Files
gocryptotrader/backtester/data/kline/database/database_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

216 lines
5.9 KiB
Go

package database
import (
"errors"
"fmt"
"os"
"path/filepath"
"testing"
"time"
"github.com/thrasher-corp/gocryptotrader/backtester/common"
"github.com/thrasher-corp/gocryptotrader/config"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/database"
"github.com/thrasher-corp/gocryptotrader/database/drivers"
exchangeDB "github.com/thrasher-corp/gocryptotrader/database/repository/exchange"
"github.com/thrasher-corp/gocryptotrader/database/repository/trade"
"github.com/thrasher-corp/gocryptotrader/database/testhelpers"
"github.com/thrasher-corp/gocryptotrader/engine"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
)
const (
verbose = false
testExchange = "binance"
)
func TestMain(m *testing.M) {
if verbose {
err := testhelpers.EnableVerboseTestOutput()
if err != nil {
fmt.Printf("failed to enable verbose test output: %v", err)
os.Exit(1)
}
}
var err error
testhelpers.PostgresTestDatabase = testhelpers.GetConnectionDetails()
testhelpers.GetConnectionDetails()
testhelpers.TempDir, err = os.MkdirTemp("", "gct-temp")
if err != nil {
fmt.Printf("failed to create temp file: %v", err)
os.Exit(1)
}
t := m.Run()
err = os.RemoveAll(testhelpers.TempDir)
if err != nil {
fmt.Printf("Failed to remove temp db file: %v", err)
}
os.Exit(t)
}
func TestLoadDataCandles(t *testing.T) {
exch := testExchange
a := asset.Spot
p := currency.NewPair(currency.BTC, currency.USDT)
var err error
bot := &engine.Engine{}
dbConfg := database.Config{
Enabled: true,
Verbose: false,
Driver: "sqlite",
ConnectionDetails: drivers.ConnectionDetails{
Host: "localhost",
Database: "test",
},
}
bot.Config = &config.Config{
Database: dbConfg,
}
err = bot.Config.CheckConfig()
if err != nil && verbose {
// this loads the database config to the global database
// the errors are unrelated and likely prone to change for reasons that
// this test does not need to care about
// so we only log the error if verbose
t.Log(err)
}
database.MigrationDir = filepath.Join("..", "..", "..", "..", "database", "migrations")
testhelpers.MigrationDir = filepath.Join("..", "..", "..", "..", "database", "migrations")
conn, err := testhelpers.ConnectToDatabase(&dbConfg)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = exchangeDB.InsertMany([]exchangeDB.Details{{Name: testExchange}})
if err != nil {
t.Fatal(err)
}
dStart := time.Date(2020, 1, 0, 0, 0, 0, 0, time.UTC)
dInsert := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
dEnd := time.Date(2020, 1, 2, 0, 0, 0, 0, time.UTC)
data := &gctkline.Item{
Exchange: exch,
Pair: p,
Asset: a,
Interval: gctkline.FifteenMin,
Candles: []gctkline.Candle{
{
Time: dInsert,
Open: 1337,
High: 1337,
Low: 1337,
Close: 1337,
Volume: 1337,
ValidationIssues: "hello world",
},
},
}
_, err = gctkline.StoreInDatabase(data, true)
if !errors.Is(err, nil) {
t.Errorf("received: %v, expected: %v", err, nil)
}
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, common.DataCandle, p, a, false)
if !errors.Is(err, nil) {
t.Errorf("received: %v, expected: %v", err, nil)
}
if err = conn.SQL.Close(); err != nil {
t.Error(err)
}
}
func TestLoadDataTrades(t *testing.T) {
exch := testExchange
a := asset.Spot
p := currency.NewPair(currency.BTC, currency.USDT)
var err error
bot := &engine.Engine{}
dbConfg := database.Config{
Enabled: true,
Verbose: false,
Driver: "sqlite",
ConnectionDetails: drivers.ConnectionDetails{
Host: "localhost",
Database: "test",
},
}
bot.Config = &config.Config{
Database: dbConfg,
}
err = bot.Config.CheckConfig()
if err != nil && verbose {
// this loads the database config to the global database
// the errors are unrelated and likely prone to change for reasons that
// this test does not need to care about
// so we only log the error if verbose
t.Log(err)
}
database.MigrationDir = filepath.Join("..", "..", "..", "..", "database", "migrations")
testhelpers.MigrationDir = filepath.Join("..", "..", "..", "..", "database", "migrations")
conn, err := testhelpers.ConnectToDatabase(&dbConfg)
if !errors.Is(err, nil) {
t.Errorf("received '%v' expected '%v'", err, nil)
}
err = exchangeDB.InsertMany([]exchangeDB.Details{{Name: testExchange}})
if err != nil {
t.Fatal(err)
}
dStart := time.Date(2020, 1, 0, 0, 0, 0, 0, time.UTC)
dInsert := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
dEnd := time.Date(2020, 1, 2, 0, 0, 0, 0, time.UTC)
err = trade.Insert(trade.Data{
ID: "123",
TID: "123",
Exchange: exch,
Base: p.Base.String(),
Quote: p.Quote.String(),
AssetType: a.String(),
Price: 1337,
Amount: 1337,
Side: gctorder.Buy.String(),
Timestamp: dInsert,
})
if !errors.Is(err, nil) {
t.Errorf("received: %v, expected: %v", err, nil)
}
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, common.DataTrade, p, a, false)
if !errors.Is(err, nil) {
t.Errorf("received: %v, expected: %v", err, nil)
}
if err = conn.SQL.Close(); err != nil {
t.Error(err)
}
}
func TestLoadDataInvalid(t *testing.T) {
exch := testExchange
a := asset.Spot
p := currency.NewPair(currency.BTC, currency.USDT)
dStart := time.Date(2020, 1, 0, 0, 0, 0, 0, time.UTC)
dEnd := time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC)
_, err := LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, -1, p, a, false)
if !errors.Is(err, common.ErrInvalidDataType) {
t.Errorf("received: %v, expected: %v", err, common.ErrInvalidDataType)
}
_, err = LoadData(dStart, dEnd, gctkline.FifteenMin.Duration(), exch, -1, p, a, true)
if !errors.Is(err, errNoUSDData) {
t.Errorf("received: %v, expected: %v", err, errNoUSDData)
}
}