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test

etomic
jl777 8 years ago
parent
2010fa2cbc
commit
b53aabf8d4
3 changed files with 44 additions and 31 deletions
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  1. 54
      basilisk/tradebots_liquidity.c
  2. 11
      iguana/tests/arbinit
  3. 10
      iguana/tests/arbnxt

54
basilisk/tradebots_liquidity.c
View File

@ -69,27 +69,6 @@ struct tradebot_arbpair *tradebot_arbpair_find(char *base,char *rel)
return(0);
}
struct tradebot_arbpair *tradebot_arbpair_create(char *base,char *rel)
{
struct tradebot_arbpair *pair; char fname[1024];
if ( Tradebot_numarbpairs < sizeof(Arbpairs)/sizeof(*Arbpairs) )
{
printf("new pair.%d (%s/%s)\n",Tradebot_numarbpairs,base,rel);
pair = &Arbpairs[Tradebot_numarbpairs++];
strcpy(pair->rel,rel);
strcpy(pair->base,base);
if ( strcmp(base,"NXT") == 0 && strcmp(rel,"BTC") == 0 )
Pair_NXTBTC = pair, printf("Pair_NXTBTC <- %p\n",pair);
else if ( strcmp(base,"BTC") == 0 && strcmp(rel,"USD") == 0 )
Pair_BTCUSD = pair;
else if ( strcmp(base,"BTC") == 0 && strcmp(rel,"CNY") == 0 )
Pair_BTCCNY = pair;
sprintf(fname,"SVM/rawfeatures/%s_%s",base,rel);
pair->fp = OS_appendfile(fname);
return(pair);
} else return(0);
}
int32_t tradebots_calcrawfeatures(struct tradebot_arbpair *pair)
{
int32_t starti,i,n = 0; double ave; uint32_t timestamp;
@ -155,6 +134,37 @@ uint32_t tradebots_featureset(double *highbidp,double *lowaskp,double *avep,doub
return(timestamp);
}
struct tradebot_arbpair *tradebot_arbpair_create(char *base,char *rel)
{
struct tradebot_arbpair *pair; char fname[1024]; double ave;
if ( Tradebot_numarbpairs < sizeof(Arbpairs)/sizeof(*Arbpairs) )
{
printf("new pair.%d (%s/%s)\n",Tradebot_numarbpairs,base,rel);
pair = &Arbpairs[Tradebot_numarbpairs++];
strcpy(pair->rel,rel);
strcpy(pair->base,base);
if ( strcmp(base,"NXT") == 0 && strcmp(rel,"BTC") == 0 )
Pair_NXTBTC = pair, printf("Pair_NXTBTC <- %p\n",pair);
else if ( strcmp(base,"BTC") == 0 && strcmp(rel,"USD") == 0 )
Pair_BTCUSD = pair;
else if ( strcmp(base,"BTC") == 0 && strcmp(rel,"CNY") == 0 )
Pair_BTCCNY = pair;
sprintf(fname,"SVM/rawfeatures/%s_%s",base,rel);
pair->fp = OS_appendfile(fname);
if ( (ftell(pair->fp) % sizeof(pair->rawfeatures)) != 0 )
{
printf("misalinged rawfeatures %ld %ld\n",ftell(pair->fp),(ftell(pair->fp) % sizeof(pair->rawfeatures)));
}
fseek(pair->fp,(ftell(pair->fp) / sizeof(pair->rawfeatures)) * sizeof(pair->rawfeatures) - sizeof(pair->rawfeatures),SEEK_SET);
if ( fread(pair->rawfeatures,1,sizeof(pair->rawfeatures),pair->fp) == sizeof(pair->rawfeatures) )
{
pair->lasttime = tradebots_featureset(&pair->highbid,&pair->lowask,&ave,&pair->hblavolume,pair->bidaves,pair->askaves,pair->bidslopes,pair->askslopes,pair->rawfeatures);
printf("%s/%s [%.8f %.8f] %u\n",pair->base,pair->rel,pair->highbid,pair->lowask,pair->lasttime);
}
return(pair);
} else return(0);
}
int32_t tradebots_expandrawfeatures(double *svmfeatures,float *rawfeatures,uint32_t reftimestamp,float *refrawfeatures)
{
double factor,highbid,lowask,ave,vol,bidaves[TRADEBOTS_NUMDECAYS],askaves[TRADEBOTS_NUMDECAYS],bidslopes[TRADEBOTS_NUMDECAYS],askslopes[TRADEBOTS_NUMDECAYS];
@ -357,6 +367,8 @@ void tradebots_calcanswers(struct tradebot_arbpair *pair)
}
if ( iter == 0 )
{
if ( hblas == 0 )
break;
highbid = hblas[0];
lowask = hblas[1];
for (i=1; i<maxi; i++)

11
iguana/tests/arbinit
View File

@ -1,5 +1,16 @@
#!/bin/bash
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"amlp\"}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"coinbase\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"lakebtc\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"quadriga\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"btcd\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"bitstamp\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"CNY\",\"profit\":0.004,\"exchange\":\"huobi\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"CNY\",\"profit\":0.004,\"exchange\":\"btc38\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"amlp\"}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTCD\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTCD\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"CLOAK\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"

10
iguana/tests/arbnxt
View File

@ -13,14 +13,4 @@ curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SHARK\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BOTS\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"MGW\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NXT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"coinbase\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"lakebtc\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"quadriga\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"btcd\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"bitstamp\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"CNY\",\"profit\":0.004,\"exchange\":\"huobi\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"CNY\",\"profit\":0.004,\"exchange\":\"btc38\"}}"

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