mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-24 23:16:52 +00:00
7f0faf7850
* all in a days work * cleanup * cleanup for real, also stop it binance.json * minor coverage * adds gateio to the slurry * cleanup of types * verbose verbose verbose verbose verbose verbose * fixes huobi parsing issue * fix bybit contract identification * cleanup * merge fixes * addresses many big problems raised by SHAZ * tracking errors and fixes * funding rate if avail, fixes currency formatting * Addresses nits and sneaks in extra fixes * lint * minor fixes after rebase * better contract splitter for currencies like T-USDT * forgot to add the exchange name like a fool * merge fixes x1 * kucoin, direction, contract size * rn direction, fix kucoin time * WHOOPS * Update exchanges/kucoin/kucoin_wrapper.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * misdirection --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
231 lines
7.7 KiB
Go
231 lines
7.7 KiB
Go
package report
|
|
|
|
import (
|
|
"errors"
|
|
"testing"
|
|
"time"
|
|
|
|
"github.com/shopspring/decimal"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/portfolio"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/statistics"
|
|
evkline "github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/kline"
|
|
"github.com/thrasher-corp/gocryptotrader/backtester/funding"
|
|
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
|
|
"github.com/thrasher-corp/gocryptotrader/currency"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
|
|
"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
|
|
gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline"
|
|
gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
|
|
)
|
|
|
|
func TestCreateUSDTotalsChart(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := createUSDTotalsChart(nil, nil)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
tt := time.Now()
|
|
items := []statistics.ValueAtTime{
|
|
{
|
|
Time: tt,
|
|
Value: decimal.NewFromInt(1337),
|
|
Set: true,
|
|
},
|
|
}
|
|
_, err = createUSDTotalsChart(items, nil)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
stats := []statistics.FundingItemStatistics{
|
|
{
|
|
ReportItem: &funding.ReportItem{
|
|
Snapshots: []funding.ItemSnapshot{
|
|
{
|
|
Time: tt,
|
|
USDValue: decimal.NewFromInt(1337),
|
|
},
|
|
},
|
|
},
|
|
},
|
|
}
|
|
resp, err := createUSDTotalsChart(items, stats)
|
|
if !errors.Is(err, nil) {
|
|
t.Fatalf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(resp.Data) == 0 {
|
|
t.Fatal("expected not nil")
|
|
}
|
|
if resp.Data[0].Name != "Total USD value" {
|
|
t.Error("expected not nil")
|
|
}
|
|
if resp.Data[0].LinePlots[0].Value != 1337 {
|
|
t.Error("expected not nil")
|
|
}
|
|
}
|
|
|
|
func TestCreateHoldingsOverTimeChart(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := createHoldingsOverTimeChart(nil)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
tt := time.Now()
|
|
items := []statistics.FundingItemStatistics{
|
|
{
|
|
ReportItem: &funding.ReportItem{
|
|
Exchange: "hello",
|
|
Asset: asset.Spot,
|
|
Currency: currency.BTC,
|
|
Snapshots: []funding.ItemSnapshot{
|
|
{
|
|
Time: tt,
|
|
Available: decimal.NewFromInt(1337),
|
|
},
|
|
{
|
|
Time: tt,
|
|
},
|
|
},
|
|
},
|
|
},
|
|
}
|
|
resp, err := createHoldingsOverTimeChart(items)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
|
|
if !resp.ShowZeroDisclaimer {
|
|
t.Error("expected ShowZeroDisclaimer")
|
|
}
|
|
}
|
|
|
|
func TestCreatePNLCharts(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := createPNLCharts(nil)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
|
|
tt := time.Now()
|
|
var d Data
|
|
d.Statistics = &statistics.Statistic{}
|
|
d.Statistics.ExchangeAssetPairStatistics = make(map[string]map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange] = make(map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Spot] = make(map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Spot][currency.BTC.Item] = make(map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Spot][currency.BTC.Item][currency.USDT.Item] = &statistics.CurrencyPairStatistic{
|
|
Events: []statistics.DataAtOffset{
|
|
{
|
|
PNL: &portfolio.PNLSummary{
|
|
Result: futures.PNLResult{
|
|
Time: tt,
|
|
UnrealisedPNL: decimal.NewFromInt(1337),
|
|
RealisedPNLBeforeFees: decimal.NewFromInt(1337),
|
|
RealisedPNL: decimal.NewFromInt(1337),
|
|
Price: decimal.NewFromInt(1337),
|
|
Exposure: decimal.NewFromInt(1337),
|
|
Direction: gctorder.Short,
|
|
},
|
|
},
|
|
},
|
|
},
|
|
}
|
|
|
|
err = d.SetKlineData(&gctkline.Item{
|
|
Exchange: testExchange,
|
|
Pair: currency.NewPair(currency.BTC, currency.USDT),
|
|
Asset: asset.Spot,
|
|
Interval: gctkline.OneDay,
|
|
Candles: []gctkline.Candle{
|
|
{
|
|
Time: tt,
|
|
Open: 1336,
|
|
High: 1338,
|
|
Low: 1336,
|
|
Close: 1337,
|
|
Volume: 1337,
|
|
},
|
|
},
|
|
})
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received: %v, expected: %v", err, nil)
|
|
}
|
|
err = d.enhanceCandles()
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received: %v, expected: %v", err, nil)
|
|
}
|
|
|
|
_, err = createPNLCharts(d.Statistics.ExchangeAssetPairStatistics)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
}
|
|
|
|
func TestCreateFuturesSpotDiffChart(t *testing.T) {
|
|
t.Parallel()
|
|
_, err := createFuturesSpotDiffChart(nil)
|
|
if !errors.Is(err, gctcommon.ErrNilPointer) {
|
|
t.Errorf("received '%v' expected '%v'", err, gctcommon.ErrNilPointer)
|
|
}
|
|
|
|
tt := time.Now()
|
|
cp := currency.NewPair(currency.BTC, currency.USD)
|
|
cp2 := currency.NewPair(currency.BTC, currency.DOGE)
|
|
var d Data
|
|
d.Statistics = &statistics.Statistic{}
|
|
d.Statistics.ExchangeAssetPairStatistics = make(map[string]map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange] = make(map[asset.Item]map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Spot] = make(map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Spot][currency.BTC.Item] = make(map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Spot][currency.BTC.Item][currency.USD.Item] = &statistics.CurrencyPairStatistic{
|
|
Currency: cp,
|
|
Events: []statistics.DataAtOffset{
|
|
{
|
|
Time: tt,
|
|
DataEvent: &evkline.Kline{Close: decimal.NewFromInt(1337)},
|
|
PNL: &portfolio.PNLSummary{
|
|
Result: futures.PNLResult{
|
|
Time: tt,
|
|
UnrealisedPNL: decimal.NewFromInt(1337),
|
|
RealisedPNLBeforeFees: decimal.NewFromInt(1337),
|
|
RealisedPNL: decimal.NewFromInt(1337),
|
|
Price: decimal.NewFromInt(1337),
|
|
Exposure: decimal.NewFromInt(1337),
|
|
Direction: gctorder.Buy,
|
|
},
|
|
},
|
|
},
|
|
},
|
|
}
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Futures] = make(map[*currency.Item]map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Futures][currency.BTC.Item] = make(map[*currency.Item]*statistics.CurrencyPairStatistic)
|
|
d.Statistics.ExchangeAssetPairStatistics[testExchange][asset.Futures][currency.BTC.Item][currency.DOGE.Item] = &statistics.CurrencyPairStatistic{
|
|
UnderlyingPair: cp,
|
|
Currency: cp2,
|
|
Events: []statistics.DataAtOffset{
|
|
{
|
|
Time: tt,
|
|
DataEvent: &evkline.Kline{Close: decimal.NewFromInt(1337)},
|
|
PNL: &portfolio.PNLSummary{
|
|
Result: futures.PNLResult{
|
|
Time: tt,
|
|
UnrealisedPNL: decimal.NewFromInt(1337),
|
|
RealisedPNLBeforeFees: decimal.NewFromInt(1337),
|
|
RealisedPNL: decimal.NewFromInt(1337),
|
|
Price: decimal.NewFromInt(1337),
|
|
Exposure: decimal.NewFromInt(1337),
|
|
Direction: gctorder.Short,
|
|
},
|
|
},
|
|
},
|
|
},
|
|
}
|
|
|
|
charty, err := createFuturesSpotDiffChart(d.Statistics.ExchangeAssetPairStatistics)
|
|
if !errors.Is(err, nil) {
|
|
t.Errorf("received '%v' expected '%v'", err, nil)
|
|
}
|
|
if len(charty.Data) == 0 {
|
|
t.Error("expected data")
|
|
}
|
|
}
|