Files
gocryptotrader/backtester/config/strategyconfigbuilder/main.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

753 lines
22 KiB
Go

package main
import (
"bufio"
"encoding/json"
"errors"
"fmt"
"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/common/file"
"github.com/thrasher-corp/gocryptotrader/currency"
"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)
var cfg config.Config
var err error
fmt.Println("-----Strategy Settings-----")
// loop in sections, so that if there is an error,
// a user only needs to redo that section
for {
err = parseStrategySettings(&cfg, reader)
if err != nil {
log.Println(err)
} else {
break
}
}
fmt.Println("-----Exchange Settings-----")
for {
err = parseExchangeSettings(reader, &cfg)
if err != nil {
log.Println(err)
} else {
break
}
}
fmt.Println("-----Portfolio Settings-----")
for {
err = parsePortfolioSettings(reader, &cfg)
if err != nil {
log.Println(err)
} else {
break
}
}
fmt.Println("-----Data Settings-----")
for {
err = parseDataSettings(&cfg, reader)
if err != nil {
log.Println(err)
} else {
break
}
}
fmt.Println("-----Statistics Settings-----")
for {
err = parseStatisticsSettings(&cfg, reader)
if err != nil {
log.Println(err)
} else {
break
}
}
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 fp, wd string
extension := "strat" //nolint:misspell // its shorthand for strategy
for {
wd, err = os.Getwd()
if err != nil {
log.Fatal(err)
}
fmt.Printf("Enter output directory. If blank, will default to \"%v\"\n", wd)
parsedPath := quickParse(reader)
if parsedPath != "" {
wd = parsedPath
}
fn := cfg.StrategySettings.Name
if cfg.Nickname != "" {
fn += "-" + cfg.Nickname
}
fn, err = common.GenerateFileName(fn, extension)
if err != nil {
log.Printf("Could not write file, please try again. err: %v", err)
continue
}
fmt.Printf("Enter output file. If blank, will default to \"%v\"\n", fn)
parsedFileName := quickParse(reader)
if parsedFileName != "" {
fn, err = common.GenerateFileName(parsedFileName, extension)
if err != nil {
log.Printf("Could not write file, please try again. err: %v", err)
continue
}
}
fp = filepath.Join(wd, fn)
err = os.WriteFile(fp, resp, file.DefaultPermissionOctal)
if err != nil {
log.Printf("Could not write file, please try again. err: %v", err)
continue
}
break
}
fmt.Printf("Successfully output strategy to \"%v\"\n", fp)
} 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.FundingSettings.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.GetSupportedStrategies()
strategiesToUse := make([]string, len(strats))
for i := range strats {
fmt.Printf("%v. %s\n", i+1, strats[i].Name())
strategiesToUse[i] = 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.FundingSettings.UseExchangeLevelFunding = strings.Contains(yn, y)
if !cfg.FundingSettings.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]
} else {
for i := range supported {
if strings.EqualFold(response, supported[i].String()) {
fund.Asset = supported[i]
break
}
}
if fund.Asset == asset.Empty {
return errors.New("unrecognised data option")
}
}
fmt.Println("What is the individual currency to add funding to? eg BTC")
fund.Currency = currency.NewCode(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.FundingSettings.ExchangeLevelFunding = append(cfg.FundingSettings.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(gctcommon.SimpleTimeFormat, startDate)
if err != nil {
return err
}
} else {
cfg.DataSettings.APIData.StartDate = defaultStart
}
fmt.Printf("What is the end date? Leave blank for \"%v\"\n", defaultEnd.Format(gctcommon.SimpleTimeFormat))
endDate = quickParse(reader)
if endDate != "" {
cfg.DataSettings.APIData.EndDate, err = time.Parse(gctcommon.SimpleTimeFormat, endDate)
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(gctcommon.SimpleTimeFormat, startDate)
if err != nil {
return err
}
} else {
cfg.DataSettings.DatabaseData.StartDate = defaultStart
}
fmt.Printf("What is the end date? Leave blank for \"%v\"\n", defaultEnd.Format(gctcommon.SimpleTimeFormat))
if endDate := quickParse(reader); endDate != "" {
cfg.DataSettings.DatabaseData.EndDate, err = time.Parse(gctcommon.SimpleTimeFormat, endDate)
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 uint64
if input != "" {
port, err = strconv.ParseUint(input, 10, 16)
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 set credentials for exchanges? y/n\n")
input = quickParse(reader)
if input != yes && input != y {
return
}
for {
var creds config.Credentials
fmt.Printf("What is the exchange name? y/n\n")
creds.Exchange = quickParse(reader)
fmt.Println("What is the API key?")
creds.Keys.Key = quickParse(reader)
fmt.Println("What is the API secret?")
creds.Keys.Secret = quickParse(reader)
fmt.Println("What is the Client ID? (leave blank if not applicable)")
creds.Keys.ClientID = quickParse(reader)
fmt.Println("What is the 2FA seed? (leave blank if not applicable)")
creds.Keys.OneTimePassword = quickParse(reader)
fmt.Println("What is the subaccount to use? (leave blank if not applicable)")
creds.Keys.SubAccount = quickParse(reader)
fmt.Println("What is the PEM key? (leave blank if not applicable)")
creds.Keys.PEMKey = quickParse(reader)
cfg.DataSettings.LiveData.ExchangeCredentials = append(cfg.DataSettings.LiveData.ExchangeCredentials, creds)
fmt.Printf("Do you want to add another? y/n\n")
if input != yes && input != y {
break
}
}
}
}
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) (gctkline.Interval, 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], nil
}
for i := range allCandles {
if strings.EqualFold(response, allCandles[i].Word()) {
return allCandles[i], 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{}
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]
}
for i := range supported {
if strings.EqualFold(response, supported[i].String()) {
setting.Asset = supported[i]
}
}
fmt.Println("Enter the currency base. eg BTC")
setting.Base = currency.NewCode(quickParse(reader))
if setting.Asset == asset.Spot {
if !usingExchangeLevelFunding {
fmt.Println("Enter the initial base funds. eg 0")
parseNum := quickParse(reader)
if parseNum != "" {
var d decimal.Decimal
d, err = decimal.NewFromString(parseNum)
if err != nil {
return nil, err
}
setting.SpotDetails = &config.SpotDetails{
InitialBaseFunds: &d,
}
}
}
}
fmt.Println("Enter the currency quote. eg USDT")
setting.Quote = currency.NewCode(quickParse(reader))
if setting.Asset == asset.Spot && !usingExchangeLevelFunding {
fmt.Println("Enter the initial quote funds. eg 10000")
parseNum := quickParse(reader)
if parseNum != "" {
var d decimal.Decimal
d, err = decimal.NewFromString(parseNum)
if err != nil {
return nil, err
}
if setting.SpotDetails == nil {
setting.SpotDetails = &config.SpotDetails{
InitialQuoteFunds: &d,
}
} else {
setting.SpotDetails.InitialQuoteFunds = &d
}
}
}
fmt.Println("Do you want to set custom fees? If no, Backtester will use default fees for exchange y/n")
yn := quickParse(reader)
if yn == y || yn == yes {
fmt.Println("Enter the maker-fee. eg 0.001")
parseNum := quickParse(reader)
if parseNum != "" {
var d decimal.Decimal
d, err = decimal.NewFromString(parseNum)
if err != nil {
return nil, err
}
setting.MakerFee = &d
}
fmt.Println("Enter the taker-fee. eg 0.01")
parseNum = quickParse(reader)
if parseNum != "" {
var d decimal.Decimal
d, err = decimal.NewFromString(parseNum)
if err != nil {
return nil, err
}
setting.TakerFee = &d
}
}
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")
setting.MinimumSlippagePercent, err = decimal.NewFromString(quickParse(reader))
if err != nil {
return nil, err
}
fmt.Println("What is the upper bounds of slippage? eg 100")
setting.MaximumSlippagePercent, err = decimal.NewFromString(quickParse(reader))
if err != nil {
return nil, err
}
}
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)
}