mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-23 23:16:49 +00:00
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
303 lines
7.3 KiB
Go
303 lines
7.3 KiB
Go
package gct
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import (
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"errors"
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"log"
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"os"
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"path/filepath"
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"reflect"
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"testing"
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objects "github.com/d5/tengo/v2"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/engine"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/gctscript/modules"
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"github.com/thrasher-corp/gocryptotrader/gctscript/modules/gct"
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)
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func TestMain(m *testing.M) {
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settings := engine.Settings{
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ConfigFile: filepath.Join("..", "..", "..", "testdata", "configtest.json"),
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EnableDryRun: true,
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DataDir: filepath.Join("..", "..", "..", "testdata", "gocryptotrader"),
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EnableDepositAddressManager: true,
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}
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var err error
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engine.Bot, err = engine.NewFromSettings(&settings, nil)
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if err != nil {
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log.Print(err)
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os.Exit(1)
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}
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em := engine.SetupExchangeManager()
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exch, err := em.NewExchangeByName(exch.Value)
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if err != nil {
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log.Print(err)
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os.Exit(1)
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}
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exch.SetDefaults()
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cfg, err := exch.GetDefaultConfig()
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if err != nil {
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log.Fatal(err)
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}
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err = exch.Setup(cfg)
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if err != nil {
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log.Fatal(err)
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}
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em.Add(exch)
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engine.Bot.ExchangeManager = em
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engine.Bot.WithdrawManager, err = engine.SetupWithdrawManager(em, nil, true)
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if err != nil {
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log.Print(err)
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os.Exit(1)
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}
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engine.Bot.DepositAddressManager = engine.SetupDepositAddressManager()
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err = engine.Bot.DepositAddressManager.Sync(engine.Bot.GetAllExchangeCryptocurrencyDepositAddresses())
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if err != nil {
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log.Print(err)
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os.Exit(1)
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}
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engine.Bot.OrderManager, err = engine.SetupOrderManager(em, &engine.CommunicationManager{}, &engine.Bot.ServicesWG, false, false)
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if err != nil {
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log.Print(err)
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os.Exit(1)
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}
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err = engine.Bot.OrderManager.Start()
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if err != nil {
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log.Print(err)
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os.Exit(1)
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}
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modules.SetModuleWrapper(Setup())
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os.Exit(m.Run())
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}
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func TestSetup(t *testing.T) {
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x := Setup()
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xType := reflect.TypeOf(x).String()
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if xType != "*gct.Wrapper" {
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t.Fatalf("SetupCommunicationManager() should return pointer to Wrapper instead received: %v", x)
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}
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}
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var (
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exch = &objects.String{
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Value: "Bitstamp",
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}
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exchError = &objects.String{
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Value: "error",
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}
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currencyPair = &objects.String{
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Value: "BTCUSD",
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}
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delimiter = &objects.String{
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Value: "",
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}
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assetType = &objects.String{
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Value: "spot",
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}
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orderID = &objects.String{
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Value: "1235",
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}
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tv = objects.TrueValue
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fv = objects.FalseValue
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errTestFailed = errors.New("test failed")
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)
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func TestExchangeOrderbook(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeOrderbook(exch, currencyPair, delimiter, assetType)
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if err != nil {
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t.Fatal(err)
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}
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_, err = gct.ExchangeOrderbook(exchError, currencyPair, delimiter, assetType)
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if err != nil && errors.Is(err, errTestFailed) {
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t.Fatal(err)
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}
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_, err = gct.ExchangeOrderbook()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Error(err)
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}
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}
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func TestExchangeTicker(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeTicker(exch, currencyPair, delimiter, assetType)
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if err != nil {
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t.Fatal(err)
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}
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_, err = gct.ExchangeTicker(exchError, currencyPair, delimiter, assetType)
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if err != nil && errors.Is(err, errTestFailed) {
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t.Fatal(err)
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}
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_, err = gct.ExchangeTicker()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Error(err)
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}
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}
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func TestExchangeExchanges(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeExchanges(tv)
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if err != nil {
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t.Fatal(err)
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}
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_, err = gct.ExchangeExchanges(exch)
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if err != nil {
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t.Fatal(err)
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}
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_, err = gct.ExchangeExchanges(fv)
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if err != nil {
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t.Fatal(err)
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}
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_, err = gct.ExchangeExchanges()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Error(err)
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}
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}
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func TestExchangePairs(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangePairs(exch, tv, assetType)
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if err != nil {
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t.Fatal(err)
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}
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_, err = gct.ExchangePairs(exchError, tv, assetType)
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if err != nil && errors.Is(err, errTestFailed) {
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t.Fatal(err)
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}
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_, err = gct.ExchangePairs()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Error(err)
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}
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}
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func TestAccountInfo(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeAccountInfo()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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_, err = gct.ExchangeAccountInfo(exch, assetType)
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if !errors.Is(err, exchange.ErrAuthenticationSupportNotEnabled) {
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t.Errorf("received: %v but expected: %v", err, exchange.ErrAuthenticationSupportNotEnabled)
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}
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}
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func TestExchangeOrderQuery(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeOrderQuery()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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_, err = gct.ExchangeOrderQuery(exch, orderID)
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if err != nil && err != common.ErrNotYetImplemented {
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t.Error(err)
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}
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}
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func TestExchangeOrderCancel(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeOrderCancel()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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_, err = gct.ExchangeOrderCancel(exch, orderID, currencyPair, assetType)
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if err != nil && err != common.ErrNotYetImplemented {
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t.Error(err)
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}
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}
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func TestExchangeOrderSubmit(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeOrderSubmit()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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orderSide := &objects.String{Value: "ASK"}
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orderType := &objects.String{Value: "LIMIT"}
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orderPrice := &objects.Float{Value: 1}
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orderAmount := &objects.Float{Value: 1}
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orderAsset := &objects.String{Value: asset.Spot.String()}
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_, err = gct.ExchangeOrderSubmit(exch, currencyPair, delimiter,
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orderType, orderSide, orderPrice, orderAmount, orderID, orderAsset)
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if !errors.Is(err, exchange.ErrAuthenticationSupportNotEnabled) {
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t.Errorf("received: %v but expected: %v", err, exchange.ErrAuthenticationSupportNotEnabled)
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}
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}
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func TestAllModuleNames(t *testing.T) {
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t.Parallel()
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x := gct.AllModuleNames()
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xType := reflect.TypeOf(x).Kind()
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if xType != reflect.Slice {
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t.Errorf("AllModuleNames() should return slice instead received: %v", x)
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}
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}
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func TestExchangeDepositAddress(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeDepositAddress()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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currCode := &objects.String{Value: "BTC"}
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chain := &objects.String{Value: ""}
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_, err = gct.ExchangeDepositAddress(exch, currCode, chain)
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if err != nil && err.Error() != "deposit address store is nil" {
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t.Error(err)
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}
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}
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func TestExchangeWithdrawCrypto(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeWithdrawCrypto()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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currCode := &objects.String{Value: "BTC"}
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desc := &objects.String{Value: "HELLO"}
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address := &objects.String{Value: "0xTHISISALEGITBTCADDRESSS"}
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amount := &objects.Float{Value: 1.0}
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_, err = gct.ExchangeWithdrawCrypto(exch, currCode, address, address, amount, amount, desc)
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if err != nil {
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t.Error(err)
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}
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}
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func TestExchangeWithdrawFiat(t *testing.T) {
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t.Parallel()
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_, err := gct.ExchangeWithdrawFiat()
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if !errors.Is(err, objects.ErrWrongNumArguments) {
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t.Fatal(err)
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}
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currCode := &objects.String{Value: "TEST"}
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amount := &objects.Float{Value: 1.0}
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desc := &objects.String{Value: "2"}
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bankID := &objects.String{Value: "3!"}
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_, err = gct.ExchangeWithdrawFiat(exch, currCode, desc, amount, bankID)
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if err != nil && err.Error() != "exchange Bitstamp bank details not found for TEST" {
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t.Error(err)
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}
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}
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