Files
gocryptotrader/log/logger_setup.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

186 lines
4.7 KiB
Go

package log
import (
"errors"
"fmt"
"io"
"os"
"strings"
"github.com/thrasher-corp/gocryptotrader/common/convert"
)
var (
errSubloggerConfigIsNil = errors.New("sublogger config is nil")
errUnhandledOutputWriter = errors.New("unhandled output writer")
)
func getWriters(s *SubLoggerConfig) (io.Writer, error) {
if s == nil {
return nil, errSubloggerConfigIsNil
}
outputWriters := strings.Split(s.Output, "|")
writers := make([]io.Writer, 0, len(outputWriters))
for x := range outputWriters {
var writer io.Writer
switch strings.ToLower(outputWriters[x]) {
case "stdout", "console":
writer = os.Stdout
case "stderr":
writer = os.Stderr
case "file":
if FileLoggingConfiguredCorrectly {
writer = GlobalLogFile
}
default:
// Note: Do not want to add a io.Discard here as this adds
// additional routines for every write for no reason.
return nil, fmt.Errorf("%w: %s", errUnhandledOutputWriter, outputWriters[x])
}
writers = append(writers, writer)
}
return multiWriter(writers...)
}
// GenDefaultSettings return struct with known sane/working logger settings
func GenDefaultSettings() *Config {
return &Config{
Enabled: convert.BoolPtr(true),
SubLoggerConfig: SubLoggerConfig{
Level: "INFO|DEBUG|WARN|ERROR",
Output: "console",
},
LoggerFileConfig: &loggerFileConfig{
FileName: "log.txt",
Rotate: convert.BoolPtr(false),
MaxSize: 0,
},
AdvancedSettings: advancedSettings{
ShowLogSystemName: convert.BoolPtr(false),
Spacer: spacer,
TimeStampFormat: timestampFormat,
Headers: headers{
Info: "[INFO]",
Warn: "[WARN]",
Debug: "[DEBUG]",
Error: "[ERROR]",
},
},
}
}
func configureSubLogger(subLogger, levels string, output io.Writer) error {
RWM.Lock()
defer RWM.Unlock()
logPtr, found := SubLoggers[subLogger]
if !found {
return fmt.Errorf("sub logger %v not found", subLogger)
}
logPtr.SetOutput(output)
logPtr.SetLevels(splitLevel(levels))
SubLoggers[subLogger] = logPtr
return nil
}
// SetupSubLoggers configure all sub loggers with provided configuration values
func SetupSubLoggers(s []SubLoggerConfig) error {
for x := range s {
output, err := getWriters(&s[x])
if err != nil {
return err
}
err = configureSubLogger(strings.ToUpper(s[x].Name), s[x].Level, output)
if err != nil {
return err
}
}
return nil
}
// SetupGlobalLogger setup the global loggers with the default global config values
func SetupGlobalLogger() error {
RWM.Lock()
defer RWM.Unlock()
if FileLoggingConfiguredCorrectly {
GlobalLogFile = &Rotate{
FileName: GlobalLogConfig.LoggerFileConfig.FileName,
MaxSize: GlobalLogConfig.LoggerFileConfig.MaxSize,
Rotate: GlobalLogConfig.LoggerFileConfig.Rotate,
}
}
for x := range SubLoggers {
SubLoggers[x].SetLevels(splitLevel(GlobalLogConfig.Level))
writers, err := getWriters(&GlobalLogConfig.SubLoggerConfig)
if err != nil {
return err
}
SubLoggers[x].SetOutput(writers)
}
logger = newLogger(GlobalLogConfig)
return nil
}
func splitLevel(level string) (l Levels) {
enabledLevels := strings.Split(level, "|")
for x := range enabledLevels {
switch level := enabledLevels[x]; level {
case "DEBUG":
l.Debug = true
case "INFO":
l.Info = true
case "WARN":
l.Warn = true
case "ERROR":
l.Error = true
}
}
return
}
func registerNewSubLogger(subLogger string) *SubLogger {
temp := &SubLogger{
name: strings.ToUpper(subLogger),
output: os.Stdout,
levels: splitLevel("INFO|WARN|DEBUG|ERROR"),
}
RWM.Lock()
SubLoggers[subLogger] = temp
RWM.Unlock()
return temp
}
// register all loggers at package init()
func init() {
Global = registerNewSubLogger("LOG")
ConnectionMgr = registerNewSubLogger("CONNECTION")
CommunicationMgr = registerNewSubLogger("COMMS")
APIServerMgr = registerNewSubLogger("API")
ConfigMgr = registerNewSubLogger("CONFIG")
DatabaseMgr = registerNewSubLogger("DATABASE")
DataHistory = registerNewSubLogger("DATAHISTORY")
OrderMgr = registerNewSubLogger("ORDER")
PortfolioMgr = registerNewSubLogger("PORTFOLIO")
SyncMgr = registerNewSubLogger("SYNC")
TimeMgr = registerNewSubLogger("TIMEKEEPER")
GCTScriptMgr = registerNewSubLogger("GCTSCRIPT")
WebsocketMgr = registerNewSubLogger("WEBSOCKET")
EventMgr = registerNewSubLogger("EVENT")
DispatchMgr = registerNewSubLogger("DISPATCH")
RequestSys = registerNewSubLogger("REQUESTER")
ExchangeSys = registerNewSubLogger("EXCHANGE")
GRPCSys = registerNewSubLogger("GRPC")
RESTSys = registerNewSubLogger("REST")
Ticker = registerNewSubLogger("TICKER")
OrderBook = registerNewSubLogger("ORDERBOOK")
Trade = registerNewSubLogger("TRADE")
Fill = registerNewSubLogger("FILL")
Currency = registerNewSubLogger("CURRENCY")
}