Files
gocryptotrader/backtester/engine/taskmanager_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

443 lines
11 KiB
Go

package engine
import (
"errors"
"testing"
"time"
"github.com/gofrs/uuid"
"github.com/thrasher-corp/gocryptotrader/backtester/data"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/eventholder"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics"
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/binancecashandcarry"
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
)
func TestSetupRunManager(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
if rm == nil {
t.Errorf("received '%v' expected '%v'", rm, "&TaskManager{}")
}
}
func TestAddRun(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
err := rm.AddTask(nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
bt := &BackTest{}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if bt.MetaData.ID.IsNil() {
t.Errorf("received '%v' expected '%v'", bt.MetaData.ID, "a random ID")
}
if len(rm.tasks) != 1 {
t.Errorf("received '%v' expected '%v'", len(rm.tasks), 1)
}
err = rm.AddTask(bt)
if !errors.Is(err, errTaskAlreadyMonitored) {
t.Errorf("received '%v' expected '%v'", err, errTaskAlreadyMonitored)
}
if len(rm.tasks) != 1 {
t.Errorf("received '%v' expected '%v'", len(rm.tasks), 1)
}
rm = nil
err = rm.AddTask(bt)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestGetSummary(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
id, err := uuid.NewV4()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = rm.GetSummary(id)
if !errors.Is(err, errTaskNotFound) {
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
Statistic: &statistics.Statistic{},
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
sum, err := rm.GetSummary(bt.MetaData.ID)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if sum.MetaData.ID != bt.MetaData.ID {
t.Errorf("received '%v' expected '%v'", sum.MetaData.ID, bt.MetaData.ID)
}
rm = nil
_, err = rm.GetSummary(id)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestList(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
list, err := rm.List()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(list) != 0 {
t.Errorf("received '%v' expected '%v'", len(list), 0)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
Statistic: &statistics.Statistic{},
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
list, err = rm.List()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(list) != 1 {
t.Errorf("received '%v' expected '%v'", len(list), 1)
}
rm = nil
_, err = rm.List()
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestStopRun(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
list, err := rm.List()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(list) != 0 {
t.Errorf("received '%v' expected '%v'", len(list), 0)
}
id, err := uuid.NewV4()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.StopTask(id)
if !errors.Is(err, errTaskNotFound) {
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
}
bt := &BackTest{
Strategy: &fakeStrat{},
Statistic: &fakeStats{},
Reports: &fakeReport{},
shutdown: make(chan struct{}),
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.StopTask(bt.MetaData.ID)
if !errors.Is(err, errTaskHasNotRan) {
t.Errorf("received '%v' expected '%v'", err, errTaskHasNotRan)
}
bt.m.Lock()
bt.MetaData.DateStarted = time.Now()
bt.m.Unlock()
err = rm.StopTask(bt.MetaData.ID)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.StopTask(bt.MetaData.ID)
if !errors.Is(err, errAlreadyRan) {
t.Errorf("received '%v' expected '%v'", err, errAlreadyRan)
}
rm = nil
err = rm.StopTask(id)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestStopAllRuns(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
stoppedRuns, err := rm.StopAllTasks()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(stoppedRuns) != 0 {
t.Errorf("received '%v' expected '%v'", len(stoppedRuns), 0)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
Statistic: &fakeStats{},
Reports: &fakeReport{},
shutdown: make(chan struct{}),
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
bt.m.Lock()
bt.MetaData.DateStarted = time.Now()
bt.m.Unlock()
stoppedRuns, err = rm.StopAllTasks()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(stoppedRuns) != 1 {
t.Errorf("received '%v' expected '%v'", len(stoppedRuns), 1)
}
rm = nil
_, err = rm.StopAllTasks()
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestStartRun(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
list, err := rm.List()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(list) != 0 {
t.Errorf("received '%v' expected '%v'", len(list), 0)
}
id, err := uuid.NewV4()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.StartTask(id)
if !errors.Is(err, errTaskNotFound) {
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.StartTask(bt.MetaData.ID)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.StartTask(bt.MetaData.ID)
if !errors.Is(err, errTaskIsRunning) {
t.Errorf("received '%v' expected '%v'", err, errTaskIsRunning)
}
bt.m.Lock()
bt.MetaData.DateEnded = time.Now()
bt.MetaData.Closed = true
bt.shutdown = make(chan struct{})
bt.m.Unlock()
err = rm.StartTask(bt.MetaData.ID)
if !errors.Is(err, errAlreadyRan) {
t.Errorf("received '%v' expected '%v'", err, errAlreadyRan)
}
rm = nil
err = rm.StartTask(id)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestStartAllRuns(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
startedRuns, err := rm.StartAllTasks()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(startedRuns) != 0 {
t.Errorf("received '%v' expected '%v'", len(startedRuns), 0)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
startedRuns, err = rm.StartAllTasks()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(startedRuns) != 1 {
t.Errorf("received '%v' expected '%v'", len(startedRuns), 1)
}
rm = nil
_, err = rm.StartAllTasks()
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestClearRun(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
id, err := uuid.NewV4()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = rm.ClearTask(id)
if !errors.Is(err, errTaskNotFound) {
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
bt.m.Lock()
bt.MetaData.DateStarted = time.Now()
bt.m.Unlock()
err = rm.ClearTask(bt.MetaData.ID)
if !errors.Is(err, errCannotClear) {
t.Errorf("received '%v' expected '%v'", err, errCannotClear)
}
bt.m.Lock()
bt.MetaData.DateStarted = time.Time{}
bt.m.Unlock()
err = rm.ClearTask(bt.MetaData.ID)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
list, err := rm.List()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(list) != 0 {
t.Errorf("received '%v' expected '%v'", len(list), 0)
}
rm = nil
err = rm.ClearTask(id)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}
func TestClearAllRuns(t *testing.T) {
t.Parallel()
rm := NewTaskManager()
clearedRuns, remainingRuns, err := rm.ClearAllTasks()
if len(clearedRuns) != 0 {
t.Errorf("received '%v' expected '%v'", len(clearedRuns), 0)
}
if len(remainingRuns) != 0 {
t.Errorf("received '%v' expected '%v'", len(remainingRuns), 0)
}
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = rm.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
bt.m.Lock()
bt.MetaData.DateStarted = time.Now()
bt.m.Unlock()
clearedRuns, remainingRuns, err = rm.ClearAllTasks()
if len(clearedRuns) != 0 {
t.Errorf("received '%v' expected '%v'", len(clearedRuns), 0)
}
if len(remainingRuns) != 1 {
t.Errorf("received '%v' expected '%v'", len(remainingRuns), 1)
}
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
bt.m.Lock()
bt.MetaData.DateStarted = time.Time{}
bt.m.Unlock()
clearedRuns, remainingRuns, err = rm.ClearAllTasks()
if len(clearedRuns) != 1 {
t.Errorf("received '%v' expected '%v'", len(clearedRuns), 1)
}
if len(remainingRuns) != 0 {
t.Errorf("received '%v' expected '%v'", len(remainingRuns), 0)
}
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
list, err := rm.List()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
if len(list) != 0 {
t.Errorf("received '%v' expected '%v'", len(list), 0)
}
rm = nil
_, _, err = rm.ClearAllTasks()
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
}
}