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make session trades map thread safe

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This commit is contained in:
c9s 2021-01-21 15:10:40 +08:00
parent 1c80d30ce2
commit 1892d03326
6 changed files with 15 additions and 17 deletions
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5
pkg/bbgo/environment.go
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@ -216,9 +216,9 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
}
session.Trades[symbol] = trades
session.Trades[symbol] = &types.TradeSlice{Trades: trades}
session.Stream.OnTradeUpdate(func(trade types.Trade) {
session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], trade)
session.Trades[symbol].Append(trade)
})
session.lastPrices[symbol] = 0.0
@ -271,7 +271,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
session.lastPrices[kline.Symbol] = kline.Close
})
// feed klines into the market data store
if environ.startTime == emptyTime {
environ.startTime = time.Now()

7
pkg/bbgo/redis_persistence_test.go
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@ -10,9 +10,9 @@ import (
func TestRedisPersistentService(t *testing.T) {
redisService := NewRedisPersistenceService(&RedisPersistenceConfig{
Host: "127.0.0.1",
Port: "6379",
DB: 0,
Host: "127.0.0.1",
Port: "6379",
DB: 0,
})
assert.NotNil(t, redisService)
@ -65,4 +65,3 @@ func TestMemoryService(t *testing.T) {
assert.Equal(t, i, j)
})
}

2
pkg/bbgo/reporter.go
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@ -74,7 +74,7 @@ func (reporter *AverageCostPnLReporter) Run() {
}
for _, symbol := range reporter.Symbols {
report := calculator.Calculate(symbol, session.Trades[symbol], session.lastPrices[symbol])
report := calculator.Calculate(symbol, session.Trades[symbol].Copy(), session.lastPrices[symbol])
report.Print()
}
}

4
pkg/bbgo/session.go
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@ -116,7 +116,7 @@ type ExchangeSession struct {
// Trades collects the executed trades from the exchange
// map: symbol -> []trade
Trades map[string][]types.Trade
Trades map[string]*types.TradeSlice
// marketDataStores contains the market data store of each market
marketDataStores map[string]*MarketDataStore
@ -150,7 +150,7 @@ func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
Stream: exchange.NewStream(),
Subscriptions: make(map[types.Subscription]types.Subscription),
Account: &types.Account{},
Trades: make(map[string][]types.Trade),
Trades: make(map[string]*types.TradeSlice),
markets: make(map[string]types.Market),
startPrices: make(map[string]float64),

2
pkg/cmd/backtest.go
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@ -255,7 +255,7 @@ var BacktestCmd = &cobra.Command{
return fmt.Errorf("last price not found: %s", symbol)
}
report := calculator.Calculate(symbol, trades, lastPrice)
report := calculator.Calculate(symbol, trades.Trades, lastPrice)
report.Print()
initBalances := userConfig.Backtest.Account.Balances.BalanceMap()

12
pkg/types/trade.go
View File

@ -17,14 +17,14 @@ func init() {
}
type TradeSlice struct {
mu sync.Mutex
Items []Trade
mu sync.Mutex
Trades []Trade
}
func (s *TradeSlice) Slice() []Trade {
func (s *TradeSlice) Copy() []Trade {
s.mu.Lock()
slice := make([]Trade, len(s.Items), len(s.Items))
copy(slice, s.Items)
slice := make([]Trade, len(s.Trades), len(s.Trades))
copy(slice, s.Trades)
s.mu.Unlock()
return slice
@ -32,7 +32,7 @@ func (s *TradeSlice) Slice() []Trade {
func (s *TradeSlice) Append(t Trade) {
s.mu.Lock()
s.Items = append(s.Items, t)
s.Trades = append(s.Trades, t)
s.mu.Unlock()
}