* tests: Replace !errors.Is(err, target) with testify equivalents
* codebase: Manual !errors.Is(err, target) replacements
* typo: Replace errMisMatchedEvent with errMismatchedEvent
* tests: Enhance error messages for better output
* tests: Refactor error assertions in various test cases to use require and improve clarity
* misc linter: Fix assert should wording
* tests: Simplify assertions in TestCreateSignals for clarity and conciseness
* tests: Enhance assertion message in TestCreateSignals
* GHA, tests: Add additional checks for common issues
These checks include:
- Ensuring that all testify funcs use their formatted variants (e.g., `assert.Equalf(t, expected, actual)` instead of `assert.Equal(t, expected, actual)`).
- Replacing `%s` with %q
- Enforcing consistent usage of should/must wording for testify assert/require messages
* Add support for checking backticked string format specifiers and fix issues
* tests: Fix error comparisons
* tests: Replace errors.Is(err, nil) usage with testify and automate check
* refactor: Rename ExtractPort to ExtractPortOrDefault
* tests: Replace assert with require for error handling in multiple test files
* tests: Replace assert with require for error handling and improve assertions in data tests
* tests: Fix typo in assertion message for StreamVol test
* OKX: Fix GetOpenInterestAndVolumeStrike test with instrument selection and improved assertions
* OKX: Revert intentional error check
* Improve error message for expiry time check in GetOpenInterestAndVolumeStrike test
* Tests: Use currency.NewUSD and NewUSDT
Simple refactor to use the provided shortcut methods
* Github: Add CI check to ensure NewPair not used
Add a step to ensure NewPair(BTC, USD*) isn't used
* 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
* all in a days work
* cleanup
* cleanup for real, also stop it binance.json
* minor coverage
* adds gateio to the slurry
* cleanup of types
* verbose verbose verbose verbose verbose verbose
* fixes huobi parsing issue
* fix bybit contract identification
* cleanup
* merge fixes
* addresses many big problems raised by SHAZ
* tracking errors and fixes
* funding rate if avail, fixes currency formatting
* Addresses nits and sneaks in extra fixes
* lint
* minor fixes after rebase
* better contract splitter for currencies like T-USDT
* forgot to add the exchange name like a fool
* merge fixes x1
* kucoin, direction, contract size
* rn direction, fix kucoin time
* WHOOPS
* Update exchanges/kucoin/kucoin_wrapper.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* misdirection
---------
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Modifications for a smoother live run
* Fixes data appending
* Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy
* Attempting to get cash and carry working
* Poor attempts at sorting out data and appending it properly with USD in mind
* =designs new live data handler
* Updates cash and carry strat to work
* adds test coverage. begins closeallpositions function
* Updates cash and carry to work live
* New kline.Event type. Cancels orders on close. Rn types
* =Fixes USD funding issue
* =fixes tests
* fixes tests AGAIN
* adds coverage to close all orders
* crummy tests, should override
* more tests
* more tests
* more coverage
* removes scourge of currency.Pair maps. More tests
* missed currency stuff
* Fixes USD data issue & collateral issue. Needs to close ALL orders
* Now triggers updates on the very first data entry
* All my problems are solved now????
* fixes tests, extends coverage
* there is some really funky candle stuff going on
* my brain is melting
* better shutdown management, fixes freezing bug
* fixes data duplication issues, adds retries to requests
* reduces logging, adds verbose options
* expands coverage over all new functionality
* fixes fun bug from curr == curr to curr.Equal(curr)
* fixes setup issues and tests
* starts adding external wallet amounts for funding
* more setup for assets
* setup live fund calcs and placing orders
* successfully performs automated cash and carry
* merge fixes
* funding properly set at all times
* fixes some bugs, need to address currencystatistics still
* adds 'appeneded' trait, attempts to fix some stats
* fixes stat bugs, adds cool new fetchfees feature
* fixes terrible processing bugs
* tightens realorder stats, sadly loses some live stats
* this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..!
* fix tests
* coverage
* beautiful new test coverage
* docs
* adds new fee getter delayer
* commits from the correct directory
* Lint
* adds verbose to fund manager
* Fix bug in t2b2 strat. Update dca live config. Docs
* go mod tidy
* update buf
* buf + test improvement
* Post merge fixes
* fixes surprise offset bug
* fix sizing restrictions for cash and carry
* fix server lints
* merge fixes
* test fixesss
* lintle fixles
* slowloris
* rn run to task, bug fixes, close all on close
* rpc lint and fixes
* bugfix: order manager not processing orders properly
* somewhat addresses nits
* absolutely broken end of day commit
* absolutely massive knockon effects from nits
* massive knockon effects continue
* fixes things
* address remaining nits
* jk now fixes things
* addresses the easier nits
* more nit fixers
* more niterinos addressederinos
* refactors holdings and does some nits
* so buf
* addresses some nits, fixes holdings bugs
* cleanup
* attempts to fix alert chans to prevent many chans waiting?
* terrible code, will revert
* to be reviewed in detail tomorrow
* Fixes up channel system
* smashes those nits
* fixes extra candles, fixes collateral bug, tests
* fixes data races, introduces reflection
* more checks n tests
* Fixes cash and carry issues. Fixes more cool bugs
* fixes ~typer~ typo
* replace spot strats from ftx to binance
* fixes all the tests I just destroyed
* removes example path, rm verbose
* 1) what 2) removes FTX references from the Backtester
* renamed, non-working strategies
* Removes FTX references almost as fast as sbf removes funds
* regen docs, add contrib names,sort contrib names
* fixes merge renamings
* Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval
* Fixes live order bugs with real orders and without
* Apply suggestions from code review
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/engine/live.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/engine/live.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* Update backtester/config/strategyconfigbuilder/main.go
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* updates docs
* even better docs
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
* implements futures functions and GRPC functions on new branch
* lint and test fixes
* Fix uneven split pnl. Adds collateral weight test. docs. New clear func
* Test protection if someone has zero collateral
* Uses string instead of double for accuracy
* Fixes old code panic
* context, match, docs
* Addresses Shazniterinos, var names, expanded tests
* Returns subaccount name, provides USD values when offlinecalc
* Fixes oopsie
* Fixes cool bug which allowed made up subaccount results
* Subaccount override on FTX, subaccount results for collateral
* Strenghten collateral account info checks. Improve FTX test
* English is my first language
* Fixes oopsies
* Adds some conceptual futures order details to track PNL
* Initial design of future order processing in the backtester
* Introduces futures concept for collateral and spot/futures config diffs
* Fixes most tests
* Simple designs for collateral funding pair concept
* Expands interface use so much it hurts
* Implements more collateral interfaces
* Adds liquidation, adds strategy, struggles with Binance
* Attempts at getting FTX to work
* Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check
* Successfully loads backtester with collateral currency
* Fails to really get much going for supporting futures
* Merges master changes
* Fleshes out how FTX processes collateral
* Further FTX collateral workings
* hooks up more ftx collateral and pnl calculations
* more funcs to flesh out handling
* Adds more links, just can't fit the pieces together :(
* Greatly expands futures order processing
* Fleshes out position tracker to also handle asset and exchange +testing
* RM linkedOrderID. rn positioncontroller, unexport
* Successfully tracks futures order positions
* Fails to calculate PNL
* Calculates pnl from orders accurately with exception to flipping orders
* Calculates PNL from orders
* Adds another controller layer to make it ez from orderstore
* Backtester now compiles. Adds test coverage
* labels things add scaling collateral test
* Calculates pnl in line with fees
* Mostly accurate PNL, with exception to appending with diff prices
* Adds locks, adds rpc function
* grpc implementations
* Gracefully handles rpc function
* beautiful tests!
* rejiggles tests to polish
* Finishes FTX testing, adds comments
* Exposes collateral calculations to rpc
* Adds commands and testing for rpcserver.go functions
* Increase testing and fix up backtester code
* Returns cool changes to original branch
* end of day fixes
* Fixing some tests
* Fixing tests 🎉
* Fixes all the tests
* Splits the backtester setup and running into different files
* Merge, minor fixes
* Messing with some strategy updates
* Failed understanding at collateral usage
* Begins the creation of cash and carry strategy
* Adds underlying pair, adds filldependentevent for futures
* Completes fill prerequsite event implementation. Can't short though
* Some bug fixes
* investigating funds
* CAN NOW CREATE A SHORT ORDER
* Minor change in short size
* Fixes for unrealised PNL & collateral rendering
* Fixes lint and tests
* Adds some verbosity
* Updates to pnl calc
* Tracks pnl for short orders, minor update to strategy
* Close and open event based on conditions
* Adds pnl data for currency statistics
* Working through PNL calculation automatically. Now panics
* Adds tracking, is blocked from design
* Work to flesh out closing a position
* vain attempts at tracking zeroing out bugs
* woww, super fun new subloggers 🎉
* Begins attempt at automatically handling contracts and collateral based on direction
* Merge master + fixes
* Investigating issues with pnl and holdings
* Minor pnl fixes
* Fixes future position sizing, needs contract sizing
* Can render pnl results, focussing on funding statistics
* tracking candles for futures, but why not btc
* Improves funding statistics
* Colours and stats
* Fixes collateral and snapshot bugs
* Completes test
* Fixes totals bug
* Fix double buy, expand stats, fixes usd totals, introduce interface
* Begins report formatting and calculations
* Appends pnl to receiving curr. Fixes map[time]. accurate USD
* Improves report output rendering
* PNL stats in report. New tests for futures
* Fixes existing tests before adding new coverage
* Test coverage
* Completes portfolio coverage
* Increase coverage exchange, portfolio. fix size bug. NEW CHART
* WHAT IS GOING ON WITH PNL
* Fixes PNL calculation. Adds ability to skip om futures tracking
* minor commit before merge
* Adds basic liquidation to backtester
* Changes liquidation to order based
* Liquidationnnnnn
* Further fleshes out liquidations
* Completes liquidations in a honorable manner. Adds AppendReasonf
* Beginnings of spot futures gap chart. Needs to link currencies to render difference
* Removes fake liquidation. Adds cool new chart
* Fixes somet tests,allows for zero fee value v nil distinction,New tests
* Some annoying test fixes that took too long
* portfolio coverage
* holding coverage, privatisation funding
* Testwork
* boring tests
* engine coverage
* More backtesting coverage
* Funding, strategy, report test coverage
* Completes coverage of report package
* Documentation, fixes some assumptions on asset errors
* Changes before master merge
* Lint and Tests
* defaults to non-coloured rendering
* Chart rendering
* Fixes surprise non-local-lints
* Niterinos to the extremeos
* Fixes merge problems
* The linter splintered across the glinting plinths
* Many nits addressed. Now sells spot position on final candle
* Adds forgotten coverage
* Adds ability to size futures contracts to match spot positions.
* fixes order sell sizing
* Adds tests to sizing. Fixes charting issue
* clint splintered the linters with flint
* Improves stats, stat rendering
* minifix
* Fixes tests and fee bug
* Merge fixeroos
* Microfixes
* Updates orderPNL on first Correctly utilises fees. Adds committed funds
* New base funcs. New order summary
* Fun test updates
* Fix logo colouring
* Fixes niteroonies
* Fix report
* BAD COMMIT
* Fixes funding issues.Updates default fee rates.Combines cashcarry case
* doc regen
* Now returns err
* Fixes sizing bug issue introduced in PR
* Fixes fun fee/total US value bug
* Fix chart bug. Show log charts with disclaimer
* sellside fee
* fixes fee and slippage view
* Fixed slippage price issue
* Fixes calculation and removes rendering
* Fixes stats and some rendering
* Merge fix
* Fixes merge issues
* go mod tidy, lint updates
* New linter attempt
* Version bump in appveyor and makefile
* Regex filename, config fixes, template h2 fixes
* Removes bad stats.
* neatens config builder. Moves filename generator
* Fixes issue where linter wants to fix my spelling
* Fixes pointers and starts
