Files
gocryptotrader/backtester/common/common_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

261 lines
5.0 KiB
Go

package common
import (
"errors"
"fmt"
"testing"
gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
"github.com/thrasher-corp/gocryptotrader/log"
)
func TestCanTransact(t *testing.T) {
t.Parallel()
for _, ti := range []struct {
side gctorder.Side
expected bool
}{
{
side: gctorder.UnknownSide,
expected: false,
},
{
side: gctorder.Buy,
expected: true,
},
{
side: gctorder.Sell,
expected: true,
},
{
side: gctorder.Bid,
expected: true,
},
{
side: gctorder.Ask,
expected: true,
},
{
// while anyside can work in GCT, it's a no for the backtester
side: gctorder.AnySide,
expected: false,
},
{
side: gctorder.Long,
expected: true,
},
{
side: gctorder.Short,
expected: true,
},
{
side: gctorder.ClosePosition,
expected: true,
},
{
side: gctorder.DoNothing,
expected: false,
},
{
side: gctorder.TransferredFunds,
expected: false,
},
{
side: gctorder.CouldNotBuy,
expected: false,
},
{
side: gctorder.CouldNotSell,
expected: false,
},
{
side: gctorder.CouldNotShort,
expected: false,
},
{
side: gctorder.CouldNotLong,
expected: false,
},
{
side: gctorder.CouldNotCloseShort,
expected: false,
},
{
side: gctorder.CouldNotCloseLong,
expected: false,
},
{
side: gctorder.MissingData,
expected: false,
},
} {
t.Run(ti.side.String(), func(t *testing.T) {
t.Parallel()
if CanTransact(ti.side) != ti.expected {
t.Errorf("received '%v' expected '%v'", ti.side, ti.expected)
}
})
}
}
func TestDataTypeConversion(t *testing.T) {
t.Parallel()
for _, ti := range []struct {
title string
dataType string
want int64
expectErr bool
}{
{
title: "Candle data type",
dataType: CandleStr,
want: DataCandle,
},
{
title: "Trade data type",
dataType: TradeStr,
want: DataTrade,
},
{
title: "Unknown data type",
dataType: "unknown",
want: 0,
expectErr: true,
},
} {
t.Run(ti.title, func(t *testing.T) {
t.Parallel()
got, err := DataTypeToInt(ti.dataType)
if ti.expectErr {
if err == nil {
t.Error("expected error")
}
} else {
if err != nil || got != ti.want {
t.Error(fmt.Errorf("%s: expected %d, got %d, err: %v", ti.dataType, ti.want, got, err))
}
}
})
}
}
func TestFitStringToLimit(t *testing.T) {
t.Parallel()
for _, ti := range []struct {
str string
sep string
limit int
expected string
upper bool
}{
{
str: "good",
sep: " ",
limit: 5,
expected: "GOOD ",
upper: true,
},
{
str: "negative limit",
sep: " ",
limit: -1,
expected: "negative limit",
},
{
str: "long spacer",
sep: "--",
limit: 14,
expected: "long spacer---",
},
{
str: "zero limit",
sep: "--",
limit: 0,
expected: "",
},
{
str: "over limit",
sep: "--",
limit: 6,
expected: "ove...",
},
{
str: "hi",
sep: " ",
limit: 1,
expected: "h",
},
} {
test := ti
t.Run(test.str, func(t *testing.T) {
t.Parallel()
result := FitStringToLimit(test.str, test.sep, test.limit, test.upper)
if result != test.expected {
t.Errorf("received '%v' expected '%v'", result, test.expected)
}
})
}
}
func TestLogo(t *testing.T) {
colourLogo := Logo()
if colourLogo == "" {
t.Error("expected a logo")
}
PurgeColours()
if len(colourLogo) == len(Logo()) {
t.Error("expected logo with colours removed")
}
}
func TestPurgeColours(t *testing.T) {
PurgeColours()
if CMDColours.Success != "" {
t.Error("expected purged colour")
}
}
func TestGenerateFileName(t *testing.T) {
t.Parallel()
_, err := GenerateFileName("", "")
if !errors.Is(err, errCannotGenerateFileName) {
t.Errorf("received '%v' expected '%v'", err, errCannotGenerateFileName)
}
_, err = GenerateFileName("hello", "")
if !errors.Is(err, errCannotGenerateFileName) {
t.Errorf("received '%v' expected '%v'", err, errCannotGenerateFileName)
}
_, err = GenerateFileName("", "moto")
if !errors.Is(err, errCannotGenerateFileName) {
t.Errorf("received '%v' expected '%v'", err, errCannotGenerateFileName)
}
_, err = GenerateFileName("hello", "moto")
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
name, err := GenerateFileName("......HELL0. + _", "moto.")
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if name != "hell0_.moto" {
t.Errorf("received '%v' expected '%v'", name, "hell0_.moto")
}
}
func TestRegisterBacktesterSubLoggers(t *testing.T) {
t.Parallel()
err := RegisterBacktesterSubLoggers()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = RegisterBacktesterSubLoggers()
if !errors.Is(err, log.ErrSubLoggerAlreadyRegistered) {
t.Errorf("received '%v' expected '%v'", err, log.ErrSubLoggerAlreadyRegistered)
}
}