mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-06 07:26:47 +00:00
6eaa2e4073
* Initial concept for creating price tracking pairs * Completes coverage, even with a slow test * I dont know what point to hook this stuff up * Bit of a broken way of handling tracking pairs * Correctly calculates USD rates against all currencies * Removes dependency on GCT config * Failed currency statistics redesign * initial Update chart to use highcharts * Minor changes to stats * Creats funding stats to handle the stat calculations. Needs more work * tracks USD snapshots and BREAKS THINGS FURTHER * Fixed! * Adds ratio calculations and such, but its WRONG. do it at totals level dummy * End of day basic lint * Remaining lints * USD totals statistics * Minor panic fixes * Printing of funding stats, but its bad * Properly calculates overall benchmark, moves funding stat output * Adds some template charge, removes duplicate fields * New charts! * Darkcharts. funding protection when disabled * Now works with usd tracking/funding disabled! * Attempting to only show working stats based on settings. * Spruces up the goose/reporting * Completes report HTML rendering * lint and test fixes * funding statistics testing * slightly more test coverage * Test coverage * Initial documentation * Fixes tests * Database testing and rendering improvements and breakages * report and cmd rendering, linting. fix comma output. rm gct cfg * PR mode 🎉 Path field, config builder support,testing,linting,docs * minor calculation improvement * Secret lint that did not show up locally * Disable USD tracking for example configs * ShazNitNoScope * Forgotten errors * "" * literally Logarithmically logically renders the date 👀 * Fixes typos, fixes parallel test, fixes chart gui and exporting
236 lines
7.4 KiB
Go
236 lines
7.4 KiB
Go
package statistics
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import (
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"testing"
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"time"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/compliance"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/holdings"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/kline"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/signal"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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func TestCalculateResults(t *testing.T) {
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t.Parallel()
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cs := CurrencyPairStatistic{}
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tt1 := time.Now()
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tt2 := time.Now().Add(gctkline.OneDay.Duration())
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exch := testExchange
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a := asset.Spot
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p := currency.NewPair(currency.BTC, currency.USDT)
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even := event.Base{
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Exchange: exch,
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Time: tt1,
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Interval: gctkline.OneDay,
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CurrencyPair: p,
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AssetType: a,
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}
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ev := EventStore{
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Holdings: holdings.Holding{
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ChangeInTotalValuePercent: decimal.NewFromFloat(0.1333),
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Timestamp: tt1,
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QuoteInitialFunds: decimal.NewFromInt(1337),
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},
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Transactions: compliance.Snapshot{
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Orders: []compliance.SnapshotOrder{
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{
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ClosePrice: decimal.NewFromInt(1338),
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VolumeAdjustedPrice: decimal.NewFromInt(1338),
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SlippageRate: decimal.NewFromInt(1338),
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CostBasis: decimal.NewFromInt(1338),
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Detail: &order.Detail{Side: order.Buy},
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},
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{
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ClosePrice: decimal.NewFromInt(1337),
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VolumeAdjustedPrice: decimal.NewFromInt(1337),
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SlippageRate: decimal.NewFromInt(1337),
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CostBasis: decimal.NewFromInt(1337),
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Detail: &order.Detail{Side: order.Sell},
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},
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},
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},
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DataEvent: &kline.Kline{
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Base: even,
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Open: decimal.NewFromInt(2000),
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Close: decimal.NewFromInt(2000),
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Low: decimal.NewFromInt(2000),
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High: decimal.NewFromInt(2000),
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Volume: decimal.NewFromInt(2000),
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},
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SignalEvent: &signal.Signal{
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Base: even,
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ClosePrice: decimal.NewFromInt(2000),
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},
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}
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even2 := even
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even2.Time = tt2
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ev2 := EventStore{
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Holdings: holdings.Holding{
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ChangeInTotalValuePercent: decimal.NewFromFloat(0.1337),
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Timestamp: tt2,
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QuoteInitialFunds: decimal.NewFromInt(1337),
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},
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Transactions: compliance.Snapshot{
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Orders: []compliance.SnapshotOrder{
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{
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ClosePrice: decimal.NewFromInt(1338),
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VolumeAdjustedPrice: decimal.NewFromInt(1338),
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SlippageRate: decimal.NewFromInt(1338),
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CostBasis: decimal.NewFromInt(1338),
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Detail: &order.Detail{Side: order.Buy},
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},
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{
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ClosePrice: decimal.NewFromInt(1337),
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VolumeAdjustedPrice: decimal.NewFromInt(1337),
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SlippageRate: decimal.NewFromInt(1337),
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CostBasis: decimal.NewFromInt(1337),
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Detail: &order.Detail{Side: order.Sell},
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},
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},
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},
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DataEvent: &kline.Kline{
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Base: even2,
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Open: decimal.NewFromInt(1337),
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Close: decimal.NewFromInt(1337),
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Low: decimal.NewFromInt(1337),
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High: decimal.NewFromInt(1337),
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Volume: decimal.NewFromInt(1337),
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},
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SignalEvent: &signal.Signal{
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Base: even2,
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ClosePrice: decimal.NewFromInt(1337),
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},
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}
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cs.Events = append(cs.Events, ev, ev2)
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err := cs.CalculateResults(decimal.NewFromFloat(0.03))
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if err != nil {
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t.Error(err)
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}
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if !cs.MarketMovement.Equal(decimal.NewFromFloat(-33.15)) {
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t.Error("expected -33.15")
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}
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}
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func TestPrintResults(t *testing.T) {
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cs := CurrencyPairStatistic{}
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tt1 := time.Now()
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tt2 := time.Now().Add(gctkline.OneDay.Duration())
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exch := testExchange
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a := asset.Spot
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p := currency.NewPair(currency.BTC, currency.USDT)
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even := event.Base{
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Exchange: exch,
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Time: tt1,
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Interval: gctkline.OneDay,
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CurrencyPair: p,
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AssetType: a,
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}
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ev := EventStore{
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Holdings: holdings.Holding{
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ChangeInTotalValuePercent: decimal.NewFromFloat(0.1333),
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Timestamp: tt1,
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QuoteInitialFunds: decimal.NewFromInt(1337),
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},
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Transactions: compliance.Snapshot{
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Orders: []compliance.SnapshotOrder{
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{
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ClosePrice: decimal.NewFromInt(1338),
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VolumeAdjustedPrice: decimal.NewFromInt(1338),
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SlippageRate: decimal.NewFromInt(1338),
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CostBasis: decimal.NewFromInt(1338),
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Detail: &order.Detail{Side: order.Buy},
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},
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{
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ClosePrice: decimal.NewFromInt(1337),
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VolumeAdjustedPrice: decimal.NewFromInt(1337),
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SlippageRate: decimal.NewFromInt(1337),
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CostBasis: decimal.NewFromInt(1337),
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Detail: &order.Detail{Side: order.Sell},
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},
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},
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},
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DataEvent: &kline.Kline{
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Base: even,
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Open: decimal.NewFromInt(2000),
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Close: decimal.NewFromInt(2000),
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Low: decimal.NewFromInt(2000),
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High: decimal.NewFromInt(2000),
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Volume: decimal.NewFromInt(2000),
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},
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SignalEvent: &signal.Signal{
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Base: even,
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ClosePrice: decimal.NewFromInt(2000),
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},
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}
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even2 := even
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even2.Time = tt2
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ev2 := EventStore{
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Holdings: holdings.Holding{
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ChangeInTotalValuePercent: decimal.NewFromFloat(0.1337),
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Timestamp: tt2,
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QuoteInitialFunds: decimal.NewFromInt(1337),
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},
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Transactions: compliance.Snapshot{
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Orders: []compliance.SnapshotOrder{
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{
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ClosePrice: decimal.NewFromInt(1338),
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VolumeAdjustedPrice: decimal.NewFromInt(1338),
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SlippageRate: decimal.NewFromInt(1338),
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CostBasis: decimal.NewFromInt(1338),
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Detail: &order.Detail{Side: order.Buy},
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},
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{
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ClosePrice: decimal.NewFromInt(1337),
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VolumeAdjustedPrice: decimal.NewFromInt(1337),
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SlippageRate: decimal.NewFromInt(1337),
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CostBasis: decimal.NewFromInt(1337),
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Detail: &order.Detail{Side: order.Sell},
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},
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},
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},
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DataEvent: &kline.Kline{
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Base: even2,
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Open: decimal.NewFromInt(1337),
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Close: decimal.NewFromInt(1337),
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Low: decimal.NewFromInt(1337),
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High: decimal.NewFromInt(1337),
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Volume: decimal.NewFromInt(1337),
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},
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SignalEvent: &signal.Signal{
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Base: even2,
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ClosePrice: decimal.NewFromInt(1337),
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},
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}
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cs.Events = append(cs.Events, ev, ev2)
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cs.PrintResults(exch, a, p, true)
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}
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func TestCalculateHighestCommittedFunds(t *testing.T) {
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t.Parallel()
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c := CurrencyPairStatistic{}
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c.calculateHighestCommittedFunds()
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if !c.HighestCommittedFunds.Time.IsZero() {
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t.Error("expected no time with not committed funds")
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}
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tt1 := time.Date(2021, 1, 1, 0, 0, 0, 0, time.UTC)
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tt2 := time.Date(2021, 2, 1, 0, 0, 0, 0, time.UTC)
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tt3 := time.Date(2021, 3, 1, 0, 0, 0, 0, time.UTC)
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c.Events = append(c.Events,
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EventStore{DataEvent: &kline.Kline{Close: decimal.NewFromInt(1337)}, Holdings: holdings.Holding{Timestamp: tt1, BaseSize: decimal.NewFromInt(10)}},
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EventStore{DataEvent: &kline.Kline{Close: decimal.NewFromInt(1338)}, Holdings: holdings.Holding{Timestamp: tt2, BaseSize: decimal.NewFromInt(1337)}},
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EventStore{DataEvent: &kline.Kline{Close: decimal.NewFromInt(1339)}, Holdings: holdings.Holding{Timestamp: tt3, BaseSize: decimal.NewFromInt(11)}},
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)
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c.calculateHighestCommittedFunds()
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if c.HighestCommittedFunds.Time != tt2 {
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t.Errorf("expected %v, received %v", tt2, c.HighestCommittedFunds.Time)
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}
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}
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