make session trades map thread safe

pkg/bbgo/environment.go

@@ -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()

pkg/bbgo/redis_persistence_test.go

@@ -65,4 +65,3 @@ func TestMemoryService(t *testing.T) {
 		assert.Equal(t, i, j)
 	})
 }
-

pkg/bbgo/reporter.go

@@ -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()
 		}
 	}

pkg/bbgo/session.go

@@ -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),

pkg/cmd/backtest.go

@@ -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()

pkg/types/trade.go

@@ -18,13 +18,13 @@ func init() {
 
 type TradeSlice struct {
 	mu     sync.Mutex
-	Items []Trade
+	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()
 }