Commit Graph

3 Commits

Author SHA1 Message Date
Ryan O'Hara-Reid
42475bf2b8 exchanges: add setTimeWindow boolean to GetKlineRequest param (#1160)
* exchanges: add setTimeWindow boolean to GetKlineRequest params to differentiate between a set time period return from endpoint.

* glorious: nits

* exchange: conjugation

* Update exchanges/exchange.go

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

* glorious: nits and an assortment of differences

* exchanges: remove some comments

* glorious: nits

* cleanup

* tests: fix

* Update exchanges/hitbtc/hitbtc_wrapper.go

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

* Update exchanges/kline/kline.go

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

* Update exchanges/kline/kline_test.go

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

* glorious: nits

* kline: fix test

* rm unused variables

* almost: nits

* glorious: nits

* linter: fix

* rm unused variable

* Refactored comment in the okex tests to ensure that it accurately reflects the variable name and the issue related to the time window, as requested by GloriousCode. The previous comment did not align with the identifier assigned to the property, which could cause confusion and misunderstanding among other programmers or stakeholders. The updated comment will improve the clarity and readability of the codebase and make it easier to understand the intended purpose of the associated variables. The change was made with the aim of improving the overall quality and maintainability of the code.

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Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-04-27 10:10:19 +10:00
Scott
03a24b3ab1 Backtester: custom interval support (#1115)
* add backtester support

* Prevent live data custom candles, prevent nanosecond candles

* test coverage

* a more interesting rsi strategy result

* actual custom candle and proper strat date

* add test to old funk

* typos 🌞 🌞

* this was definitely worth failing linting for

* Adds stricter processing and adapts to it

* now compat with partial and absent candles

* test fixes, zb fixes

* fix more introduced bugeroos

* fix more introduced bugeroosx2

* linting for one space is so annoying

* addresseroos niteroos

* Update backtester/engine/setup.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-01-24 16:05:46 +11:00
Ryan O'Hara-Reid
83cfefa45c kline/exchanges: automatic creation of unsupported candle intervals (#1091)
* kline: Add builder and testing

* Ideas

* kline: deploy builder functionality across GCT

* exchanges: implement across gct

* exchanges: Add tests and fix implementations before kline package testing and veri.

* kline: Add tests and start to fix ConvertToNewInterval

* kline: fix ConvertToNewInterval add tests

* kline: complete overarching tests now on to exchanges

* kline: finish exchange tests and implement limits

* exchanges: more fixes

* linter: fix

* engine: fix tests

* kraken: fix recent trades and other fixes

* zb: fix tests

* bithumb: fix empty insertion

* kline: refactor/optimize CreateKline function

* kline: remove the mooos!

* kline: prealloc CalculateCandleDateRanges

* linter: fix

* exchanges: prealloc extended

* fix whoopsie

* reverse fix because this is a whoopsie

* okx: fix risidual issues

* linter: fix

* kline: initial nits from @gloriouscode

* kline: rename builder -> request and cascade change

* linter: fix + test

* kline: update forced alignment on start and end times when CreateKlineRequest is called.

* nits: more more more

* NITS: Addressed

* tests: fix race issue

* Update exchanges/kline/request.go

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

* kline: add method AddPadding() to automatically fill in holes in kline.Request functionality and reject if missing data when converting

* kline: Add params start and end to addPadding() to insert blanks in between block

* kline: remove test comment code as it's not needed anymore

* kline: fix lint and test

* kline: sort slice without extra bool check every iteration

* okx: fix issues with timeing and candles and such from niterinos & address typo

* Update exchanges/kline/kline.go

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

* glorious: niterinos

* Update exchanges/poloniex/poloniex_wrapper.go

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

* glorious: nits now onto conflicts YAYA!!!

* Update exchanges/exchange_test.go

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

* glorious: nits again

* thrasher: nitters

* thrasher: niterinos - adds partial flag for incomplete recent candles and fetching.

* kline: rm fmtizzle packageizzle

* glorious: nitters

* glorious: more niterinos

* fix last niterinos

Co-authored-by: Ryan O'Hara-Reid <ryan.oharareid@thrasher.io>
Co-authored-by: Scott <gloriousCode@users.noreply.github.com>
2023-01-17 16:22:33 +11:00