Files
gocryptotrader/gctscript/wrappers/validator/validator.go
Andrew 70615279bd (GCTScript) Add technical analysis support via script bindings (#467)
* added mfi and example

* renamed to moving average

* converted to array return type and added obv and mfi

* started work on test coverage

* test coverage added for rsi & mfi

* test coverage added for all indicators removed go mod replace moved to append helper method

* moved all indicators to new appendTo and increased test coverage

* added additional test and bumped go-talib to latest commi

* go.mod update

* linter fixes

* go mod clean up

* small fixes

* reverted changes from previous attempt to rework as data is still incorrect now passing full OHLCV data back to script binding

* testing new structure of passing full ohlcv data

* started linking ohlcv to gctscript

* OHCLV link up completed reworking passing back to indicators started

* OHCLV link up completed reworking passing back to indicators started

* added test coverage for tofloat

* linter fixes (gofmt)

* removed unused value

* improved test coverage

* added correct detection for 1w added ParseInterval test coverage moved OHCLV string to const

* removed unused value

* first round of changes addressed

* all indicators have been split with packages named after each indicator and a new calculate() method added

* linters

* fixed tests

* added check to check ta is running in validator for uploading

* Added test data for OHLCV testing new indicator interface for wrapper

* typed const to float64

* reworked validator data to generate previous timestamps

* rewored macd to return slice of array

* adding bbands linking and example

* why didn't this pick it up before :D

* bumped up total number of modules for test

* moved parseIndicator to exchange added comments

* test coverage added for ParseMAType & ParseIndicatorSelector

* gofmt

* WIP changes

* updated tests for bbands  & obv bumped to latest go-talib

* move multiple use strong to const

* reverted rpc.pb.go to master

* added 4w option

* removed selector from obv as unneeded

* improved test coverage and reworked all indicator methods on how they pass errors back

* order incoming OHCLV data

* revert go.mod

* removed verbose toggles

* added spot asset type

* removed 4w as its unused/uncommon

* renamed

* reworked further tests

* converted all examples to use coinbasepro for consistency

* updated all date ranges to 2019 + 6 months

* backported binance OHLCV wrapper from #479

* removed o

* rounded numbers

* chnage requests addressed and attempt to fix MACD... today has been really unproctive code wise :D

* Migrated to gct-ta library

* Corrected test import

* wording changes on test

* removed TA lib from go.mod

* PR changes addressed

Removed parallel running from tests due to slight possibility in very extreme cases TestExecution might not be set to the expected value and will cause lower test coverage

* removed pkg folder

* bumped gct-ta version

* gct-ta version bump
2020-04-24 15:36:49 +10:00

263 lines
6.0 KiB
Go

package validator
import (
"math/rand"
"time"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/account"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
"github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
)
const (
validatorOpen float64 = 5000
validatorHigh float64 = 6000
validatorLow float64 = 5500
validatorClose float64 = 5700
validatorVol float64 = 10
)
// Exchanges validator for test execution/scripts
func (w Wrapper) Exchanges(enabledOnly bool) []string {
if enabledOnly {
return []string{
"hello world",
}
}
return []string{
"nope",
}
}
// IsEnabled returns if requested exchange is enabled or disabled
func (w Wrapper) IsEnabled(exch string) (v bool) {
if exch == exchError.String() {
return
}
return true
}
// Orderbook validator for test execution/scripts
func (w Wrapper) Orderbook(exch string, pair currency.Pair, item asset.Item) (*orderbook.Base, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &orderbook.Base{
ExchangeName: exch,
AssetType: item,
Pair: pair,
Bids: []orderbook.Item{
{
Amount: 1,
Price: 1,
},
},
Asks: []orderbook.Item{
{
Amount: 1,
Price: 1,
},
},
}, nil
}
// Ticker validator for test execution/scripts
func (w Wrapper) Ticker(exch string, pair currency.Pair, item asset.Item) (*ticker.Price, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &ticker.Price{
Last: 1,
High: 2,
Low: 3,
Bid: 4,
Ask: 5,
Volume: 6,
QuoteVolume: 7,
PriceATH: 8,
Open: 9,
Close: 10,
Pair: pair,
ExchangeName: exch,
AssetType: item,
LastUpdated: time.Now(),
}, nil
}
// Pairs validator for test execution/scripts
func (w Wrapper) Pairs(exch string, _ bool, _ asset.Item) (*currency.Pairs, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
pairs := currency.NewPairsFromStrings([]string{"btc_usd", "btc_aud", "btc_ltc"})
return &pairs, nil
}
// QueryOrder validator for test execution/scripts
func (w Wrapper) QueryOrder(exch, _ string) (*order.Detail, error) {
if exch == exchError.String() {
return nil, errTestFailed
}
return &order.Detail{
Exchange: exch,
AccountID: "hello",
ID: "1",
Pair: currency.NewPairFromString("BTCAUD"),
Side: "ask",
Type: "limit",
Date: time.Now(),
Status: "cancelled",
Price: 1,
Amount: 2,
ExecutedAmount: 1,
RemainingAmount: 0,
Fee: 0,
Trades: []order.TradeHistory{
{
Timestamp: time.Now(),
TID: "",
Price: 1,
Amount: 2,
Exchange: exch,
Type: "limit",
Side: "ask",
Fee: 0,
Description: "",
},
},
}, nil
}
// SubmitOrder validator for test execution/scripts
func (w Wrapper) SubmitOrder(o *order.Submit) (*order.SubmitResponse, error) {
if o == nil {
return nil, errTestFailed
}
if o.Exchange == exchError.String() {
return nil, errTestFailed
}
tempOrder := &order.SubmitResponse{
IsOrderPlaced: false,
OrderID: o.Exchange,
}
if o.Exchange == "true" {
tempOrder.IsOrderPlaced = true
}
return tempOrder, nil
}
// CancelOrder validator for test execution/scripts
func (w Wrapper) CancelOrder(exch, orderid string) (bool, error) {
if exch == exchError.String() {
return false, errTestFailed
}
return orderid != "false", nil
}
// AccountInformation validator for test execution/scripts
func (w Wrapper) AccountInformation(exch string) (account.Holdings, error) {
if exch == exchError.String() {
return account.Holdings{}, errTestFailed
}
return account.Holdings{
Exchange: exch,
Accounts: []account.SubAccount{
{
ID: exch,
Currencies: []account.Balance{
{
CurrencyName: currency.Code{
Item: &currency.Item{
ID: 0,
FullName: "Bitcoin",
Symbol: "BTC",
Role: 1,
AssocChain: "",
AssocExchange: nil,
},
},
TotalValue: 100,
Hold: 0,
},
},
},
},
}, nil
}
// DepositAddress validator for test execution/scripts
func (w Wrapper) DepositAddress(exch string, _ currency.Code) (string, error) {
if exch == exchError.String() {
return exch, errTestFailed
}
return exch, nil
}
// WithdrawalCryptoFunds validator for test execution/scripts
func (w Wrapper) WithdrawalCryptoFunds(exch string, _ *withdraw.Request) (out string, err error) {
if exch == exchError.String() {
return exch, errTestFailed
}
return "", nil
}
// WithdrawalFiatFunds validator for test execution/scripts
func (w Wrapper) WithdrawalFiatFunds(exch, _ string, _ *withdraw.Request) (out string, err error) {
if exch == exchError.String() {
return exch, errTestFailed
}
return "123", nil
}
// OHLCV returns open high low close volume candles for requested exchange/pair/asset/start & end time
func (w Wrapper) OHLCV(exch string, p currency.Pair, a asset.Item, start, end time.Time, i time.Duration) (kline.Item, error) {
if exch == exchError.String() {
return kline.Item{}, errTestFailed
}
var candles []kline.Candle
candles = append(candles, kline.Candle{
Time: start,
Open: validatorOpen,
High: validatorHigh,
Low: validatorLow,
Close: validatorClose,
Volume: validatorVol,
})
for x := 1; x < 200; x++ {
r := validatorLow + rand.Float64()*(validatorHigh-validatorLow)
candle := kline.Candle{
Time: candles[x-1].Time.Add(-i),
Open: r,
High: r,
Low: r,
Close: r,
Volume: r,
}
candles = append(candles, candle)
}
return kline.Item{
Exchange: exch,
Pair: p,
Asset: a,
Interval: i,
Candles: candles,
}, nil
}