Documentation
¶
Index ¶
- func NautilusMasterGate(reports ...ContractReport) error
- func NautilusMasterGateWithRequirements(required []RequiredCases, reports ...ContractReport) error
- func RunAdapterCapabilitySuite(t *testing.T, cfg AdapterCapabilityConfig)
- func RunVenueContractSuite(t *testing.T, cfg VenueContractConfig)
- type AdapterCapabilityConfig
- type BacktestTester
- type BacktestTesterConfig
- type CacheTester
- type CacheTesterConfig
- type CaseResult
- type CaseStatus
- type ContractReport
- type DataEngineTester
- type DataEngineTesterConfig
- type DataTester
- type DataTesterConfig
- type ExecTester
- type ExecTesterConfig
- type ExecutionEngineTester
- type ExecutionEngineTesterConfig
- type LifecycleTester
- type LifecycleTesterConfig
- type LiveNodeTester
- type LiveNodeTesterConfig
- type NautilusMasterRequirement
- type NautilusMasterTester
- type ParityScoreboard
- func (b *ParityScoreboard) Add(report ContractReport)
- func (b ParityScoreboard) MissingRequired(required ...RequiredCases) []string
- func (b ParityScoreboard) Passed(required ...RequiredCases) bool
- func (b ParityScoreboard) Reports() []ContractReport
- func (b ParityScoreboard) Suite(name string) (ContractReport, bool)
- func (b ParityScoreboard) Summary(required ...RequiredCases) ScoreboardSummary
- type PortfolioTester
- type PortfolioTesterConfig
- type ReconciliationTester
- type ReconciliationTesterConfig
- type RequiredCases
- type RiskTester
- type RiskTesterConfig
- type ScoreboardSummary
- type StrategyTester
- type StrategyTesterConfig
- type VenueContractConfig
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func NautilusMasterGate ¶ added in v1.0.0
func NautilusMasterGate(reports ...ContractReport) error
func NautilusMasterGateWithRequirements ¶ added in v1.0.0
func NautilusMasterGateWithRequirements(required []RequiredCases, reports ...ContractReport) error
func RunAdapterCapabilitySuite ¶ added in v1.0.0
func RunAdapterCapabilitySuite(t *testing.T, cfg AdapterCapabilityConfig)
func RunVenueContractSuite ¶ added in v1.0.0
func RunVenueContractSuite(t *testing.T, cfg VenueContractConfig)
Types ¶
type AdapterCapabilityConfig ¶ added in v1.0.0
type BacktestTester ¶ added in v1.0.0
type BacktestTester struct {
// contains filtered or unexported fields
}
func NewBacktestTester ¶ added in v1.0.0
func NewBacktestTester(cfg BacktestTesterConfig) *BacktestTester
func (*BacktestTester) Run ¶ added in v1.0.0
func (b *BacktestTester) Run(ctx context.Context, t *testing.T) ContractReport
type BacktestTesterConfig ¶ added in v1.0.0
type BacktestTesterConfig struct {
InstrumentID model.InstrumentID
}
type CacheTester ¶ added in v1.0.0
type CacheTester struct {
// contains filtered or unexported fields
}
func NewCacheTester ¶ added in v1.0.0
func NewCacheTester(cfg CacheTesterConfig) *CacheTester
func (*CacheTester) Run ¶ added in v1.0.0
func (c *CacheTester) Run(_ context.Context, t *testing.T) ContractReport
type CacheTesterConfig ¶ added in v1.0.0
type CaseResult ¶ added in v1.0.0
type CaseResult struct {
ID string
Name string
Status CaseStatus
Error string
}
type CaseStatus ¶ added in v1.0.0
type CaseStatus string
const ( CasePassed CaseStatus = "passed" CaseFailed CaseStatus = "failed" CaseSkipped CaseStatus = "skipped" )
type ContractReport ¶ added in v1.0.0
type ContractReport struct {
Suite string
Cases []CaseResult
}
func AdapterCapabilityReport ¶ added in v1.0.0
func AdapterCapabilityReport(t *testing.T, adapter venue.Adapter) ContractReport
func (ContractReport) AllPassed ¶ added in v1.0.0
func (r ContractReport) AllPassed() bool
func (ContractReport) Passed ¶ added in v1.0.0
func (r ContractReport) Passed() bool
func (ContractReport) RequiredPassed ¶ added in v1.0.0
func (r ContractReport) RequiredPassed(ids ...string) bool
type DataEngineTester ¶ added in v1.0.0
type DataEngineTester struct {
// contains filtered or unexported fields
}
func NewDataEngineTester ¶ added in v1.0.0
func NewDataEngineTester(cfg DataEngineTesterConfig) *DataEngineTester
func (*DataEngineTester) Run ¶ added in v1.0.0
func (d *DataEngineTester) Run(ctx context.Context, t *testing.T) ContractReport
type DataEngineTesterConfig ¶ added in v1.0.0
type DataEngineTesterConfig struct {
InstrumentID model.InstrumentID
}
type DataTester ¶ added in v1.0.0
type DataTester struct {
// contains filtered or unexported fields
}
func NewDataTester ¶ added in v1.0.0
func NewDataTester(cfg DataTesterConfig) *DataTester
func (*DataTester) Run ¶ added in v1.0.0
func (d *DataTester) Run(ctx context.Context, t *testing.T) ContractReport
type DataTesterConfig ¶ added in v1.0.0
type DataTesterConfig struct {
Provider venue.InstrumentProvider
Data venue.DataClient
InstrumentID model.InstrumentID
}
type ExecTester ¶ added in v1.0.0
type ExecTester struct {
// contains filtered or unexported fields
}
func NewExecTester ¶ added in v1.0.0
func NewExecTester(cfg ExecTesterConfig) *ExecTester
func (*ExecTester) Run ¶ added in v1.0.0
func (e *ExecTester) Run(ctx context.Context, t *testing.T) ContractReport
type ExecTesterConfig ¶ added in v1.0.0
type ExecTesterConfig struct {
Execution venue.ExecutionClient
InstrumentID model.InstrumentID
}
type ExecutionEngineTester ¶ added in v1.0.0
type ExecutionEngineTester struct {
// contains filtered or unexported fields
}
func NewExecutionEngineTester ¶ added in v1.0.0
func NewExecutionEngineTester(cfg ExecutionEngineTesterConfig) *ExecutionEngineTester
func (*ExecutionEngineTester) Run ¶ added in v1.0.0
func (e *ExecutionEngineTester) Run(ctx context.Context, t *testing.T) ContractReport
type ExecutionEngineTesterConfig ¶ added in v1.0.0
type ExecutionEngineTesterConfig struct{}
type LifecycleTester ¶ added in v1.0.0
type LifecycleTester struct {
// contains filtered or unexported fields
}
func NewLifecycleTester ¶ added in v1.0.0
func NewLifecycleTester(cfg LifecycleTesterConfig) *LifecycleTester
func (*LifecycleTester) Run ¶ added in v1.0.0
func (l *LifecycleTester) Run(_ context.Context, t *testing.T) ContractReport
type LifecycleTesterConfig ¶ added in v1.0.0
type LifecycleTesterConfig struct{}
type LiveNodeTester ¶ added in v1.0.0
type LiveNodeTester struct {
// contains filtered or unexported fields
}
func NewLiveNodeTester ¶ added in v1.0.0
func NewLiveNodeTester(cfg LiveNodeTesterConfig) *LiveNodeTester
func (*LiveNodeTester) Run ¶ added in v1.0.0
func (l *LiveNodeTester) Run(ctx context.Context, t *testing.T) ContractReport
type LiveNodeTesterConfig ¶ added in v1.0.0
type LiveNodeTesterConfig struct {
InstrumentID model.InstrumentID
}
type NautilusMasterRequirement ¶ added in v1.0.0
type NautilusMasterRequirement struct {
Suite string
Domain string
Points int
GoPackage string
ReportSource string
CaseIDs []string
ScenarioIDs []string
}
func NautilusMasterRequirements ¶ added in v1.0.0
func NautilusMasterRequirements() []NautilusMasterRequirement
type NautilusMasterTester ¶ added in v1.0.0
type NautilusMasterTester struct {
// contains filtered or unexported fields
}
func NewNautilusMasterTester ¶ added in v1.0.0
func NewNautilusMasterTester() NautilusMasterTester
func (NautilusMasterTester) Run ¶ added in v1.0.0
func (n NautilusMasterTester) Run(t *testing.T) ContractReport
type ParityScoreboard ¶ added in v1.0.0
type ParityScoreboard struct {
// contains filtered or unexported fields
}
func NewParityScoreboard ¶ added in v1.0.0
func NewParityScoreboard(reports ...ContractReport) ParityScoreboard
func (*ParityScoreboard) Add ¶ added in v1.0.0
func (b *ParityScoreboard) Add(report ContractReport)
func (ParityScoreboard) MissingRequired ¶ added in v1.0.0
func (b ParityScoreboard) MissingRequired(required ...RequiredCases) []string
func (ParityScoreboard) Passed ¶ added in v1.0.0
func (b ParityScoreboard) Passed(required ...RequiredCases) bool
func (ParityScoreboard) Reports ¶ added in v1.0.0
func (b ParityScoreboard) Reports() []ContractReport
func (ParityScoreboard) Suite ¶ added in v1.0.0
func (b ParityScoreboard) Suite(name string) (ContractReport, bool)
func (ParityScoreboard) Summary ¶ added in v1.0.0
func (b ParityScoreboard) Summary(required ...RequiredCases) ScoreboardSummary
type PortfolioTester ¶ added in v1.0.0
type PortfolioTester struct {
// contains filtered or unexported fields
}
func NewPortfolioTester ¶ added in v1.0.0
func NewPortfolioTester(cfg PortfolioTesterConfig) *PortfolioTester
func (*PortfolioTester) Run ¶ added in v1.0.0
func (p *PortfolioTester) Run(ctx context.Context, t *testing.T) ContractReport
type PortfolioTesterConfig ¶ added in v1.0.0
type PortfolioTesterConfig struct {
Portfolio *portfolio.Portfolio
Cache *cache.Cache
AccountID model.AccountID
InstrumentID model.InstrumentID
ShortInstrumentID model.InstrumentID
XRateInstrumentID model.InstrumentID
MarkPrice decimal.Decimal
}
type ReconciliationTester ¶ added in v1.0.0
type ReconciliationTester struct {
// contains filtered or unexported fields
}
func NewReconciliationTester ¶ added in v1.0.0
func NewReconciliationTester(cfg ReconciliationTesterConfig) *ReconciliationTester
func (*ReconciliationTester) Run ¶ added in v1.0.0
func (r *ReconciliationTester) Run(ctx context.Context, t *testing.T) ContractReport
type ReconciliationTesterConfig ¶ added in v1.0.0
type RequiredCases ¶ added in v1.0.0
func NautilusMasterRequiredCases ¶ added in v1.0.0
func NautilusMasterRequiredCases() []RequiredCases
func NautilusParityRequirements ¶ added in v1.0.0
func NautilusParityRequirements() []RequiredCases
type RiskTester ¶ added in v1.0.0
type RiskTester struct {
// contains filtered or unexported fields
}
func NewRiskTester ¶ added in v1.0.0
func NewRiskTester(cfg RiskTesterConfig) *RiskTester
func (*RiskTester) Run ¶ added in v1.0.0
func (r *RiskTester) Run(ctx context.Context, t *testing.T) ContractReport
type RiskTesterConfig ¶ added in v1.0.0
type RiskTesterConfig struct {
Engine *risk.Engine
OrderNotionalOnlyEngine *risk.Engine
MarginEngine *risk.Engine
OpenOrderEngine *risk.Engine
OpenOrderMarginEngine *risk.Engine
BaseCurrencyEngine *risk.Engine
AccountID model.AccountID
InstrumentID model.InstrumentID
QuoteOnlyInstrumentID model.InstrumentID
UnpricedInstrumentID model.InstrumentID
MarginInstrumentID model.InstrumentID
OpenOrderInstrumentID model.InstrumentID
BaseCurrencyInstrumentID model.InstrumentID
}
type ScoreboardSummary ¶ added in v1.0.0
type StrategyTester ¶ added in v1.0.0
type StrategyTester struct {
// contains filtered or unexported fields
}
func NewStrategyTester ¶ added in v1.0.0
func NewStrategyTester(cfg StrategyTesterConfig) *StrategyTester
func (*StrategyTester) Run ¶ added in v1.0.0
func (s *StrategyTester) Run(ctx context.Context, t *testing.T) ContractReport
type StrategyTesterConfig ¶ added in v1.0.0
type StrategyTesterConfig struct{}
type VenueContractConfig ¶ added in v1.0.0
type VenueContractConfig struct {
Provider venue.InstrumentProvider
Data venue.DataClient
Execution venue.ExecutionClient
InstrumentID model.InstrumentID
Capabilities venue.DeclaredCapabilities
RequirePrivateStream bool
ExpectedMakerFee decimal.Decimal
ExpectedTakerFee decimal.Decimal
ExpectedMarginInit decimal.Decimal
ExpectedMarginMaint decimal.Decimal
}
Source Files
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