package config import ( "encoding/json" "errors" "fmt" "io/ioutil" "strings" "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/base" gctcommon "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/file" "github.com/thrasher-corp/gocryptotrader/log" ) // ReadConfigFromFile will take a config from a path func ReadConfigFromFile(path string) (*Config, error) { if !file.Exists(path) { return nil, errors.New("file not found") } fileData, err := ioutil.ReadFile(path) if err != nil { return nil, err } return LoadConfig(fileData) } // LoadConfig unmarshalls byte data into a config struct func LoadConfig(data []byte) (resp *Config, err error) { err = json.Unmarshal(data, &resp) return resp, err } // PrintSetting prints relevant settings to the console for easy reading func (c *Config) PrintSetting() { log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------Backtester Settings------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------Strategy Settings--------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Strategy: %s", c.StrategySettings.Name) if len(c.StrategySettings.CustomSettings) > 0 { log.Info(log.BackTester, "Custom strategy variables:") for k, v := range c.StrategySettings.CustomSettings { log.Infof(log.BackTester, "%s: %v", k, v) } } else { log.Info(log.BackTester, "Custom strategy variables: unset") } log.Infof(log.BackTester, "Simultaneous Signal Processing: %v", c.StrategySettings.SimultaneousSignalProcessing) log.Infof(log.BackTester, "Use Exchange Level Funding: %v", c.StrategySettings.UseExchangeLevelFunding) log.Infof(log.BackTester, "USD value tracking: %v", !c.StrategySettings.DisableUSDTracking) if c.StrategySettings.UseExchangeLevelFunding && c.StrategySettings.SimultaneousSignalProcessing { log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------Funding Settings---------------------------") for i := range c.StrategySettings.ExchangeLevelFunding { log.Infof(log.BackTester, "Initial funds for %v %v %v: %v", c.StrategySettings.ExchangeLevelFunding[i].ExchangeName, c.StrategySettings.ExchangeLevelFunding[i].Asset, c.StrategySettings.ExchangeLevelFunding[i].Currency, c.StrategySettings.ExchangeLevelFunding[i].InitialFunds.Round(8)) } } for i := range c.CurrencySettings { log.Info(log.BackTester, "-------------------------------------------------------------") currStr := fmt.Sprintf("------------------%v %v-%v Currency Settings---------------------------------------------------------", c.CurrencySettings[i].Asset, c.CurrencySettings[i].Base, c.CurrencySettings[i].Quote) log.Infof(log.BackTester, currStr[:61]) log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Exchange: %v", c.CurrencySettings[i].ExchangeName) if !c.StrategySettings.UseExchangeLevelFunding { if c.CurrencySettings[i].InitialBaseFunds != nil { log.Infof(log.BackTester, "Initial base funds: %v %v", c.CurrencySettings[i].InitialBaseFunds.Round(8), c.CurrencySettings[i].Base) } if c.CurrencySettings[i].InitialQuoteFunds != nil { log.Infof(log.BackTester, "Initial quote funds: %v %v", c.CurrencySettings[i].InitialQuoteFunds.Round(8), c.CurrencySettings[i].Quote) } } log.Infof(log.BackTester, "Maker fee: %v", c.CurrencySettings[i].TakerFee.Round(8)) log.Infof(log.BackTester, "Taker fee: %v", c.CurrencySettings[i].MakerFee.Round(8)) log.Infof(log.BackTester, "Minimum slippage percent %v", c.CurrencySettings[i].MinimumSlippagePercent.Round(8)) log.Infof(log.BackTester, "Maximum slippage percent: %v", c.CurrencySettings[i].MaximumSlippagePercent.Round(8)) log.Infof(log.BackTester, "Buy rules: %+v", c.CurrencySettings[i].BuySide) log.Infof(log.BackTester, "Sell rules: %+v", c.CurrencySettings[i].SellSide) log.Infof(log.BackTester, "Leverage rules: %+v", c.CurrencySettings[i].Leverage) log.Infof(log.BackTester, "Can use exchange defined order execution limits: %+v", c.CurrencySettings[i].CanUseExchangeLimits) } log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------Portfolio Settings-------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Buy rules: %+v", c.PortfolioSettings.BuySide) log.Infof(log.BackTester, "Sell rules: %+v", c.PortfolioSettings.SellSide) log.Infof(log.BackTester, "Leverage rules: %+v", c.PortfolioSettings.Leverage) if c.DataSettings.LiveData != nil { log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------Live Settings------------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Data type: %v", c.DataSettings.DataType) log.Infof(log.BackTester, "Interval: %v", c.DataSettings.Interval) log.Infof(log.BackTester, "REAL ORDERS: %v", c.DataSettings.LiveData.RealOrders) log.Infof(log.BackTester, "Overriding GCT API settings: %v", c.DataSettings.LiveData.APIClientIDOverride != "") } if c.DataSettings.APIData != nil { log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------API Settings-------------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Data type: %v", c.DataSettings.DataType) log.Infof(log.BackTester, "Interval: %v", c.DataSettings.Interval) log.Infof(log.BackTester, "Start date: %v", c.DataSettings.APIData.StartDate.Format(gctcommon.SimpleTimeFormat)) log.Infof(log.BackTester, "End date: %v", c.DataSettings.APIData.EndDate.Format(gctcommon.SimpleTimeFormat)) } if c.DataSettings.CSVData != nil { log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------CSV Settings-------------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Data type: %v", c.DataSettings.DataType) log.Infof(log.BackTester, "Interval: %v", c.DataSettings.Interval) log.Infof(log.BackTester, "CSV file: %v", c.DataSettings.CSVData.FullPath) } if c.DataSettings.DatabaseData != nil { log.Info(log.BackTester, "-------------------------------------------------------------") log.Info(log.BackTester, "------------------Database Settings--------------------------") log.Info(log.BackTester, "-------------------------------------------------------------") log.Infof(log.BackTester, "Data type: %v", c.DataSettings.DataType) log.Infof(log.BackTester, "Interval: %v", c.DataSettings.Interval) log.Infof(log.BackTester, "Start date: %v", c.DataSettings.DatabaseData.StartDate.Format(gctcommon.SimpleTimeFormat)) log.Infof(log.BackTester, "End date: %v", c.DataSettings.DatabaseData.EndDate.Format(gctcommon.SimpleTimeFormat)) } log.Info(log.BackTester, "-------------------------------------------------------------\n\n") } // Validate checks all config settings func (c *Config) Validate() error { err := c.validateDate() if err != nil { return err } err = c.validateStrategySettings() if err != nil { return err } err = c.validateCurrencySettings() if err != nil { return err } return c.validateMinMaxes() } // validate ensures no one sets bad config values on purpose func (m *MinMax) validate() error { if m.MaximumSize.IsNegative() { return fmt.Errorf("invalid maximum size %w", errSizeLessThanZero) } if m.MinimumSize.IsNegative() { return fmt.Errorf("invalid minimum size %w", errSizeLessThanZero) } if m.MaximumTotal.IsNegative() { return fmt.Errorf("invalid maximum total set to %w", errSizeLessThanZero) } if m.MaximumSize.LessThan(m.MinimumSize) && !m.MinimumSize.IsZero() && !m.MaximumSize.IsZero() { return fmt.Errorf("%w maximum size %v vs minimum size %v", errMaxSizeMinSizeMismatch, m.MaximumSize, m.MinimumSize) } if m.MaximumSize.Equal(m.MinimumSize) && !m.MinimumSize.IsZero() && !m.MaximumSize.IsZero() { return fmt.Errorf("%w %v", errMinMaxEqual, m.MinimumSize) } return nil } func (c *Config) validateMinMaxes() (err error) { for i := range c.CurrencySettings { err = c.CurrencySettings[i].BuySide.validate() if err != nil { return err } err = c.CurrencySettings[i].SellSide.validate() if err != nil { return err } } err = c.PortfolioSettings.BuySide.validate() if err != nil { return err } err = c.PortfolioSettings.SellSide.validate() if err != nil { return err } return nil } func (c *Config) validateStrategySettings() error { if c.StrategySettings.UseExchangeLevelFunding && !c.StrategySettings.SimultaneousSignalProcessing { return errSimultaneousProcessingRequired } if len(c.StrategySettings.ExchangeLevelFunding) > 0 && !c.StrategySettings.UseExchangeLevelFunding { return errExchangeLevelFundingRequired } if c.StrategySettings.UseExchangeLevelFunding && len(c.StrategySettings.ExchangeLevelFunding) == 0 { return errExchangeLevelFundingDataRequired } if c.StrategySettings.UseExchangeLevelFunding { for i := range c.StrategySettings.ExchangeLevelFunding { if c.StrategySettings.ExchangeLevelFunding[i].InitialFunds.IsNegative() { return fmt.Errorf("%w for %v %v %v", errBadInitialFunds, c.StrategySettings.ExchangeLevelFunding[i].ExchangeName, c.StrategySettings.ExchangeLevelFunding[i].Asset, c.StrategySettings.ExchangeLevelFunding[i].Currency, ) } } } strats := strategies.GetStrategies() for i := range strats { if strings.EqualFold(strats[i].Name(), c.StrategySettings.Name) { return nil } } return fmt.Errorf("strategty %v %w", c.StrategySettings.Name, base.ErrStrategyNotFound) } // validateDate checks whether someone has set a date poorly in their config func (c *Config) validateDate() error { if c.DataSettings.DatabaseData != nil { if c.DataSettings.DatabaseData.StartDate.IsZero() || c.DataSettings.DatabaseData.EndDate.IsZero() { return errStartEndUnset } if c.DataSettings.DatabaseData.StartDate.After(c.DataSettings.DatabaseData.EndDate) || c.DataSettings.DatabaseData.StartDate.Equal(c.DataSettings.DatabaseData.EndDate) { return errBadDate } } if c.DataSettings.APIData != nil { if c.DataSettings.APIData.StartDate.IsZero() || c.DataSettings.APIData.EndDate.IsZero() { return errStartEndUnset } if c.DataSettings.APIData.StartDate.After(c.DataSettings.APIData.EndDate) || c.DataSettings.APIData.StartDate.Equal(c.DataSettings.APIData.EndDate) { return errBadDate } } return nil } // validateCurrencySettings checks whether someone has set invalid currency setting data in their config func (c *Config) validateCurrencySettings() error { if len(c.CurrencySettings) == 0 { return errNoCurrencySettings } for i := range c.CurrencySettings { if c.CurrencySettings[i].InitialLegacyFunds > 0 { // temporarily migrate legacy start config value log.Warn(log.BackTester, "config field 'initial-funds' no longer supported, please use 'initial-quote-funds'") log.Warnf(log.BackTester, "temporarily setting 'initial-quote-funds' to 'initial-funds' value of %v", c.CurrencySettings[i].InitialLegacyFunds) iqf := decimal.NewFromFloat(c.CurrencySettings[i].InitialLegacyFunds) c.CurrencySettings[i].InitialQuoteFunds = &iqf } if c.StrategySettings.UseExchangeLevelFunding { if c.CurrencySettings[i].InitialQuoteFunds != nil && c.CurrencySettings[i].InitialQuoteFunds.GreaterThan(decimal.Zero) { return fmt.Errorf("non-nil quote %w", errBadInitialFunds) } if c.CurrencySettings[i].InitialBaseFunds != nil && c.CurrencySettings[i].InitialBaseFunds.GreaterThan(decimal.Zero) { return fmt.Errorf("non-nil base %w", errBadInitialFunds) } } else { if c.CurrencySettings[i].InitialQuoteFunds == nil && c.CurrencySettings[i].InitialBaseFunds == nil { return fmt.Errorf("nil base and quote %w", errBadInitialFunds) } if c.CurrencySettings[i].InitialQuoteFunds != nil && c.CurrencySettings[i].InitialBaseFunds != nil && c.CurrencySettings[i].InitialBaseFunds.IsZero() && c.CurrencySettings[i].InitialQuoteFunds.IsZero() { return fmt.Errorf("base or quote funds set to zero %w", errBadInitialFunds) } if c.CurrencySettings[i].InitialQuoteFunds == nil { c.CurrencySettings[i].InitialQuoteFunds = &decimal.Zero } if c.CurrencySettings[i].InitialBaseFunds == nil { c.CurrencySettings[i].InitialBaseFunds = &decimal.Zero } } if c.CurrencySettings[i].Base == "" { return errUnsetCurrency } if c.CurrencySettings[i].Asset == "" { return errUnsetAsset } if c.CurrencySettings[i].ExchangeName == "" { return errUnsetExchange } if c.CurrencySettings[i].MinimumSlippagePercent.LessThan(decimal.Zero) || c.CurrencySettings[i].MaximumSlippagePercent.LessThan(decimal.Zero) || c.CurrencySettings[i].MinimumSlippagePercent.GreaterThan(c.CurrencySettings[i].MaximumSlippagePercent) { return errBadSlippageRates } c.CurrencySettings[i].ExchangeName = strings.ToLower(c.CurrencySettings[i].ExchangeName) } return nil }