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grid2: inject strategy into user config and run backtest

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This commit is contained in:
c9s 2022-12-06 02:37:33 +08:00
parent d9e230a433
commit 2a22866d55
1 changed files with 43 additions and 3 deletions
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46
pkg/strategy/grid2/strategy_test.go
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@ -258,9 +258,11 @@ func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
func newTestStrategy() *Strategy { func newTestStrategy() *Strategy {
market := types.Market{ market := types.Market{
BaseCurrency: "BTC", BaseCurrency: "BTC",
QuoteCurrency: "USDT", QuoteCurrency: "USDT",
TickSize: number(0.01), TickSize: number(0.01),
PricePrecision: 2,
VolumePrecision: 8,
} }
s := &Strategy{ s := &Strategy{
@ -270,6 +272,8 @@ func newTestStrategy() *Strategy {
UpperPrice: number(20_000), UpperPrice: number(20_000),
LowerPrice: number(10_000), LowerPrice: number(10_000),
GridNum: 10, GridNum: 10,
// QuoteInvestment: number(9000.0),
} }
return s return s
} }
@ -329,6 +333,25 @@ func TestStrategy_calculateProfit(t *testing.T) {
} }
func TestBacktestStrategy(t *testing.T) { func TestBacktestStrategy(t *testing.T) {
market := types.Market{
BaseCurrency: "BTC",
QuoteCurrency: "USDT",
TickSize: number(0.01),
PricePrecision: 2,
VolumePrecision: 8,
}
strategy := &Strategy{
logger: logrus.NewEntry(logrus.New()),
Symbol: "BTCUSDT",
Market: market,
GridProfitStats: newGridProfitStats(market),
UpperPrice: number(60_000),
LowerPrice: number(28_000),
GridNum: 100,
QuoteInvestment: number(9000.0),
}
// TEMPLATE {{{ start backtest
startTime, err := types.ParseLooseFormatTime("2021-06-01") startTime, err := types.ParseLooseFormatTime("2021-06-01")
assert.NoError(t, err) assert.NoError(t, err)
@ -359,6 +382,8 @@ func TestBacktestStrategy(t *testing.T) {
ctx := context.Background() ctx := context.Background()
environ := bbgo.NewEnvironment() environ := bbgo.NewEnvironment()
environ.SetStartTime(startTime.Time())
err = environ.ConfigureDatabaseDriver(ctx, "sqlite3", "../../../data/bbgo_test.sqlite3") err = environ.ConfigureDatabaseDriver(ctx, "sqlite3", "../../../data/bbgo_test.sqlite3")
assert.NoError(t, err) assert.NoError(t, err)
@ -406,4 +431,19 @@ func TestBacktestStrategy(t *testing.T) {
} }
// TODO: add grid2 to the user config and run backtest // TODO: add grid2 to the user config and run backtest
userConfig := &bbgo.Config{
ExchangeStrategies: []bbgo.ExchangeStrategyMount{
{
Mounts: []string{"binance"},
Strategy: strategy,
},
},
}
err = trader.Configure(userConfig)
assert.NoError(t, err)
err = trader.Run(ctx)
assert.NoError(t, err)
// }}}
} }