mirror of
https://github.com/d0zingcat/gocryptotrader.git
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1461cba363
* Ramshackle early leads to GRPC backtester * Adds GRPC server, default config generation * Partial support for GRPC backtester config * Update to use Buf, merge fixes * Full config for GRPC * Adds new commands, causes big panic * Fixes panics * Setup for the future * Docs update * test * grpc tests * Fix merge issues. Lint and test * minor fixes after rebase * Docs, formatting and main fixes * Change buf owner * shazNits * test-123 * rpc fixes * string fixes * Removes --singlerun flag and just relies on --singlerunstrategypath * fixes test * initial post merge compatability fixes * this actually all seems to work? unexpected * adds pluginpath to config * rm unused func. add gitignore * rm unused func. add gitignore * lintle * tITLE cASE lOG fIX,rm auth package, gitignore, tmpdir fix * buf updates + gen. go mod tidy * x2 * Update default port, update error text
85 lines
3.0 KiB
Go
85 lines
3.0 KiB
Go
package database
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import (
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"errors"
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"fmt"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/backtester/data/kline"
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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/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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)
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var errNoUSDData = errors.New("could not retrieve USD database candle data")
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// LoadData retrieves data from an existing database using GoCryptoTrader's database handling implementation
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func LoadData(startDate, endDate time.Time, interval time.Duration, exchangeName string, dataType int64, fPair currency.Pair, a asset.Item, isUSDTrackingPair bool) (*kline.DataFromKline, error) {
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resp := &kline.DataFromKline{}
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switch dataType {
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case common.DataCandle:
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klineItem, err := getCandleDatabaseData(
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startDate,
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endDate,
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interval,
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exchangeName,
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fPair,
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a)
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if err != nil {
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if isUSDTrackingPair {
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return nil, fmt.Errorf("%w for %v %v %v. Please save USD candle pair data to the database or set `disable-usd-tracking` to `true` in your config. %v", errNoUSDData, exchangeName, a, fPair, err)
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}
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return nil, fmt.Errorf("could not retrieve database candle data for %v %v %v, %v", exchangeName, a, fPair, err)
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}
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resp.Item = klineItem
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for i := range klineItem.Candles {
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if klineItem.Candles[i].ValidationIssues != "" {
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log.Warnf(common.Data, "Candle validation issue for %v %v %v: %v", klineItem.Exchange, klineItem.Asset, klineItem.Pair, klineItem.Candles[i].ValidationIssues)
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}
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}
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case common.DataTrade:
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trades, err := trade.GetTradesInRange(
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exchangeName,
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a.String(),
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fPair.Base.String(),
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fPair.Quote.String(),
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startDate,
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endDate)
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if err != nil {
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return nil, err
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}
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klineItem, err := trade.ConvertTradesToCandles(
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gctkline.Interval(interval),
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trades...)
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if err != nil {
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if isUSDTrackingPair {
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return nil, fmt.Errorf("%w for %v %v %v. Please save USD pair trade data to the database or set `disable-usd-tracking` to `true` in your config. %v", errNoUSDData, exchangeName, a, fPair, err)
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}
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return nil, fmt.Errorf("could not retrieve database trade data for %v %v %v, %v", exchangeName, a, fPair, err)
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}
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resp.Item = klineItem
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default:
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if isUSDTrackingPair {
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return nil, fmt.Errorf("%w for %v %v %v. Please add USD pair data to your CSV or set `disable-usd-tracking` to `true` in your config", errNoUSDData, exchangeName, a, fPair)
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}
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return nil, fmt.Errorf("could not retrieve database data for %v %v %v, %w", exchangeName, a, fPair, common.ErrInvalidDataType)
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}
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resp.Item.Exchange = strings.ToLower(resp.Item.Exchange)
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return resp, nil
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}
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func getCandleDatabaseData(startDate, endDate time.Time, interval time.Duration, exchangeName string, fPair currency.Pair, a asset.Item) (gctkline.Item, error) {
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return gctkline.LoadFromDatabase(
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exchangeName,
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fPair,
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a,
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gctkline.Interval(interval),
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startDate,
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endDate)
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}
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