89 lines
2.3 KiB
Go
89 lines
2.3 KiB
Go
package cmd
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import (
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"encoding/json"
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"fmt"
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"os"
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"os/signal"
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"path/filepath"
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"syscall"
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"time"
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"git.qtrade.icu/coin-quant/base/common"
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"git.qtrade.icu/coin-quant/trade/pkg/ctl"
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"git.qtrade.icu/coin-quant/trade/pkg/report"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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)
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// tradeCmd represents the trade command
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var tradeCmd = &cobra.Command{
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Use: "trade",
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Short: "trade with script",
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Long: `trade with script`,
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Run: runTrade,
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}
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var (
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recentDay int
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)
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func init() {
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rootCmd.AddCommand(tradeCmd)
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tradeCmd.PersistentFlags().StringVar(&scriptFile, "script", "", "script file to backtest")
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tradeCmd.PersistentFlags().StringVarP(&rptFile, "report", "o", "report.html", "output report html file path")
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tradeCmd.PersistentFlags().StringVarP(&binSize, "binSize", "b", "1m", "binSize: 1m,5m,15m,1h,1d")
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tradeCmd.PersistentFlags().StringVar(&symbol, "symbol", "XBTUSD", "symbol")
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tradeCmd.PersistentFlags().StringVar(&exchangeName, "exchange", "bitmex", "exchage name, only support bitmex current now")
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tradeCmd.PersistentFlags().IntVarP(&recentDay, "recent", "r", 1, "load recent (n) day datas,default 1")
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tradeCmd.PersistentFlags().StringVar(¶m, "param", "", "param json string")
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}
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func runTrade(cmd *cobra.Command, args []string) {
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if scriptFile == "" {
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log.Fatal("strategy file can't be empty")
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return
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}
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var gracefulStop = make(chan os.Signal)
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signal.Notify(gracefulStop, syscall.SIGTERM)
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signal.Notify(gracefulStop, syscall.SIGINT)
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real, err := ctl.NewTrade(exchangeName, symbol)
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if recentDay != 0 {
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real.SetLoadRecent(time.Duration(recentDay) * time.Hour * 24)
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}
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r := report.NewReportSimple()
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real.SetReporter(r)
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paramData := make(map[string]interface{})
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if param != "" {
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err = json.Unmarshal([]byte(param), ¶mData)
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if err != nil {
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log.Fatal("param error:", err.Error())
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}
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}
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err = real.AddScript(filepath.Base(scriptFile), scriptFile, param)
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if err != nil {
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fmt.Println("AddScript failed:", err.Error())
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return
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}
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// real.SetScript(scriptFile)
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go func() {
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sig := <-gracefulStop
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fmt.Printf("caught sig: %+v", sig)
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real.Stop()
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}()
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err = real.Start()
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if err != nil {
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log.Fatal("trade error:", err.Error())
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}
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real.Wait()
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fmt.Println("begin to geneate report to ", rptFile)
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err = r.GenRPT(rptFile)
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if err != nil {
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return
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}
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fmt.Println("open report ", rptFile)
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err = common.OpenURL(rptFile)
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return
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}
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