Files
gocryptotrader/log/logger_test.go
Scott f929b4d51e backtester: Futures handling & FTX Cash and Carry example strategy (#930)
* 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
2022-06-30 15:43:41 +10:00

642 lines
13 KiB
Go

package log
import (
"bytes"
"errors"
"io"
"io/ioutil"
"log"
"os"
"strings"
"testing"
"github.com/thrasher-corp/gocryptotrader/common/convert"
)
func TestMain(m *testing.M) {
err := setupTestLoggers()
if err != nil {
log.Fatal("cannot set up test loggers", err)
}
tempDir, err := ioutil.TempDir(os.TempDir(), "")
if err != nil {
log.Fatal("Cannot create temporary file", err)
}
log.Println("temp dir created at:", tempDir)
LogPath = tempDir
r := m.Run()
err = os.Remove(tempDir)
if err != nil {
log.Println("failed to remove temp file:", tempDir)
}
os.Exit(r)
}
func setupTestLoggers() error {
logTest := Config{
Enabled: convert.BoolPtr(true),
SubLoggerConfig: SubLoggerConfig{
Output: "console",
Level: "INFO|WARN|DEBUG|ERROR",
},
AdvancedSettings: advancedSettings{
ShowLogSystemName: convert.BoolPtr(true),
Spacer: " | ",
TimeStampFormat: timestampFormat,
Headers: headers{
Info: "[INFO]",
Warn: "[WARN]",
Debug: "[DEBUG]",
Error: "[ERROR]",
},
},
SubLoggers: []SubLoggerConfig{
{
Name: "lOg",
Level: "INFO|DEBUG|WARN|ERROR",
Output: "stdout",
}},
}
RWM.Lock()
GlobalLogConfig = &logTest
RWM.Unlock()
if err := SetupGlobalLogger(); err != nil {
return err
}
return SetupSubLoggers(logTest.SubLoggers)
}
func SetupDisabled() error {
logTest := Config{
Enabled: convert.BoolPtr(false),
}
RWM.Lock()
GlobalLogConfig = &logTest
RWM.Unlock()
if err := SetupGlobalLogger(); err != nil {
return err
}
return SetupSubLoggers(logTest.SubLoggers)
}
func BenchmarkInfo(b *testing.B) {
b.ResetTimer()
for n := 0; n < b.N; n++ {
Info(Global, "Hello this is an info benchmark")
}
}
func TestAddWriter(t *testing.T) {
t.Parallel()
_, err := multiWriter(io.Discard, io.Discard)
if !errors.Is(err, errWriterAlreadyLoaded) {
t.Fatalf("received: '%v' but expected: '%v'", err, errWriterAlreadyLoaded)
}
mw, err := multiWriter()
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
err = mw.Add(io.Discard)
if err != nil {
t.Fatal(err)
}
err = mw.Add(os.Stdin)
if err != nil {
t.Fatal(err)
}
err = mw.Add(os.Stdout)
if err != nil {
t.Fatal(err)
}
if total := len(mw.writers); total != 3 {
t.Errorf("expected m.Writers to be 3 %v", total)
}
}
func TestRemoveWriter(t *testing.T) {
t.Parallel()
mw, err := multiWriter()
if err != nil {
t.Fatal(err)
}
err = mw.Add(io.Discard)
if err != nil {
t.Fatal(err)
}
err = mw.Add(os.Stdin)
if err != nil {
t.Fatal(err)
}
err = mw.Add(os.Stdout)
if err != nil {
t.Fatal(err)
}
total := len(mw.writers)
err = mw.Remove(os.Stdin)
if err != nil {
t.Fatal(err)
}
err = mw.Remove(os.Stdout)
if err != nil {
t.Fatal(err)
}
err = mw.Remove(&bytes.Buffer{})
if !errors.Is(err, errWriterNotFound) {
t.Fatalf("received: '%v' but expected: '%v'", err, errWriterNotFound)
}
if len(mw.writers) != total-2 {
t.Errorf("expected m.Writers to be %v got %v", total-2, len(mw.writers))
}
}
type WriteShorter struct{}
func (w *WriteShorter) Write(p []byte) (int, error) {
return 1, nil
}
type WriteError struct{}
func (w *WriteError) Write(p []byte) (int, error) {
return 0, errWriteError
}
var errWriteError = errors.New("write error")
func TestMultiWriterWrite(t *testing.T) {
t.Parallel()
mw, err := multiWriter(io.Discard, &bytes.Buffer{})
if err != nil {
t.Fatal(err)
}
payload := "woooooooooooooooooooooooooooooooooooow"
l, err := mw.Write([]byte(payload))
if err != nil {
t.Fatal(err)
}
if l != len(payload) {
t.Fatal("unexpected return")
}
mw, err = multiWriter(&WriteShorter{}, io.Discard)
if err != nil {
t.Fatal(err)
}
_, err = mw.Write([]byte(payload))
if !errors.Is(err, io.ErrShortWrite) {
t.Fatalf("received: '%v' but expected: '%v'", err, io.ErrShortWrite)
}
mw, err = multiWriter(&WriteError{}, io.Discard)
if err != nil {
t.Fatal(err)
}
_, err = mw.Write([]byte(payload))
if !errors.Is(err, errWriteError) {
t.Fatalf("received: '%v' but expected: '%v'", err, errWriteError)
}
}
func TestGetWriters(t *testing.T) {
t.Parallel()
_, err := getWriters(nil)
if !errors.Is(err, errSubloggerConfigIsNil) {
t.Fatalf("received: '%v' but expected: '%v'", err, errSubloggerConfigIsNil)
}
outputWriters := "stDout|stderr|filE"
_, err = getWriters(&SubLoggerConfig{Output: outputWriters})
if !errors.Is(err, nil) {
t.Fatalf("received: '%v' but expected: '%v'", err, nil)
}
outputWriters = "stdout|stderr|file|noobs"
_, err = getWriters(&SubLoggerConfig{Output: outputWriters})
if !errors.Is(err, errUnhandledOutputWriter) {
t.Fatalf("received: '%v' but expected: '%v'", err, errUnhandledOutputWriter)
}
}
func TestGenDefaultSettings(t *testing.T) {
t.Parallel()
if cfg := GenDefaultSettings(); cfg.Enabled == nil {
t.Fatal("unexpected items in struct")
}
}
func TestLevel(t *testing.T) {
t.Parallel()
_, err := Level("LOG")
if err != nil {
t.Errorf("Failed to get log %s levels skipping", err)
}
_, err = Level("totallyinvalidlogger")
if err == nil {
t.Error("Expected error on invalid logger")
}
}
func TestSetLevel(t *testing.T) {
t.Parallel()
newLevel, err := SetLevel("LOG", "ERROR")
if err != nil {
t.Skipf("Failed to get log %s levels skipping", err)
}
if newLevel.Info || newLevel.Debug || newLevel.Warn {
t.Error("failed to set level correctly")
}
if !newLevel.Error {
t.Error("failed to set level correctly")
}
_, err = SetLevel("abc12345556665", "ERROR")
if err == nil {
t.Error("SetLevel() Should return error on invalid logger")
}
}
func TestCloseLogger(t *testing.T) {
t.Parallel()
if err := CloseLogger(); err != nil {
t.Errorf("CloseLogger() failed %v", err)
}
}
func TestConfigureSubLogger(t *testing.T) {
t.Parallel()
err := configureSubLogger("LOG", "INFO", os.Stdin)
if err != nil {
t.Skipf("configureSubLogger() returned unexpected error %v", err)
}
levels := Global.GetLevels()
if (levels != Levels{Info: true, Debug: false}) {
t.Error("configureSubLogger() incorrectly configure subLogger")
}
if Global.name != "LOG" {
t.Error("configureSubLogger() Failed to uppercase name")
}
}
func TestSplitLevel(t *testing.T) {
t.Parallel()
levelsInfoDebug := splitLevel("INFO|DEBUG")
expected := Levels{
Info: true,
Debug: true,
Warn: false,
Error: false,
}
if levelsInfoDebug != expected {
t.Errorf("splitLevel() returned invalid data expected: %+v got: %+v", expected, levelsInfoDebug)
}
}
func BenchmarkInfoDisabled(b *testing.B) {
if err := SetupDisabled(); err != nil {
b.Fatal(err)
}
b.ResetTimer()
for n := 0; n < b.N; n++ {
Info(Global, "Hello this is an info benchmark")
}
}
func BenchmarkInfof(b *testing.B) {
b.ResetTimer()
for n := 0; n < b.N; n++ {
Infof(Global, "Hello this is an infof benchmark %v %v %v\n", n, 1, 2)
}
}
func BenchmarkInfoln(b *testing.B) {
b.ResetTimer()
for n := 0; n < b.N; n++ {
Infoln(Global, "Hello this is an infoln benchmark")
}
}
func TestNewLogEvent(t *testing.T) {
t.Parallel()
w := &bytes.Buffer{}
RWM.Lock()
err := logger.newLogEvent("out", "header", "SUBLOGGER", w)
RWM.Unlock()
if err != nil {
t.Fatal(err)
}
if w.String() == "" {
t.Error("newLogEvent() failed expected output got empty string")
}
RWM.Lock()
err = logger.newLogEvent("out", "header", "SUBLOGGER", nil)
RWM.Unlock()
if err == nil {
t.Error("Error expected with output is set to nil")
}
}
func TestInfo(t *testing.T) {
t.Parallel()
w := &bytes.Buffer{}
sl := registerNewSubLogger("TESTYMCTESTALOTINFO")
sl.SetLevels(splitLevel("INFO|WARN|DEBUG|ERROR"))
sl.SetOutput(w)
Info(sl, "Hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Infof(sl, "%s", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Infoln(sl, "hello", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
_, err := SetLevel("TESTYMCTESTALOTINFO", "")
if err != nil {
t.Fatal(err)
}
Info(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
Infoln(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
}
func TestDebug(t *testing.T) {
t.Parallel()
w := &bytes.Buffer{}
sl := registerNewSubLogger("TESTYMCTESTALOTDEBUG")
sl.SetLevels(splitLevel("INFO|WARN|DEBUG|ERROR"))
sl.SetOutput(w)
Debug(sl, "Hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Debugf(sl, "%s", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Debugln(sl, "hello", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
_, err := SetLevel("TESTYMCTESTALOTDEBUG", "")
if err != nil {
t.Fatal(err)
}
Debug(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
Debugln(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
}
func TestWarn(t *testing.T) {
t.Parallel()
w := &bytes.Buffer{}
sl := registerNewSubLogger("TESTYMCTESTALOTWARN")
sl.SetLevels(splitLevel("INFO|WARN|DEBUG|ERROR"))
sl.SetOutput(w)
Warn(sl, "Hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Warnf(sl, "%s", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Warnln(sl, "hello", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
_, err := SetLevel("TESTYMCTESTALOTWARN", "")
if err != nil {
t.Fatal(err)
}
Warn(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
Warnln(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
}
func TestError(t *testing.T) {
t.Parallel()
w := &bytes.Buffer{}
sl := registerNewSubLogger("TESTYMCTESTALOTERROR")
sl.SetLevels(splitLevel("INFO|WARN|DEBUG|ERROR"))
sl.SetOutput(w)
Error(sl, "Hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Errorf(sl, "%s", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
Errorln(sl, "hello", "hello")
if w.String() == "" {
t.Error("expected Info() to write output to buffer")
}
w.Reset()
_, err := SetLevel("TESTYMCTESTALOTERROR", "")
if err != nil {
t.Fatal(err)
}
Error(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
Errorln(sl, "HelloHello")
if w.String() != "" {
t.Error("Expected output buffer to be empty but wrote to output", w.String())
}
}
func TestSubLoggerName(t *testing.T) {
t.Parallel()
w := &bytes.Buffer{}
registerNewSubLogger("sublogger")
RWM.Lock()
err := logger.newLogEvent("out", "header", "SUBLOGGER", w)
RWM.Unlock()
if err != nil {
t.Fatal(err)
}
if !strings.Contains(w.String(), "SUBLOGGER") {
t.Error("Expected SUBLOGGER in output")
}
RWM.Lock()
logger.ShowLogSystemName = false
RWM.Unlock()
w.Reset()
RWM.Lock()
err = logger.newLogEvent("out", "header", "SUBLOGGER", w)
RWM.Unlock()
if err != nil {
t.Fatal(err)
}
if strings.Contains(w.String(), "SUBLOGGER") {
t.Error("Unexpected SUBLOGGER in output")
}
}
func TestNewSubLogger(t *testing.T) {
t.Parallel()
_, err := NewSubLogger("")
if !errors.Is(err, errEmptyLoggerName) {
t.Fatalf("received: %v but expected: %v", err, errEmptyLoggerName)
}
sl, err := NewSubLogger("TESTERINOS")
if !errors.Is(err, nil) {
t.Fatalf("received: %v but expected: %v", err, nil)
}
Debug(sl, "testerinos")
_, err = NewSubLogger("TESTERINOS")
if !errors.Is(err, ErrSubLoggerAlreadyRegistered) {
t.Fatalf("received: %v but expected: %v", err, ErrSubLoggerAlreadyRegistered)
}
}
func BenchmarkNewLogEvent(b *testing.B) {
var bro bytes.Buffer
l := Logger{Spacer: " "}
for i := 0; i < b.N; i++ {
_ = l.newLogEvent("somedata", "header", "sublog", &bro)
}
}
func TestRotateWrite(t *testing.T) {
t.Parallel()
empty := Rotate{Rotate: convert.BoolPtr(true), FileName: "test.txt"}
payload := make([]byte, defaultMaxSize*megabyte+1)
_, err := empty.Write(payload)
if !errors.Is(err, errExceedsMaxFileSize) {
t.Fatalf("received: %v but expected: %v", err, errExceedsMaxFileSize)
}
empty.MaxSize = 1
payload = make([]byte, 1*megabyte+1)
_, err = empty.Write(payload)
if !errors.Is(err, errExceedsMaxFileSize) {
t.Fatalf("received: %v but expected: %v", err, errExceedsMaxFileSize)
}
// test write
payload = make([]byte, 1*megabyte-1)
_, err = empty.Write(payload)
if !errors.Is(err, nil) {
t.Fatalf("received: %v but expected: %v", err, nil)
}
// test rotate
payload = make([]byte, 1*megabyte)
_, err = empty.Write(payload)
if !errors.Is(err, nil) {
t.Fatalf("received: %v but expected: %v", err, nil)
}
}
func TestOpenNew(t *testing.T) {
t.Parallel()
empty := Rotate{}
err := empty.openNew()
if !errors.Is(err, errFileNameIsEmpty) {
t.Fatalf("received: %v but expected: %v", err, errFileNameIsEmpty)
}
empty.FileName = "wow.txt"
err = empty.openNew()
if !errors.Is(err, nil) {
t.Fatalf("received: %v but expected: %v", err, nil)
}
}