mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
* 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
247 lines
4.6 KiB
Go
247 lines
4.6 KiB
Go
package common
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import (
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"errors"
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"fmt"
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"testing"
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gctorder "github.com/thrasher-corp/gocryptotrader/exchanges/order"
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)
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func TestCanTransact(t *testing.T) {
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t.Parallel()
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for _, ti := range []struct {
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side gctorder.Side
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expected bool
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}{
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{
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side: gctorder.UnknownSide,
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expected: false,
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},
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{
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side: gctorder.Buy,
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expected: true,
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},
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{
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side: gctorder.Sell,
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expected: true,
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},
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{
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side: gctorder.Bid,
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expected: true,
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},
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{
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side: gctorder.Ask,
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expected: true,
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},
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{
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// while anyside can work in GCT, it's a no for the backtester
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side: gctorder.AnySide,
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expected: false,
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},
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{
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side: gctorder.Long,
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expected: true,
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},
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{
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side: gctorder.Short,
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expected: true,
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},
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{
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side: gctorder.ClosePosition,
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expected: true,
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},
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{
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side: gctorder.DoNothing,
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expected: false,
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},
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{
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side: gctorder.TransferredFunds,
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expected: false,
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},
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{
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side: gctorder.CouldNotBuy,
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expected: false,
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},
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{
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side: gctorder.CouldNotSell,
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expected: false,
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},
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{
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side: gctorder.CouldNotShort,
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expected: false,
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},
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{
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side: gctorder.CouldNotLong,
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expected: false,
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},
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{
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side: gctorder.CouldNotCloseShort,
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expected: false,
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},
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{
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side: gctorder.CouldNotCloseLong,
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expected: false,
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},
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{
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side: gctorder.MissingData,
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expected: false,
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},
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} {
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t.Run(ti.side.String(), func(t *testing.T) {
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t.Parallel()
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if CanTransact(ti.side) != ti.expected {
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t.Errorf("received '%v' expected '%v'", ti.side, ti.expected)
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}
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})
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}
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}
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func TestDataTypeConversion(t *testing.T) {
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t.Parallel()
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for _, ti := range []struct {
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title string
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dataType string
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want int64
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expectErr bool
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}{
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{
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title: "Candle data type",
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dataType: CandleStr,
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want: DataCandle,
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},
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{
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title: "Trade data type",
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dataType: TradeStr,
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want: DataTrade,
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},
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{
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title: "Unknown data type",
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dataType: "unknown",
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want: 0,
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expectErr: true,
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},
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} {
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t.Run(ti.title, func(t *testing.T) {
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t.Parallel()
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got, err := DataTypeToInt(ti.dataType)
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if ti.expectErr {
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if err == nil {
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t.Error("expected error")
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}
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} else {
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if err != nil || got != ti.want {
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t.Error(fmt.Errorf("%s: expected %d, got %d, err: %v", ti.dataType, ti.want, got, err))
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}
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}
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})
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}
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}
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func TestFitStringToLimit(t *testing.T) {
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t.Parallel()
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for _, ti := range []struct {
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str string
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sep string
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limit int
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expected string
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upper bool
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}{
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{
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str: "good",
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sep: " ",
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limit: 5,
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expected: "GOOD ",
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upper: true,
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},
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{
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str: "negative limit",
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sep: " ",
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limit: -1,
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expected: "negative limit",
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},
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{
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str: "long spacer",
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sep: "--",
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limit: 14,
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expected: "long spacer---",
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},
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{
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str: "zero limit",
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sep: "--",
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limit: 0,
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expected: "",
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},
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{
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str: "over limit",
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sep: "--",
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limit: 6,
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expected: "ove...",
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},
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{
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str: "hi",
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sep: " ",
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limit: 1,
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expected: "h",
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},
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} {
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test := ti
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t.Run(test.str, func(t *testing.T) {
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t.Parallel()
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result := FitStringToLimit(test.str, test.sep, test.limit, test.upper)
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if result != test.expected {
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t.Errorf("received '%v' expected '%v'", result, test.expected)
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}
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})
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}
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}
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func TestLogo(t *testing.T) {
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colourLogo := Logo()
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if colourLogo == "" {
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t.Error("expected a logo")
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}
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PurgeColours()
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if len(colourLogo) == len(Logo()) {
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t.Error("expected logo with colours removed")
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}
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}
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func TestPurgeColours(t *testing.T) {
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PurgeColours()
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if ColourSuccess != "" {
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t.Error("expected purged colour")
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}
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}
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func TestGenerateFileName(t *testing.T) {
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t.Parallel()
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_, err := GenerateFileName("", "")
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if !errors.Is(err, errCannotGenerateFileName) {
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t.Errorf("received '%v' expected '%v'", err, errCannotGenerateFileName)
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}
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_, err = GenerateFileName("hello", "")
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if !errors.Is(err, errCannotGenerateFileName) {
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t.Errorf("received '%v' expected '%v'", err, errCannotGenerateFileName)
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}
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_, err = GenerateFileName("", "moto")
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if !errors.Is(err, errCannotGenerateFileName) {
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t.Errorf("received '%v' expected '%v'", err, errCannotGenerateFileName)
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}
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_, err = GenerateFileName("hello", "moto")
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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name, err := GenerateFileName("......HELL0. + _", "moto.")
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if !errors.Is(err, nil) {
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t.Errorf("received '%v' expected '%v'", err, nil)
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}
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if name != "hell0_.moto" {
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t.Errorf("received '%v' expected '%v'", name, "hell0_.moto")
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}
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}
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