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bbgo: load last price from 1m interval kline only

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This commit is contained in:
c9s 2021-10-13 13:41:02 +08:00
parent 83378b1934
commit 44a0b10240
1 changed files with 4 additions and 7 deletions
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11
pkg/bbgo/session.go
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@ -406,10 +406,10 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
}
}
var lastPriceTime time.Time
for interval := range klineSubscriptions {
// avoid querying the last unclosed kline
endTime := environ.startTime.Add(-interval.Duration())
// endTime := environ.startTime.Add(-interval.Duration())
endTime := environ.startTime.Add(-time.Millisecond)
kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
EndTime: &endTime,
Limit: 1000, // indicators need at least 100
@ -425,12 +425,9 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
// update last prices by the given kline
lastKLine := kLines[len(kLines)-1]
if lastPriceTime == emptyTime {
if interval == types.Interval1m {
log.Infof("last kline %+v", lastKLine)
session.lastPrices[symbol] = lastKLine.Close
lastPriceTime = lastKLine.EndTime
} else if lastKLine.EndTime.After(lastPriceTime) {
session.lastPrices[symbol] = lastKLine.Close
lastPriceTime = lastKLine.EndTime
}
for _, k := range kLines {