mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 15:09:42 +00:00
f929b4d51e
* implements futures functions and GRPC functions on new branch * lint and test fixes * Fix uneven split pnl. Adds collateral weight test. docs. New clear func * Test protection if someone has zero collateral * Uses string instead of double for accuracy * Fixes old code panic * context, match, docs * Addresses Shazniterinos, var names, expanded tests * Returns subaccount name, provides USD values when offlinecalc * Fixes oopsie * Fixes cool bug which allowed made up subaccount results * Subaccount override on FTX, subaccount results for collateral * Strenghten collateral account info checks. Improve FTX test * English is my first language * Fixes oopsies * Adds some conceptual futures order details to track PNL * Initial design of future order processing in the backtester * Introduces futures concept for collateral and spot/futures config diffs * Fixes most tests * Simple designs for collateral funding pair concept * Expands interface use so much it hurts * Implements more collateral interfaces * Adds liquidation, adds strategy, struggles with Binance * Attempts at getting FTX to work * Adds calculatePNL as a wrapper function and adds an `IsFutures` asset check * Successfully loads backtester with collateral currency * Fails to really get much going for supporting futures * Merges master changes * Fleshes out how FTX processes collateral * Further FTX collateral workings * hooks up more ftx collateral and pnl calculations * more funcs to flesh out handling * Adds more links, just can't fit the pieces together :( * Greatly expands futures order processing * Fleshes out position tracker to also handle asset and exchange +testing * RM linkedOrderID. rn positioncontroller, unexport * Successfully tracks futures order positions * Fails to calculate PNL * Calculates pnl from orders accurately with exception to flipping orders * Calculates PNL from orders * Adds another controller layer to make it ez from orderstore * Backtester now compiles. Adds test coverage * labels things add scaling collateral test * Calculates pnl in line with fees * Mostly accurate PNL, with exception to appending with diff prices * Adds locks, adds rpc function * grpc implementations * Gracefully handles rpc function * beautiful tests! * rejiggles tests to polish * Finishes FTX testing, adds comments * Exposes collateral calculations to rpc * Adds commands and testing for rpcserver.go functions * Increase testing and fix up backtester code * Returns cool changes to original branch * end of day fixes * Fixing some tests * Fixing tests 🎉 * Fixes all the tests * Splits the backtester setup and running into different files * Merge, minor fixes * Messing with some strategy updates * Failed understanding at collateral usage * Begins the creation of cash and carry strategy * Adds underlying pair, adds filldependentevent for futures * Completes fill prerequsite event implementation. Can't short though * Some bug fixes * investigating funds * CAN NOW CREATE A SHORT ORDER * Minor change in short size * Fixes for unrealised PNL & collateral rendering * Fixes lint and tests * Adds some verbosity * Updates to pnl calc * Tracks pnl for short orders, minor update to strategy * Close and open event based on conditions * Adds pnl data for currency statistics * Working through PNL calculation automatically. Now panics * Adds tracking, is blocked from design * Work to flesh out closing a position * vain attempts at tracking zeroing out bugs * woww, super fun new subloggers 🎉 * Begins attempt at automatically handling contracts and collateral based on direction * Merge master + fixes * Investigating issues with pnl and holdings * Minor pnl fixes * Fixes future position sizing, needs contract sizing * Can render pnl results, focussing on funding statistics * tracking candles for futures, but why not btc * Improves funding statistics * Colours and stats * Fixes collateral and snapshot bugs * Completes test * Fixes totals bug * Fix double buy, expand stats, fixes usd totals, introduce interface * Begins report formatting and calculations * Appends pnl to receiving curr. Fixes map[time]. accurate USD * Improves report output rendering * PNL stats in report. New tests for futures * Fixes existing tests before adding new coverage * Test coverage * Completes portfolio coverage * Increase coverage exchange, portfolio. fix size bug. NEW CHART * WHAT IS GOING ON WITH PNL * Fixes PNL calculation. Adds ability to skip om futures tracking * minor commit before merge * Adds basic liquidation to backtester * Changes liquidation to order based * Liquidationnnnnn * Further fleshes out liquidations * Completes liquidations in a honorable manner. Adds AppendReasonf * Beginnings of spot futures gap chart. Needs to link currencies to render difference * Removes fake liquidation. Adds cool new chart * Fixes somet tests,allows for zero fee value v nil distinction,New tests * Some annoying test fixes that took too long * portfolio coverage * holding coverage, privatisation funding * Testwork * boring tests * engine coverage * More backtesting coverage * Funding, strategy, report test coverage * Completes coverage of report package * Documentation, fixes some assumptions on asset errors * Changes before master merge * Lint and Tests * defaults to non-coloured rendering * Chart rendering * Fixes surprise non-local-lints * Niterinos to the extremeos * Fixes merge problems * The linter splintered across the glinting plinths * Many nits addressed. Now sells spot position on final candle * Adds forgotten coverage * Adds ability to size futures contracts to match spot positions. * fixes order sell sizing * Adds tests to sizing. Fixes charting issue * clint splintered the linters with flint * Improves stats, stat rendering * minifix * Fixes tests and fee bug * Merge fixeroos * Microfixes * Updates orderPNL on first Correctly utilises fees. Adds committed funds * New base funcs. New order summary * Fun test updates * Fix logo colouring * Fixes niteroonies * Fix report * BAD COMMIT * Fixes funding issues.Updates default fee rates.Combines cashcarry case * doc regen * Now returns err * Fixes sizing bug issue introduced in PR * Fixes fun fee/total US value bug * Fix chart bug. Show log charts with disclaimer * sellside fee * fixes fee and slippage view * Fixed slippage price issue * Fixes calculation and removes rendering * Fixes stats and some rendering * Merge fix * Fixes merge issues * go mod tidy, lint updates * New linter attempt * Version bump in appveyor and makefile * Regex filename, config fixes, template h2 fixes * Removes bad stats. * neatens config builder. Moves filename generator * Fixes issue where linter wants to fix my spelling * Fixes pointers and starts
69 lines
1.7 KiB
Makefile
69 lines
1.7 KiB
Makefile
LDFLAGS = -ldflags "-w -s"
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GCTPKG = github.com/thrasher-corp/gocryptotrader
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LINTPKG = github.com/golangci/golangci-lint/cmd/golangci-lint@v1.46.2
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LINTBIN = $(GOPATH)/bin/golangci-lint
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GCTLISTENPORT=9050
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GCTPROFILERLISTENPORT=8085
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CRON = $(TRAVIS_EVENT_TYPE)
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DRIVER ?= psql
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RACE_FLAG := $(if $(NO_RACE_TEST),,-race)
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CONFIG_FLAG = $(if $(CONFIG),-config $(CONFIG),)
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.PHONY: get linter check test build install update_deps
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all: check build
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get:
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go install $(GCTPKG)
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linter:
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go install $(GCTPKG)
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go install $(LINTPKG)
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test -z "$$($(LINTBIN) run --verbose | tee /dev/stderr)"
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check: linter test
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test:
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ifeq ($(CRON), cron)
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go test $(RACE_FLAG) -tags=mock_test_off -coverprofile=coverage.txt -covermode=atomic ./...
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else
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go test $(RACE_FLAG) -coverprofile=coverage.txt -covermode=atomic ./...
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endif
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build:
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go build $(LDFLAGS)
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install:
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go install $(LDFLAGS)
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fmt:
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gofmt -l -w -s $(shell find . -type f -name '*.go')
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update_deps:
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go mod verify
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go mod tidy
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rm -rf vendor
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go mod vendor
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.PHONY: profile_heap
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profile_heap:
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go tool pprof -http "localhost:$(GCTPROFILERLISTENPORT)" 'http://localhost:$(GCTLISTENPORT)/debug/pprof/heap'
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.PHONY: profile_cpu
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profile_cpu:
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go tool pprof -http "localhost:$(GCTPROFILERLISTENPORT)" 'http://localhost:$(GCTLISTENPORT)/debug/pprof/profile'
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.PHONY: gen_db_models
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gen_db_models: target/sqlboiler.json
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ifeq ($(DRIVER), psql)
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sqlboiler -c $< -o database/models/postgres -p postgres --no-auto-timestamps --wipe $(DRIVER)
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else ifeq ($(DRIVER), sqlite3)
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sqlboiler -c $< -o database/models/sqlite3 -p sqlite3 --no-auto-timestamps --wipe $(DRIVER)
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else
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$(error Driver '$(DRIVER)' not supported)
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endif
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target/sqlboiler.json:
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mkdir -p $(@D)
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go run ./cmd/gen_sqlboiler_config/main.go $(CONFIG_FLAG) -outdir $(@D)
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