feat(backtesting) include button to export csv (#86)

rodrigo-brito · Jan 22, 2022 · 3cec963 · 3cec963
1 parent f0d2aac
commit 3cec963
Show file tree

Hide file tree

Showing 4 changed files with 368 additions and 3 deletions.
diff --git a/model/order_test.go b/model/order_test.go
@@ -11,7 +11,7 @@ func TestOrder_String(t *testing.T) {
 	order := Order{
 		ID:         1,
 		ExchangeID: 2,
-		Pair:       "BTCUSDT",
+		Pair:       "BNBUSDT",
 		Side:       SideTypeSell,
 		Type:       OrderTypeLimit,
 		Status:     OrderStatusTypeFilled,
@@ -20,5 +20,5 @@ func TestOrder_String(t *testing.T) {
 		CreatedAt:  time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC),
 		UpdatedAt:  time.Date(2020, 1, 1, 0, 0, 0, 0, time.UTC),
 	}
-	require.Equal(t, "[FILLED] SELL BTCUSDT | ID: 1, Type: LIMIT, 1.000000 x $10.000000 (~$10)", order.String())
+	require.Equal(t, "[FILLED] SELL BNBUSDT | ID: 1, Type: LIMIT, 1.000000 x $10.000000 (~$10)", order.String())
 }
diff --git a/plot/assets/chart.html b/plot/assets/chart.html
@@ -89,12 +89,20 @@
       top: 60px;
     }
 
-    ul li {
+    ul {
+      width: 100%;
+    }
+
+    li {
       display: inline-block;
       list-style-type: none;
       padding-right: 20px;
       float: left;
     }
+
+    li:last-child {
+      float: right;
+    }
   </style>
   <body>
     <nav class="menu">
@@ -108,6 +116,12 @@
           >
         </li>
         {{end}}
+        <li>
+          <a
+                  class="btn"
+                  href="/history?pair={{ $.pair }}"
+          >History</a>
+        </li>
       </ul>
     </nav>
     <div id="graph"></div>

diff --git a/plot/chart.go b/plot/chart.go
@@ -1,12 +1,15 @@
 package plot
 
 import (
+	"bytes"
 	"embed"
+	"encoding/csv"
 	"encoding/json"
 	"fmt"
 	"html/template"
 	"net/http"
 	"sort"
+	"strings"
 	"sync"
 	"time"
 
@@ -267,6 +270,18 @@ func (c *Chart) shapesByPair(pair string) []Shape {
 	return shapes
 }
 
+func (c *Chart) orderStringByPair(pair string) [][]string {
+	orders := make([][]string, 0)
+	for id := range c.ordersByPair[pair].Iter() {
+		o := c.orderByID[id]
+		orderString := fmt.Sprintf("%s,%s,%d,%s,%f,%f,%.2f,%s",
+			o.Status, o.Side, o.ID, o.Type, o.Quantity, o.Price, o.Quantity*o.Price, o.CreatedAt)
+		order := strings.Split(orderString, ",")
+		orders = append(orders, order)
+	}
+	return orders
+}
+
 func (c *Chart) handleIndex(w http.ResponseWriter, r *http.Request) {
 	var pairs = make([]string, 0, len(c.candles))
 	for pair := range c.candles {
@@ -326,6 +341,45 @@ func (c *Chart) handleData(w http.ResponseWriter, r *http.Request) {
 	}
 }
 
+func (c *Chart) handleTradingHistoryData(w http.ResponseWriter, r *http.Request) {
+	pair := r.URL.Query().Get("pair")
+	if pair == "" {
+		w.WriteHeader(http.StatusNotFound)
+		return
+	}
+
+	w.Header().Set("Content-type", "text/csv")
+	w.Header().Set("Content-Disposition", "attachment;filename=history_"+pair+".csv")
+	w.Header().Set("Transfer-Encoding", "chunked")
+
+	orders := c.orderStringByPair(pair)
+
+	buffer := bytes.NewBuffer(nil)
+	csvWriter := csv.NewWriter(buffer)
+	err := csvWriter.Write([]string{"status", "side", "id", "type", "quantity", "price", "total", "created_at"})
+	if err != nil {
+		log.Errorf("failed writing header file: %s", err.Error())
+		w.WriteHeader(http.StatusBadRequest)
+		return
+	}
+
+	err = csvWriter.WriteAll(orders)
+	if err != nil {
+		log.Errorf("failed writing data: %s", err.Error())
+		w.WriteHeader(http.StatusBadRequest)
+		return
+	}
+	csvWriter.Flush()
+
+	w.WriteHeader(http.StatusOK)
+	_, err = w.Write(buffer.Bytes())
+	if err != nil {
+		log.Errorf("failed writing response: %s", err.Error())
+		w.WriteHeader(http.StatusBadRequest)
+		return
+	}
+}
+
 func (c *Chart) Start() error {
 	http.Handle(
 		"/assets/",
@@ -337,6 +391,7 @@ func (c *Chart) Start() error {
 		fmt.Fprint(w, c.scriptContent)
 	})
 
+	http.HandleFunc("/history", c.handleTradingHistoryData)
 	http.HandleFunc("/data", c.handleData)
 	http.HandleFunc("/", c.handleIndex)