle", f.Amount, adjustedAmount))
+		f.AppendReason(fmt.Sprintf("Order size shrunk from %f to %f to fit candle", f.Amount, adjustedAmount))
 	}

 	if adjustedAmount <= 0 && f.Amount > 0 {
--- a/backtester/eventhandlers/exchange/exchange_test.go
+++ b/backtester/eventhandlers/exchange/exchange_test.go
@@ -14,6 +14,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/order"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/engine"
+	exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
 	gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
 	gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
@@ -374,11 +375,8 @@ func TestExecuteOrderBuySellSizeLimit(t *testing.T) {
 	}
 	d.Next()
 	_, err = e.ExecuteOrder(o, d, bot)
-	if err != nil && !strings.Contains(err.Error(), "exceed minimum size") {
-		t.Error(err)
-	}
-	if err == nil {
-		t.Error("Order size  0.99999999 should exceed minimum size 0.00000000 or maximum size 0.01000000")
+	if !errors.Is(err, errExceededPortfolioLimit) {
+		t.Errorf("received %v expected %v", err, errExceededPortfolioLimit)
 	}
 	o = &order.Order{
 		Base:      ev,
@@ -423,19 +421,15 @@ func TestExecuteOrderBuySellSizeLimit(t *testing.T) {
 	cs.SellSide.MinimumSize = 1
 	e.CurrencySettings = []Settings{cs}
 	_, err = e.ExecuteOrder(o, d, bot)
-	if err != nil && !strings.Contains(err.Error(), "exceed minimum size") {
-		t.Error(err)
-	}
-
-	if err == nil {
-		t.Error(" Order size  0.50000000 should exceed minimum size 1.00000000")
+	if !errors.Is(err, errExceededPortfolioLimit) {
+		t.Errorf("received %v expected %v", err, errExceededPortfolioLimit)
 	}

 	o = &order.Order{
 		Base:      ev,
 		Direction: gctorder.Sell,
 		Amount:    0.02,
-		Funds:     1337,
+		Funds:     0.01337,
 	}
 	cs.SellSide.MaximumSize = 0
 	cs.SellSide.MinimumSize = 0.01
@@ -445,8 +439,8 @@ func TestExecuteOrderBuySellSizeLimit(t *testing.T) {
 	o.Direction = gctorder.Sell
 	e.CurrencySettings = []Settings{cs}
 	_, err = e.ExecuteOrder(o, d, bot)
-	if err != nil && !strings.Contains(err.Error(), "unset/default API keys") {
-		t.Error(err)
+	if !errors.Is(err, exchange.ErrAuthenticatedRequestWithoutCredentialsSet) {
+		t.Errorf("received %v expected %v", err, exchange.ErrAuthenticatedRequestWithoutCredentialsSet)
 	}
 }

@@ -469,8 +463,71 @@ func TestReduceAmountToFitPortfolioLimit(t *testing.T) {
 	portfolioAdjustedTotal := initialAmount * initialPrice
 	adjustedPrice := 1000.0
 	amount := 2.0
-	finalAmount := reduceAmountToFitPortfolioLimit(adjustedPrice, amount, portfolioAdjustedTotal)
+	finalAmount := reduceAmountToFitPortfolioLimit(adjustedPrice, amount, portfolioAdjustedTotal, gctorder.Buy)
 	if finalAmount*adjustedPrice != portfolioAdjustedTotal {
 		t.Errorf("expected value %v to match portfolio total %v", finalAmount*adjustedPrice, portfolioAdjustedTotal)
 	}
+	finalAmount = reduceAmountToFitPortfolioLimit(adjustedPrice, 133333333337, portfolioAdjustedTotal, gctorder.Sell)
+	if finalAmount != portfolioAdjustedTotal {
+		t.Errorf("expected value %v to match portfolio total %v", finalAmount, portfolioAdjustedTotal)
+	}
+	finalAmount = reduceAmountToFitPortfolioLimit(adjustedPrice, 1, portfolioAdjustedTotal, gctorder.Sell)
+	if finalAmount != 1 {
+		t.Errorf("expected value %v to match portfolio total %v", finalAmount, portfolioAdjustedTotal)
+	}
+}
+
+func TestVerifyOrderWithinLimits(t *testing.T) {
+	t.Parallel()
+	err := verifyOrderWithinLimits(nil, 0, nil)
+	if !errors.Is(err, common.ErrNilEvent) {
+		t.Errorf("received %v expected %v", err, common.ErrNilEvent)
+	}
+
+	err = verifyOrderWithinLimits(&fill.Fill{}, 0, nil)
+	if !errors.Is(err, errNilCurrencySettings) {
+		t.Errorf("received %v expected %v", err, errNilCurrencySettings)
+	}
+
+	err = verifyOrderWithinLimits(&fill.Fill{}, 0, &Settings{})
+	if !errors.Is(err, errInvalidDirection) {
+		t.Errorf("received %v expected %v", err, errInvalidDirection)
+	}
+	f := &fill.Fill{
+		Direction: gctorder.Buy,
+	}
+	err = verifyOrderWithinLimits(f, 0, &Settings{})
+	if !errors.Is(err, nil) {
+		t.Errorf("received %v expected %v", err, nil)
+	}
+	s := &Settings{
+		BuySide: config.MinMax{
+			MinimumSize: 1,
+			MaximumSize: 1,
+		},
+	}
+	err = verifyOrderWithinLimits(f, 0.5, s)
+	if !errors.Is(err, errExceededPortfolioLimit) {
+		t.Errorf("received %v expected %v", err, errExceededPortfolioLimit)
+	}
+	f.Direction = gctorder.Buy
+	err = verifyOrderWithinLimits(f, 2, s)
+	if !errors.Is(err, errExceededPortfolioLimit) {
+		t.Errorf("received %v expected %v", err, errExceededPortfolioLimit)
+	}
+
+	f.Direction = gctorder.Sell
+	s.SellSide = config.MinMax{
+		MinimumSize: 1,
+		MaximumSize: 1,
+	}
+	err = verifyOrderWithinLimits(f, 0.5, s)
+	if !errors.Is(err, errExceededPortfolioLimit) {
+		t.Errorf("received %v expected %v", err, errExceededPortfolioLimit)
+	}
+	f.Direction = gctorder.Sell
+	err = verifyOrderWithinLimits(f, 2, s)
+	if !errors.Is(err, errExceededPortfolioLimit) {
+		t.Errorf("received %v expected %v", err, errExceededPortfolioLimit)
+	}
 }
--- a/backtester/eventhandlers/exchange/exchange_types.go
+++ b/backtester/eventhandlers/exchange/exchange_types.go
@@ -14,7 +14,10 @@ import (
 )

 var (
-	errDataMayBeIncorrect = errors.New("data may be incorrect")
+	errDataMayBeIncorrect     = errors.New("data may be incorrect")
+	errExceededPortfolioLimit = errors.New("exceeded portfolio limit")
+	errNilCurrencySettings    = errors.New("received nil currency settings")
+	errInvalidDirection       = errors.New("received invalid order direction")
 )

 // ExecutionHandler interface dictates what functions are required to submit an order
--- a/backtester/eventhandlers/exchange/slippage/slippage_types.go
+++ b/backtester/eventhandlers/exchange/slippage/slippage_types.go
@@ -3,6 +3,6 @@ package slippage
 // Default slippage rates. It works on a percentage basis
 // 100 means unaffected, 95 would mean 95%
 const (
-	DefaultMaximumSlippagePercent = 100
-	DefaultMinimumSlippagePercent = 100
+	DefaultMaximumSlippagePercent float64 = 100
+	DefaultMinimumSlippagePercent float64 = 100
 )
--- a/backtester/eventhandlers/portfolio/risk/risk.go
+++ b/backtester/eventhandlers/portfolio/risk/risk.go
@@ -31,16 +31,16 @@ func (r *Risk) EvaluateOrder(o order.Event, latestHoldings []holdings.Holding, s
 		}
 		ratio := existingLeverageRatio(s)
 		if ratio > lookup.MaximumOrdersWithLeverageRatio && lookup.MaximumOrdersWithLeverageRatio > 0 {
-			return nil, fmt.Errorf("proceeding with the order would put maximum orders using leverage ratio beyond its limit of %v to %v and %w", lookup.MaximumOrdersWithLeverageRatio, ratio, errCannotPlaceLeverageOrder)
+			return nil, fmt.Errorf("proceeding with the order would put maximum orders using leverage ratio beyond its limit of %f to %f and %w", lookup.MaximumOrdersWithLeverageRatio, ratio, errCannotPlaceLeverageOrder)
 		}
 		if retOrder.GetLeverage() > lookup.MaxLeverageRate && lookup.MaxLeverageRate > 0 {
-			return nil, fmt.Errorf("proceeding with the order would put leverage rate beyond its limit of %v to %v and %w", lookup.MaxLeverageRate, retOrder.GetLeverage(), errCannotPlaceLeverageOrder)
+			return nil, fmt.Errorf("proceeding with the order would put leverage rate beyond its limit of %f to %f and %w", lookup.MaxLeverageRate, retOrder.GetLeverage(), errCannotPlaceLeverageOrder)
 		}
 	}
 	if len(latestHoldings) > 1 {
 		ratio := assessHoldingsRatio(o.Pair(), latestHoldings)
 		if lookup.MaximumHoldingRatio > 0 && ratio != 1 && ratio > lookup.MaximumHoldingRatio {
-			return nil, fmt.Errorf("order would exceed maximum holding ratio of %v to %v for %v %v %v. %w", lookup.MaximumHoldingRatio, ratio, ex, a, p, errCannotPlaceLeverageOrder)
+			return nil, fmt.Errorf("order would exceed maximum holding ratio of %f to %f for %v %v %v. %w", lookup.MaximumHoldingRatio, ratio, ex, a, p, errCannotPlaceLeverageOrder)
 		}
 	}
 	return retOrder, nil
--- a/backtester/eventhandlers/portfolio/size/size.go
+++ b/backtester/eventhandlers/portfolio/size/size.go
@@ -85,7 +85,7 @@ func (s *Size) calculateBuySize(price, availableFunds, feeRate, buyLimit float64
 		amount = minMaxSettings.MaximumTotal * (1 - feeRate) / price
 	}
 	if amount < minMaxSettings.MinimumSize && minMaxSettings.MinimumSize > 0 {
-		return 0, fmt.Errorf("%w. Sized: '%.8f' Minimum: '%v'", errLessThanMinimum, amount, minMaxSettings.MinimumSize)
+		return 0, fmt.Errorf("%w. Sized: '%.8f' Minimum: '%f'", errLessThanMinimum, amount, minMaxSettings.MinimumSize)
 	}
 	return amount, nil
 }
@@ -114,7 +114,7 @@ func (s *Size) calculateSellSize(price, baseAmount, feeRate, sellLimit float64,
 		amount = minMaxSettings.MaximumTotal * (1 - feeRate) / price
 	}
 	if amount < minMaxSettings.MinimumSize && minMaxSettings.MinimumSize > 0 {
-		return 0, fmt.Errorf("%w. Sized: '%.8f' Minimum: '%v'", errLessThanMinimum, amount, minMaxSettings.MinimumSize)
+		return 0, fmt.Errorf("%w. Sized: '%.8f' Minimum: '%f'", errLessThanMinimum, amount, minMaxSettings.MinimumSize)
 	}

 	return amount, nil
--- a/backtester/eventhandlers/statistics/statistics.go
+++ b/backtester/eventhandlers/statistics/statistics.go
@@ -206,7 +206,7 @@ func (s *Statistic) PrintTotalResults() {
 		log.Infof(log.BackTester, "Exchange: %v Asset: %v Currency: %v", s.BiggestDrawdown.Exchange, s.BiggestDrawdown.Asset, s.BiggestDrawdown.Pair)
 		log.Infof(log.BackTester, "Highest Price: $%.2f", s.BiggestDrawdown.MaxDrawdown.Highest.Price)
 		log.Infof(log.BackTester, "Highest Price Time: %v", s.BiggestDrawdown.MaxDrawdown.Highest.Time)
-		log.Infof(log.BackTester, "Lowest Price: $%v", s.BiggestDrawdown.MaxDrawdown.Lowest.Price)
+		log.Infof(log.BackTester, "Lowest Price: $%.2f", s.BiggestDrawdown.MaxDrawdown.Lowest.Price)
 		log.Infof(log.BackTester, "Lowest Price Time: %v", s.BiggestDrawdown.MaxDrawdown.Lowest.Time)
 		log.Infof(log.BackTester, "Calculated Drawdown: %.2f%%", s.BiggestDrawdown.MaxDrawdown.DrawdownPercent)
 		log.Infof(log.BackTester, "Difference: $%.2f", s.BiggestDrawdown.MaxDrawdown.Highest.Price-s.BiggestDrawdown.MaxDrawdown.Lowest.Price)
@@ -214,8 +214,8 @@ func (s *Statistic) PrintTotalResults() {
 	}
 	if s.BestMarketMovement != nil && s.BestStrategyResults != nil {
 		log.Info(log.BackTester, "------------------Orders----------------------------------")
-		log.Infof(log.BackTester, "Best performing market movement: %v %v %v %v%%", s.BestMarketMovement.Exchange, s.BestMarketMovement.Asset, s.BestMarketMovement.Pair, s.BestMarketMovement.MarketMovement)
-		log.Infof(log.BackTester, "Best performing strategy movement: %v %v %v %v%%\n\n", s.BestStrategyResults.Exchange, s.BestStrategyResults.Asset, s.BestStrategyResults.Pair, s.BestStrategyResults.StrategyMovement)
+		log.Infof(log.BackTester, "Best performing market movement: %v %v %v %f%%", s.BestMarketMovement.Exchange, s.BestMarketMovement.Asset, s.BestMarketMovement.Pair, s.BestMarketMovement.MarketMovement)
+		log.Infof(log.BackTester, "Best performing strategy movement: %v %v %v %f%%\n\n", s.BestStrategyResults.Exchange, s.BestStrategyResults.Asset, s.BestStrategyResults.Pair, s.BestStrategyResults.StrategyMovement)
 	}
 }

@@ -272,13 +272,13 @@ func (s *Statistic) PrintAllEvents() {
 							direction == common.DoNothing ||
 							direction == common.MissingData ||
 							direction == "" {
-							log.Infof(log.BackTester, "%v | Price: $%v - Direction: %v - Reason: %s",
+							log.Infof(log.BackTester, "%v | Price: $%f - Direction: %v - Reason: %s",
 								c.Events[i].FillEvent.GetTime().Format(gctcommon.SimpleTimeFormat),
 								c.Events[i].FillEvent.GetClosePrice(),
 								c.Events[i].FillEvent.GetDirection(),
 								c.Events[i].FillEvent.GetReason())
 						} else {
-							log.Infof(log.BackTester, "%v | Price: $%v - Amount: %v - Fee: $%v - Total: $%v - Direction %v - Reason: %s",
+							log.Infof(log.BackTester, "%v | Price: $%f - Amount: %f - Fee: $%f - Total: $%f - Direction %v - Reason: %s",
 								c.Events[i].FillEvent.GetTime().Format(gctcommon.SimpleTimeFormat),
 								c.Events[i].FillEvent.GetPurchasePrice(),
 								c.Events[i].FillEvent.GetAmount(),
@@ -289,12 +289,12 @@ func (s *Statistic) PrintAllEvents() {
 							)
 						}
 					case c.Events[i].SignalEvent != nil:
-						log.Infof(log.BackTester, "%v | Price: $%v - Reason: %v",
+						log.Infof(log.BackTester, "%v | Price: $%f - Reason: %v",
 							c.Events[i].SignalEvent.GetTime().Format(gctcommon.SimpleTimeFormat),
 							c.Events[i].SignalEvent.GetPrice(),
 							c.Events[i].SignalEvent.GetReason())
 					case c.Events[i].DataEvent != nil:
-						log.Infof(log.BackTester, "%v | Price: $%v - Reason: %v",
+						log.Infof(log.BackTester, "%v | Price: $%f - Reason: %v",
 							c.Events[i].DataEvent.GetTime().Format(gctcommon.SimpleTimeFormat),
 							c.Events[i].DataEvent.ClosePrice(),
 							c.Events[i].DataEvent.GetReason())
--- a/backtester/eventtypes/README.md
+++ b/backtester/eventtypes/README.md
@@ -22,7 +22,7 @@ Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader

 Event types are created after retrieving candle data. An individual candle is turned into a data event which is sent to the strategy for analysis. The event is then sent to the portfolio manager to determine whether there is appropriate funding, adequate risk and proper order sizing before raising an order event. The order event is taken to the exchange handler which will place the order and create a fill event. The fill event is used to update the portfolios individual holdings for analysis and decision making.
 Below is an overview of how events are used
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 ### Please click GoDocs chevron above to view current GoDoc information for this package
--- a/cmd/documentation/backtester_templates/backtester_backtest_readme.tmpl
+++ b/cmd/documentation/backtester_templates/backtester_backtest_readme.tmpl
@@ -13,7 +13,7 @@ It is responsible for the following functionality


 A flow of the application is as follows:
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 ### Please click GoDocs chevron above to view current GoDoc information for this package
--- a/cmd/documentation/backtester_templates/backtester_eventhandlers_readme.tmpl
+++ b/cmd/documentation/backtester_templates/backtester_eventhandlers_readme.tmpl
@@ -4,7 +4,7 @@

 Event handlers are responsible for taking in an event, analysing its contents and outputting another event to be handled. An individual candle is turned into a data event which handled via the strategy event handler. The strategy handler outputs a signal event, which the portfolio eventhandler will size and risk analyse before raising an order event. The event is then sent to the portfolio manager to determine whether there is appropriate funding, adequate risk and proper order sizing before raising an order event. The order event is taken to the exchange handler which will place the order and create a fill event.
 Below is an overview of how event handlers are used
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 ### Please click GoDocs chevron above to view current GoDoc information for this package
--- a/cmd/documentation/backtester_templates/backtester_eventtypes_readme.tmpl
+++ b/cmd/documentation/backtester_templates/backtester_eventtypes_readme.tmpl
@@ -4,7 +4,7 @@

 Event types are created after retrieving candle data. An individual candle is turned into a data event which is sent to the strategy for analysis. The event is then sent to the portfolio manager to determine whether there is appropriate funding, adequate risk and proper order sizing before raising an order event. The order event is taken to the exchange handler which will place the order and create a fill event. The fill event is used to update the portfolios individual holdings for analysis and decision making.
 Below is an overview of how events are used
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 ### Please click GoDocs chevron above to view current GoDoc information for this package
--- a/cmd/documentation/backtester_templates/backtester_readme.tmpl
+++ b/cmd/documentation/backtester_templates/backtester_readme.tmpl
@@ -21,6 +21,20 @@ An event-driven backtesting tool to test and iterate trading strategies using hi
 - Helpful statistics to help determine whether a strategy was effective
 - Compliance manager to keep snapshots of every transaction and their changes at every interval

+## Planned Features
+We welcome pull requests on any feature for the Backtester! We will be especially appreciative of any contribution towards the following planned features:
+
+| Feature | Description |
+|---------|-------------|
+| Add quote-based portfolio funding feature | Funds are currently currency-pair based which is helpful for running the same strategy against many pairs simultaneously. This feature would allow for shared funding pool for an overarching strategy |
+| Add backtesting support for futures asset types | Spot trading is currently the only supported asset type. Futures trading greatly expands the Backtester's potential |
+| Example futures pairs trading strategy | Providing a basic example will allow for esteemed traders to build and customise their own |
+| Save Backtester results to database | This will allow for easier comparison of results over time |
+| Backtester result comparison report | Providing an executive summary of Backtester database results |
+| Currency correlation | Compare multiple exchange, asset, currencies for a candle interval against indicators to highlight correlated pairs for use in pairs trading |
+| Improve live trading functionality | Live trading is currently only a proof Of concept. Adding live support for running multiple currencies and running off orderbook data will allow for esteemed traders to use their backtested strategies |
+
+
 ## How does it work?
 - The application will load a `.strat` config file as specified at runtime
 - The `.strat` config file will contain
@@ -54,7 +68,7 @@ Creating strategies requires programming skills. [Here](/backtester/eventhandler
 - The readmes linked in the "How does it work" covers the main parts of the application.
  - If you are still unsure, please raise an issue, ask a question in our Slack or open a pull request
 - Here is an overview
-![workflow](https://user-images.githubusercontent.com/9261323/104982257-61d97900-5a5e-11eb-930e-3b431d6e6bab.png)
+![workflow](https://i.imgur.com/Kup6IA9.png)


 # Important notes
--- a/cmd/documentation/documentation.go
+++ b/cmd/documentation/documentation.go
@@ -170,6 +170,11 @@ func main() {

 		// Github API missing contributors
 		contributors = append(contributors, []Contributor{
+			{
+				Login:         "tk42",
+				URL:           "https://github.com/tk42",
+				Contributions: 2,
+			},
 			{
 				Login:         "daniel-cohen",
 				URL:           "https://github.com/daniel-cohen",
@@ -251,6 +256,11 @@ func main() {
 				URL:           "https://github.com/CodeLingoBot",
 				Contributions: 1,
 			},
+			{
+				Login:         "blombard",
+				URL:           "https://github.com/blombard",
+				Contributions: 1,
+			},
 		}...)

 		if verbose {
--- a/cmd/documentation/engine_templates/datahistory_manager.tmpl
+++ b/cmd/documentation/engine_templates/datahistory_manager.tmpl
@@ -41,7 +41,7 @@ For a breakdown of what a job consists of and what each parameter does, please r
  + Modify the following example command to your needs: `.\gctcli.exe datahistory upsertjob --nickname=binance-spot-bnb-btc-1h-candles --exchange=binance --asset=spot --pair=BNB-BTC --interval=3600 --start_date="2020-06-02 12:00:00" --end_date="2020-12-02 12:00:00" --request_size_limit=10 --data_type=0 --max_retry_attempts=3 --batch_size=3`

 ### Candle intervals and trade fetching
-+ A candle interval is required for a job, even when fetching trade data. This is to appropriately break down requests into time interval chunks. However, it is restricted to only a small range of times. This is to prevent fetching issues as fetching trades over a period of days or weeks will take a significant amount of time. When setting a job to fetch trades, the allowable range is less than 4 hours and greater than 10 minutes. So an interval of 1 hour will then fetch an hour's worth of trade data. 
+ A candle interval is required for a job, even when fetching trade data. This is to appropriately break down requests into time interval chunks. However, it is restricted to only a small range of times. This is to prevent fetching issues as fetching trades over a period of days or weeks will take a significant amount of time. When setting a job to fetch trades, the allowable range is less than 4 hours and greater than 10 minutes.

 ### Application run time parameters