Files
gocryptotrader/backtester/config/backtesterconfig.go
Scott 017cdf1384 Backtester: Live trading upgrades (#1023)
* 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>
2023-01-05 13:03:17 +11:00

73 lines
1.8 KiB
Go

package config
import (
"encoding/json"
"fmt"
"os"
"path/filepath"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/common/file"
gctconfig "github.com/thrasher-corp/gocryptotrader/config"
)
// ReadBacktesterConfigFromPath will take a config from a path
func ReadBacktesterConfigFromPath(path string) (*BacktesterConfig, error) {
if !file.Exists(path) {
return nil, fmt.Errorf("%w %v", common.ErrFileNotFound, path)
}
data, err := os.ReadFile(path)
if err != nil {
return nil, err
}
var resp *BacktesterConfig
err = json.Unmarshal(data, &resp)
return resp, err
}
// GenerateDefaultConfig will return the default backtester config
func GenerateDefaultConfig() (*BacktesterConfig, error) {
wd, err := os.Getwd()
if err != nil {
return nil, err
}
return &BacktesterConfig{
PrintLogo: true,
LogSubheaders: true,
Report: Report{
GenerateReport: true,
TemplatePath: filepath.Join(wd, "report", "tpl.gohtml"),
OutputPath: filepath.Join(wd, "results"),
},
GRPC: GRPC{
Username: "rpcuser",
Password: "helloImTheDefaultPassword",
GRPCConfig: gctconfig.GRPCConfig{
Enabled: true,
ListenAddress: "localhost:9054",
},
TLSDir: DefaultBTDir,
},
UseCMDColours: true,
Colours: common.Colours{
Default: common.CMDColours.Default,
Green: common.CMDColours.Green,
White: common.CMDColours.White,
Grey: common.CMDColours.Grey,
DarkGrey: common.CMDColours.DarkGrey,
H1: common.CMDColours.H1,
H2: common.CMDColours.H2,
H3: common.CMDColours.H3,
H4: common.CMDColours.H4,
Success: common.CMDColours.Success,
Info: common.CMDColours.Info,
Debug: common.CMDColours.Debug,
Warn: common.CMDColours.Warn,
Error: common.CMDColours.Error,
},
StopAllTasksOnClose: true,
}, nil
}