package backtest import ( "errors" "log" "path/filepath" "strings" "testing" "time" "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/data/kline" "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/risk" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/size" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics/currencystatistics" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/base" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/dollarcostaverage" "github.com/thrasher-corp/gocryptotrader/backtester/report" "github.com/thrasher-corp/gocryptotrader/currency" "github.com/thrasher-corp/gocryptotrader/engine" gctexchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) const testExchange = "Bitstamp" func newBotWithExchange() (*engine.Engine, gctexchange.IBotExchange) { bot, err := engine.NewFromSettings(&engine.Settings{ ConfigFile: filepath.Join("..", "..", "testdata", "configtest.json"), EnableDryRun: true, }, nil) if err != nil { log.Fatal(err) } bot.ExchangeManager = engine.SetupExchangeManager() err = bot.LoadExchange(testExchange, false, nil) if err != nil { log.Fatal(err) } exch := bot.GetExchangeByName(testExchange) if exch == nil { log.Fatal("expected not nil") } return bot, exch } func TestNewFromConfig(t *testing.T) { t.Parallel() _, err := NewFromConfig(nil, "", "", nil) if err == nil { t.Error("expected error for nil config") } cfg := &config.Config{ GoCryptoTraderConfigPath: filepath.Join("..", "..", "testdata", "configtest.json"), } _, err = NewFromConfig(cfg, "", "", nil) if !errors.Is(err, errNilBot) { t.Errorf("expected: %v, received %v", errNilBot, err) } bot, _ := newBotWithExchange() _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, config.ErrNoCurrencySettings) { t.Errorf("expected: %v, received %v", config.ErrNoCurrencySettings, err) } cfg.CurrencySettings = []config.CurrencySettings{ { ExchangeName: "test", Base: "test", Quote: "test", }, } _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, config.ErrBadInitialFunds) { t.Errorf("expected: %v, received %v", config.ErrBadInitialFunds, err) } cfg.CurrencySettings[0].InitialFunds = 1337 _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, config.ErrUnsetAsset) { t.Errorf("expected: %v, received %v", config.ErrUnsetAsset, err) } cfg.CurrencySettings[0].Asset = asset.Spot.String() _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, engine.ErrExchangeNotFound) { t.Errorf("expected: %v, received %v", engine.ErrExchangeNotFound, err) } cfg.CurrencySettings[0].ExchangeName = testExchange _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, errNoDataSource) { t.Errorf("expected: %v, received %v", errNoDataSource, err) } cfg.CurrencySettings[0].Base = "BTC" cfg.CurrencySettings[0].Quote = "USD" cfg.DataSettings.APIData = &config.APIData{ StartDate: time.Time{}, EndDate: time.Time{}, } _, err = NewFromConfig(cfg, "", "", bot) if err != nil && !strings.Contains(err.Error(), "unrecognised dataType") { t.Error(err) } cfg.DataSettings.DataType = common.CandleStr _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, config.ErrStartEndUnset) { t.Errorf("expected: %v, received %v", config.ErrStartEndUnset, err) } cfg.DataSettings.APIData.StartDate = time.Now().Add(-time.Hour) cfg.DataSettings.APIData.EndDate = time.Now() cfg.DataSettings.APIData.InclusiveEndDate = true _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, errIntervalUnset) { t.Errorf("expected: %v, received %v", errIntervalUnset, err) } cfg.DataSettings.Interval = gctkline.FifteenMin.Duration() _, err = NewFromConfig(cfg, "", "", bot) if !errors.Is(err, base.ErrStrategyNotFound) { t.Errorf("expected: %v, received %v", base.ErrStrategyNotFound, err) } cfg.StrategySettings = config.StrategySettings{ Name: dollarcostaverage.Name, CustomSettings: map[string]interface{}{ "hello": "moto", }, } cfg.CurrencySettings[0].MakerFee = 1337 cfg.CurrencySettings[0].TakerFee = 1337 _, err = NewFromConfig(cfg, "", "", bot) if err != nil { t.Error(err) } } func TestLoadData(t *testing.T) { t.Parallel() cfg := &config.Config{ GoCryptoTraderConfigPath: filepath.Join("..", "..", "testdata", "configtest.json"), } cfg.CurrencySettings = []config.CurrencySettings{ { ExchangeName: "test", Asset: "test", Base: "test", Quote: "test", }, } cfg.CurrencySettings[0].ExchangeName = "binance" cfg.CurrencySettings[0].Asset = asset.Spot.String() cfg.CurrencySettings[0].Base = "BTC" cfg.CurrencySettings[0].Quote = "USDT" cfg.CurrencySettings[0].InitialFunds = 1337 cfg.DataSettings.APIData = &config.APIData{ StartDate: time.Time{}, EndDate: time.Time{}, } cfg.DataSettings.APIData.StartDate = time.Now().Add(-time.Hour) cfg.DataSettings.APIData.EndDate = time.Now() cfg.DataSettings.Interval = gctkline.FifteenMin.Duration() cfg.DataSettings.DataType = common.CandleStr cfg.StrategySettings = config.StrategySettings{ Name: dollarcostaverage.Name, CustomSettings: map[string]interface{}{ "hello": "moto", }, } cfg.CurrencySettings[0].MakerFee = 1337 cfg.CurrencySettings[0].TakerFee = 1337 bot, exch := newBotWithExchange() _, err := NewFromConfig(cfg, "", "", bot) if err != nil { t.Error(err) } bt := BackTest{ Reports: &report.Data{}, } cp := currency.NewPair(currency.BTC, currency.USD) _, err = bt.loadData(cfg, exch, cp, asset.Spot) if err != nil { t.Error(err) } cfg.DataSettings.APIData = nil cfg.DataSettings.DatabaseData = &config.DatabaseData{ StartDate: time.Now().Add(-time.Hour), EndDate: time.Now(), ConfigOverride: nil, InclusiveEndDate: true, } cfg.DataSettings.DataType = common.CandleStr cfg.DataSettings.Interval = gctkline.FifteenMin.Duration() bt.Bot = bot _, err = bt.loadData(cfg, exch, cp, asset.Spot) if err != nil && !strings.Contains(err.Error(), "unable to retrieve data from GoCryptoTrader database") { t.Error(err) } cfg.DataSettings.DatabaseData = nil cfg.DataSettings.CSVData = &config.CSVData{ FullPath: "test", } _, err = bt.loadData(cfg, exch, cp, asset.Spot) if err != nil && !strings.Contains(err.Error(), "The system cannot find the file specified.") && !strings.Contains(err.Error(), "no such file or directory") { t.Error(err) } cfg.DataSettings.CSVData = nil cfg.DataSettings.LiveData = &config.LiveData{ APIKeyOverride: "test", APISecretOverride: "test", APIClientIDOverride: "test", API2FAOverride: "test", APISubaccountOverride: "test", RealOrders: true, } _, err = bt.loadData(cfg, exch, cp, asset.Spot) if err != nil { t.Error(err) } } func TestLoadDatabaseData(t *testing.T) { t.Parallel() cp := currency.NewPair(currency.BTC, currency.USD) _, err := loadDatabaseData(nil, "", cp, "", -1) if err != nil && !strings.Contains(err.Error(), "nil config data received") { t.Error(err) } cfg := &config.Config{ DataSettings: config.DataSettings{ DatabaseData: &config.DatabaseData{ StartDate: time.Time{}, EndDate: time.Time{}, ConfigOverride: nil, }, }, GoCryptoTraderConfigPath: filepath.Join("..", "..", "testdata", "configtest.json"), } _, err = loadDatabaseData(cfg, "", cp, "", -1) if !errors.Is(err, config.ErrStartEndUnset) { t.Errorf("expected %v, received %v", config.ErrStartEndUnset, err) } cfg.DataSettings.DatabaseData.StartDate = time.Now().Add(-time.Hour) cfg.DataSettings.DatabaseData.EndDate = time.Now() _, err = loadDatabaseData(cfg, "", cp, "", -1) if !errors.Is(err, errIntervalUnset) { t.Errorf("expected %v, received %v", errIntervalUnset, err) } cfg.DataSettings.Interval = gctkline.OneDay.Duration() _, err = loadDatabaseData(cfg, "", cp, "", -1) if err != nil && !strings.Contains(err.Error(), "could not retrieve database data") { t.Error(err) } cfg.DataSettings.DataType = common.CandleStr _, err = loadDatabaseData(cfg, "", cp, "", common.DataCandle) if err != nil && !strings.Contains(err.Error(), "exchange, base, quote, asset, interval, start & end cannot be empty") { t.Error(err) } _, err = loadDatabaseData(cfg, testExchange, cp, asset.Spot, common.DataCandle) if err != nil && !strings.Contains(err.Error(), "database support is disabled") { t.Error(err) } } func TestLoadLiveData(t *testing.T) { t.Parallel() err := loadLiveData(nil, nil) if !errors.Is(err, common.ErrNilArguments) { t.Error(err) } cfg := &config.Config{ GoCryptoTraderConfigPath: filepath.Join("..", "..", "testdata", "configtest.json"), } err = loadLiveData(cfg, nil) if !errors.Is(err, common.ErrNilArguments) { t.Error(err) } b := &gctexchange.Base{ Name: testExchange, API: gctexchange.API{ AuthenticatedSupport: false, AuthenticatedWebsocketSupport: false, PEMKeySupport: false, Credentials: struct { Key string Secret string ClientID string PEMKey string Subaccount string }{}, CredentialsValidator: struct { RequiresPEM bool RequiresKey bool RequiresSecret bool RequiresClientID bool RequiresBase64DecodeSecret bool }{ RequiresPEM: true, RequiresKey: true, RequiresSecret: true, RequiresClientID: true, RequiresBase64DecodeSecret: true, }, }, } err = loadLiveData(cfg, b) if !errors.Is(err, common.ErrNilArguments) { t.Error(err) } cfg.DataSettings.LiveData = &config.LiveData{ RealOrders: true, } cfg.DataSettings.Interval = gctkline.OneDay.Duration() cfg.DataSettings.DataType = common.CandleStr err = loadLiveData(cfg, b) if err != nil { t.Error(err) } cfg.DataSettings.LiveData.APIKeyOverride = "1234" cfg.DataSettings.LiveData.APISecretOverride = "1234" cfg.DataSettings.LiveData.APIClientIDOverride = "1234" cfg.DataSettings.LiveData.API2FAOverride = "1234" cfg.DataSettings.LiveData.APISubaccountOverride = "1234" err = loadLiveData(cfg, b) if err != nil { t.Error(err) } } func TestReset(t *testing.T) { t.Parallel() bt := BackTest{ Bot: &engine.Engine{}, shutdown: make(chan struct{}), Datas: &data.HandlerPerCurrency{}, Strategy: &dollarcostaverage.Strategy{}, Portfolio: &portfolio.Portfolio{}, Exchange: &exchange.Exchange{}, Statistic: &statistics.Statistic{}, EventQueue: &eventholder.Holder{}, Reports: &report.Data{}, } bt.Reset() if bt.Bot != nil { t.Error("expected nil") } } func TestFullCycle(t *testing.T) { t.Parallel() ex := testExchange cp := currency.NewPair(currency.BTC, currency.USD) a := asset.Spot tt := time.Now() stats := &statistics.Statistic{} stats.ExchangeAssetPairStatistics = make(map[string]map[asset.Item]map[currency.Pair]*currencystatistics.CurrencyStatistic) stats.ExchangeAssetPairStatistics[ex] = make(map[asset.Item]map[currency.Pair]*currencystatistics.CurrencyStatistic) stats.ExchangeAssetPairStatistics[ex][a] = make(map[currency.Pair]*currencystatistics.CurrencyStatistic) port, err := portfolio.Setup(&size.Size{ BuySide: config.MinMax{}, SellSide: config.MinMax{}, }, &risk.Risk{}, 0) if err != nil { t.Error(err) } _, err = port.SetupCurrencySettingsMap(ex, a, cp) if err != nil { t.Error(err) } err = port.SetInitialFunds(ex, a, cp, 1333337) if err != nil { t.Error(err) } bot, _ := newBotWithExchange() bt := BackTest{ Bot: bot, shutdown: nil, Datas: &data.HandlerPerCurrency{}, Strategy: &dollarcostaverage.Strategy{}, Portfolio: port, Exchange: &exchange.Exchange{}, Statistic: stats, EventQueue: &eventholder.Holder{}, Reports: &report.Data{}, } bt.Datas.Setup() k := kline.DataFromKline{ Item: gctkline.Item{ Exchange: ex, Pair: cp, Asset: a, Interval: gctkline.FifteenMin, Candles: []gctkline.Candle{{ Time: tt, Open: 1337, High: 1337, Low: 1337, Close: 1337, Volume: 1337, }}, }, Base: data.Base{}, Range: gctkline.IntervalRangeHolder{ Start: gctkline.CreateIntervalTime(tt), End: gctkline.CreateIntervalTime(tt.Add(gctkline.FifteenMin.Duration())), Ranges: []gctkline.IntervalRange{ { Start: gctkline.CreateIntervalTime(tt), End: gctkline.CreateIntervalTime(tt.Add(gctkline.FifteenMin.Duration())), Intervals: []gctkline.IntervalData{ { Start: gctkline.CreateIntervalTime(tt), End: gctkline.CreateIntervalTime(tt.Add(gctkline.FifteenMin.Duration())), HasData: true, }, }, }, }, }, } err = k.Load() if err != nil { t.Error(err) } bt.Datas.SetDataForCurrency(ex, a, cp, &k) err = bt.Run() if err != nil { t.Error(err) } } func TestStop(t *testing.T) { t.Parallel() bt := BackTest{shutdown: make(chan struct{})} bt.Stop() } func TestFullCycleMulti(t *testing.T) { t.Parallel() ex := testExchange cp := currency.NewPair(currency.BTC, currency.USD) a := asset.Spot tt := time.Now() stats := &statistics.Statistic{} stats.ExchangeAssetPairStatistics = make(map[string]map[asset.Item]map[currency.Pair]*currencystatistics.CurrencyStatistic) stats.ExchangeAssetPairStatistics[ex] = make(map[asset.Item]map[currency.Pair]*currencystatistics.CurrencyStatistic) stats.ExchangeAssetPairStatistics[ex][a] = make(map[currency.Pair]*currencystatistics.CurrencyStatistic) port, err := portfolio.Setup(&size.Size{ BuySide: config.MinMax{}, SellSide: config.MinMax{}, }, &risk.Risk{}, 0) if err != nil { t.Error(err) } _, err = port.SetupCurrencySettingsMap(ex, a, cp) if err != nil { t.Error(err) } err = port.SetInitialFunds(ex, a, cp, 1333337) if err != nil { t.Error(err) } bot, _ := newBotWithExchange() bt := BackTest{ Bot: bot, shutdown: nil, Datas: &data.HandlerPerCurrency{}, Portfolio: port, Exchange: &exchange.Exchange{}, Statistic: stats, EventQueue: &eventholder.Holder{}, Reports: &report.Data{}, } bt.Strategy, err = strategies.LoadStrategyByName(dollarcostaverage.Name, true) if err != nil { t.Error(err) } bt.Datas.Setup() k := kline.DataFromKline{ Item: gctkline.Item{ Exchange: ex, Pair: cp, Asset: a, Interval: gctkline.FifteenMin, Candles: []gctkline.Candle{{ Time: tt, Open: 1337, High: 1337, Low: 1337, Close: 1337, Volume: 1337, }}, }, Base: data.Base{}, Range: gctkline.IntervalRangeHolder{ Start: gctkline.CreateIntervalTime(tt), End: gctkline.CreateIntervalTime(tt.Add(gctkline.FifteenMin.Duration())), Ranges: []gctkline.IntervalRange{ { Start: gctkline.CreateIntervalTime(tt), End: gctkline.CreateIntervalTime(tt.Add(gctkline.FifteenMin.Duration())), Intervals: []gctkline.IntervalData{ { Start: gctkline.CreateIntervalTime(tt), End: gctkline.CreateIntervalTime(tt.Add(gctkline.FifteenMin.Duration())), HasData: true, }, }, }, }, }, } err = k.Load() if err != nil { t.Error(err) } bt.Datas.SetDataForCurrency(ex, a, cp, &k) err = bt.Run() if err != nil { t.Error(err) } }