d0zingcat/gocryptotrader
1
0
Fork 0
mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-07 23:16:53 +00:00
Code Issues Packages Projects Releases Wiki Activity

exchanges/qa: Add exchange wrapper testing suite (#1159)

Browse Source 
* initial concept of a nice validation tester for exchanges

* adds some datahandler design

* expand testing

* more tests and fixes

* minor end of day fix for bithumb

* fixes implementation issues

* more test coverage and improvements, but not sure if i should continue

* fix more wrapper implementations

* adds error type, more fixes

* changes signature, fixes implementations

* fixes more wrapper implementations

* one more bit

* more cleanup

* WOW things work?

* lintle 1/1337

* mini bump

* fixes all linting

* neaten

* GetOrderInfo+ asset pair fixes+improvements

* adds new websocket test

* expand ws testing

* fix bug, expand tests, improve implementation

* code coverage of a lot of new codes

* fixes everything

* reverts accidental changes

* minor fixes from reviewing code

* removes Bitfinex cancelBatchOrder implementation

* fixes dumb baby typo for babies

* mini nit fixes

* so many nits to address

* addresses all the nits

* Titlecase

* switcheroo

* removes websocket testing for now

* fix appveyor, minor test fix

* fixes typo, re-kindles killed kode

* skip binance wrapper tests when running CI

* expired context, huobi okx fixes

* kodespull

* fix ordering

* time fix because why not

* fix exmo, others

* hopefully this fixes all of my life's problems

* last thing today

* huobi, more like hypotrophy

* golangci-lint, more like mypooroldknee-splint

* fix huobi times by removing them

* should fix okx currency issues

* blocks the application

* adds last little contingency for pairs

* addresses most nits and new problems

* lovely fixed before seeing why okx sucks

* fixes issues with okx websocket

* the classic receieieivaier

* lintle

* adds test and fixes existing tests

* expands error handling messages during setup

* fixes dumb okx bugs introduced

* quick fix for lint and exmo

* fixes nixes

* fix exmo deposit issue

* lint

* fixes issue with extra asset runs missing

* fix surprise race

* all the lint and merge fixes

* fixes surprise bugs in OKx

* fixes issues with times and chains

* fixing all the merge stuff

* merge fix

* rm logs and a panic potential

* lovely lint lament

* an easy demonstration of scenario, but not of initial purpose

* put it in the bin

* Revert "put it in the bin"

This reverts commit 15c6490f713233d43f10957367fcbf18e3818bdd.

* re-add after immediate error popup

* fix mini poor test design

* okx okay

* merge fixes

* fixes issues discovered in lovely test

* I FORGOT TO COMMIT THIS

* nit fixaroonaboo

* forgoetten test fix

* revert old okx asset intrument work

* fixes

* revert problems I didnt understand. update bybit

* fix merge bugs

* test cleanup

* further improvements

* reshuffle and lint

* rm redundant CI_TEST by rm the CI_TEST field that is redundant

* path fix

* move to its own section, dont run on 32 bit + appveyor

* lint

* fix lbank

* address nits

* let it rip

* fix failing test time range

* niteroo boogaloo

* mod tidy, use common.SimpleTimeFormat
This commit is contained in:
Scott
2023-07-03 11:09:43 +10:00
committed by GitHub
parent ef605a3c19
commit fcc5ad4551
210 changed files with 38548 additions and 6519 deletions
Download Patch File Download Diff File Expand all files Collapse all files

34
backtester/engine/backtest_test.go
View File

@@ -18,6 +18,7 @@ import (
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/eventholder"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/holdings"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/risk"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/size"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics"
@@ -73,21 +74,15 @@ func TestSetupFromConfig(t *testing.T) {
t.Errorf("received: %v, expected: %v", err, base.ErrStrategyNotFound)
}
const testExchange = "bybit"
const testExchange = "bitfinex"
cfg.CurrencySettings = []config.CurrencySettings{
{
ExchangeName: testExchange,
Base: currency.BTC,
Quote: currency.USDT,
Quote: currency.USD,
Asset: asset.Spot,
},
{
ExchangeName: testExchange,
Base: currency.BTC,
Quote: currency.NewCode("0624"),
Asset: asset.USDTMarginedFutures,
},
}
err = bt.SetupFromConfig(cfg, "", "", false)
if !errors.Is(err, base.ErrStrategyNotFound) {
@@ -119,33 +114,26 @@ func TestSetupFromConfig(t *testing.T) {
t.Errorf("received: %v, expected: %v", err, gctcommon.ErrDateUnset)
}
cfg.DataSettings.APIData.StartDate = time.Now().Truncate(gctkline.OneMin.Duration()).Add(-gctkline.OneMin.Duration())
cfg.DataSettings.APIData.EndDate = cfg.DataSettings.APIData.StartDate.Add(gctkline.OneMin.Duration())
cfg.DataSettings.APIData.StartDate = time.Now().Truncate(gctkline.OneMin.Duration()).Add(-gctkline.OneMin.Duration() * 10)
cfg.DataSettings.APIData.EndDate = cfg.DataSettings.APIData.StartDate.Add(gctkline.OneMin.Duration() * 5)
cfg.DataSettings.APIData.InclusiveEndDate = true
err = bt.SetupFromConfig(cfg, "", "", false)
if !errors.Is(err, gctcommon.ErrNotYetImplemented) {
t.Errorf("received: %v, expected: %v", err, gctcommon.ErrNotYetImplemented)
if !errors.Is(err, holdings.ErrInitialFundsZero) {
t.Errorf("received: %v, expected: %v", err, holdings.ErrInitialFundsZero)
}
cfg.FundingSettings.UseExchangeLevelFunding = true
cfg.FundingSettings.ExchangeLevelFunding = []config.ExchangeLevelFunding{
{
ExchangeName: testExchange,
Asset: asset.Spot,
Currency: currency.BTC,
InitialFunds: leet,
TransferFee: leet,
},
{
ExchangeName: testExchange,
Asset: asset.USDTMarginedFutures,
Currency: currency.BTC,
Currency: currency.USD,
InitialFunds: leet,
TransferFee: leet,
},
}
err = bt.SetupFromConfig(cfg, "", "", false)
if !errors.Is(err, gctcommon.ErrNotYetImplemented) {
t.Errorf("received: %v, expected: %v", err, gctcommon.ErrNotYetImplemented)
if !errors.Is(err, nil) {
t.Errorf("received: %v, expected: %v", err, nil)
}
}
@@ -1926,7 +1914,7 @@ func TestNewBacktesterFromConfigs(t *testing.T) {
bt, err := NewBacktesterFromConfigs(cfg, dc)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
t.Fatalf("received '%v' expected '%v'", err, nil)
}
if bt.MetaData.DateLoaded.IsZero() {
t.Errorf("received '%v' expected '%v'", bt.MetaData.DateLoaded, "a date")

6
backtester/engine/grpcserver_test.go
View File

@@ -88,8 +88,8 @@ func TestExecuteStrategyFromFile(t *testing.T) {
_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{
StrategyFilePath: dcaConfigPath,
StartTimeOverride: timestamppb.New(time.Now().Add(-time.Hour * 2)),
EndTimeOverride: timestamppb.New(time.Now()),
StartTimeOverride: timestamppb.New(time.Now().Add(-time.Hour * 6).Truncate(time.Hour)),
EndTimeOverride: timestamppb.New(time.Now().Add(-time.Hour * 2).Truncate(time.Hour)),
IntervalOverride: uint64(time.Hour.Nanoseconds()),
})
if !errors.Is(err, nil) {
@@ -317,7 +317,7 @@ func TestExecuteStrategyFromConfig(t *testing.T) {
Config: cfg,
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
t.Fatalf("received '%v' expecting '%v'", err, nil)
}
_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{

2
backtester/engine/live.go
View File

@@ -291,7 +291,7 @@ func (d *dataChecker) AppendDataSource(dataSource *liveDataSourceSetup) error {
return fmt.Errorf("main %w", currency.ErrCurrencyPairEmpty)
}
if dataSource.interval.Duration() == 0 {
return gctkline.ErrUnsetInterval
return gctkline.ErrInvalidInterval
}
d.m.Lock()
defer d.m.Unlock()

4
backtester/engine/live_test.go
View File

@@ -283,8 +283,8 @@ func TestAppendDataSource(t *testing.T) {
setup.pair = currency.NewPair(currency.BTC, currency.USDT)
err = dataHandler.AppendDataSource(setup)
if !errors.Is(err, kline.ErrUnsetInterval) {
t.Errorf("received '%v' expected '%v'", err, kline.ErrUnsetInterval)
if !errors.Is(err, kline.ErrInvalidInterval) {
t.Errorf("received '%v' expected '%v'", err, kline.ErrInvalidInterval)
}
setup.interval = kline.OneDay

13
backtester/engine/setup.go
View File

@@ -147,11 +147,14 @@ func (bt *BackTest) SetupFromConfig(cfg *config.Config, templatePath, output str
exch.SetDefaults()
exchBase := exch.GetBase()
exchBase.Verbose = cfg.DataSettings.VerboseExchangeRequests
exchBase.Config = &gctconfig.Exchange{
Name: exchBase.Name,
HTTPTimeout: gctexchange.DefaultHTTPTimeout,
BaseCurrencies: exchBase.BaseCurrencies,
CurrencyPairs: &currency.PairsManager{},
var dc *gctconfig.Exchange
dc, err = exch.GetDefaultConfig(context.TODO())
if err != nil {
return err
}
err = exch.Setup(dc)
if err != nil {
return err
}
err = exch.UpdateTradablePairs(context.TODO(), true)
if err != nil {