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interval: finalize 1s support
interval: finalize 1s support interval: finalize 1s support
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905c1f25ee
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@ -381,7 +381,7 @@ func (e *Exchange) ConsumeKLine(k types.KLine, requiredInterval types.Interval)
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requiredKline, ok := matching.klineCache[k.Interval]
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if ok { // pop out all the old
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if requiredKline.Interval.Seconds() < requiredInterval.Seconds() {
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if requiredKline.Interval != requiredInterval {
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panic(fmt.Sprintf("expect required kline interval %s, got interval %s", requiredInterval.String(), requiredKline.Interval.String()))
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}
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e.currentTime = requiredKline.EndTime.Time()
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@ -603,10 +603,10 @@ func collectSubscriptionIntervals(environ *bbgo.Environment) (allKLineIntervals
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for _, session := range environ.Sessions() {
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for _, sub := range session.Subscriptions {
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if sub.Channel == types.KLineChannel {
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if sub.Options.Interval == types.Interval1s {
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// if any subscription is 1s, then we will use 1s for back-testing
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requiredInterval = sub.Options.Interval
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log.Warnf("found 1s kline subscription, modify default backtest interval to 1s")
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if sub.Options.Interval.Seconds()%60 > 0 {
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// if any subscription interval is less than 60s, then we will use 1s for back-testing
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requiredInterval = types.Interval1s
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log.Warnf("found kline subscription interval less than 60s, modify default backtest interval to 1s")
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}
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allKLineIntervals[sub.Options.Interval] = struct{}{}
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}
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@ -233,13 +233,13 @@ func (e *Exchange) SetModifyOrderAmountForFee(feeRate types.ExchangeFee) {
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// resolution field in api
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// window length in seconds. options: 15, 60, 300, 900, 3600, 14400, 86400, or any multiple of 86400 up to 30*86400
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var supportedIntervals = map[types.Interval]int{
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types.Interval1m: 1,
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types.Interval5m: 5,
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types.Interval15m: 15,
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types.Interval1h: 60,
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types.Interval4h: 60 * 4,
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types.Interval1d: 60 * 24,
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types.Interval3d: 60 * 24 * 3,
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types.Interval1m: 1 * 60,
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types.Interval5m: 5 * 60,
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types.Interval15m: 15 * 60,
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types.Interval1h: 60 * 60,
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types.Interval4h: 60 * 60 * 4,
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types.Interval1d: 60 * 60 * 24,
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types.Interval3d: 60 * 60 * 24 * 3,
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}
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func (e *Exchange) SupportedInterval() map[types.Interval]int {
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@ -139,10 +139,10 @@ func (e *Exchange) QueryTickers(ctx context.Context, symbols ...string) (map[str
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// From the doc
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// Type of candlestick patterns: 1min, 3min, 5min, 15min, 30min, 1hour, 2hour, 4hour, 6hour, 8hour, 12hour, 1day, 1week
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var supportedIntervals = map[types.Interval]int{
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types.Interval1m: 60,
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types.Interval5m: 60 * 5,
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types.Interval15m: 60 * 15,
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types.Interval30m: 60 * 30,
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types.Interval1m: 1 * 60,
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types.Interval5m: 5 * 60,
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types.Interval15m: 15 * 60,
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types.Interval30m: 30 * 60,
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types.Interval1h: 60 * 60,
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types.Interval2h: 60 * 60 * 2,
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types.Interval4h: 60 * 60 * 4,
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@ -1009,17 +1009,17 @@ func (e *Exchange) DefaultFeeRates() types.ExchangeFee {
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}
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var SupportedIntervals = map[types.Interval]int{
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types.Interval1m: 1,
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types.Interval5m: 5,
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types.Interval15m: 15,
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types.Interval30m: 30,
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types.Interval1h: 60,
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types.Interval2h: 60 * 2,
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types.Interval4h: 60 * 4,
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types.Interval6h: 60 * 6,
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types.Interval12h: 60 * 12,
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types.Interval1d: 60 * 24,
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types.Interval3d: 60 * 24 * 3,
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types.Interval1m: 1 * 60,
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types.Interval5m: 5 * 60,
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types.Interval15m: 15 * 60,
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types.Interval30m: 30 * 60,
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types.Interval1h: 60 * 60,
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types.Interval2h: 60 * 60 * 2,
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types.Interval4h: 60 * 60 * 4,
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types.Interval6h: 60 * 60 * 6,
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types.Interval12h: 60 * 60 * 12,
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types.Interval1d: 60 * 60 * 24,
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types.Interval3d: 60 * 60 * 24 * 3,
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}
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func (e *Exchange) SupportedInterval() map[types.Interval]int {
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@ -12,9 +12,9 @@ type Interval string
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func (i Interval) Minutes() int {
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m, ok := SupportedIntervals[i]
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if !ok {
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return int(ParseInterval(i) / 60.)
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return ParseInterval(i) / 60
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}
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return m
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return m / 60
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}
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func (i Interval) Seconds() int {
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@ -87,13 +87,13 @@ func ParseInterval(input Interval) int {
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case "m":
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t *= 60
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case "h":
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t *= 60
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t *= 60 * 60
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case "d":
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t *= 60 * 24
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t *= 60 * 60 * 24
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case "w":
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t *= 60 * 24 * 7
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t *= 60 * 60 * 24 * 7
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case "mo":
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t *= 60 * 24 * 30
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t *= 60 * 60 * 24 * 30
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default:
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panic("unknown interval input: " + input)
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}
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@ -7,9 +7,9 @@ import (
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)
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func TestParseInterval(t *testing.T) {
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assert.Equal(t, ParseIntervalSeconds("1s"), 1)
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assert.Equal(t, ParseInterval("3m"), 3)
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assert.Equal(t, ParseInterval("15h"), 15*60)
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assert.Equal(t, ParseInterval("72d"), 72*24*60)
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assert.Equal(t, ParseInterval("3Mo"), 3*30*24*60)
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assert.Equal(t, ParseInterval("1s"), 1)
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assert.Equal(t, ParseInterval("3m"), 3*60)
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assert.Equal(t, ParseInterval("15h"), 15*60*60)
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assert.Equal(t, ParseInterval("72d"), 72*24*60*60)
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assert.Equal(t, ParseInterval("3Mo"), 3*30*24*60*60)
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}
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