Merge pull request #736 from zenixls2/feature/lint_fmt_check

fix: gosimple alert

.gitignore

@@ -42,6 +42,8 @@ otp*png
 
 /.deploy
 
+testoutput
+
 *.swp
 /pkg/backtest/assets.go
 

.golangci.yml

@@ -1,7 +1,9 @@
 run:
   issues-exit-code: 0
-  tests: false
+  tests: true
+  timeout: 5m
 linters:
   disable-all: true
   enable:
     - gofmt
+    - gosimple

pkg/accounting/cost_distribution.go

@@ -11,10 +11,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func zero(a float64) bool {
-	return int(math.Round(a*1e8)) == 0
-}
-
 type Stock types.Trade
 
 func (stock *Stock) String() string {

pkg/backtest/matching.go

@@ -237,7 +237,6 @@ func (m *SimplePriceMatching) executeTrade(trade types.Trade) {
 
 	m.EmitTradeUpdate(trade)
 	m.EmitBalanceUpdate(m.Account.Balances())
-	return
 }
 
 func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool) types.Trade {

pkg/bbgo/environment.go

@@ -835,7 +835,7 @@ func getAuthStoreID() string {
 }
 
 func (environ *Environment) setupInteraction(persistence service.PersistenceService) error {
-	var otpQRCodeImagePath = fmt.Sprintf("otp.png")
+	var otpQRCodeImagePath = "otp.png"
 	var key *otp.Key
 	var keyURL string
 	var authStore = environ.getAuthStore(persistence)

pkg/bbgo/trader.go

@@ -144,9 +144,8 @@ func (trader *Trader) AttachStrategyOn(session string, strategies ...SingleExcha
 		return fmt.Errorf("session %s is not defined, valid sessions are: %v", session, keys)
 	}
 
-	for _, s := range strategies {
-		trader.exchangeStrategies[session] = append(trader.exchangeStrategies[session], s)
-	}
+	trader.exchangeStrategies[session] = append(
+		trader.exchangeStrategies[session], strategies...)
 
 	return nil
 }

pkg/datasource/glassnode/glassnodeapi/types.go

@@ -84,10 +84,7 @@ type Data struct {
 }
 
 func (s Response) IsEmpty() bool {
-	if len(s) == 0 {
-		return true
-	}
-	return false
+	return len(s) == 0
 }
 
 func (s Response) First() Data {
@@ -120,8 +117,5 @@ func (s Response) LastOptions() map[string]float64 {
 }
 
 func (s Response) HasOptions() bool {
-	if len(s.First().Options) == 0 {
-		return false
-	}
-	return true
+	return len(s.First().Options) != 0
 }

pkg/exchange/ftx/rest_responses.go

@@ -82,7 +82,7 @@ func (d *datetime) UnmarshalJSON(b []byte) error {
   }
 }
 */
-type accountResponse struct {
+type accountResponse struct { // nolint:golint,deadcode
 	Success bool    `json:"success"`
 	Result  account `json:"result"`
 }
@@ -93,7 +93,7 @@ type account struct {
 	TotalAccountValue fixedpoint.Value `json:"totalAccountValue"`
 }
 
-type positionsResponse struct {
+type positionsResponse struct { // nolint:golint,deadcode
 	Success bool       `json:"success"`
 	Result  []position `json:"result"`
 }
@@ -135,7 +135,7 @@ type position struct {
 	CollateralUsed               fixedpoint.Value `json:"collateralUsed"`
 }
 
-type balances struct {
+type balances struct { // nolint:golint,deadcode
 	Success bool `json:"success"`
 
 	Result []struct {
@@ -172,7 +172,7 @@ type balances struct {
   }
 ]
 */
-type marketsResponse struct {
+type marketsResponse struct { // nolint:golint,deadcode
 	Success bool     `json:"success"`
 	Result  []market `json:"result"`
 }
@@ -230,19 +230,19 @@ type Candle struct {
 	Volume    fixedpoint.Value `json:"volume"`
 }
 
-type ordersHistoryResponse struct {
+type ordersHistoryResponse struct { // nolint:golint,deadcode
 	Success     bool    `json:"success"`
 	Result      []order `json:"result"`
 	HasMoreData bool    `json:"hasMoreData"`
 }
 
-type ordersResponse struct {
+type ordersResponse struct { // nolint:golint,deadcode
 	Success bool `json:"success"`
 
 	Result []order `json:"result"`
 }
 
-type cancelOrderResponse struct {
+type cancelOrderResponse struct { // nolint:golint,deadcode
 	Success bool   `json:"success"`
 	Result  string `json:"result"`
 }

pkg/exchange/max/maxapi/trade.go

@@ -133,16 +133,16 @@ type PrivateRequestParams struct {
 type GetPrivateTradesRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
-	market string `param:"market"`
+	market string `param:"market"` // nolint:golint,structcheck
 
 	// timestamp is the seconds elapsed since Unix epoch, set to return trades executed before the time only
-	timestamp *time.Time `param:"timestamp,seconds"`
+	timestamp *time.Time `param:"timestamp,seconds"` // nolint:golint,structcheck
 
 	// From field is a trade id, set ot return trades created after the trade
-	from *int64 `param:"from"`
+	from *int64 `param:"from"` // nolint:golint,structcheck
 
 	// To field trade id, set to return trades created before the trade
-	to *int64 `param:"to"`
+	to *int64 `param:"to"` // nolint:golint,structcheck
 
 	orderBy *string `param:"order_by"`
 

pkg/exchange/okex/convert.go

@@ -272,7 +272,7 @@ func toGlobalOrderType(orderType okexapi.OrderType) (types.OrderType, error) {
 }
 
 func toLocalInterval(src string) string {
-	var re = regexp.MustCompile("\\d+[hdw]")
+	var re = regexp.MustCompile(`\d+[hdw]`)
 	return re.ReplaceAllStringFunc(src, func(w string) string {
 		return strings.ToUpper(w)
 	})

pkg/fixedpoint/convert.go

@@ -231,7 +231,7 @@ func (v Value) MarshalJSON() ([]byte, error) {
 }
 
 func (v *Value) UnmarshalJSON(data []byte) error {
-	if bytes.Compare(data, []byte{'n', 'u', 'l', 'l'}) == 0 {
+	if bytes.Equal(data, []byte{'n', 'u', 'l', 'l'}) {
 		*v = Zero
 		return nil
 	}

pkg/fixedpoint/dec_test.go

@@ -16,7 +16,7 @@ func BenchmarkMul(b *testing.B) {
 		for i := 0; i < b.N; i++ {
 			x := NewFromFloat(20.0)
 			y := NewFromFloat(20.0)
-			x = x.Mul(y)
+			x = x.Mul(y) // nolint
 		}
 	})
 
@@ -24,7 +24,7 @@ func BenchmarkMul(b *testing.B) {
 		for i := 0; i < b.N; i++ {
 			x := NewFromFloat(88.12345678)
 			y := NewFromFloat(88.12345678)
-			x = x.Mul(y)
+			x = x.Mul(y) // nolint
 		}
 	})
 
@@ -32,7 +32,7 @@ func BenchmarkMul(b *testing.B) {
 		for i := 0; i < b.N; i++ {
 			x := big.NewFloat(20.0)
 			y := big.NewFloat(20.0)
-			x = new(big.Float).Mul(x, y)
+			x = new(big.Float).Mul(x, y) // nolint
 		}
 	})
 
@@ -40,7 +40,7 @@ func BenchmarkMul(b *testing.B) {
 		for i := 0; i < b.N; i++ {
 			x := big.NewFloat(88.12345678)
 			y := big.NewFloat(88.12345678)
-			x = new(big.Float).Mul(x, y)
+			x = new(big.Float).Mul(x, y) // nolint
 		}
 	})
 }
@@ -170,8 +170,7 @@ func TestJson(t *testing.T) {
 	_ = json.Unmarshal([]byte("0.00153917575"), &p)
 	assert.Equal(t, "0.00153917", p.FormatString(8))
 
-	var q Value
-	q = NewFromFloat(0.00153917575)
+	q := NewFromFloat(0.00153917575)
 	assert.Equal(t, p, q)
 	_ = json.Unmarshal([]byte("6e-8"), &p)
 	_ = json.Unmarshal([]byte("0.000062"), &q)

pkg/interact/interact.go

@@ -46,8 +46,6 @@ type Interact struct {
 	states     map[State]State
 	statesFunc map[State]interface{}
 
-	authenticatedSessions map[string]Session
-
 	customInteractions []CustomInteraction
 
 	messengers []Messenger
@@ -97,10 +95,6 @@ func (it *Interact) getNextState(session Session, currentState State) (nextState
 	return session.GetOriginState(), final
 }
 
-func (it *Interact) handleCallback(session Session, payload string) error {
-	return nil
-}
-
 func (it *Interact) handleResponse(session Session, text string, ctxObjects ...interface{}) error {
 	// We only need response when executing a command
 	switch session.GetState() {

pkg/interact/telegram.go

@@ -104,8 +104,6 @@ type Telegram struct {
 	// Private is used to protect the telegram bot, users not authenticated can not see messages or sending commands
 	Private bool `json:"private,omitempty"`
 
-	authorizing bool
-
 	sessions TelegramSessionMap
 
 	// textMessageResponder is used for interact to register its message handler
@@ -237,7 +235,7 @@ func (tm *Telegram) Sessions() TelegramSessionMap {
 }
 
 func (tm *Telegram) RestoreSessions(sessions TelegramSessionMap) {
-	if sessions == nil || len(sessions) == 0 {
+	if len(sessions) == 0 {
 		return
 	}
 

pkg/server/routes.go

@@ -597,7 +597,6 @@ func (s *Server) tradingVolume(c *gin.Context) {
 	}
 
 	c.JSON(http.StatusOK, gin.H{"tradingVolumes": rows})
-	return
 }
 
 func newServer(r http.Handler, bind string) *http.Server {

pkg/service/backtest.go

@@ -226,7 +226,7 @@ func (s *BacktestService) QueryKLinesCh(since, until time.Time, exchange types.E
 }
 
 func returnError(err error) (chan types.KLine, chan error) {
-	ch := make(chan types.KLine, 0)
+	ch := make(chan types.KLine)
 	close(ch)
 	log.WithError(err).Error("backtest query error")
 

pkg/service/deposit.go

@@ -47,11 +47,7 @@ func (s *DepositService) Sync(ctx context.Context, ex types.Exchange, startTime
 			},
 			Filter: func(obj interface{}) bool {
 				deposit := obj.(types.Deposit)
-				if len(deposit.TransactionID) == 0 {
-					return false
-				}
-
-				return true
+				return len(deposit.TransactionID) != 0
 			},
 			LogInsert: true,
 		},

pkg/slack/slacklog/logrus_look.go

@@ -40,7 +40,7 @@ func (t *LogHook) Fire(e *logrus.Entry) error {
 		return nil
 	}
 
-	var color = ""
+	var color string
 
 	switch e.Level {
 	case logrus.DebugLevel:

pkg/strategy/ewoDgtrd/strategy.go

@@ -431,7 +431,7 @@ func (s *Strategy) validateOrder(order *types.SubmitOrder) error {
 			order.Quantity.Compare(s.Market.MinQuantity) < 0 ||
 			orderAmount.Compare(s.Market.MinNotional) < 0 {
 			log.Debug("amount fail")
-			return errors.New(fmt.Sprintf("amount fail: quantity: %v, amount: %v", order.Quantity, orderAmount))
+			return fmt.Errorf("amount fail: quantity: %v, amount: %v", order.Quantity, orderAmount)
 		}
 		return nil
 	} else if order.Side == types.SideTypeBuy {
@@ -458,7 +458,7 @@ func (s *Strategy) validateOrder(order *types.SubmitOrder) error {
 			orderAmount.Compare(s.Market.MinNotional) < 0 ||
 			order.Quantity.Compare(s.Market.MinQuantity) < 0 {
 			log.Debug("amount fail")
-			return errors.New(fmt.Sprintf("amount fail: quantity: %v, amount: %v", order.Quantity, orderAmount))
+			return fmt.Errorf("amount fail: quantity: %v, amount: %v", order.Quantity, orderAmount)
 		}
 		return nil
 	}
@@ -801,7 +801,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	store, ok := s.Session.MarketDataStore(s.Symbol)
 	if !ok {
-		return errors.New(fmt.Sprintf("cannot get marketdatastore of %s", s.Symbol))
+		return fmt.Errorf("cannot get marketdatastore of %s", s.Symbol)
 	}
 	s.SetupIndicators(store)
 
@@ -893,27 +893,22 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 					percentAvgTPfromCCI = percentAvgTPfromCCI*float64(counterTPfromCCI) + pnlRate
 					counterTPfromCCI += 1
 					percentAvgTPfromCCI /= float64(counterTPfromCCI)
-					break
 				case 1:
 					percentAvgTPfromLongShort = percentAvgTPfromLongShort*float64(counterTPfromLongShort) + pnlRate
 					counterTPfromLongShort += 1
 					percentAvgTPfromLongShort /= float64(counterTPfromLongShort)
-					break
 				case 2:
 					percentAvgTPfromAtr = percentAvgTPfromAtr*float64(counterTPfromAtr) + pnlRate
 					counterTPfromAtr += 1
 					percentAvgTPfromAtr /= float64(counterTPfromAtr)
-					break
 				case 3:
 					percentAvgTPfromPeak = percentAvgTPfromPeak*float64(counterTPfromPeak) + pnlRate
 					counterTPfromPeak += 1
 					percentAvgTPfromPeak /= float64(counterTPfromPeak)
-					break
 				case 4:
 					percentAvgSLfromSL = percentAvgSLfromSL*float64(counterSLfromSL) + pnlRate
 					counterSLfromSL += 1
 					percentAvgSLfromSL /= float64(counterSLfromSL)
-					break
 
 				}
 			}
@@ -1002,27 +997,22 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 					percentAvgTPfromCCI = percentAvgTPfromCCI*float64(counterTPfromCCI) + pnlRate
 					counterTPfromCCI += 1
 					percentAvgTPfromCCI /= float64(counterTPfromCCI)
-					break
 				case 1:
 					percentAvgTPfromLongShort = percentAvgTPfromLongShort*float64(counterTPfromLongShort) + pnlRate
 					counterTPfromLongShort += 1
 					percentAvgTPfromLongShort /= float64(counterTPfromLongShort)
-					break
 				case 2:
 					percentAvgTPfromAtr = percentAvgTPfromAtr*float64(counterTPfromAtr) + pnlRate
 					counterTPfromAtr += 1
 					percentAvgTPfromAtr /= float64(counterTPfromAtr)
-					break
 				case 3:
 					percentAvgTPfromPeak = percentAvgTPfromPeak*float64(counterTPfromPeak) + pnlRate
 					counterTPfromPeak += 1
 					percentAvgTPfromPeak /= float64(counterTPfromPeak)
-					break
 				case 4:
 					percentAvgSLfromSL = percentAvgSLfromSL*float64(counterSLfromSL) + pnlRate
 					counterSLfromSL += 1
 					percentAvgSLfromSL /= float64(counterSLfromSL)
-					break
 				}
 			}
 		}

pkg/strategy/pivotshort/strategy.go

@@ -550,8 +550,8 @@ func (s *Strategy) placeBounceSellOrders(ctx context.Context, resistancePrice fi
 
 	for i := 0; i < numLayers; i++ {
 		balances := s.session.GetAccount().Balances()
-		quoteBalance, _ := balances[s.Market.QuoteCurrency]
-		baseBalance, _ := balances[s.Market.BaseCurrency]
+		quoteBalance := balances[s.Market.QuoteCurrency]
+		baseBalance := balances[s.Market.BaseCurrency]
 
 		// price = (resistance_price * (1.0 - ratio)) * ((1.0 + layerSpread) * i)
 		price := resistancePrice.Mul(fixedpoint.One.Sub(s.BounceShort.Ratio))

pkg/strategy/xbalance/strategy.go

@@ -36,7 +36,7 @@ type State struct {
 }
 
 func (s *State) IsOver24Hours() bool {
-	return time.Now().Sub(time.Unix(s.Since, 0)) >= 24*time.Hour
+	return time.Since(time.Unix(s.Since, 0)) >= 24*time.Hour
 }
 
 func (s *State) PlainText() string {

pkg/strategy/xgap/strategy.go

@@ -42,7 +42,7 @@ type State struct {
 }
 
 func (s *State) IsOver24Hours() bool {
-	return time.Now().Sub(s.AccumulatedFeeStartedAt) >= 24*time.Hour
+	return time.Since(s.AccumulatedFeeStartedAt) >= 24*time.Hour
 }
 
 func (s *State) Reset() {

pkg/strategy/xpuremaker/strategy.go

@@ -113,7 +113,7 @@ func (s *Strategy) update(orderExecutor bbgo.OrderExecutor, session *bbgo.Exchan
 func (s *Strategy) updateOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession, side types.SideType) {
 	var book = s.book.Copy()
 	var pvs = book.SideBook(side)
-	if pvs == nil || len(pvs) == 0 {
+	if len(pvs) == 0 {
 		log.Warnf("empty side: %s", side)
 		return
 	}

pkg/types/asset.go

@@ -123,7 +123,7 @@ func (m AssetMap) SlackAttachment() slack.Attachment {
 				Short: false,
 			})
 		} else {
-			text := fmt.Sprintf("%s", a.NetAsset.String())
+			text := a.NetAsset.String()
 
 			if !a.Borrowed.IsZero() {
 				text += fmt.Sprintf(" Borrowed: %s", a.Borrowed.String())

pkg/types/balance.go

@@ -50,7 +50,7 @@ func (b Balance) Net() fixedpoint.Value {
 }
 
 func (b Balance) ValueString() (o string) {
-	o = fmt.Sprintf("%s", b.Available.String())
+	o = b.Available.String()
 
 	if b.Locked.Sign() > 0 {
 		o += fmt.Sprintf(" (locked %v)", b.Locked)

pkg/types/indicator.go

@@ -135,8 +135,8 @@ func Predict(a Series, lookback int, offset ...int) float64 {
 	if a.Length() < lookback {
 		lookback = a.Length()
 	}
-	x := make([]float64, lookback, lookback)
-	y := make([]float64, lookback, lookback)
+	x := make([]float64, lookback)
+	y := make([]float64, lookback)
 	var weights []float64
 	for i := 0; i < lookback; i++ {
 		x[i] = float64(i)
@@ -163,9 +163,9 @@ func NextCross(a Series, b Series, lookback int) (int, float64, bool) {
 	if b.Length() < lookback {
 		lookback = b.Length()
 	}
-	x := make([]float64, lookback, lookback)
-	y1 := make([]float64, lookback, lookback)
-	y2 := make([]float64, lookback, lookback)
+	x := make([]float64, lookback)
+	y1 := make([]float64, lookback)
+	y2 := make([]float64, lookback)
 	var weights []float64
 	for i := 0; i < lookback; i++ {
 		x[i] = float64(i)
@@ -295,20 +295,20 @@ func Add(a interface{}, b interface{}) Series {
 	var aa Series
 	var bb Series
 
-	switch a.(type) {
+	switch tp := a.(type) {
 	case float64:
-		aa = NumberSeries(a.(float64))
+		aa = NumberSeries(tp)
 	case Series:
-		aa = a.(Series)
+		aa = tp
 	default:
 		panic("input should be either *Series or float64")
 
 	}
-	switch b.(type) {
+	switch tp := b.(type) {
 	case float64:
-		bb = NumberSeries(b.(float64))
+		bb = NumberSeries(tp)
 	case Series:
-		bb = b.(Series)
+		bb = tp
 	default:
 		panic("input should be either *Series or float64")
 
@@ -367,19 +367,19 @@ func (a *MinusSeriesResult) Length() int {
 var _ Series = &MinusSeriesResult{}
 
 func switchIface(b interface{}) Series {
-	switch b.(type) {
+	switch tp := b.(type) {
 	case float64:
-		return NumberSeries(b.(float64))
+		return NumberSeries(tp)
 	case int32:
-		return NumberSeries(float64(b.(int32)))
+		return NumberSeries(float64(tp))
 	case int64:
-		return NumberSeries(float64(b.(int64)))
+		return NumberSeries(float64(tp))
 	case float32:
-		return NumberSeries(float64(b.(float32)))
+		return NumberSeries(float64(tp))
 	case int:
-		return NumberSeries(float64(b.(int)))
+		return NumberSeries(float64(tp))
 	case Series:
-		return b.(Series)
+		return tp
 	default:
 		fmt.Println(reflect.TypeOf(b))
 		panic("input should be either *Series or float64")
@@ -427,19 +427,19 @@ func Mul(a interface{}, b interface{}) Series {
 	var aa Series
 	var bb Series
 
-	switch a.(type) {
+	switch tp := a.(type) {
 	case float64:
-		aa = NumberSeries(a.(float64))
+		aa = NumberSeries(tp)
 	case Series:
-		aa = a.(Series)
+		aa = tp
 	default:
 		panic("input should be either Series or float64")
 	}
-	switch b.(type) {
+	switch tp := b.(type) {
 	case float64:
-		bb = NumberSeries(b.(float64))
+		bb = NumberSeries(tp)
 	case Series:
-		bb = b.(Series)
+		bb = tp
 	default:
 		panic("input should be either Series or float64")
 
@@ -490,7 +490,7 @@ func ToArray(a Series, limit ...int) (result []float64) {
 	if l < a.Length() {
 		l = a.Length()
 	}
-	result = make([]float64, l, l)
+	result = make([]float64, l)
 	for i := 0; i < l; i++ {
 		result[i] = a.Index(i)
 	}
@@ -510,7 +510,7 @@ func ToReverseArray(a Series, limit ...int) (result Float64Slice) {
 	if l < a.Length() {
 		l = a.Length()
 	}
-	result = make([]float64, l, l)
+	result = make([]float64, l)
 	for i := 0; i < l; i++ {
 		result[l-i-1] = a.Index(i)
 	}

pkg/types/kline.go

@@ -563,6 +563,8 @@ type KLineSeries struct {
 func (k *KLineSeries) Last() float64 {
 	length := len(*k.lines)
 	switch k.kv {
+	case kOpUnknown:
+		panic("kline series operator unknown")
 	case kOpenValue:
 		return (*k.lines)[length-1].GetOpen().Float64()
 	case kCloseValue:

pkg/types/price_volume_slice.go

@@ -38,13 +38,13 @@ func (slice PriceVolumeSlice) CopyDepth(depth int) PriceVolumeSlice {
 		return slice.Copy()
 	}
 
-	var s = make(PriceVolumeSlice, depth, depth)
+	var s = make(PriceVolumeSlice, depth)
 	copy(s, slice[:depth])
 	return s
 }
 
 func (slice PriceVolumeSlice) Copy() PriceVolumeSlice {
-	var s = make(PriceVolumeSlice, len(slice), len(slice))
+	var s = make(PriceVolumeSlice, len(slice))
 	copy(s, slice)
 	return s
 }

pkg/types/sliceorderbook.go

@@ -153,7 +153,7 @@ func (b *SliceOrderBook) Update(book SliceOrderBook) {
 }
 
 func (b *SliceOrderBook) Print() {
-	fmt.Printf(b.String())
+	fmt.Print(b.String())
 }
 
 func (b *SliceOrderBook) String() string {

pkg/types/time.go

@@ -115,8 +115,7 @@ func (t *MillisecondTimestamp) UnmarshalJSON(data []byte) error {
 
 	}
 
-	// fallback to RFC3339
-	return (*time.Time)(t).UnmarshalJSON(data)
+	// Unreachable
 }
 
 func convertFloat64ToTime(vt string, f float64) (time.Time, error) {

pkg/types/trade.go

@@ -27,7 +27,7 @@ type TradeSlice struct {
 
 func (s *TradeSlice) Copy() []Trade {
 	s.mu.Lock()
-	slice := make([]Trade, len(s.Trades), len(s.Trades))
+	slice := make([]Trade, len(s.Trades))
 	copy(slice, s.Trades)
 	s.mu.Unlock()
 

pkg/util/profile.go

@@ -19,7 +19,7 @@ func StartTimeProfile(args ...string) TimeProfile {
 }
 
 func (p *TimeProfile) TilNow() time.Duration {
-	return time.Now().Sub(p.StartTime)
+	return time.Since(p.StartTime)
 }
 
 func (p *TimeProfile) Stop() time.Duration {