lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #928 from c9s/refactor/iteract-filter

Browse Source 
refactor: refactor interact strategy filter functions
This commit is contained in:
Yo-An Lin 2022-09-11 12:20:38 +08:00 committed by GitHub
commit 42a358fd34
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 105 additions and 61 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

135
pkg/bbgo/interact.go
View File

@ -77,54 +77,6 @@ func RegisterCommand(command, desc string, f interface{}) *interact.Command {
return it.Cmd
}
func getStrategySignatures(exchangeStrategies map[string]SingleExchangeStrategy) []string {
var strategies []string
for signature := range exchangeStrategies {
strategies = append(strategies, signature)
}
return strategies
}
func filterStrategyByInterface(checkInterface interface{}, exchangeStrategies map[string]SingleExchangeStrategy) (strategies map[string]SingleExchangeStrategy, found bool) {
found = false
strategies = make(map[string]SingleExchangeStrategy)
rt := reflect.TypeOf(checkInterface).Elem()
for signature, strategy := range exchangeStrategies {
if ok := reflect.TypeOf(strategy).Implements(rt); ok {
strategies[signature] = strategy
found = true
}
}
return strategies, found
}
func filterStrategyByField(fieldName string, fieldType reflect.Type, exchangeStrategies map[string]SingleExchangeStrategy) (strategies map[string]SingleExchangeStrategy, found bool) {
found = false
strategies = make(map[string]SingleExchangeStrategy)
for signature, strategy := range exchangeStrategies {
r := reflect.ValueOf(strategy).Elem()
f := r.FieldByName(fieldName)
if !f.IsZero() && f.Type() == fieldType {
strategies[signature] = strategy
found = true
}
}
return strategies, found
}
func generateStrategyButtonsForm(strategies map[string]SingleExchangeStrategy) [][3]string {
var buttonsForm [][3]string
signatures := getStrategySignatures(strategies)
for _, signature := range signatures {
buttonsForm = append(buttonsForm, [3]string{signature, "strategy", signature})
}
return buttonsForm
}
func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/sessions", "List Exchange Sessions", func(reply interact.Reply) error {
switch r := reply.(type) {
@ -172,7 +124,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/position", "Show Position", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*PositionReader)(nil), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByInterface(it.exchangeStrategies, (*PositionReader)(nil)); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -211,9 +163,11 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
})
i.PrivateCommand("/resetposition", "Reset position", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*PositionResetter)(nil), it.exchangeStrategies); found {
strategies, err := filterStrategies(it.exchangeStrategies, func(s SingleExchangeStrategy) bool {
return testInterface(s, (*PositionResetter)(nil)) || hasTypeField(s, &types.Position{})
})
if err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -254,7 +208,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/closeposition", "Close position", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*PositionCloser)(nil), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByInterface(it.exchangeStrategies, (*PositionCloser)(nil)); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -323,7 +277,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/status", "Strategy Status", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*StrategyStatusReader)(nil), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByInterface(it.exchangeStrategies, (*StrategyStatusReader)(nil)); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose a strategy")
} else {
@ -361,7 +315,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/suspend", "Suspend Strategy", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*StrategyToggler)(nil), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByInterface(it.exchangeStrategies, (*StrategyToggler)(nil)); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -403,7 +357,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/resume", "Resume Strategy", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*StrategyToggler)(nil), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByInterface(it.exchangeStrategies, (*StrategyToggler)(nil)); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -445,7 +399,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/emergencystop", "Emergency Stop", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByInterface((*EmergencyStopper)(nil), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByInterface(it.exchangeStrategies, (*EmergencyStopper)(nil)); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -482,7 +436,7 @@ func (it *CoreInteraction) Commands(i *interact.Interact) {
i.PrivateCommand("/modifyposition", "Modify Strategy Position", func(reply interact.Reply) error {
// it.trader.exchangeStrategies
// send symbol options
if strategies, found := filterStrategyByField("Position", reflect.TypeOf(types.NewPosition("", "", "")), it.exchangeStrategies); found {
if strategies, err := filterStrategiesByField(it.exchangeStrategies, "Position", reflect.TypeOf(&types.Position{})); err == nil && len(strategies) > 0 {
reply.AddMultipleButtons(generateStrategyButtonsForm(strategies))
reply.Message("Please choose one strategy")
} else {
@ -610,3 +564,68 @@ func parseFloatPercent(s string, bitSize int) (f float64, err error) {
}
return f / 100.0, nil
}
func getStrategySignatures(exchangeStrategies map[string]SingleExchangeStrategy) []string {
var strategies []string
for signature := range exchangeStrategies {
strategies = append(strategies, signature)
}
return strategies
}
// filterStrategies filters the exchange strategies by a filter tester function
// if filter() returns true, the strategy will be added to the returned map.
func filterStrategies(exchangeStrategies map[string]SingleExchangeStrategy, filter func(s SingleExchangeStrategy) bool) (map[string]SingleExchangeStrategy, error) {
retStrategies := make(map[string]SingleExchangeStrategy)
for signature, strategy := range exchangeStrategies {
if ok := filter(strategy); ok {
retStrategies[signature] = strategy
}
}
return retStrategies, nil
}
func hasTypeField(obj interface{}, typ interface{}) bool {
targetType := reflect.TypeOf(typ)
found := false
_ = dynamic.IterateFields(obj, func(ft reflect.StructField, fv reflect.Value) error {
if fv.Type() == targetType {
found = true
}
return nil
})
return found
}
func testInterface(obj interface{}, checkType interface{}) bool {
rt := reflect.TypeOf(checkType).Elem()
return reflect.TypeOf(obj).Implements(rt)
}
func filterStrategiesByInterface(exchangeStrategies map[string]SingleExchangeStrategy, checkInterface interface{}) (map[string]SingleExchangeStrategy, error) {
rt := reflect.TypeOf(checkInterface).Elem()
return filterStrategies(exchangeStrategies, func(s SingleExchangeStrategy) bool {
return reflect.TypeOf(s).Implements(rt)
})
}
func filterStrategiesByField(exchangeStrategies map[string]SingleExchangeStrategy, fieldName string, fieldType reflect.Type) (map[string]SingleExchangeStrategy, error) {
return filterStrategies(exchangeStrategies, func(s SingleExchangeStrategy) bool {
r := reflect.ValueOf(s).Elem()
f := r.FieldByName(fieldName)
return !f.IsZero() && f.Type() == fieldType
})
}
func generateStrategyButtonsForm(strategies map[string]SingleExchangeStrategy) [][3]string {
var buttonsForm [][3]string
signatures := getStrategySignatures(strategies)
for _, signature := range signatures {
buttonsForm = append(buttonsForm, [3]string{signature, "strategy", signature})
}
return buttonsForm
}

29
pkg/bbgo/interact_test.go
View File

@ -6,20 +6,28 @@ import (
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type myStrategy struct {
Symbol string `json:"symbol"`
Position *types.Position
}
func (m myStrategy) ID() string {
func (m *myStrategy) ID() string {
return "mystrategy"
}
func (m myStrategy) InstanceID() string {
func (m *myStrategy) InstanceID() string {
return fmt.Sprintf("%s:%s", m.ID(), m.Symbol)
}
func (m *myStrategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
return nil
}
func (m *myStrategy) Run(ctx context.Context, orderExecutor OrderExecutor, session *ExchangeSession) error {
return nil
}
@ -31,3 +39,20 @@ func Test_getStrategySignature(t *testing.T) {
assert.NoError(t, err)
assert.Equal(t, "mystrategy:BTCUSDT", signature)
}
func Test_hasTypeField(t *testing.T) {
s := &myStrategy{
Symbol: "BTCUSDT",
}
ok := hasTypeField(s, &types.Position{})
assert.True(t, ok)
}
func Test_testInterface(t *testing.T) {
s := &myStrategy{
Symbol: "BTCUSDT",
}
ok := testInterface(s, (*PositionCloser)(nil))
assert.True(t, ok)
}