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Fix: nil pointer exception in indicator creation, add stoch util func

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This commit is contained in:
zenix 2021-05-26 00:20:31 +00:00
parent 9c331063f4
commit 3d2a27fc10
1 changed files with 22 additions and 9 deletions
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25
pkg/bbgo/session.go
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@ -16,7 +16,7 @@ import (
"github.com/c9s/bbgo/pkg/util"
)
var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP", "BUSD"}
type StandardIndicatorSet struct {
Symbol string
@ -25,6 +25,7 @@ type StandardIndicatorSet struct {
sma map[types.IntervalWindow]*indicator.SMA
ewma map[types.IntervalWindow]*indicator.EWMA
boll map[types.IntervalWindow]*indicator.BOLL
stoch map[types.IntervalWindow]*indicator.STOCH
store *MarketDataStore
}
@ -35,6 +36,7 @@ func NewStandardIndicatorSet(symbol string, store *MarketDataStore) *StandardInd
sma: make(map[types.IntervalWindow]*indicator.SMA),
ewma: make(map[types.IntervalWindow]*indicator.EWMA),
boll: make(map[types.IntervalWindow]*indicator.BOLL),
stoch: make(map[types.IntervalWindow]*indicator.STOCH),
store: store,
}
@ -65,7 +67,7 @@ func NewStandardIndicatorSet(symbol string, store *MarketDataStore) *StandardInd
func (set *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64) *indicator.BOLL {
inc, ok := set.boll[iw]
if !ok {
inc := &indicator.BOLL{IntervalWindow: iw, K: bandWidth}
inc = &indicator.BOLL{IntervalWindow: iw, K: bandWidth}
inc.Bind(set.store)
set.boll[iw] = inc
}
@ -77,7 +79,7 @@ func (set *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64
func (set *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA {
inc, ok := set.sma[iw]
if !ok {
inc := &indicator.SMA{IntervalWindow: iw}
inc = &indicator.SMA{IntervalWindow: iw}
inc.Bind(set.store)
set.sma[iw] = inc
}
@ -89,7 +91,7 @@ func (set *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA {
func (set *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
inc, ok := set.ewma[iw]
if !ok {
inc := &indicator.EWMA{IntervalWindow: iw}
inc = &indicator.EWMA{IntervalWindow: iw}
inc.Bind(set.store)
set.ewma[iw] = inc
}
@ -97,6 +99,17 @@ func (set *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
return inc
}
func (set *StandardIndicatorSet) STOCH(iw types.IntervalWindow) *indicator.STOCH {
inc, ok := set.stoch[iw]
if !ok {
inc = &indicator.STOCH{IntervalWindow: iw}
inc.Bind(set.store)
set.stoch[iw] = inc
}
return inc
}
// ExchangeSession presents the exchange connection Session
// It also maintains and collects the data returned from the stream.
type ExchangeSession struct {
@ -385,7 +398,7 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
var lastPriceTime time.Time
for interval := range usedKLineIntervals {
// avoid querying the last unclosed kline
endTime := environ.startTime.Add(- interval.Duration())
endTime := environ.startTime.Add(-interval.Duration())
kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
EndTime: &endTime,
Limit: 1000, // indicators need at least 100
@ -536,7 +549,7 @@ func (session *ExchangeSession) FormatOrder(order types.SubmitOrder) (types.Subm
}
func (session *ExchangeSession) UpdatePrices(ctx context.Context) (err error) {
if session.lastPriceUpdatedAt.After(time.Now().Add(- time.Hour)) {
if session.lastPriceUpdatedAt.After(time.Now().Add(-time.Hour)) {
return nil
}