mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-16 15:09:57 +00:00
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
286 lines
12 KiB
Go
286 lines
12 KiB
Go
package engine
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import (
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"context"
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"errors"
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"fmt"
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"path/filepath"
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"testing"
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"time"
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"github.com/thrasher-corp/gocryptotrader/backtester/btrpc"
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"github.com/thrasher-corp/gocryptotrader/backtester/common"
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"github.com/thrasher-corp/gocryptotrader/backtester/config"
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"google.golang.org/protobuf/types/known/timestamppb"
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)
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var dcaConfigPath = filepath.Join("..", "config", "strategyexamples", "dca-api-candles.strat")
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func TestExecuteStrategyFromFile(t *testing.T) {
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t.Parallel()
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s := &GRPCServer{}
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_, err := s.ExecuteStrategyFromFile(context.Background(), nil)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expecting '%v'", err, common.ErrNilArguments)
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}
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_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{})
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if !errors.Is(err, common.ErrFileNotFound) {
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t.Errorf("received '%v' expecting '%v'", err, common.ErrFileNotFound)
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}
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_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{
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StrategyFilePath: dcaConfigPath,
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})
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expecting '%v'", err, common.ErrNilArguments)
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}
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s.BacktesterConfig = &config.BacktesterConfig{}
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_, err = s.ExecuteStrategyFromFile(context.Background(), &btrpc.ExecuteStrategyFromFileRequest{
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StrategyFilePath: dcaConfigPath,
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})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expecting '%v'", err, nil)
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}
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}
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func TestExecuteStrategyFromConfig(t *testing.T) {
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t.Parallel()
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s := &GRPCServer{}
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_, err := s.ExecuteStrategyFromConfig(context.Background(), nil)
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expecting '%v'", err, common.ErrNilArguments)
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}
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s.BacktesterConfig = &config.BacktesterConfig{}
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_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{})
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if !errors.Is(err, common.ErrNilArguments) {
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t.Errorf("received '%v' expecting '%v'", err, common.ErrNilArguments)
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}
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defaultConfig, err := config.ReadStrategyConfigFromFile(dcaConfigPath)
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expecting '%v'", err, nil)
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}
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customSettings := make([]*btrpc.CustomSettings, len(defaultConfig.StrategySettings.CustomSettings))
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x := 0
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for k, v := range defaultConfig.StrategySettings.CustomSettings {
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customSettings[x] = &btrpc.CustomSettings{
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KeyField: k,
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KeyValue: fmt.Sprintf("%v", v),
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}
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x++
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}
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currencySettings := make([]*btrpc.CurrencySettings, len(defaultConfig.CurrencySettings))
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for i := range defaultConfig.CurrencySettings {
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var sd *btrpc.SpotDetails
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if defaultConfig.CurrencySettings[i].SpotDetails != nil {
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if defaultConfig.CurrencySettings[i].SpotDetails.InitialBaseFunds != nil {
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sd = &btrpc.SpotDetails{
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InitialBaseFunds: defaultConfig.CurrencySettings[i].SpotDetails.InitialBaseFunds.String(),
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}
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}
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if defaultConfig.CurrencySettings[i].SpotDetails.InitialQuoteFunds != nil {
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if sd == nil {
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sd = &btrpc.SpotDetails{}
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}
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sd.InitialQuoteFunds = defaultConfig.CurrencySettings[i].SpotDetails.InitialQuoteFunds.String()
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}
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}
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var fd *btrpc.FuturesDetails
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if defaultConfig.CurrencySettings[i].FuturesDetails != nil {
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fd.Leverage = &btrpc.Leverage{
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CanUseLeverage: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.CanUseLeverage,
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MaximumOrdersWithLeverageRatio: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.MaximumOrdersWithLeverageRatio.String(),
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MaximumLeverageRate: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.MaximumOrderLeverageRate.String(),
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MaximumCollateralLeverageRate: defaultConfig.CurrencySettings[i].FuturesDetails.Leverage.MaximumCollateralLeverageRate.String(),
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}
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}
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var makerFee, takerFee string
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if defaultConfig.CurrencySettings[i].MakerFee != nil {
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makerFee = defaultConfig.CurrencySettings[i].MakerFee.String()
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}
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if defaultConfig.CurrencySettings[i].TakerFee != nil {
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takerFee = defaultConfig.CurrencySettings[i].TakerFee.String()
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}
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currencySettings[i] = &btrpc.CurrencySettings{
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ExchangeName: defaultConfig.CurrencySettings[i].ExchangeName,
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Asset: defaultConfig.CurrencySettings[i].Asset.String(),
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Base: defaultConfig.CurrencySettings[i].Base.String(),
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Quote: defaultConfig.CurrencySettings[i].Quote.String(),
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BuySide: &btrpc.PurchaseSide{
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MinimumSize: defaultConfig.CurrencySettings[i].BuySide.MinimumSize.String(),
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MaximumSize: defaultConfig.CurrencySettings[i].BuySide.MaximumSize.String(),
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MaximumTotal: defaultConfig.CurrencySettings[i].BuySide.MaximumTotal.String(),
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},
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SellSide: &btrpc.PurchaseSide{
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MinimumSize: defaultConfig.CurrencySettings[i].SellSide.MinimumSize.String(),
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MaximumSize: defaultConfig.CurrencySettings[i].SellSide.MaximumSize.String(),
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MaximumTotal: defaultConfig.CurrencySettings[i].SellSide.MaximumTotal.String(),
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},
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MinSlippagePercent: defaultConfig.CurrencySettings[i].MinimumSlippagePercent.String(),
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MaxSlippagePercent: defaultConfig.CurrencySettings[i].MaximumSlippagePercent.String(),
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MakerFeeOverride: makerFee,
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TakerFeeOverride: takerFee,
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MaximumHoldingsRatio: defaultConfig.CurrencySettings[i].MaximumHoldingsRatio.String(),
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SkipCandleVolumeFitting: defaultConfig.CurrencySettings[i].SkipCandleVolumeFitting,
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UseExchangeOrderLimits: defaultConfig.CurrencySettings[i].CanUseExchangeLimits,
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UseExchangePnlCalculation: defaultConfig.CurrencySettings[i].UseExchangePNLCalculation,
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SpotDetails: sd,
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FuturesDetails: fd,
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}
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}
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exchangeLevelFunding := make([]*btrpc.ExchangeLevelFunding, len(defaultConfig.FundingSettings.ExchangeLevelFunding))
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for i := range defaultConfig.FundingSettings.ExchangeLevelFunding {
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exchangeLevelFunding[i] = &btrpc.ExchangeLevelFunding{
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ExchangeName: defaultConfig.FundingSettings.ExchangeLevelFunding[i].ExchangeName,
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Asset: defaultConfig.FundingSettings.ExchangeLevelFunding[i].Asset.String(),
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Currency: defaultConfig.FundingSettings.ExchangeLevelFunding[i].Currency.String(),
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InitialFunds: defaultConfig.FundingSettings.ExchangeLevelFunding[i].InitialFunds.String(),
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TransferFee: defaultConfig.FundingSettings.ExchangeLevelFunding[i].TransferFee.String(),
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}
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}
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dataSettings := &btrpc.DataSettings{
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Interval: uint64(defaultConfig.DataSettings.Interval.Duration().Nanoseconds()),
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Datatype: defaultConfig.DataSettings.DataType,
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}
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if defaultConfig.DataSettings.APIData != nil {
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dataSettings.ApiData = &btrpc.ApiData{
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StartDate: timestamppb.New(defaultConfig.DataSettings.APIData.StartDate),
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EndDate: timestamppb.New(defaultConfig.DataSettings.APIData.EndDate),
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InclusiveEndDate: defaultConfig.DataSettings.APIData.InclusiveEndDate,
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}
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}
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if defaultConfig.DataSettings.LiveData != nil {
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dataSettings.LiveData = &btrpc.LiveData{
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ApiKeyOverride: defaultConfig.DataSettings.LiveData.APIKeyOverride,
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ApiSecretOverride: defaultConfig.DataSettings.LiveData.APISecretOverride,
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ApiClientIdOverride: defaultConfig.DataSettings.LiveData.APIClientIDOverride,
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Api_2FaOverride: defaultConfig.DataSettings.LiveData.API2FAOverride,
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ApiSubAccountOverride: defaultConfig.DataSettings.LiveData.APISubAccountOverride,
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UseRealOrders: defaultConfig.DataSettings.LiveData.RealOrders,
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}
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}
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if defaultConfig.DataSettings.CSVData != nil {
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dataSettings.CsvData = &btrpc.CSVData{
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Path: defaultConfig.DataSettings.CSVData.FullPath,
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}
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}
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if defaultConfig.DataSettings.DatabaseData != nil {
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dbConnectionDetails := &btrpc.DatabaseConnectionDetails{
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Host: defaultConfig.DataSettings.DatabaseData.Config.Host,
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Port: uint32(defaultConfig.DataSettings.DatabaseData.Config.Port),
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Password: defaultConfig.DataSettings.DatabaseData.Config.Password,
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Database: defaultConfig.DataSettings.DatabaseData.Config.Database,
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SslMode: defaultConfig.DataSettings.DatabaseData.Config.SSLMode,
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UserName: defaultConfig.DataSettings.DatabaseData.Config.Username,
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}
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dbConfig := &btrpc.DatabaseConfig{
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Enabled: false,
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Verbose: false,
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Driver: "",
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Config: dbConnectionDetails,
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}
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dataSettings.DatabaseData = &btrpc.DatabaseData{
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StartDate: timestamppb.New(defaultConfig.DataSettings.DatabaseData.StartDate),
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EndDate: timestamppb.New(defaultConfig.DataSettings.DatabaseData.EndDate),
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Config: dbConfig,
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Path: defaultConfig.DataSettings.DatabaseData.Path,
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InclusiveEndDate: defaultConfig.DataSettings.DatabaseData.InclusiveEndDate,
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}
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}
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cfg := &btrpc.Config{
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Nickname: defaultConfig.Nickname,
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Goal: defaultConfig.Goal,
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StrategySettings: &btrpc.StrategySettings{
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Name: defaultConfig.StrategySettings.Name,
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UseSimultaneousSignalProcessing: defaultConfig.StrategySettings.SimultaneousSignalProcessing,
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DisableUsdTracking: defaultConfig.StrategySettings.DisableUSDTracking,
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CustomSettings: customSettings,
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},
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FundingSettings: &btrpc.FundingSettings{
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UseExchangeLevelFunding: defaultConfig.FundingSettings.UseExchangeLevelFunding,
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ExchangeLevelFunding: exchangeLevelFunding,
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},
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CurrencySettings: currencySettings,
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DataSettings: dataSettings,
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PortfolioSettings: &btrpc.PortfolioSettings{
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Leverage: &btrpc.Leverage{
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CanUseLeverage: defaultConfig.PortfolioSettings.Leverage.CanUseLeverage,
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MaximumOrdersWithLeverageRatio: defaultConfig.PortfolioSettings.Leverage.MaximumOrdersWithLeverageRatio.String(),
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MaximumLeverageRate: defaultConfig.PortfolioSettings.Leverage.MaximumOrderLeverageRate.String(),
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MaximumCollateralLeverageRate: defaultConfig.PortfolioSettings.Leverage.MaximumCollateralLeverageRate.String(),
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},
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BuySide: &btrpc.PurchaseSide{
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MinimumSize: defaultConfig.PortfolioSettings.BuySide.MinimumSize.String(),
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MaximumSize: defaultConfig.PortfolioSettings.BuySide.MaximumSize.String(),
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MaximumTotal: defaultConfig.PortfolioSettings.BuySide.MaximumTotal.String(),
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},
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SellSide: &btrpc.PurchaseSide{
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MinimumSize: defaultConfig.PortfolioSettings.SellSide.MinimumSize.String(),
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MaximumSize: defaultConfig.PortfolioSettings.SellSide.MaximumSize.String(),
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MaximumTotal: defaultConfig.PortfolioSettings.SellSide.MaximumTotal.String(),
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},
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},
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StatisticSettings: &btrpc.StatisticSettings{
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RiskFreeRate: defaultConfig.StatisticSettings.RiskFreeRate.String(),
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},
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}
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_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{
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Config: cfg,
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})
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expecting '%v'", err, nil)
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}
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// coverage test to ensure the rest of the config can successfully be converted
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// this will not have a successful response
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cfg.FundingSettings.UseExchangeLevelFunding = true
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cfg.StrategySettings.UseSimultaneousSignalProcessing = true
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cfg.FundingSettings.ExchangeLevelFunding = append(cfg.FundingSettings.ExchangeLevelFunding, &btrpc.ExchangeLevelFunding{
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ExchangeName: defaultConfig.CurrencySettings[0].ExchangeName,
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Asset: defaultConfig.CurrencySettings[0].Asset.String(),
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Currency: defaultConfig.CurrencySettings[0].Base.String(),
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InitialFunds: "1337",
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TransferFee: "1337",
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})
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cfg.CurrencySettings[0].FuturesDetails = &btrpc.FuturesDetails{Leverage: &btrpc.Leverage{
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CanUseLeverage: false,
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MaximumOrdersWithLeverageRatio: "1337",
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MaximumLeverageRate: "1337",
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MaximumCollateralLeverageRate: "1337",
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}}
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cfg.DataSettings.DatabaseData = &btrpc.DatabaseData{
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StartDate: timestamppb.New(time.Now()),
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EndDate: timestamppb.New(time.Now()),
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Config: &btrpc.DatabaseConfig{
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Enabled: false,
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Verbose: false,
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Driver: "",
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Config: &btrpc.DatabaseConnectionDetails{},
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},
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Path: "test",
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InclusiveEndDate: false,
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}
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cfg.DataSettings.LiveData = &btrpc.LiveData{}
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cfg.DataSettings.CsvData = &btrpc.CSVData{
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Path: "test",
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}
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for i := range cfg.CurrencySettings {
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cfg.CurrencySettings[i].SpotDetails.InitialQuoteFunds = ""
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cfg.CurrencySettings[i].SpotDetails.InitialBaseFunds = ""
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}
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_, err = s.ExecuteStrategyFromConfig(context.Background(), &btrpc.ExecuteStrategyFromConfigRequest{
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Config: cfg,
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})
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if err == nil {
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t.Error("expected an error from a bad setup")
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}
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}
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