mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
217 lines
5.4 KiB
Go
217 lines
5.4 KiB
Go
package engine
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import (
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"errors"
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"fmt"
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"github.com/gofrs/uuid"
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gctcommon "github.com/thrasher-corp/gocryptotrader/common"
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)
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var (
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errTaskNotFound = errors.New("task not found")
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errTaskAlreadyMonitored = errors.New("task already monitored")
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errAlreadyRan = errors.New("task already ran")
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errTaskHasNotRan = errors.New("task hasn't ran yet")
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errTaskIsRunning = errors.New("task is already running")
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errCannotClear = errors.New("cannot clear task")
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)
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// NewTaskManager creates a run manager to allow the backtester to manage multiple strategies
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func NewTaskManager() *TaskManager {
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return &TaskManager{}
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}
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// AddTask adds a run to the manager
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func (r *TaskManager) AddTask(b *BackTest) error {
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if r == nil {
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return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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if b == nil {
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return fmt.Errorf("%w BackTest", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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for i := range r.tasks {
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if r.tasks[i].Equal(b) {
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return fmt.Errorf("%w %s %s", errTaskAlreadyMonitored, b.MetaData.ID, b.MetaData.Strategy)
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}
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}
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err := b.SetupMetaData()
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if err != nil {
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return err
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}
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r.tasks = append(r.tasks, b)
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return nil
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}
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// List details all strategy tasks
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func (r *TaskManager) List() ([]*TaskSummary, error) {
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if r == nil {
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return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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resp := make([]*TaskSummary, len(r.tasks))
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for i := range r.tasks {
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sum, err := r.tasks[i].GenerateSummary()
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if err != nil {
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return nil, err
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}
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resp[i] = sum
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}
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return resp, nil
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}
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// GetSummary returns details about a completed strategy task
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func (r *TaskManager) GetSummary(id uuid.UUID) (*TaskSummary, error) {
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if r == nil {
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return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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for i := range r.tasks {
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if !r.tasks[i].MatchesID(id) {
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continue
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}
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return r.tasks[i].GenerateSummary()
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}
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return nil, fmt.Errorf("%s %w", id, errTaskNotFound)
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}
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// StopTask stops a strategy task if enabled, this will run CloseAllPositions
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func (r *TaskManager) StopTask(id uuid.UUID) error {
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if r == nil {
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return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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for i := range r.tasks {
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switch {
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case !r.tasks[i].MatchesID(id):
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continue
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case r.tasks[i].IsRunning():
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return r.tasks[i].Stop()
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case r.tasks[i].HasRan():
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return fmt.Errorf("%w %v", errAlreadyRan, id)
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default:
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return fmt.Errorf("%w %v", errTaskHasNotRan, id)
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}
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}
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return fmt.Errorf("%s %w", id, errTaskNotFound)
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}
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// StopAllTasks stops all running strategies
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func (r *TaskManager) StopAllTasks() ([]*TaskSummary, error) {
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if r == nil {
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return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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resp := make([]*TaskSummary, 0, len(r.tasks))
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for i := range r.tasks {
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if !r.tasks[i].IsRunning() {
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continue
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}
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err := r.tasks[i].Stop()
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if err != nil {
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return nil, err
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}
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sum, err := r.tasks[i].GenerateSummary()
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if err != nil {
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return nil, err
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}
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resp = append(resp, sum)
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}
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return resp, nil
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}
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// StartTask executes a strategy if found
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func (r *TaskManager) StartTask(id uuid.UUID) error {
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if r == nil {
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return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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for i := range r.tasks {
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switch {
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case !r.tasks[i].MatchesID(id):
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continue
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case r.tasks[i].IsRunning():
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return fmt.Errorf("%w %v", errTaskIsRunning, id)
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case r.tasks[i].HasRan():
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return fmt.Errorf("%w %v", errAlreadyRan, id)
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default:
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return r.tasks[i].ExecuteStrategy(false)
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}
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}
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return fmt.Errorf("%s %w", id, errTaskNotFound)
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}
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// StartAllTasks executes all strategies
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func (r *TaskManager) StartAllTasks() ([]uuid.UUID, error) {
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if r == nil {
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return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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executedRuns := make([]uuid.UUID, 0, len(r.tasks))
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for i := range r.tasks {
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if r.tasks[i].HasRan() {
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continue
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}
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executedRuns = append(executedRuns, r.tasks[i].MetaData.ID)
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err := r.tasks[i].ExecuteStrategy(false)
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if err != nil {
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return nil, err
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}
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}
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return executedRuns, nil
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}
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// ClearTask removes a run from memory, but only if it is not running
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func (r *TaskManager) ClearTask(id uuid.UUID) error {
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if r == nil {
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return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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for i := range r.tasks {
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if !r.tasks[i].MatchesID(id) {
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continue
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}
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if r.tasks[i].IsRunning() {
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return fmt.Errorf("%w %v, currently running. Stop it first", errCannotClear, r.tasks[i].MetaData.ID)
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}
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r.tasks = append(r.tasks[:i], r.tasks[i+1:]...)
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return nil
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}
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return fmt.Errorf("%s %w", id, errTaskNotFound)
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}
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// ClearAllTasks removes all tasks from memory, but only if they are not running
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func (r *TaskManager) ClearAllTasks() (clearedRuns, remainingRuns []*TaskSummary, err error) {
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if r == nil {
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return nil, nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
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}
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r.m.Lock()
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defer r.m.Unlock()
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for i := 0; i < len(r.tasks); i++ {
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var run *TaskSummary
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run, err = r.tasks[i].GenerateSummary()
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if err != nil {
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return nil, nil, err
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}
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if r.tasks[i].IsRunning() {
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remainingRuns = append(remainingRuns, run)
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} else {
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clearedRuns = append(clearedRuns, run)
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r.tasks = append(r.tasks[:i], r.tasks[i+1:]...)
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i--
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}
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}
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return clearedRuns, remainingRuns, nil
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}
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