Files
gocryptotrader/backtester/engine/fakeinterfaces_test.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

339 lines
8.2 KiB
Go

package engine
import (
"time"
"github.com/gofrs/uuid"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/backtester/data"
"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/compliance"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/holdings"
"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/fill"
"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/order"
"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
"github.com/thrasher-corp/gocryptotrader/backtester/funding"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
// Overriding functions
// these are designed to override interface implementations
// so there is less requirement gathering per test as the functions are
// tested in their own package
type fakeFolio struct{}
func (f fakeFolio) GetLatestComplianceSnapshot(string, asset.Item, currency.Pair) (*compliance.Snapshot, error) {
return &compliance.Snapshot{}, nil
}
func (f fakeFolio) GetPositions(common.Event) ([]gctorder.Position, error) {
return nil, nil
}
func (f fakeFolio) SetHoldingsForEvent(funding.IFundReader, common.Event) error {
return nil
}
func (f fakeFolio) SetHoldingsForTimestamp(*holdings.Holding) error {
return nil
}
func (f fakeFolio) OnSignal(signal.Event, *exchange.Settings, funding.IFundReserver) (*order.Order, error) {
return nil, nil
}
func (f fakeFolio) OnFill(fill.Event, funding.IFundReleaser) (fill.Event, error) {
return nil, nil
}
func (f fakeFolio) GetLatestOrderSnapshotForEvent(common.Event) (compliance.Snapshot, error) {
return compliance.Snapshot{}, nil
}
func (f fakeFolio) GetLatestOrderSnapshots() ([]compliance.Snapshot, error) {
return nil, nil
}
func (f fakeFolio) ViewHoldingAtTimePeriod(common.Event) (*holdings.Holding, error) {
return nil, nil
}
func (f fakeFolio) UpdateHoldings(data.Event, funding.IFundReleaser) error {
return nil
}
func (f fakeFolio) GetComplianceManager(string, asset.Item, currency.Pair) (*compliance.Manager, error) {
return nil, nil
}
func (f fakeFolio) TrackFuturesOrder(fill.Event, funding.IFundReleaser) (*portfolio.PNLSummary, error) {
return &portfolio.PNLSummary{}, nil
}
func (f fakeFolio) UpdatePNL(common.Event, decimal.Decimal) error {
return nil
}
func (f fakeFolio) GetLatestPNLForEvent(common.Event) (*portfolio.PNLSummary, error) {
return &portfolio.PNLSummary{}, nil
}
func (f fakeFolio) GetLatestPNLs() []portfolio.PNLSummary {
return nil
}
func (f fakeFolio) CheckLiquidationStatus(data.Event, funding.ICollateralReader, *portfolio.PNLSummary) error {
return nil
}
func (f fakeFolio) CreateLiquidationOrdersForExchange(data.Event, funding.IFundingManager) ([]order.Event, error) {
return nil, nil
}
func (f fakeFolio) GetLatestHoldingsForAllCurrencies() []holdings.Holding {
return nil
}
func (f fakeFolio) Reset() error {
return nil
}
type fakeReport struct{}
func (f fakeReport) GenerateReport() error {
return nil
}
func (f fakeReport) SetKlineData(*gctkline.Item) error {
return nil
}
func (f fakeReport) UseDarkMode(bool) {}
type fakeStats struct{}
func (f *fakeStats) SetStrategyName(string) {
}
func (f *fakeStats) SetEventForOffset(common.Event) error {
return nil
}
func (f *fakeStats) AddHoldingsForTime(*holdings.Holding) error {
return nil
}
func (f *fakeStats) AddComplianceSnapshotForTime(*compliance.Snapshot, common.Event) error {
return nil
}
func (f *fakeStats) CalculateAllResults() error {
return nil
}
func (f *fakeStats) Reset() error {
return nil
}
func (f *fakeStats) Serialise() (string, error) {
return "", nil
}
func (f *fakeStats) AddPNLForTime(*portfolio.PNLSummary) error {
return nil
}
func (f *fakeStats) CreateLog(common.Event) (string, error) {
return "", nil
}
type fakeDataHolder struct{}
func (f fakeDataHolder) Setup() {
}
func (f fakeDataHolder) SetDataForCurrency(string, asset.Item, currency.Pair, data.Handler) error {
return nil
}
func (f fakeDataHolder) GetAllData() ([]data.Handler, error) {
cp := currency.NewPair(currency.BTC, currency.USD)
return []data.Handler{&kline.DataFromKline{
Base: &data.Base{},
Item: gctkline.Item{
Exchange: testExchange,
Pair: cp,
UnderlyingPair: cp,
Asset: asset.Spot,
Interval: gctkline.OneMin,
Candles: []gctkline.Candle{
{
Time: time.Now(),
Open: 1337,
High: 1337,
Low: 1337,
Close: 1337,
Volume: 1337,
},
},
SourceJobID: uuid.UUID{},
ValidationJobID: uuid.UUID{},
},
RangeHolder: &gctkline.IntervalRangeHolder{},
},
}, nil
}
func (f fakeDataHolder) GetDataForCurrency(common.Event) (data.Handler, error) {
return nil, nil
}
func (f fakeDataHolder) Reset() error {
return nil
}
type fakeFunding struct {
hasFutures bool
}
func (f fakeFunding) UpdateCollateralForEvent(common.Event, bool) error {
return nil
}
func (f fakeFunding) UpdateAllCollateral(bool, bool) error {
return nil
}
func (f fakeFunding) UpdateFundingFromLiveData(bool) error {
return nil
}
func (f fakeFunding) SetFunding(string, asset.Item, *account.Balance, bool) error {
return nil
}
func (f fakeFunding) Reset() error {
return nil
}
func (f fakeFunding) IsUsingExchangeLevelFunding() bool {
return true
}
func (f fakeFunding) GetFundingForEvent(common.Event) (funding.IFundingPair, error) {
return &funding.SpotPair{}, nil
}
func (f fakeFunding) Transfer(decimal.Decimal, *funding.Item, *funding.Item, bool) error {
return nil
}
func (f fakeFunding) GenerateReport() (*funding.Report, error) {
return nil, nil
}
func (f fakeFunding) AddUSDTrackingData(*kline.DataFromKline) error {
return nil
}
func (f fakeFunding) CreateSnapshot(time.Time) error {
return nil
}
func (f fakeFunding) USDTrackingDisabled() bool {
return false
}
func (f fakeFunding) Liquidate(common.Event) error {
return nil
}
func (f fakeFunding) GetAllFunding() ([]funding.BasicItem, error) {
return nil, nil
}
func (f fakeFunding) UpdateCollateral() error {
return nil
}
func (f fakeFunding) HasFutures() bool {
return f.hasFutures
}
func (f fakeFunding) HasExchangeBeenLiquidated(common.Event) bool {
return false
}
func (f fakeFunding) RealisePNL(string, asset.Item, currency.Code, decimal.Decimal) error {
return nil
}
type fakeStrat struct{}
func (f fakeStrat) Name() string {
return "fake"
}
func (f fakeStrat) Description() string {
return "fake"
}
func (f fakeStrat) OnSignal(data.Handler, funding.IFundingTransferer, portfolio.Handler) (signal.Event, error) {
return nil, nil
}
func (f fakeStrat) OnSimultaneousSignals([]data.Handler, funding.IFundingTransferer, portfolio.Handler) ([]signal.Event, error) {
return nil, nil
}
func (f fakeStrat) UsingSimultaneousProcessing() bool {
return true
}
func (f fakeStrat) SupportsSimultaneousProcessing() bool {
return true
}
func (f fakeStrat) SetSimultaneousProcessing(bool) {}
func (f fakeStrat) SetCustomSettings(map[string]interface{}) error {
return nil
}
func (f fakeStrat) SetDefaults() {}
func (f fakeStrat) CloseAllPositions([]holdings.Holding, []data.Event) ([]signal.Event, error) {
return []signal.Event{
&signal.Signal{
Base: &event.Base{
Offset: 1,
Exchange: testExchange,
Time: time.Now(),
Interval: gctkline.FifteenSecond,
CurrencyPair: currency.NewPair(currency.BTC, currency.USD),
UnderlyingPair: currency.NewPair(currency.BTC, currency.USD),
AssetType: asset.Spot,
},
OpenPrice: leet,
HighPrice: leet,
LowPrice: leet,
ClosePrice: leet,
Volume: leet,
BuyLimit: leet,
SellLimit: leet,
Amount: leet,
Direction: gctorder.Buy,
},
}, nil
}