mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* 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>
443 lines
11 KiB
Go
443 lines
11 KiB
Go
package engine
|
|
|
|
import (
|
|
"errors"
|
|
"testing"
|
|
"time"
|
|
|
|
"github.com/gofrs/uuid"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/data"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/eventholder"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/strategies/binancecashandcarry"
|
|
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
|
|
)
|
|
|
|
func TestSetupRunManager(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
if rm == nil {
|
|
t.Errorf("received '%v' expected '%v'", rm, "&TaskManager{}")
|
|
}
|
|
}
|
|
|
|
func TestAddRun(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
err := rm.AddTask(nil)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
|
|
bt := &BackTest{}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if bt.MetaData.ID.IsNil() {
|
|
t.Errorf("received '%v' expected '%v'", bt.MetaData.ID, "a random ID")
|
|
}
|
|
if len(rm.tasks) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(rm.tasks), 1)
|
|
}
|
|
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, errTaskAlreadyMonitored) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskAlreadyMonitored)
|
|
}
|
|
if len(rm.tasks) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(rm.tasks), 1)
|
|
}
|
|
|
|
rm = nil
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestGetSummary(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
id, err := uuid.NewV4()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
_, err = rm.GetSummary(id)
|
|
if !errors.Is(err, errTaskNotFound) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
Statistic: &statistics.Statistic{},
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
sum, err := rm.GetSummary(bt.MetaData.ID)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if sum.MetaData.ID != bt.MetaData.ID {
|
|
t.Errorf("received '%v' expected '%v'", sum.MetaData.ID, bt.MetaData.ID)
|
|
}
|
|
|
|
rm = nil
|
|
_, err = rm.GetSummary(id)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestList(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
list, err := rm.List()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(list) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(list), 0)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
Statistic: &statistics.Statistic{},
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
list, err = rm.List()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(list) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(list), 1)
|
|
}
|
|
|
|
rm = nil
|
|
_, err = rm.List()
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestStopRun(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
list, err := rm.List()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(list) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(list), 0)
|
|
}
|
|
|
|
id, err := uuid.NewV4()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = rm.StopTask(id)
|
|
if !errors.Is(err, errTaskNotFound) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &fakeStrat{},
|
|
Statistic: &fakeStats{},
|
|
Reports: &fakeReport{},
|
|
shutdown: make(chan struct{}),
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
err = rm.StopTask(bt.MetaData.ID)
|
|
if !errors.Is(err, errTaskHasNotRan) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskHasNotRan)
|
|
}
|
|
|
|
bt.m.Lock()
|
|
bt.MetaData.DateStarted = time.Now()
|
|
bt.m.Unlock()
|
|
err = rm.StopTask(bt.MetaData.ID)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
err = rm.StopTask(bt.MetaData.ID)
|
|
if !errors.Is(err, errAlreadyRan) {
|
|
t.Errorf("received '%v' expected '%v'", err, errAlreadyRan)
|
|
}
|
|
|
|
rm = nil
|
|
err = rm.StopTask(id)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestStopAllRuns(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
stoppedRuns, err := rm.StopAllTasks()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(stoppedRuns) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(stoppedRuns), 0)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
Statistic: &fakeStats{},
|
|
Reports: &fakeReport{},
|
|
shutdown: make(chan struct{}),
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
bt.m.Lock()
|
|
bt.MetaData.DateStarted = time.Now()
|
|
bt.m.Unlock()
|
|
stoppedRuns, err = rm.StopAllTasks()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(stoppedRuns) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(stoppedRuns), 1)
|
|
}
|
|
|
|
rm = nil
|
|
_, err = rm.StopAllTasks()
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestStartRun(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
list, err := rm.List()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(list) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(list), 0)
|
|
}
|
|
|
|
id, err := uuid.NewV4()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = rm.StartTask(id)
|
|
if !errors.Is(err, errTaskNotFound) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
EventQueue: &eventholder.Holder{},
|
|
DataHolder: &data.HandlerHolder{},
|
|
Statistic: &statistics.Statistic{},
|
|
shutdown: make(chan struct{}),
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = rm.StartTask(bt.MetaData.ID)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
err = rm.StartTask(bt.MetaData.ID)
|
|
if !errors.Is(err, errTaskIsRunning) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskIsRunning)
|
|
}
|
|
bt.m.Lock()
|
|
bt.MetaData.DateEnded = time.Now()
|
|
bt.MetaData.Closed = true
|
|
bt.shutdown = make(chan struct{})
|
|
bt.m.Unlock()
|
|
|
|
err = rm.StartTask(bt.MetaData.ID)
|
|
if !errors.Is(err, errAlreadyRan) {
|
|
t.Errorf("received '%v' expected '%v'", err, errAlreadyRan)
|
|
}
|
|
|
|
rm = nil
|
|
err = rm.StartTask(id)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestStartAllRuns(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
startedRuns, err := rm.StartAllTasks()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(startedRuns) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(startedRuns), 0)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
EventQueue: &eventholder.Holder{},
|
|
DataHolder: &data.HandlerHolder{},
|
|
Statistic: &statistics.Statistic{},
|
|
shutdown: make(chan struct{}),
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
startedRuns, err = rm.StartAllTasks()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(startedRuns) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(startedRuns), 1)
|
|
}
|
|
|
|
rm = nil
|
|
_, err = rm.StartAllTasks()
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestClearRun(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
|
|
id, err := uuid.NewV4()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
err = rm.ClearTask(id)
|
|
if !errors.Is(err, errTaskNotFound) {
|
|
t.Errorf("received '%v' expected '%v'", err, errTaskNotFound)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
EventQueue: &eventholder.Holder{},
|
|
DataHolder: &data.HandlerHolder{},
|
|
Statistic: &statistics.Statistic{},
|
|
shutdown: make(chan struct{}),
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
bt.m.Lock()
|
|
bt.MetaData.DateStarted = time.Now()
|
|
bt.m.Unlock()
|
|
err = rm.ClearTask(bt.MetaData.ID)
|
|
if !errors.Is(err, errCannotClear) {
|
|
t.Errorf("received '%v' expected '%v'", err, errCannotClear)
|
|
}
|
|
|
|
bt.m.Lock()
|
|
bt.MetaData.DateStarted = time.Time{}
|
|
bt.m.Unlock()
|
|
err = rm.ClearTask(bt.MetaData.ID)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
list, err := rm.List()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(list) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(list), 0)
|
|
}
|
|
|
|
rm = nil
|
|
err = rm.ClearTask(id)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|
|
|
|
func TestClearAllRuns(t *testing.T) {
|
|
t.Parallel()
|
|
rm := NewTaskManager()
|
|
|
|
clearedRuns, remainingRuns, err := rm.ClearAllTasks()
|
|
if len(clearedRuns) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(clearedRuns), 0)
|
|
}
|
|
if len(remainingRuns) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(remainingRuns), 0)
|
|
}
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
bt := &BackTest{
|
|
Strategy: &binancecashandcarry.Strategy{},
|
|
EventQueue: &eventholder.Holder{},
|
|
DataHolder: &data.HandlerHolder{},
|
|
Statistic: &statistics.Statistic{},
|
|
shutdown: make(chan struct{}),
|
|
}
|
|
err = rm.AddTask(bt)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
bt.m.Lock()
|
|
bt.MetaData.DateStarted = time.Now()
|
|
bt.m.Unlock()
|
|
clearedRuns, remainingRuns, err = rm.ClearAllTasks()
|
|
if len(clearedRuns) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(clearedRuns), 0)
|
|
}
|
|
if len(remainingRuns) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(remainingRuns), 1)
|
|
}
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
bt.m.Lock()
|
|
bt.MetaData.DateStarted = time.Time{}
|
|
bt.m.Unlock()
|
|
clearedRuns, remainingRuns, err = rm.ClearAllTasks()
|
|
if len(clearedRuns) != 1 {
|
|
t.Errorf("received '%v' expected '%v'", len(clearedRuns), 1)
|
|
}
|
|
if len(remainingRuns) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(remainingRuns), 0)
|
|
}
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
list, err := rm.List()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(list) != 0 {
|
|
t.Errorf("received '%v' expected '%v'", len(list), 0)
|
|
}
|
|
|
|
rm = nil
|
|
_, _, err = rm.ClearAllTasks()
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
}
|