mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
implement reflect-based persistence restore and load
This commit is contained in:
parent
18eab1fbd3
commit
21f81dec29
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@ -7,24 +7,6 @@ import (
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"github.com/sirupsen/logrus"
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)
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func isSymbolBasedStrategy(rs reflect.Value) (string, bool) {
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field := rs.FieldByName("Symbol")
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if !field.IsValid() {
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return "", false
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}
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if field.Kind() != reflect.String {
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return "", false
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}
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return field.String(), true
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}
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func hasField(rs reflect.Value, fieldName string) (field reflect.Value, ok bool) {
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field = rs.FieldByName(fieldName)
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return field, field.IsValid()
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}
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func injectField(rs reflect.Value, fieldName string, obj interface{}, pointerOnly bool) error {
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field := rs.FieldByName(fieldName)
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if !field.IsValid() {
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@ -2,6 +2,7 @@ package bbgo
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import (
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"fmt"
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"reflect"
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log "github.com/sirupsen/logrus"
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@ -74,3 +75,100 @@ func (p *Persistence) Save(val interface{}, subIDs ...string) error {
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store := ps.NewStore(p.PersistenceSelector.StoreID, subIDs...)
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return store.Save(val)
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}
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func iterateFieldsByTag(obj interface{}, tagName string, cb func(tag string, ft reflect.StructField, fv reflect.Value) error) error {
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sv := reflect.ValueOf(obj)
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st := reflect.TypeOf(obj)
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if st.Kind() != reflect.Ptr {
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return fmt.Errorf("f needs to be a pointer of a struct, %s given", st)
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}
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// solve the reference
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st = st.Elem()
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sv = sv.Elem()
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if st.Kind() != reflect.Struct {
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return fmt.Errorf("f needs to be a struct, %s given", st)
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}
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for i := 0; i < sv.NumField(); i++ {
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fv := sv.Field(i)
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ft := st.Field(i)
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fvt := fv.Type()
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_ = fvt
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// skip unexported fields
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if !st.Field(i).IsExported() {
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continue
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}
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tag, ok := ft.Tag.Lookup(tagName)
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if !ok {
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continue
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}
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if err := cb(tag, ft, fv); err != nil {
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return err
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}
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}
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return nil
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}
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// https://github.com/xiaojun207/go-base-utils/blob/master/utils/Clone.go
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func newTypeValueInterface(typ reflect.Type) interface{} {
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if typ.Kind() == reflect.Ptr {
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typ = typ.Elem()
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dst := reflect.New(typ).Elem()
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return dst.Addr().Interface()
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} else {
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dst := reflect.New(typ)
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return dst.Interface()
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}
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}
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func loadPersistenceFields(obj interface{}, persistence service.PersistenceService) error {
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id := callID(obj)
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if len(id) == 0 {
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return fmt.Errorf("object does not provide ID() method for persistency")
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}
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return iterateFieldsByTag(obj, "persistence", func(tag string, field reflect.StructField, value reflect.Value) error {
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newValueInf := newTypeValueInterface(value.Type())
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// inf := value.Interface()
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store := persistence.NewStore(id, tag)
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if err := store.Load(&newValueInf); err != nil {
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return err
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}
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newValue := reflect.ValueOf(newValueInf)
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if value.Kind() != reflect.Ptr && newValue.Kind() == reflect.Ptr {
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newValue = newValue.Elem()
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}
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// log.Debugf("%v = %v (%s) -> %v (%s)\n", field, value, value.Type(), newValue, newValue.Type())
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value.Set(newValue)
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return nil
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})
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}
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func storePersistenceFields(obj interface{}, persistence service.PersistenceService) error {
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id := callID(obj)
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if len(id) == 0 {
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return fmt.Errorf("object does not provide ID() method for persistency")
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}
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return iterateFieldsByTag(obj, "persistence", func(tag string, ft reflect.StructField, fv reflect.Value) error {
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inf := fv.Interface()
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store := persistence.NewStore(id, tag)
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if err := store.Save(inf); 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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}
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84
pkg/bbgo/persistence_test.go
Normal file
84
pkg/bbgo/persistence_test.go
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@ -0,0 +1,84 @@
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package bbgo
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import (
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"os"
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"reflect"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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)
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type TestStruct struct {
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Position *types.Position `persistence:"position"`
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Integer int64 `persistence:"integer"`
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Integer2 int64 `persistence:"integer2"`
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}
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func (t *TestStruct) InstanceID() string {
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return "test-struct"
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}
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func preparePersistentServices() []service.PersistenceService {
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mem := service.NewMemoryService()
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jsonDir := &service.JsonPersistenceService{Directory: "testoutput/persistence"}
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pss := []service.PersistenceService{
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mem,
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jsonDir,
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}
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if _, ok := os.LookupEnv("TEST_REDIS"); ok {
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redisP := service.NewRedisPersistenceService(&service.RedisPersistenceConfig{
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Host: "localhost",
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Port: "6379",
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DB: 0,
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})
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pss = append(pss, redisP)
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}
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return pss
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}
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func Test_storePersistenceFields(t *testing.T) {
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var pss = preparePersistentServices()
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var a = &TestStruct{
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Integer: 1,
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Integer2: 2,
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Position: types.NewPosition("BTCUSDT", "BTC", "USDT"),
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}
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a.Position.Base = fixedpoint.NewFromFloat(10.0)
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a.Position.AverageCost = fixedpoint.NewFromFloat(3343.0)
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for _, ps := range pss {
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t.Run(reflect.TypeOf(ps).Elem().String(), func(t *testing.T) {
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err := storePersistenceFields(a, ps)
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assert.NoError(t, err)
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var i int64
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store := ps.NewStore("test-struct", "integer")
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err = store.Load(&i)
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assert.NoError(t, err)
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assert.Equal(t, int64(1), i)
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var p *types.Position
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store = ps.NewStore("test-struct", "position")
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err = store.Load(&p)
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assert.NoError(t, err)
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assert.Equal(t, fixedpoint.NewFromFloat(10.0), p.Base)
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assert.Equal(t, fixedpoint.NewFromFloat(3343.0), p.AverageCost)
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var b = &TestStruct{}
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err = loadPersistenceFields(b, ps)
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assert.NoError(t, err)
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assert.Equal(t, a.Integer, b.Integer)
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assert.Equal(t, a.Integer2, b.Integer2)
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assert.Equal(t, a.Position, b.Position)
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})
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}
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}
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39
pkg/bbgo/reflect.go
Normal file
39
pkg/bbgo/reflect.go
Normal file
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@ -0,0 +1,39 @@
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package bbgo
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import (
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"reflect"
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)
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type InstanceIDProvider interface{
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InstanceID() string
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}
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func callID(obj interface{}) string {
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sv := reflect.ValueOf(obj)
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st := reflect.TypeOf(obj)
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if st.Implements(reflect.TypeOf((*InstanceIDProvider)(nil)).Elem()) {
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m := sv.MethodByName("InstanceID")
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ret := m.Call(nil)
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return ret[0].String()
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}
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return ""
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}
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func isSymbolBasedStrategy(rs reflect.Value) (string, bool) {
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field := rs.FieldByName("Symbol")
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if !field.IsValid() {
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return "", false
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}
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if field.Kind() != reflect.String {
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return "", false
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}
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return field.String(), true
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}
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func hasField(rs reflect.Value, fieldName string) (field reflect.Value, ok bool) {
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field = rs.FieldByName(fieldName)
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return field, field.IsValid()
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}
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@ -248,6 +248,12 @@ func (trader *Trader) RunSingleExchangeStrategy(ctx context.Context, strategy Si
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}
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}
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// Before we run the strategy we need to load the state from the persistence layer:
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// 1) scan the struct fields and find the persistence field
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// 2) load the data and set the value into the persistence field.
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_ = trader.environment.PersistenceServiceFacade
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return strategy.Run(ctx, orderExecutor, session)
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}
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@ -1,6 +1,7 @@
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package service
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import (
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"fmt"
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"reflect"
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"strings"
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)
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@ -36,7 +37,9 @@ func (store *MemoryStore) Save(val interface{}) error {
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func (store *MemoryStore) Load(val interface{}) error {
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v := reflect.ValueOf(val)
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if data, ok := store.memory.Slots[store.Key]; ok {
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v.Elem().Set(reflect.ValueOf(data).Elem())
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dataRV := reflect.ValueOf(data)
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fmt.Printf("load %s = %v\n", store.Key, dataRV)
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v.Elem().Set(dataRV)
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} else {
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return ErrPersistenceNotExists
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}
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@ -63,7 +63,7 @@ func (store JsonStore) Load(val interface{}) error {
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func (store JsonStore) Save(val interface{}) error {
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if _, err := os.Stat(store.Directory); os.IsNotExist(err) {
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if err2 := os.Mkdir(store.Directory, 0777); err2 != nil {
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if err2 := os.MkdirAll(store.Directory, 0777); err2 != nil {
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return err2
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}
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}
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@ -566,6 +566,10 @@ func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.Subm
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return submitOrder
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}
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func (s *Strategy) InstanceID() string {
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return fmt.Sprintf("%s-%s", ID, s.Symbol)
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}
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func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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// StrategyController
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s.status = types.StrategyStatusRunning
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@ -596,7 +600,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.defaultBoll = s.StandardIndicatorSet.BOLL(s.DefaultBollinger.IntervalWindow, s.DefaultBollinger.BandWidth)
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// calculate group id for orders
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instanceID := fmt.Sprintf("%s-%s", ID, s.Symbol)
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instanceID := s.InstanceID()
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s.groupID = max.GenerateGroupID(instanceID)
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log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
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