From 2fbf19455e6d84f464584738824eb47536182b21 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Tue, 20 Oct 2020 13:52:25 +0800
Subject: [PATCH] implement strategy yaml loader

---
 go.mod                              |  2 +-
 pkg/bbgo/environment.go             |  7 ++++
 pkg/bbgo/loader.go                  |  2 +
 pkg/bbgo/loader_test.go             |  2 +
 pkg/loader/loader.go                | 65 +++++++++++++++++++++++++++++
 pkg/loader/loader_test.go           | 48 +++++++++++++++++++++
 pkg/loader/testdata/strategy.yaml   |  6 +++
 pkg/strategy/buyandhold/strategy.go |  4 ++
 8 files changed, 135 insertions(+), 1 deletion(-)
 create mode 100644 pkg/bbgo/loader.go
 create mode 100644 pkg/bbgo/loader_test.go
 create mode 100644 pkg/loader/loader.go
 create mode 100644 pkg/loader/loader_test.go
 create mode 100644 pkg/loader/testdata/strategy.yaml

diff --git a/go.mod b/go.mod
index 8c141bacb..35bb2b9cb 100644
--- a/go.mod
+++ b/go.mod
@@ -39,5 +39,5 @@ require (
 	golang.org/x/net v0.0.0-20201002202402-0a1ea396d57c // indirect
 	golang.org/x/time v0.0.0-20191024005414-555d28b269f0
 	gopkg.in/yaml.v2 v2.3.0 // indirect
-	gopkg.in/yaml.v3 v3.0.0-20200605160147-a5ece683394c // indirect
+	gopkg.in/yaml.v3 v3.0.0-20200605160147-a5ece683394c
 )
diff --git a/pkg/bbgo/environment.go b/pkg/bbgo/environment.go
index ab9858b97..8c2c33536 100644
--- a/pkg/bbgo/environment.go
+++ b/pkg/bbgo/environment.go
@@ -17,6 +17,13 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+var LoadedStrategies = make(map[string]interface{})
+
+func RegisterStrategy(key string, configmap interface{}) {
+	LoadedStrategies[key] = configmap
+}
+
+
 // Environment presents the real exchange data layer
 type Environment struct {
 	TradeService *service.TradeService
diff --git a/pkg/bbgo/loader.go b/pkg/bbgo/loader.go
new file mode 100644
index 000000000..920078f66
--- /dev/null
+++ b/pkg/bbgo/loader.go
@@ -0,0 +1,2 @@
+package bbgo
+
diff --git a/pkg/bbgo/loader_test.go b/pkg/bbgo/loader_test.go
new file mode 100644
index 000000000..920078f66
--- /dev/null
+++ b/pkg/bbgo/loader_test.go
@@ -0,0 +1,2 @@
+package bbgo
+
diff --git a/pkg/loader/loader.go b/pkg/loader/loader.go
new file mode 100644
index 000000000..920bdc765
--- /dev/null
+++ b/pkg/loader/loader.go
@@ -0,0 +1,65 @@
+package loader
+
+import (
+	"encoding/json"
+	"io/ioutil"
+	"reflect"
+
+	"github.com/pkg/errors"
+	"gopkg.in/yaml.v3"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+)
+
+func LoadExchangeStrategies(configFile string) (strategies []bbgo.SingleExchangeStrategy, err error) {
+	config, err := ioutil.ReadFile(configFile)
+	if err != nil {
+		return nil, err
+	}
+
+	conf := make(map[string]interface{})
+	if err := yaml.Unmarshal(config, conf); err != nil {
+		return nil, err
+	}
+
+	exchangeStrategiesConf, ok := conf["exchangeStrategies"]
+	if !ok {
+		return nil, errors.New("exchangeStrategies is not defined")
+	}
+
+	strategiesConfList, ok := exchangeStrategiesConf.([]interface{})
+	if !ok {
+		return nil, errors.New("exchangeStrategies should be a list")
+	}
+
+	for _, strategiesConf := range strategiesConfList {
+		sConf, ok := strategiesConf.(map[string]interface{})
+		if !ok {
+			return nil, errors.New("strategy config should be a map")
+		}
+
+		for id, conf := range sConf {
+			if st, ok := bbgo.LoadedStrategies[id]; ok {
+				// get the type "*Strategy"
+				rt := reflect.TypeOf(st)
+				val := reflect.New(rt)
+
+				// now we have &(*Strategy) -> **Strategy
+				valinf := val.Interface()
+
+				plain, err := json.Marshal(conf)
+				if err != nil {
+					return nil, err
+				}
+
+				if err := json.Unmarshal(plain, valinf); err != nil {
+					return nil, err
+				}
+
+				strategies = append(strategies, val.Elem().Interface().(bbgo.SingleExchangeStrategy))
+			}
+		}
+	}
+
+	return strategies, nil
+}
diff --git a/pkg/loader/loader_test.go b/pkg/loader/loader_test.go
new file mode 100644
index 000000000..99cb2b220
--- /dev/null
+++ b/pkg/loader/loader_test.go
@@ -0,0 +1,48 @@
+package loader
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	// register the strategies
+	_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
+)
+
+func TestLoadStrategies(t *testing.T) {
+	type args struct {
+		configFile string
+	}
+
+	tests := []struct {
+		name    string
+		args    args
+		wantErr bool
+		length  int
+	}{
+		{
+			name: "simple",
+			args: args{
+				configFile: "testdata/strategy.yaml",
+			},
+			wantErr: false,
+			length:  1,
+		},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			strategies, err := LoadExchangeStrategies(tt.args.configFile)
+			if err != nil {
+				t.Errorf("LoadExchangeStrategies() error = %v", err)
+			} else {
+				if tt.wantErr {
+					t.Errorf("LoadExchangeStrategies() error = %v, wantErr %v", err, tt.wantErr)
+				}
+			}
+
+			t.Logf("%+v", strategies[0])
+
+			assert.Len(t, strategies, tt.length)
+		})
+	}
+}
diff --git a/pkg/loader/testdata/strategy.yaml b/pkg/loader/testdata/strategy.yaml
new file mode 100644
index 000000000..527a5fed3
--- /dev/null
+++ b/pkg/loader/testdata/strategy.yaml
@@ -0,0 +1,6 @@
+---
+exchangeStrategies:
+- buyandhold:
+    symbol: "BTCUSDT"
+    interval: "1m"
+    minDropPercentage: -0.05
diff --git a/pkg/strategy/buyandhold/strategy.go b/pkg/strategy/buyandhold/strategy.go
index 6c9f0fa2c..bba3ca96d 100644
--- a/pkg/strategy/buyandhold/strategy.go
+++ b/pkg/strategy/buyandhold/strategy.go
@@ -13,6 +13,10 @@ import (
 	"github.com/c9s/bbgo/pkg/util"
 )
 
+func init() {
+	bbgo.RegisterStrategy("buyandhold", &Strategy{})
+}
+
 type Strategy struct {
 	Symbol            string  `json:"symbol"`
 	Interval          string  `json:"interval"`