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https://github.com/c9s/bbgo.git
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move and refactor functions
This commit is contained in:
parent
6c0165afe4
commit
1cc4c69c66
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@ -1,7 +1,11 @@
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package backtest
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import (
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"encoding/json"
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"fmt"
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"io/ioutil"
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"os"
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"path/filepath"
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"strings"
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"time"
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@ -9,6 +13,7 @@ import (
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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type Run struct {
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@ -56,3 +61,29 @@ func FormatSessionName(sessions []string, symbols []string, startTime, endTime t
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endTime.Format(SessionTimeFormat),
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)
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}
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func WriteReportIndex(outputDirectory string, reportIndex *ReportIndex) error {
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indexFile := filepath.Join(outputDirectory, "index.json")
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if err := util.WriteJsonFile(indexFile, reportIndex); err != nil {
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return err
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}
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return nil
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}
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func LoadReportIndex(outputDirectory string) (*ReportIndex, error) {
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var reportIndex ReportIndex
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indexFile := filepath.Join(outputDirectory, "index.json")
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if _, err := os.Stat(indexFile); err == nil {
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o, err := ioutil.ReadFile(indexFile)
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if err != nil {
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return nil, err
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}
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if err := json.Unmarshal(o, &reportIndex); err != nil {
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return nil, err
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}
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}
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return &reportIndex, nil
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}
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@ -3,9 +3,7 @@ package cmd
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import (
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"bufio"
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"context"
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"encoding/json"
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"fmt"
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"io/ioutil"
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"os"
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"path/filepath"
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"strings"
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@ -26,6 +24,7 @@ import (
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"github.com/c9s/bbgo/pkg/data/tsv"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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func init() {
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@ -301,7 +300,7 @@ var BacktestCmd = &cobra.Command{
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}
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kLineDataDir := filepath.Join(reportDir, "klines")
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if err := safeMkdirAll(kLineDataDir); err != nil {
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if err := util.SafeMkdirAll(kLineDataDir); err != nil {
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return err
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}
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@ -526,7 +525,7 @@ var BacktestCmd = &cobra.Command{
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Manifests: manifests,
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}
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if err := writeJsonFile(filepath.Join(outputDirectory, symbol+".json"), &result); err != nil {
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if err := util.WriteJsonFile(filepath.Join(outputDirectory, symbol+".json"), &result); err != nil {
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return err
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}
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}
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@ -581,17 +580,9 @@ var BacktestCmd = &cobra.Command{
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if generatingReport && reportFileInSubDir {
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// append report index
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var reportIndex backtest.ReportIndex
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indexFile := filepath.Join(outputDirectory, "index.json")
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if _, err := os.Stat(indexFile); err == nil {
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o, err := ioutil.ReadFile(indexFile)
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if err != nil {
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return err
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}
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if err := json.Unmarshal(o, &reportIndex); err != nil {
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return err
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}
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reportIndex, err := backtest.LoadReportIndex(outputDirectory)
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if err != nil {
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return err
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}
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reportIndex.Runs = append(reportIndex.Runs, backtest.Run{
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@ -600,12 +591,7 @@ var BacktestCmd = &cobra.Command{
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Time: time.Now(),
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})
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o, err := json.MarshalIndent(reportIndex, "", " ")
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if err != nil {
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return err
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}
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if err := ioutil.WriteFile(indexFile, o, 0644); err != nil {
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if err := backtest.WriteReportIndex(outputDirectory, reportIndex); err != nil {
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return err
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}
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}
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@ -646,32 +632,6 @@ func confirmation(s string) bool {
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}
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}
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func writeJsonFile(p string, obj interface{}) error {
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out, err := json.MarshalIndent(obj, "", " ")
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if err != nil {
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return err
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}
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return ioutil.WriteFile(p, out, 0644)
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}
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func safeMkdirAll(p string) error {
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st, err := os.Stat(p)
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if err == nil {
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if !st.IsDir() {
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return fmt.Errorf("path %s is not a directory", p)
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}
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return nil
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}
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if os.IsNotExist(err) {
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return os.MkdirAll(p, 0755)
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}
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return nil
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}
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func toExchangeSources(sessions map[string]*bbgo.ExchangeSession) (exchangeSources []backtest.ExchangeDataSource, err error) {
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for _, session := range sessions {
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exchange := session.Exchange.(*backtest.Exchange)
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@ -266,6 +266,11 @@ func (t *LooseFormatTime) UnmarshalJSON(data []byte) error {
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return nil
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}
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func (t LooseFormatTime) MarshalJSON() ([]byte, error) {
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return []byte(strconv.Quote(time.Time(t).Format(time.RFC3339))), nil
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}
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func (t LooseFormatTime) Time() time.Time {
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return time.Time(t)
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}
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23
pkg/util/dir.go
Normal file
23
pkg/util/dir.go
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@ -0,0 +1,23 @@
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package util
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import (
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"fmt"
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"os"
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)
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func SafeMkdirAll(p string) error {
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st, err := os.Stat(p)
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if err == nil {
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if !st.IsDir() {
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return fmt.Errorf("path %s is not a directory", p)
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}
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return nil
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}
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if os.IsNotExist(err) {
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return os.MkdirAll(p, 0755)
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}
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return nil
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}
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15
pkg/util/json.go
Normal file
15
pkg/util/json.go
Normal file
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@ -0,0 +1,15 @@
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package util
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import (
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"encoding/json"
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"io/ioutil"
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)
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func WriteJsonFile(p string, obj interface{}) error {
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out, err := json.MarshalIndent(obj, "", " ")
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if err != nil {
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return err
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}
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return ioutil.WriteFile(p, out, 0644)
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}
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