Files
gocryptotrader/backtester/engine/grpcserver_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

616 lines
23 KiB
Go

package engine
import (
"context"
"errors"
"fmt"
"path/filepath"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/backtester/btrpc"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/backtester/config"
"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"
"google.golang.org/protobuf/types/known/timestamppb"
)
var dcaConfigPath = filepath.Join("..", "config", "strategyexamples", "dca-api-candles.strat")
func TestExecuteStrategyFromFile(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.ExecuteStrategyFromFile(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.config, err = config.GenerateDefaultConfig()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
s.config.Report.GenerateReport = false
_, err = s.ExecuteStrategyFromFile(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.ExecuteStrategyFromFile(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{})
if !errors.Is(err, common.ErrFileNotFound) {
t.Errorf("received '%v' expecting '%v'", err, common.ErrFileNotFound)
}
_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{
StrategyFilePath: dcaConfigPath,
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{
StrategyFilePath: dcaConfigPath,
DoNotRunImmediately: true,
DoNotStore: true,
})
if !errors.Is(err, errCannotHandleRequest) {
t.Errorf("received '%v' expecting '%v'", err, errCannotHandleRequest)
}
}
func TestExecuteStrategyFromConfig(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.ExecuteStrategyFromConfig(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.config, err = config.GenerateDefaultConfig()
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
_, err = s.ExecuteStrategyFromConfig(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.config.Report.GenerateReport = false
s.manager = NewTaskManager()
_, err = s.ExecuteStrategyFromConfig(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
defaultConfig, err := config.ReadStrategyConfigFromFile(dcaConfigPath)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
customSettings := make([]*btrpc.CustomSettings, len(defaultConfig.StrategySettings.CustomSettings))
x := 0
for k, v := range defaultConfig.StrategySettings.CustomSettings {
customSettings[x] = &btrpc.CustomSettings{
KeyField: k,
KeyValue: fmt.Sprintf("%v", v),
}
x++
}
currencySettings := make([]*btrpc.CurrencySettings, len(defaultConfig.CurrencySettings))
for i := range defaultConfig.CurrencySettings {
var sd *btrpc.SpotDetails
if defaultConfig.CurrencySettings[i].SpotDetails != nil {
if defaultConfig.CurrencySettings[i].SpotDetails.InitialBaseFunds != nil {
sd = &btrpc.SpotDetails{
InitialBaseFunds: defaultConfig.CurrencySettings[i].SpotDetails.InitialBaseFunds.String(),
}
}
if defaultConfig.CurrencySettings[i].SpotDetails.InitialQuoteFunds != nil {
if sd == nil {
sd = &btrpc.SpotDetails{}
}
sd.InitialQuoteFunds = defaultConfig.CurrencySettings[i].SpotDetails.InitialQuoteFunds.String()
}
}
var fd *btrpc.FuturesDetails
if defaultConfig.CurrencySettings[i].FuturesDetails != nil {
fd.Leverage = &btrpc.Leverage{
CanUseLeverage: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.CanUseLeverage,
MaximumOrdersWithLeverageRatio: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.MaximumOrdersWithLeverageRatio.String(),
MaximumLeverageRate: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.MaximumOrderLeverageRate.String(),
MaximumCollateralLeverageRate: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.MaximumCollateralLeverageRate.String(),
}
}
var makerFee, takerFee string
if defaultConfig.CurrencySettings[i].MakerFee != nil {
makerFee = defaultConfig.CurrencySettings[i].MakerFee.String()
}
if defaultConfig.CurrencySettings[i].TakerFee != nil {
takerFee = defaultConfig.CurrencySettings[i].TakerFee.String()
}
currencySettings[i] = &btrpc.CurrencySettings{
ExchangeName: defaultConfig.CurrencySettings[i].ExchangeName,
Asset: defaultConfig.CurrencySettings[i].Asset.String(),
Base: defaultConfig.CurrencySettings[i].Base.String(),
Quote: defaultConfig.CurrencySettings[i].Quote.String(),
BuySide: &btrpc.PurchaseSide{
MinimumSize: defaultConfig.CurrencySettings[i].BuySide.MinimumSize.String(),
MaximumSize: defaultConfig.CurrencySettings[i].BuySide.MaximumSize.String(),
MaximumTotal: defaultConfig.CurrencySettings[i].BuySide.MaximumTotal.String(),
},
SellSide: &btrpc.PurchaseSide{
MinimumSize: defaultConfig.CurrencySettings[i].SellSide.MinimumSize.String(),
MaximumSize: defaultConfig.CurrencySettings[i].SellSide.MaximumSize.String(),
MaximumTotal: defaultConfig.CurrencySettings[i].SellSide.MaximumTotal.String(),
},
MinSlippagePercent: defaultConfig.CurrencySettings[i].MinimumSlippagePercent.String(),
MaxSlippagePercent: defaultConfig.CurrencySettings[i].MaximumSlippagePercent.String(),
MakerFeeOverride: makerFee,
TakerFeeOverride: takerFee,
MaximumHoldingsRatio: defaultConfig.CurrencySettings[i].MaximumHoldingsRatio.String(),
SkipCandleVolumeFitting: defaultConfig.CurrencySettings[i].SkipCandleVolumeFitting,
UseExchangeOrderLimits: defaultConfig.CurrencySettings[i].CanUseExchangeLimits,
UseExchangePnlCalculation: defaultConfig.CurrencySettings[i].UseExchangePNLCalculation,
SpotDetails: sd,
FuturesDetails: fd,
}
}
exchangeLevelFunding := make([]*btrpc.ExchangeLevelFunding, len(defaultConfig.FundingSettings.ExchangeLevelFunding))
for i := range defaultConfig.FundingSettings.ExchangeLevelFunding {
exchangeLevelFunding[i] = &btrpc.ExchangeLevelFunding{
ExchangeName: defaultConfig.FundingSettings.ExchangeLevelFunding[i].ExchangeName,
Asset: defaultConfig.FundingSettings.ExchangeLevelFunding[i].Asset.String(),
Currency: defaultConfig.FundingSettings.ExchangeLevelFunding[i].Currency.String(),
InitialFunds: defaultConfig.FundingSettings.ExchangeLevelFunding[i].InitialFunds.String(),
TransferFee: defaultConfig.FundingSettings.ExchangeLevelFunding[i].TransferFee.String(),
}
}
dataSettings := &btrpc.DataSettings{
Interval: uint64(defaultConfig.DataSettings.Interval.Duration().Nanoseconds()),
Datatype: defaultConfig.DataSettings.DataType,
}
if defaultConfig.DataSettings.APIData != nil {
dataSettings.ApiData = &btrpc.ApiData{
StartDate: timestamppb.New(defaultConfig.DataSettings.APIData.StartDate),
EndDate: timestamppb.New(defaultConfig.DataSettings.APIData.EndDate),
InclusiveEndDate: defaultConfig.DataSettings.APIData.InclusiveEndDate,
}
}
if defaultConfig.DataSettings.LiveData != nil {
creds := make([]*btrpc.ExchangeCredentials, len(defaultConfig.DataSettings.LiveData.ExchangeCredentials))
for i := range defaultConfig.DataSettings.LiveData.ExchangeCredentials {
creds[i] = &btrpc.ExchangeCredentials{
Exchange: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Exchange,
Keys: &btrpc.ExchangeKeys{
Key: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Keys.Key,
Secret: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Keys.Secret,
ClientId: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Keys.ClientID,
PemKey: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Keys.PEMKey,
SubAccount: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Keys.SubAccount,
OneTimePassword: defaultConfig.DataSettings.LiveData.ExchangeCredentials[i].Keys.OneTimePassword,
},
}
}
dataSettings.LiveData = &btrpc.LiveData{
RealOrders: defaultConfig.DataSettings.LiveData.RealOrders,
Credentials: creds,
}
}
if defaultConfig.DataSettings.CSVData != nil {
dataSettings.CsvData = &btrpc.CSVData{
Path: defaultConfig.DataSettings.CSVData.FullPath,
}
}
if defaultConfig.DataSettings.DatabaseData != nil {
dbConnectionDetails := &btrpc.DatabaseConnectionDetails{
Host: defaultConfig.DataSettings.DatabaseData.Config.Host,
Port: uint32(defaultConfig.DataSettings.DatabaseData.Config.Port),
Password: defaultConfig.DataSettings.DatabaseData.Config.Password,
Database: defaultConfig.DataSettings.DatabaseData.Config.Database,
SslMode: defaultConfig.DataSettings.DatabaseData.Config.SSLMode,
UserName: defaultConfig.DataSettings.DatabaseData.Config.Username,
}
dbConfig := &btrpc.DatabaseConfig{
Enabled: false,
Verbose: false,
Driver: "",
Config: dbConnectionDetails,
}
dataSettings.DatabaseData = &btrpc.DatabaseData{
StartDate: timestamppb.New(defaultConfig.DataSettings.DatabaseData.StartDate),
EndDate: timestamppb.New(defaultConfig.DataSettings.DatabaseData.EndDate),
Config: dbConfig,
Path: defaultConfig.DataSettings.DatabaseData.Path,
InclusiveEndDate: defaultConfig.DataSettings.DatabaseData.InclusiveEndDate,
}
}
cfg := &btrpc.Config{
Nickname: defaultConfig.Nickname,
Goal: defaultConfig.Goal,
StrategySettings: &btrpc.StrategySettings{
Name: defaultConfig.StrategySettings.Name,
UseSimultaneousSignalProcessing: defaultConfig.StrategySettings.SimultaneousSignalProcessing,
DisableUsdTracking: defaultConfig.StrategySettings.DisableUSDTracking,
CustomSettings: customSettings,
},
FundingSettings: &btrpc.FundingSettings{
UseExchangeLevelFunding: defaultConfig.FundingSettings.UseExchangeLevelFunding,
ExchangeLevelFunding: exchangeLevelFunding,
},
CurrencySettings: currencySettings,
DataSettings: dataSettings,
PortfolioSettings: &btrpc.PortfolioSettings{
Leverage: &btrpc.Leverage{
CanUseLeverage: defaultConfig.PortfolioSettings.Leverage.CanUseLeverage,
MaximumOrdersWithLeverageRatio: defaultConfig.PortfolioSettings.Leverage.MaximumOrdersWithLeverageRatio.String(),
MaximumLeverageRate: defaultConfig.PortfolioSettings.Leverage.MaximumOrderLeverageRate.String(),
MaximumCollateralLeverageRate: defaultConfig.PortfolioSettings.Leverage.MaximumCollateralLeverageRate.String(),
},
BuySide: &btrpc.PurchaseSide{
MinimumSize: defaultConfig.PortfolioSettings.BuySide.MinimumSize.String(),
MaximumSize: defaultConfig.PortfolioSettings.BuySide.MaximumSize.String(),
MaximumTotal: defaultConfig.PortfolioSettings.BuySide.MaximumTotal.String(),
},
SellSide: &btrpc.PurchaseSide{
MinimumSize: defaultConfig.PortfolioSettings.SellSide.MinimumSize.String(),
MaximumSize: defaultConfig.PortfolioSettings.SellSide.MaximumSize.String(),
MaximumTotal: defaultConfig.PortfolioSettings.SellSide.MaximumTotal.String(),
},
},
StatisticSettings: &btrpc.StatisticSettings{
RiskFreeRate: defaultConfig.StatisticSettings.RiskFreeRate.String(),
},
}
_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{
Config: cfg,
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{
DoNotRunImmediately: true,
DoNotStore: true,
Config: cfg,
})
if !errors.Is(err, errCannotHandleRequest) {
t.Errorf("received '%v' expecting '%v'", err, errCannotHandleRequest)
}
// coverage test to ensure the rest of the config can successfully be converted
// this will not have a successful response
cfg.FundingSettings.UseExchangeLevelFunding = true
cfg.StrategySettings.UseSimultaneousSignalProcessing = true
cfg.FundingSettings.ExchangeLevelFunding = append(cfg.FundingSettings.ExchangeLevelFunding, &btrpc.ExchangeLevelFunding{
ExchangeName: defaultConfig.CurrencySettings[0].ExchangeName,
Asset: defaultConfig.CurrencySettings[0].Asset.String(),
Currency: defaultConfig.CurrencySettings[0].Base.String(),
InitialFunds: "1337",
TransferFee: "1337",
})
cfg.CurrencySettings[0].FuturesDetails = &btrpc.FuturesDetails{Leverage: &btrpc.Leverage{
CanUseLeverage: false,
MaximumOrdersWithLeverageRatio: "1337",
MaximumLeverageRate: "1337",
MaximumCollateralLeverageRate: "1337",
}}
cfg.DataSettings.DatabaseData = &btrpc.DatabaseData{
StartDate: timestamppb.New(time.Now()),
EndDate: timestamppb.New(time.Now()),
Config: &btrpc.DatabaseConfig{
Enabled: false,
Verbose: false,
Driver: "",
Config: &btrpc.DatabaseConnectionDetails{},
},
Path: "test",
InclusiveEndDate: false,
}
cfg.DataSettings.LiveData = &btrpc.LiveData{}
cfg.DataSettings.CsvData = &btrpc.CSVData{
Path: "test",
}
for i := range cfg.CurrencySettings {
cfg.CurrencySettings[i].SpotDetails.InitialQuoteFunds = ""
cfg.CurrencySettings[i].SpotDetails.InitialBaseFunds = ""
}
_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{
Config: cfg,
})
if err == nil {
t.Error("expected an error from a bad setup")
}
}
func TestListAllTasks(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.ListAllTasks(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.ListAllTasks(context.Background(), nil)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
resp, err := s.ListAllTasks(context.Background(), &btrpc.ListAllTasksRequest{})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if len(resp.Tasks) != 1 {
t.Errorf("received '%v' expecting '%v'", len(resp.Tasks), 1)
}
}
func TestGRPCStopTask(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.StopTask(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.StopTask(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
bt := &BackTest{
Strategy: &fakeStrat{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &fakeStats{},
Reports: &fakeReport{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = s.StopTask(context.Background(), &btrpc.StopTaskRequest{
Id: bt.MetaData.ID.String(),
})
if !errors.Is(err, errTaskHasNotRan) {
t.Errorf("received '%v' expecting '%v'", err, errTaskHasNotRan)
}
if len(s.manager.tasks) != 1 {
t.Fatalf("received '%v' expecting '%v'", len(s.manager.tasks), 1)
}
s.manager.tasks[0].MetaData.DateStarted = time.Now()
_, err = s.StopTask(context.Background(), &btrpc.StopTaskRequest{
Id: bt.MetaData.ID.String(),
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if s.manager.tasks[0].MetaData.DateEnded.IsZero() {
t.Errorf("received '%v' expecting '%v'", s.manager.tasks[0].MetaData.DateEnded, "a date")
}
}
func TestGRPCStopAllTasks(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.StopAllTasks(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.StopAllTasks(context.Background(), nil)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
bt := &BackTest{
Strategy: &fakeStrat{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &fakeStats{},
Reports: &fakeReport{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
resp, err := s.StopAllTasks(context.Background(), &btrpc.StopAllTasksRequest{})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if len(s.manager.tasks) != 1 {
t.Fatalf("received '%v' expecting '%v'", len(s.manager.tasks), 1)
}
if len(resp.TasksStopped) != 0 {
t.Errorf("received '%v' expecting '%v'", len(resp.TasksStopped), 0)
}
s.manager.tasks[0].MetaData.DateStarted = time.Now()
resp, err = s.StopAllTasks(context.Background(), &btrpc.StopAllTasksRequest{})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if s.manager.tasks[0].MetaData.DateEnded.IsZero() {
t.Errorf("received '%v' expecting '%v'", s.manager.tasks[0].MetaData.DateEnded, "a date")
}
if len(resp.TasksStopped) != 1 {
t.Errorf("received '%v' expecting '%v'", len(resp.TasksStopped), 1)
}
}
func TestGRPCStartTask(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.StartTask(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.StartTask(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
bt := &BackTest{
Strategy: &fakeStrat{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &fakeStats{},
Reports: &fakeReport{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = s.StartTask(context.Background(), &btrpc.StartTaskRequest{
Id: bt.MetaData.ID.String(),
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if len(s.manager.tasks) != 1 {
t.Fatalf("received '%v' expecting '%v'", len(s.manager.tasks), 1)
}
if s.manager.tasks[0].MetaData.DateStarted.IsZero() {
t.Errorf("received '%v' expecting '%v'", s.manager.tasks[0].MetaData.DateStarted, "a date")
}
}
func TestGRPCStartAllTasks(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.StartAllTasks(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.StartAllTasks(context.Background(), nil)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = s.StartAllTasks(context.Background(), &btrpc.StartAllTasksRequest{})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if len(s.manager.tasks) != 1 {
t.Fatalf("received '%v' expecting '%v'", len(s.manager.tasks), 1)
}
if s.manager.tasks[0].MetaData.DateStarted.IsZero() {
t.Errorf("received '%v' expecting '%v'", s.manager.tasks[0].MetaData.DateStarted, "a date")
}
}
func TestGRPCClearTask(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.ClearTask(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.ClearTask(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = s.ClearTask(context.Background(), &btrpc.ClearTaskRequest{
Id: bt.MetaData.ID.String(),
})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if len(s.manager.tasks) != 0 {
t.Fatalf("received '%v' expecting '%v'", len(s.manager.tasks), 0)
}
}
func TestGRPCClearAllTasks(t *testing.T) {
t.Parallel()
s := &GRPCServer{}
_, err := s.ClearAllTasks(context.Background(), nil)
if !errors.Is(err, gctcommon.ErrNilPointer) {
t.Errorf("received '%v' expecting '%v'", err, gctcommon.ErrNilPointer)
}
s.manager = NewTaskManager()
_, err = s.ClearAllTasks(context.Background(), nil)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
bt := &BackTest{
Strategy: &binancecashandcarry.Strategy{},
EventQueue: &eventholder.Holder{},
DataHolder: &data.HandlerHolder{},
Statistic: &statistics.Statistic{},
shutdown: make(chan struct{}),
}
err = s.manager.AddTask(bt)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
_, err = s.ClearAllTasks(context.Background(), &btrpc.ClearAllTasksRequest{})
if !errors.Is(err, nil) {
t.Errorf("received '%v' expecting '%v'", err, nil)
}
if len(s.manager.tasks) != 0 {
t.Fatalf("received '%v' expecting '%v'", len(s.manager.tasks), 0)
}
}