fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status

pkg/bbgo/session.go

@@ -23,7 +23,7 @@ import (
 	"github.com/c9s/bbgo/pkg/util"
 )
 
-var KLineLimit int64 = 1000
+var KLinePreloadLimit int64 = 1000
 
 // ExchangeSession presents the exchange connection Session
 // It also maintains and collects the data returned from the stream.
@@ -421,7 +421,7 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 		// avoid querying the last unclosed kline
 		endTime := environ.startTime
 		var i int64
-		for i = 0; i < KLineLimit; i += 1000 {
+		for i = 0; i < KLinePreloadLimit; i += 1000 {
 			var duration time.Duration = time.Duration(-i * int64(interval.Duration()))
 			e := endTime.Add(duration)
 
@@ -441,7 +441,6 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 			// update last prices by the given kline
 			lastKLine := kLines[len(kLines)-1]
 			if interval == types.Interval1m {
-				log.Infof("last kline %+v", lastKLine)
 				session.lastPrices[symbol] = lastKLine.Close
 			}
 

pkg/bbgo/source.go

@@ -1,6 +1,7 @@
 package bbgo
 
 import (
+	"encoding/json"
 	"strings"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -10,16 +11,32 @@ import (
 
 type SourceFunc func(*types.KLine) fixedpoint.Value
 
-var Four fixedpoint.Value = fixedpoint.NewFromInt(4)
+type selectorInternal struct {
-var Three fixedpoint.Value = fixedpoint.NewFromInt(3)
+	Source    string
-var Two fixedpoint.Value = fixedpoint.NewFromInt(2)
-
-type SourceSelector struct {
-	Source    string `json:"source,omitempty"`
 	getSource SourceFunc
 }
 
-func (s *SourceSelector) Init() {
+func (s *selectorInternal) UnmarshalJSON(d []byte) error {
+	if err := json.Unmarshal(d, &s.Source); err != nil {
+		return err
+	}
+	s.init()
+	return nil
+}
+
+func (s selectorInternal) MarshalJSON() ([]byte, error) {
+	if s.Source == "" {
+		s.Source = "close"
+		s.init()
+	}
+	return []byte("\"" + s.Source + "\""), nil
+}
+
+type SourceSelector struct {
+	Source selectorInternal `json:"source,omitempty"`
+}
+
+func (s *selectorInternal) init() {
 	switch strings.ToLower(s.Source) {
 	case "close":
 		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.Close }
@@ -28,23 +45,36 @@ func (s *SourceSelector) Init() {
 	case "low":
 		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.Low }
 	case "hl2":
-		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(Two) }
+		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(fixedpoint.Two) }
 	case "hlc3":
 		s.getSource = func(kline *types.KLine) fixedpoint.Value {
-			return kline.High.Add(kline.Low).Add(kline.Close).Div(Three)
+			return kline.High.Add(kline.Low).Add(kline.Close).Div(fixedpoint.Three)
 		}
 	case "ohlc4":
 		s.getSource = func(kline *types.KLine) fixedpoint.Value {
-			return kline.High.Add(kline.Low).Add(kline.Close).Add(kline.Open).Div(Four)
+			return kline.High.Add(kline.Low).Add(kline.Close).Add(kline.Open).Div(fixedpoint.Four)
 		}
 	case "open":
 		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.Open }
 	default:
 		log.Infof("source not set: %s, use hl2 by default", s.Source)
-		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(Two) }
+		s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(fixedpoint.Two) }
 	}
 }
 
-func (s *SourceSelector) GetSource(kline *types.KLine) fixedpoint.Value {
+func (s *selectorInternal) String() string {
-	return s.getSource(kline)
+	if s.Source == "" {
+		s.Source = "close"
+		s.init()
+	}
+	return s.Source
+}
+
+// lazy init if empty struct is passed in
+func (s *SourceSelector) GetSource(kline *types.KLine) fixedpoint.Value {
+	if s.Source.Source == "" {
+		s.Source.Source = "close"
+		s.Source.init()
+	}
+	return s.Source.getSource(kline)
 }

pkg/bbgo/source_test.go

@@ -0,0 +1,34 @@
+package bbgo
+
+import (
+	"encoding/json"
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/stretchr/testify/assert"
+)
+
+func TestSource(t *testing.T) {
+	input := "{\"source\":\"high\"}"
+	type Strategy struct {
+		SourceSelector
+	}
+	s := Strategy{}
+	assert.NoError(t, json.Unmarshal([]byte(input), &s))
+	assert.Equal(t, s.Source.Source, "high")
+	assert.NotNil(t, s.Source.getSource)
+	e, err := json.Marshal(&s)
+	assert.NoError(t, err)
+	assert.Equal(t, input, string(e))
+
+	input = "{}"
+	s = Strategy{}
+	assert.NoError(t, json.Unmarshal([]byte(input), &s))
+	assert.Equal(t, fixedpoint.Zero, s.GetSource(&types.KLine{}))
+
+	e, err = json.Marshal(&Strategy{})
+	assert.NoError(t, err)
+	assert.Equal(t, "{\"source\":\"close\"}", string(e))
+
+}

pkg/dynamic/print_config.go

@@ -1,6 +1,7 @@
 package dynamic
 
 import (
+	"encoding/json"
 	"fmt"
 	"io"
 	"reflect"
@@ -16,7 +17,7 @@ import (
 )
 
 func DefaultWhiteList() []string {
-	return []string{"Window", "Interval", "Symbol"}
+	return []string{"Window", "RightWindow", "Interval", "Symbol", "Source"}
 }
 
 // @param s: strategy object
@@ -96,6 +97,9 @@ func PrintConfig(s interface{}, f io.Writer, style *table.Style, withColor bool,
 						}
 						redundantSet[name] = struct{}{}
 						value := field.Field(j).Interface()
+						if e, err := json.Marshal(value); err == nil {
+							value = string(e)
+						}
 						values = append(values, types.JsonStruct{Key: fieldName, Json: name, Type: tt.Type.String(), Value: value})
 					}
 				}
@@ -106,7 +110,11 @@ func PrintConfig(s interface{}, f io.Writer, style *table.Style, withColor bool,
 				continue
 			}
 			redundantSet[name] = struct{}{}
-			values = append(values, types.JsonStruct{Key: fieldName, Json: name, Type: t.Type.String(), Value: val.Field(i).Interface()})
+			value := val.Field(i).Interface()
+			if e, err := json.Marshal(value); err == nil {
+				value = string(e)
+			}
+			values = append(values, types.JsonStruct{Key: fieldName, Json: name, Type: t.Type.String(), Value: value})
 		}
 	}
 	sort.Sort(values)

pkg/fixedpoint/const.go

@@ -0,0 +1,7 @@
+package fixedpoint
+
+var (
+	Two   Value = NewFromInt(2)
+	Three Value = NewFromInt(3)
+	Four  Value = NewFromInt(3)
+)

pkg/strategy/drift/strategy.go

@@ -126,7 +126,7 @@ func (s *Strategy) InstanceID() string {
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	// by default, bbgo only pre-subscribe 1000 klines.
 	// this is not enough if we're subscribing 30m intervals using SerialMarketDataStore
-	bbgo.KLineLimit = int64((s.Interval.Minutes()*s.Window/1000 + 1) * 1000)
+	bbgo.KLinePreloadLimit = int64((s.Interval.Minutes()*s.Window/1000 + 1) * 1000)
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{
 		Interval: types.Interval1m,
 	})
@@ -255,6 +255,9 @@ func (s *Strategy) smartCancel(ctx context.Context, pricef, atr float64) (int, e
 
 		drift := s.drift1m.Array(2)
 		for _, order := range nonTraded {
+			if order.Status != types.OrderStatusNew && order.Status != types.OrderStatusPartiallyFilled {
+				continue
+			}
 			log.Warnf("%v | counter: %d, system: %d", order, s.orderPendingCounter[order.OrderID], s.minutesCounter)
 			if s.minutesCounter-s.orderPendingCounter[order.OrderID] > s.PendingMinutes {
 				if order.Side == types.SideTypeBuy && drift[1] < drift[0] {
@@ -801,8 +804,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	}
 	// StrategyController
 	s.Status = types.StrategyStatusRunning
-	// Get source function from config input
-	s.SourceSelector.Init()
 
 	s.OnSuspend(func() {
 		_ = s.GeneralOrderExecutor.GracefulCancel(ctx)

pkg/strategy/elliottwave/strategy.go

@@ -99,7 +99,7 @@ func (s *Strategy) InstanceID() string {
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	// by default, bbgo only pre-subscribe 1000 klines.
 	// this is not enough if we're subscribing 30m intervals using SerialMarketDataStore
-	bbgo.KLineLimit = int64((s.Interval.Minutes()*s.WindowSlow/1000 + 1) + 1000)
+	bbgo.KLinePreloadLimit = int64((s.Interval.Minutes()*s.WindowSlow/1000 + 1) + 1000)
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{
 		Interval: types.Interval1m,
 	})
@@ -178,6 +178,9 @@ func (s *Strategy) smartCancel(ctx context.Context, pricef float64) int {
 	if len(nonTraded) > 0 {
 		left := 0
 		for _, order := range nonTraded {
+			if order.Status != types.OrderStatusNew && order.Status != types.OrderStatusPartiallyFilled {
+				continue
+			}
 			log.Warnf("%v | counter: %d, system: %d", order, s.orderPendingCounter[order.OrderID], s.minutesCounter)
 			toCancel := false
 			if s.minutesCounter-s.orderPendingCounter[order.OrderID] >= s.PendingMinutes {
@@ -291,8 +294,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	}
 	// StrategyController
 	s.Status = types.StrategyStatusRunning
-	// Get source function from config input
-	s.SourceSelector.Init()
 	s.OnSuspend(func() {
 		_ = s.GeneralOrderExecutor.GracefulCancel(ctx)
 	})