package main import ( "bufio" "encoding/json" "errors" "fmt" "io/ioutil" "log" "os" "path/filepath" "runtime" "strconv" "strings" "time" "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/backtester/common" "github.com/thrasher-corp/gocryptotrader/backtester/config" "github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies" gctcommon "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/database" dbPSQL "github.com/thrasher-corp/gocryptotrader/database/drivers/postgres" dbsqlite3 "github.com/thrasher-corp/gocryptotrader/database/drivers/sqlite3" "github.com/thrasher-corp/gocryptotrader/exchanges/asset" gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) const ( yes = "yes" y = "y" ) var dataOptions = []string{ "API", "CSV", "Database", "Live", } func main() { fmt.Print(common.ASCIILogo) fmt.Println("Welcome to the config generator!") reader := bufio.NewReader(os.Stdin) cfg := config.Config{ StrategySettings: config.StrategySettings{ Name: "", SimultaneousSignalProcessing: false, UseExchangeLevelFunding: false, ExchangeLevelFunding: nil, CustomSettings: nil, }, CurrencySettings: []config.CurrencySettings{}, DataSettings: config.DataSettings{ Interval: 0, DataType: "", APIData: nil, DatabaseData: nil, LiveData: nil, CSVData: nil, }, PortfolioSettings: config.PortfolioSettings{ Leverage: config.Leverage{}, BuySide: config.MinMax{}, SellSide: config.MinMax{}, }, StatisticSettings: config.StatisticSettings{}, } fmt.Println("-----Strategy Settings-----") var err error firstRun := true for err != nil || firstRun { firstRun = false err = parseStrategySettings(&cfg, reader) if err != nil { log.Println(err) } } fmt.Println("-----Exchange Settings-----") firstRun = true for err != nil || firstRun { firstRun = false err = parseExchangeSettings(reader, &cfg) if err != nil { log.Println(err) } } fmt.Println("-----Portfolio Settings-----") firstRun = true for err != nil || firstRun { firstRun = false err = parsePortfolioSettings(reader, &cfg) if err != nil { log.Println(err) } } fmt.Println("-----Data Settings-----") firstRun = true for err != nil || firstRun { firstRun = false err = parseDataSettings(&cfg, reader) if err != nil { log.Println(err) } } fmt.Println("-----Statistics Settings-----") firstRun = true for err != nil || firstRun { firstRun = false err = parseStatisticsSettings(&cfg, reader) if err != nil { log.Println(err) } } var resp []byte resp, err = json.MarshalIndent(cfg, "", " ") if err != nil { log.Fatal(err) } fmt.Println("Write strategy config to file? If no, the output will be on screen y/n") yn := quickParse(reader) if yn == y || yn == yes { var wd string wd, err = os.Getwd() if err != nil { log.Fatal(err) } fn := cfg.StrategySettings.Name if cfg.Nickname != "" { fn += "-" + cfg.Nickname } fn += ".strat" // nolint:misspell // its shorthand for strategy wd = filepath.Join(wd, fn) fmt.Printf("Enter output file. If blank, will output to \"%v\"\n", wd) path := quickParse(reader) if path == "" { path = wd } err = ioutil.WriteFile(path, resp, 0770) if err != nil { log.Fatal(err) } } else { log.Print(string(resp)) } log.Println("Config creation complete!") } func parseStatisticsSettings(cfg *config.Config, reader *bufio.Reader) error { fmt.Println("Enter the risk free rate. eg 0.03") rfr, err := strconv.ParseFloat(quickParse(reader), 64) if err != nil { return err } cfg.StatisticSettings.RiskFreeRate = decimal.NewFromFloat(rfr) return nil } func parseDataSettings(cfg *config.Config, reader *bufio.Reader) error { var err error fmt.Println("Will you be using \"candle\" or \"trade\" data?") cfg.DataSettings.DataType = quickParse(reader) if cfg.DataSettings.DataType == common.TradeStr { fmt.Println("Trade data will be converted into candles") } fmt.Println("What candle time interval will you use?") cfg.DataSettings.Interval, err = parseKlineInterval(reader) if err != nil { return err } fmt.Println("Where will this data be sourced?") var choice string choice, err = parseDataChoice(reader, len(cfg.CurrencySettings) > 1) if err != nil { return err } switch choice { case "API": err = parseAPI(reader, cfg) case "Database": err = parseDatabase(reader, cfg) case "CSV": parseCSV(reader, cfg) case "Live": parseLive(reader, cfg) } return err } func parsePortfolioSettings(reader *bufio.Reader, cfg *config.Config) error { var err error fmt.Println("Will there be global portfolio buy-side limits? y/n") yn := quickParse(reader) if yn == y || yn == yes { cfg.PortfolioSettings.BuySide, err = minMaxParse("buy", reader) if err != nil { return err } } fmt.Println("Will there be global portfolio sell-side limits? y/n") yn = quickParse(reader) if yn == y || yn == yes { cfg.PortfolioSettings.SellSide, err = minMaxParse("sell", reader) if err != nil { return err } } return nil } func parseExchangeSettings(reader *bufio.Reader, cfg *config.Config) error { var err error addCurrency := y for strings.Contains(addCurrency, y) { var currencySetting *config.CurrencySettings currencySetting, err = addCurrencySetting(reader, cfg.StrategySettings.UseExchangeLevelFunding) if err != nil { return err } cfg.CurrencySettings = append(cfg.CurrencySettings, *currencySetting) fmt.Println("Add another exchange currency setting? y/n") addCurrency = quickParse(reader) } return nil } func parseStrategySettings(cfg *config.Config, reader *bufio.Reader) error { fmt.Println("Firstly, please select which strategy you wish to use") strats := strategies.GetStrategies() var strategiesToUse []string for i := range strats { fmt.Printf("%v. %s\n", i+1, strats[i].Name()) strategiesToUse = append(strategiesToUse, strats[i].Name()) } var err error cfg.StrategySettings.Name, err = parseStratName(quickParse(reader), strategiesToUse) if err != nil { return err } fmt.Println("What is the goal of your strategy?") cfg.Goal = quickParse(reader) fmt.Println("Enter a nickname, it can help distinguish between different configs using the same strategy") cfg.Nickname = quickParse(reader) fmt.Println("Does this strategy have custom settings? y/n") customSettings := quickParse(reader) if strings.Contains(customSettings, y) { cfg.StrategySettings.CustomSettings = customSettingsLoop(reader) } fmt.Println("Do you wish to have strategy performance tracked against USD? y/n") yn := quickParse(reader) cfg.StrategySettings.DisableUSDTracking = !strings.Contains(yn, y) fmt.Println("Will this strategy use simultaneous processing? y/n") yn = quickParse(reader) cfg.StrategySettings.SimultaneousSignalProcessing = strings.Contains(yn, y) if !cfg.StrategySettings.SimultaneousSignalProcessing { return nil } fmt.Println("Will this strategy be able to share funds at an exchange level? y/n") yn = quickParse(reader) cfg.StrategySettings.UseExchangeLevelFunding = strings.Contains(yn, y) if !cfg.StrategySettings.UseExchangeLevelFunding { return nil } addFunding := y for strings.Contains(addFunding, y) { fund := config.ExchangeLevelFunding{} fmt.Println("What is the exchange name to add funding to?") fund.ExchangeName = quickParse(reader) fmt.Println("What is the asset to add funding to?") supported := asset.Supported() for i := range supported { fmt.Printf("%v. %s\n", i+1, supported[i]) } response := quickParse(reader) num, err := strconv.ParseFloat(response, 64) if err == nil { intNum := int(num) if intNum > len(supported) || intNum <= 0 { return errors.New("unknown option") } fund.Asset = supported[intNum-1].String() } else { for i := range supported { if strings.EqualFold(response, supported[i].String()) { fund.Asset = supported[i].String() break } } if fund.Asset == "" { return errors.New("unrecognised data option") } } fmt.Println("What is the individual currency to add funding to? eg BTC") fund.Currency = quickParse(reader) fmt.Printf("How much funding for %v?\n", fund.Currency) fund.InitialFunds, err = decimal.NewFromString(quickParse(reader)) if err != nil { return err } fmt.Println("If your strategy utilises fund transfer, what is the transfer fee?") fee := quickParse(reader) if fee != "" { fund.TransferFee, err = decimal.NewFromString(fee) if err != nil { return err } } cfg.StrategySettings.ExchangeLevelFunding = append(cfg.StrategySettings.ExchangeLevelFunding, fund) fmt.Println("Add another source of funds? y/n") addFunding = quickParse(reader) } return nil } func parseAPI(reader *bufio.Reader, cfg *config.Config) error { cfg.DataSettings.APIData = &config.APIData{} var startDate, endDate, inclusive string var err error defaultStart := time.Now().Add(-time.Hour * 24 * 365) defaultEnd := time.Now() fmt.Printf("What is the start date? Leave blank for \"%v\"\n", defaultStart.Format(gctcommon.SimpleTimeFormat)) startDate = quickParse(reader) if startDate != "" { cfg.DataSettings.APIData.StartDate, err = time.Parse(startDate, gctcommon.SimpleTimeFormat) if err != nil { return err } } else { cfg.DataSettings.APIData.StartDate = defaultStart } fmt.Printf("What is the end date? Leave blank for \"%v\"\n", defaultStart.Format(gctcommon.SimpleTimeFormat)) endDate = quickParse(reader) if endDate != "" { cfg.DataSettings.APIData.EndDate, err = time.Parse(endDate, gctcommon.SimpleTimeFormat) if err != nil { return err } } else { cfg.DataSettings.APIData.EndDate = defaultEnd } fmt.Println("Is the end date inclusive? y/n") inclusive = quickParse(reader) cfg.DataSettings.APIData.InclusiveEndDate = inclusive == y || inclusive == yes return nil } func parseCSV(reader *bufio.Reader, cfg *config.Config) { cfg.DataSettings.CSVData = &config.CSVData{} fmt.Println("What is path of the CSV file to read?") cfg.DataSettings.CSVData.FullPath = quickParse(reader) } func parseDatabase(reader *bufio.Reader, cfg *config.Config) error { cfg.DataSettings.DatabaseData = &config.DatabaseData{} var input string var err error defaultStart := time.Now().Add(-time.Hour * 24 * 365) defaultEnd := time.Now() fmt.Printf("What is the start date? Leave blank for \"%v\"\n", defaultStart.Format(gctcommon.SimpleTimeFormat)) startDate := quickParse(reader) if startDate != "" { cfg.DataSettings.DatabaseData.StartDate, err = time.Parse(startDate, gctcommon.SimpleTimeFormat) if err != nil { return err } } else { cfg.DataSettings.DatabaseData.StartDate = defaultStart } fmt.Printf("What is the end date? Leave blank for \"%v\"\n", defaultStart.Format(gctcommon.SimpleTimeFormat)) if endDate := quickParse(reader); endDate != "" { cfg.DataSettings.DatabaseData.EndDate, err = time.Parse(endDate, gctcommon.SimpleTimeFormat) if err != nil { return err } } else { cfg.DataSettings.DatabaseData.EndDate = defaultEnd } fmt.Println("Is the end date inclusive? y/n") input = quickParse(reader) cfg.DataSettings.DatabaseData.InclusiveEndDate = input == y || input == yes cfg.DataSettings.DatabaseData.Config = database.Config{ Enabled: true, } fmt.Println("Do you want database verbose output? y/n") input = quickParse(reader) cfg.DataSettings.DatabaseData.Config.Verbose = input == y || input == yes fmt.Printf("What database driver to use? %v %v or %v\n", database.DBPostgreSQL, database.DBSQLite, database.DBSQLite3) cfg.DataSettings.DatabaseData.Config.Driver = quickParse(reader) if cfg.DataSettings.DatabaseData.Config.Driver == database.DBSQLite || cfg.DataSettings.DatabaseData.Config.Driver == database.DBSQLite3 { fmt.Printf("What is the path to the database directory? Leaving blank will use: '%v'", filepath.Join(gctcommon.GetDefaultDataDir(runtime.GOOS), "database")) cfg.DataSettings.DatabaseData.Path = quickParse(reader) } fmt.Println("What is the database host?") cfg.DataSettings.DatabaseData.Config.Host = quickParse(reader) fmt.Println("What is the database username?") cfg.DataSettings.DatabaseData.Config.Username = quickParse(reader) fmt.Println("What is the database password? eg 1234") cfg.DataSettings.DatabaseData.Config.Password = quickParse(reader) fmt.Println("What is the database? eg database.db") cfg.DataSettings.DatabaseData.Config.Database = quickParse(reader) if cfg.DataSettings.DatabaseData.Config.Driver == database.DBPostgreSQL { fmt.Println("What is the database SSLMode? eg disable") cfg.DataSettings.DatabaseData.Config.SSLMode = quickParse(reader) } fmt.Println("What is the database Port? eg 1337") input = quickParse(reader) var port float64 if input != "" { port, err = strconv.ParseFloat(input, 64) if err != nil { return err } } cfg.DataSettings.DatabaseData.Config.Port = uint16(port) err = database.DB.SetConfig(&cfg.DataSettings.DatabaseData.Config) if err != nil { return fmt.Errorf("database failed to set config: %w", err) } if cfg.DataSettings.DatabaseData.Config.Driver == database.DBPostgreSQL { _, err = dbPSQL.Connect(&cfg.DataSettings.DatabaseData.Config) if err != nil { return fmt.Errorf("database failed to connect: %v", err) } } else if cfg.DataSettings.DatabaseData.Config.Driver == database.DBSQLite || cfg.DataSettings.DatabaseData.Config.Driver == database.DBSQLite3 { _, err = dbsqlite3.Connect(cfg.DataSettings.DatabaseData.Config.Database) if err != nil { return fmt.Errorf("database failed to connect: %v", err) } } return nil } func parseLive(reader *bufio.Reader, cfg *config.Config) { cfg.DataSettings.LiveData = &config.LiveData{} fmt.Println("Do you wish to use live trading? It's highly recommended that you do not. y/n") input := quickParse(reader) cfg.DataSettings.LiveData.RealOrders = input == y || input == yes if cfg.DataSettings.LiveData.RealOrders { fmt.Printf("Do you want to override GoCryptoTrader's API credentials for %s? y/n\n", cfg.CurrencySettings[0].ExchangeName) input = quickParse(reader) if input == y || input == yes { fmt.Println("What is the API key?") cfg.DataSettings.LiveData.APIKeyOverride = quickParse(reader) fmt.Println("What is the API secret?") cfg.DataSettings.LiveData.APISecretOverride = quickParse(reader) fmt.Println("What is the Client ID?") cfg.DataSettings.LiveData.APIClientIDOverride = quickParse(reader) fmt.Println("What is the 2FA seed?") cfg.DataSettings.LiveData.API2FAOverride = quickParse(reader) fmt.Println("What is the subaccount to use?") cfg.DataSettings.LiveData.APISubAccountOverride = quickParse(reader) } } } func parseDataChoice(reader *bufio.Reader, multiCurrency bool) (string, error) { if multiCurrency { // live trading does not support multiple currencies dataOptions = dataOptions[:3] } for i := range dataOptions { fmt.Printf("%v. %s\n", i+1, dataOptions[i]) } response := quickParse(reader) num, err := strconv.ParseFloat(response, 64) if err == nil { intNum := int(num) if intNum > len(dataOptions) || intNum <= 0 { return "", errors.New("unknown option") } return dataOptions[intNum-1], nil } for i := range dataOptions { if strings.EqualFold(response, dataOptions[i]) { return dataOptions[i], nil } } return "", errors.New("unrecognised data option") } func parseKlineInterval(reader *bufio.Reader) (time.Duration, error) { allCandles := gctkline.SupportedIntervals for i := range allCandles { fmt.Printf("%v. %s\n", i+1, allCandles[i].Word()) } response := quickParse(reader) num, err := strconv.ParseFloat(response, 64) if err == nil { intNum := int(num) if intNum > len(allCandles) || intNum <= 0 { return 0, errors.New("unknown option") } return allCandles[intNum-1].Duration(), nil } for i := range allCandles { if strings.EqualFold(response, allCandles[i].Word()) { return allCandles[i].Duration(), nil } } return 0, errors.New("unrecognised interval") } func parseStratName(name string, strategiesToUse []string) (string, error) { num, err := strconv.ParseFloat(name, 64) if err == nil { intNum := int(num) if intNum > len(strategiesToUse) || intNum <= 0 { return "", errors.New("unknown option") } return strategiesToUse[intNum-1], nil } for i := range strategiesToUse { if strings.EqualFold(name, strategiesToUse[i]) { return strategiesToUse[i], nil } } return "", errors.New("unrecognised strategy") } func customSettingsLoop(reader *bufio.Reader) map[string]interface{} { resp := make(map[string]interface{}) customSettingField := "loopTime!" for customSettingField != "" { fmt.Println("Enter a custom setting name. Enter nothing to stop") customSettingField = quickParse(reader) if customSettingField != "" { fmt.Println("Enter a custom setting value") resp[customSettingField] = quickParse(reader) } } return resp } func addCurrencySetting(reader *bufio.Reader, usingExchangeLevelFunding bool) (*config.CurrencySettings, error) { setting := config.CurrencySettings{ BuySide: config.MinMax{}, SellSide: config.MinMax{}, } fmt.Println("Enter the exchange name. eg Binance") setting.ExchangeName = quickParse(reader) fmt.Println("Please select an asset") supported := asset.Supported() for i := range supported { fmt.Printf("%v. %s\n", i+1, supported[i]) } response := quickParse(reader) num, err := strconv.ParseFloat(response, 64) if err == nil { intNum := int(num) if intNum > len(supported) || intNum <= 0 { return nil, errors.New("unknown option") } setting.Asset = supported[intNum-1].String() } for i := range supported { if strings.EqualFold(response, supported[i].String()) { setting.Asset = supported[i].String() } } var f float64 fmt.Println("Enter the currency base. eg BTC") setting.Base = quickParse(reader) if !usingExchangeLevelFunding { fmt.Println("Enter the initial base funds. eg 0") parseNum := quickParse(reader) if parseNum != "" { f, err = strconv.ParseFloat(parseNum, 64) if err != nil { return nil, err } iqf := decimal.NewFromFloat(f) setting.InitialBaseFunds = &iqf } } fmt.Println("Enter the currency quote. eg USDT") setting.Quote = quickParse(reader) if !usingExchangeLevelFunding { fmt.Println("Enter the initial quote funds. eg 10000") parseNum := quickParse(reader) if parseNum != "" { f, err = strconv.ParseFloat(parseNum, 64) if err != nil { return nil, err } iqf := decimal.NewFromFloat(f) setting.InitialQuoteFunds = &iqf } } fmt.Println("Enter the maker-fee. eg 0.001") parseNum := quickParse(reader) if parseNum != "" { f, err = strconv.ParseFloat(parseNum, 64) if err != nil { return nil, err } setting.MakerFee = decimal.NewFromFloat(f) } fmt.Println("Enter the taker-fee. eg 0.01") parseNum = quickParse(reader) if parseNum != "" { f, err = strconv.ParseFloat(parseNum, 64) if err != nil { return nil, err } setting.TakerFee = decimal.NewFromFloat(f) } fmt.Println("Will there be buy-side limits? y/n") yn := quickParse(reader) if yn == y || yn == yes { setting.BuySide, err = minMaxParse("buy", reader) if err != nil { return nil, err } } fmt.Println("Will there be sell-side limits? y/n") yn = quickParse(reader) if yn == y || yn == yes { setting.SellSide, err = minMaxParse("sell", reader) if err != nil { return nil, err } } fmt.Println("Will the in-sample data amounts conform to current exchange defined order execution limits? i.e. If amount is 1337.001345 and the step size is 0.01 order amount will be re-adjusted to 1337. y/n") yn = quickParse(reader) if yn == y || yn == yes { setting.CanUseExchangeLimits = true } fmt.Println("Should order size shrink to fit within candle volume? y/n") yn = quickParse(reader) if yn == y || yn == yes { setting.SkipCandleVolumeFitting = true } fmt.Println("Do you wish to include slippage? y/n") yn = quickParse(reader) if yn == y || yn == yes { fmt.Println("Slippage is randomly determined between the lower and upper bounds.") fmt.Println("If the lower bound is 80, then the price can change up to 80% of itself. eg if the price is 100 and the lower bound is 80, then the lowest slipped price is $80") fmt.Println("If the upper bound is 100, then the price can be unaffected. A minimum of 80 and a maximum of 100 means that the price will randomly be set between those bounds as a way of emulating slippage") fmt.Println("What is the lower bounds of slippage? eg 80") f, err = strconv.ParseFloat(quickParse(reader), 64) if err != nil { return nil, err } setting.MinimumSlippagePercent = decimal.NewFromFloat(f) fmt.Println("What is the upper bounds of slippage? eg 100") f, err = strconv.ParseFloat(quickParse(reader), 64) if err != nil { return nil, err } setting.MaximumSlippagePercent = decimal.NewFromFloat(f) } return &setting, nil } func minMaxParse(buySell string, reader *bufio.Reader) (config.MinMax, error) { resp := config.MinMax{} fmt.Printf("What is the maximum %s size? eg 1\n", buySell) parseNum := quickParse(reader) if parseNum != "" { f, err := strconv.ParseFloat(parseNum, 64) if err != nil { return resp, err } resp.MaximumSize = decimal.NewFromFloat(f) } fmt.Printf("What is the minimum %s size? eg 0.1\n", buySell) parseNum = quickParse(reader) if parseNum != "" { f, err := strconv.ParseFloat(parseNum, 64) if err != nil { return resp, err } resp.MinimumSize = decimal.NewFromFloat(f) } fmt.Printf("What is the maximum spend %s buy? eg 12000\n", buySell) parseNum = quickParse(reader) if parseNum != "" { f, err := strconv.ParseFloat(parseNum, 64) if err != nil { return resp, err } resp.MaximumTotal = decimal.NewFromFloat(f) } return resp, nil } func quickParse(reader *bufio.Reader) string { customSettingField, err := reader.ReadString('\n') if err != nil { log.Fatal(err) } customSettingField = strings.Replace(customSettingField, "\r", "", -1) return strings.Replace(customSettingField, "\n", "", -1) }