Files
gocryptotrader/backtester/engine/taskmanager.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

217 lines
5.4 KiB
Go

package engine
import (
"errors"
"fmt"
"github.com/gofrs/uuid"
gctcommon "github.com/thrasher-corp/gocryptotrader/common"
)
var (
errTaskNotFound = errors.New("task not found")
errTaskAlreadyMonitored = errors.New("task already monitored")
errAlreadyRan = errors.New("task already ran")
errTaskHasNotRan = errors.New("task hasn't ran yet")
errTaskIsRunning = errors.New("task is already running")
errCannotClear = errors.New("cannot clear task")
)
// NewTaskManager creates a run manager to allow the backtester to manage multiple strategies
func NewTaskManager() *TaskManager {
return &TaskManager{}
}
// AddTask adds a run to the manager
func (r *TaskManager) AddTask(b *BackTest) error {
if r == nil {
return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
if b == nil {
return fmt.Errorf("%w BackTest", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
for i := range r.tasks {
if r.tasks[i].Equal(b) {
return fmt.Errorf("%w %s %s", errTaskAlreadyMonitored, b.MetaData.ID, b.MetaData.Strategy)
}
}
err := b.SetupMetaData()
if err != nil {
return err
}
r.tasks = append(r.tasks, b)
return nil
}
// List details all strategy tasks
func (r *TaskManager) List() ([]*TaskSummary, error) {
if r == nil {
return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
resp := make([]*TaskSummary, len(r.tasks))
for i := range r.tasks {
sum, err := r.tasks[i].GenerateSummary()
if err != nil {
return nil, err
}
resp[i] = sum
}
return resp, nil
}
// GetSummary returns details about a completed strategy task
func (r *TaskManager) GetSummary(id uuid.UUID) (*TaskSummary, error) {
if r == nil {
return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
for i := range r.tasks {
if !r.tasks[i].MatchesID(id) {
continue
}
return r.tasks[i].GenerateSummary()
}
return nil, fmt.Errorf("%s %w", id, errTaskNotFound)
}
// StopTask stops a strategy task if enabled, this will run CloseAllPositions
func (r *TaskManager) StopTask(id uuid.UUID) error {
if r == nil {
return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
for i := range r.tasks {
switch {
case !r.tasks[i].MatchesID(id):
continue
case r.tasks[i].IsRunning():
return r.tasks[i].Stop()
case r.tasks[i].HasRan():
return fmt.Errorf("%w %v", errAlreadyRan, id)
default:
return fmt.Errorf("%w %v", errTaskHasNotRan, id)
}
}
return fmt.Errorf("%s %w", id, errTaskNotFound)
}
// StopAllTasks stops all running strategies
func (r *TaskManager) StopAllTasks() ([]*TaskSummary, error) {
if r == nil {
return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
resp := make([]*TaskSummary, 0, len(r.tasks))
for i := range r.tasks {
if !r.tasks[i].IsRunning() {
continue
}
err := r.tasks[i].Stop()
if err != nil {
return nil, err
}
sum, err := r.tasks[i].GenerateSummary()
if err != nil {
return nil, err
}
resp = append(resp, sum)
}
return resp, nil
}
// StartTask executes a strategy if found
func (r *TaskManager) StartTask(id uuid.UUID) error {
if r == nil {
return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
for i := range r.tasks {
switch {
case !r.tasks[i].MatchesID(id):
continue
case r.tasks[i].IsRunning():
return fmt.Errorf("%w %v", errTaskIsRunning, id)
case r.tasks[i].HasRan():
return fmt.Errorf("%w %v", errAlreadyRan, id)
default:
return r.tasks[i].ExecuteStrategy(false)
}
}
return fmt.Errorf("%s %w", id, errTaskNotFound)
}
// StartAllTasks executes all strategies
func (r *TaskManager) StartAllTasks() ([]uuid.UUID, error) {
if r == nil {
return nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
executedRuns := make([]uuid.UUID, 0, len(r.tasks))
for i := range r.tasks {
if r.tasks[i].HasRan() {
continue
}
executedRuns = append(executedRuns, r.tasks[i].MetaData.ID)
err := r.tasks[i].ExecuteStrategy(false)
if err != nil {
return nil, err
}
}
return executedRuns, nil
}
// ClearTask removes a run from memory, but only if it is not running
func (r *TaskManager) ClearTask(id uuid.UUID) error {
if r == nil {
return fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
for i := range r.tasks {
if !r.tasks[i].MatchesID(id) {
continue
}
if r.tasks[i].IsRunning() {
return fmt.Errorf("%w %v, currently running. Stop it first", errCannotClear, r.tasks[i].MetaData.ID)
}
r.tasks = append(r.tasks[:i], r.tasks[i+1:]...)
return nil
}
return fmt.Errorf("%s %w", id, errTaskNotFound)
}
// ClearAllTasks removes all tasks from memory, but only if they are not running
func (r *TaskManager) ClearAllTasks() (clearedRuns, remainingRuns []*TaskSummary, err error) {
if r == nil {
return nil, nil, fmt.Errorf("%w TaskManager", gctcommon.ErrNilPointer)
}
r.m.Lock()
defer r.m.Unlock()
for i := 0; i < len(r.tasks); i++ {
var run *TaskSummary
run, err = r.tasks[i].GenerateSummary()
if err != nil {
return nil, nil, err
}
if r.tasks[i].IsRunning() {
remainingRuns = append(remainingRuns, run)
} else {
clearedRuns = append(clearedRuns, run)
r.tasks = append(r.tasks[:i], r.tasks[i+1:]...)
i--
}
}
return clearedRuns, remainingRuns, nil
}