Commit Graph

4 Commits

Author SHA1 Message Date
Scott
017cdf1384 Backtester: Live trading upgrades (#1023)
* 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>
2023-01-05 13:03:17 +11:00
Ryan O'Hara-Reid
e93ee83563 script: implementation of error insertion on return (#986)
* exchanges/account: shift credentials to account package and segregate funds to keys

* merge: fixes

* linter: fix

* Update exchanges/account/account.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits + protection for string panic

* glorious_suggestion: add method for matching keys

* linter: fix tests

* account: add protected method for credentials minimizing access, display full account details to rpc.

* linter: spelling kweeeeeeen

* accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching.

* accounts: theres no point in pointerising everything

* linter: ok pointerise this then...

* exchanges: fix regression add in little notes.

* glorious: nits

* Update exchanges/account/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/account/credentials_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/account/credentials_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* gloriously: fix glorious glorious test gloriously

* script: initial implementation of error insertion on return

* script: make script context aware(ish) and update error handle in examples

* script: add tests

* script: add syntax highlighting to readme

* Update gctscript/vm/vm.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/vm/vm.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/examples/exchange/account_info.gct

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/examples/exchange/cancel_order.gct

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/examples/verbose.gct

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* rm: bros

* scripts: handle errors in examples when they are going to use the data after fetching

* linter: fix rides again

* SCOTT_SPELL_CHECK_LINTER: fix

* gctscript: fix tests

* glorious: niiiiiiiiiiiiits

* scriptmodules/gct: standardize runtime errors

* Update gctscript/modules/gct/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/exchange.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update gctscript/modules/gct/gct.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits/reverts

* go mod: tidy

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-08-17 14:18:53 +10:00
Adrian Gallagher
68588560e3 CI: Bump go version, linters and fix minor issues (#1010)
* Bump golang, golangci-lint versions and fix issues

* Add -fno-stack-protector

* Fix AppVeyor golangci-lint ver

* Nitters

* Nitters round 2
2022-08-17 11:37:22 +10:00
Ryan O'Hara-Reid
663e753f52 account: segregate holdings by credentials for future multi-key management (#956)
* exchanges/account: shift credentials to account package and segregate funds to keys

* merge: fixes

* linter: fix

* Update exchanges/account/account.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits + protection for string panic

* glorious_suggestion: add method for matching keys

* linter: fix tests

* account: add protected method for credentials minimizing access, display full account details to rpc.

* linter: spelling kweeeeeeen

* accounts/portfolio: clean/check portfolio code and quickly check balances from change. Add protected method for future matching.

* accounts: theres no point in pointerising everything

* linter: ok pointerise this then...

* exchanges: fix regression add in little notes.

* glorious: nits

* Update exchanges/account/credentials.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/account/credentials_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* Update exchanges/account/credentials_test.go

Co-authored-by: Scott <gloriousCode@users.noreply.github.com>

* glorious: nits

* gloriously: fix glorious glorious test gloriously

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2022-07-21 15:05:31 +10:00