mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-03 15:10:49 +00:00
91d699be9d
* moves everything to use single map keys, also breaks * full rollout * tests * fix a little bug * minor test fixups * Fix Key use * rm 🔑 from 🔑 struct name
109 lines
3.2 KiB
Go
109 lines
3.2 KiB
Go
package portfolio
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import (
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"strings"
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"github.com/shopspring/decimal"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/holdings"
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"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio/risk"
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gctcommon "github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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)
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// Setup creates a portfolio manager instance and sets private fields
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func Setup(sh SizeHandler, r risk.Handler, riskFreeRate decimal.Decimal) (*Portfolio, error) {
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if sh == nil {
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return nil, errSizeManagerUnset
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}
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if riskFreeRate.IsNegative() {
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return nil, errNegativeRiskFreeRate
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}
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if r == nil {
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return nil, errRiskManagerUnset
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}
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p := &Portfolio{}
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p.sizeManager = sh
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p.riskManager = r
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p.riskFreeRate = riskFreeRate
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return p, nil
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}
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// Reset returns the portfolio manager to its default state
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func (p *Portfolio) Reset() error {
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if p == nil {
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return gctcommon.ErrNilPointer
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}
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p.exchangeAssetPairPortfolioSettings = make(map[key.ExchangePairAsset]*Settings)
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p.riskFreeRate = decimal.Zero
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p.sizeManager = nil
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p.riskManager = nil
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return nil
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}
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// SetCurrencySettingsMap ensures a map is created and no panics happen
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func (p *Portfolio) SetCurrencySettingsMap(setup *exchange.Settings) error {
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if setup == nil {
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return errNoPortfolioSettings
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}
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if setup.Exchange == nil {
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return errExchangeUnset
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}
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if setup.Asset == asset.Empty {
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return errAssetUnset
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}
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if setup.Pair.IsEmpty() {
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return errCurrencyPairUnset
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}
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if p.exchangeAssetPairPortfolioSettings == nil {
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p.exchangeAssetPairPortfolioSettings = make(map[key.ExchangePairAsset]*Settings)
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}
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name := strings.ToLower(setup.Exchange.GetName())
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settings := &Settings{
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Exchange: setup.Exchange,
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exchangeName: name,
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assetType: setup.Asset,
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pair: setup.Pair,
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BuySideSizing: setup.BuySide,
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SellSideSizing: setup.SellSide,
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Leverage: setup.Leverage,
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HoldingsSnapshots: make(map[int64]*holdings.Holding),
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}
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if setup.Asset.IsFutures() {
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collateralCurrency, _, err := setup.Exchange.GetCollateralCurrencyForContract(setup.Asset, setup.Pair)
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if err != nil {
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return err
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}
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futureTrackerSetup := &futures.MultiPositionTrackerSetup{
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Exchange: name,
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Asset: setup.Asset,
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Pair: setup.Pair,
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Underlying: setup.Pair.Base,
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OfflineCalculation: true,
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UseExchangePNLCalculation: setup.UseExchangePNLCalculation,
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CollateralCurrency: collateralCurrency,
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}
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if setup.UseExchangePNLCalculation {
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futureTrackerSetup.ExchangePNLCalculation = setup.Exchange
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}
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var tracker *futures.MultiPositionTracker
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tracker, err = futures.SetupMultiPositionTracker(futureTrackerSetup)
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if err != nil {
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return err
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}
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settings.FuturesTracker = tracker
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}
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p.exchangeAssetPairPortfolioSettings[key.ExchangePairAsset{
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Exchange: name,
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Base: setup.Pair.Base.Item,
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Quote: setup.Pair.Quote.Item,
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Asset: setup.Asset,
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}] = settings
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return nil
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}
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