types: move valuemap and floatmap to types

pkg/fixedpoint/value_map_test.go

@@ -1,124 +0,0 @@
-package fixedpoint
-
-import (
-	"testing"
-
-	"github.com/stretchr/testify/assert"
-)
-
-func Test_ValueMap_Eq(t *testing.T) {
-	m1 := ValueMap{
-		"A": NewFromFloat(3.0),
-		"B": NewFromFloat(4.0),
-	}
-
-	m2 := ValueMap{}
-
-	m3 := ValueMap{"A": NewFromFloat(5.0)}
-
-	m4 := ValueMap{
-		"A": NewFromFloat(6.0),
-		"B": NewFromFloat(7.0),
-	}
-
-	m5 := ValueMap{
-		"A": NewFromFloat(3.0),
-		"B": NewFromFloat(4.0),
-	}
-
-	assert.True(t, m1.Eq(m1))
-	assert.False(t, m1.Eq(m2))
-	assert.False(t, m1.Eq(m3))
-	assert.False(t, m1.Eq(m4))
-	assert.True(t, m1.Eq(m5))
-}
-
-func Test_ValueMap_Add(t *testing.T) {
-	m1 := ValueMap{
-		"A": NewFromFloat(3.0),
-		"B": NewFromFloat(4.0),
-	}
-
-	m2 := ValueMap{
-		"A": NewFromFloat(5.0),
-		"B": NewFromFloat(6.0),
-	}
-
-	m3 := ValueMap{
-		"A": NewFromFloat(8.0),
-		"B": NewFromFloat(10.0),
-	}
-
-	m4 := ValueMap{"A": NewFromFloat(8.0)}
-
-	assert.Equal(t, m3, m1.Add(m2))
-	assert.Panics(t, func() { m1.Add(m4) })
-}
-
-func Test_ValueMap_AddScalar(t *testing.T) {
-	x := NewFromFloat(5.0)
-
-	m1 := ValueMap{
-		"A": NewFromFloat(3.0),
-		"B": NewFromFloat(4.0),
-	}
-
-	m2 := ValueMap{
-		"A": NewFromFloat(3.0).Add(x),
-		"B": NewFromFloat(4.0).Add(x),
-	}
-
-	assert.Equal(t, m2, m1.AddScalar(x))
-}
-
-func Test_ValueMap_DivScalar(t *testing.T) {
-	x := NewFromFloat(5.0)
-
-	m1 := ValueMap{
-		"A": NewFromFloat(3.0),
-		"B": NewFromFloat(4.0),
-	}
-
-	m2 := ValueMap{
-		"A": NewFromFloat(3.0).Div(x),
-		"B": NewFromFloat(4.0).Div(x),
-	}
-
-	assert.Equal(t, m2, m1.DivScalar(x))
-}
-
-func Test_ValueMap_Sum(t *testing.T) {
-	m := ValueMap{
-		"A": NewFromFloat(3.0),
-		"B": NewFromFloat(4.0),
-	}
-
-	assert.Equal(t, NewFromFloat(7.0), m.Sum())
-}
-
-func Test_ValueMap_Normalize(t *testing.T) {
-	a := NewFromFloat(3.0)
-	b := NewFromFloat(4.0)
-	c := a.Add(b)
-
-	m := ValueMap{
-		"A": a,
-		"B": b,
-	}
-
-	n := ValueMap{
-		"A": a.Div(c),
-		"B": b.Div(c),
-	}
-
-	assert.True(t, m.Normalize().Eq(n))
-}
-
-func Test_ValueMap_Normalize_zero_sum(t *testing.T) {
-	m := ValueMap{
-		"A": Zero,
-		"B": Zero,
-	}
-
-	assert.Panics(t, func() { m.Normalize() })
-}

pkg/strategy/marketcap/strategy.go

@@ -170,8 +170,8 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context, session *bbgo.Excha
 	return submitOrders
 }
 
-func (s *Strategy) getTargetWeights(ctx context.Context) fixedpoint.ValueMap {
+func (s *Strategy) getTargetWeights(ctx context.Context) types.ValueMap {
-	m := FloatMap{}
+	m := types.FloatMap{}
 
 	// get market cap values
 	for _, currency := range s.TargetCurrencies {
@@ -192,8 +192,8 @@ func (s *Strategy) getTargetWeights(ctx context.Context) fixedpoint.ValueMap {
 	// append base weight
 	m[s.BaseCurrency] = s.BaseWeight.Float64()
 
-	// convert to fixedpoint.ValueMap
+	// convert to types.ValueMap
-	targetWeights := fixedpoint.ValueMap{}
+	targetWeights := types.ValueMap{}
 	for currency, weight := range m {
 		targetWeights[currency] = fixedpoint.NewFromFloat(weight)
 	}
@@ -201,14 +201,14 @@ func (s *Strategy) getTargetWeights(ctx context.Context) fixedpoint.ValueMap {
 	return targetWeights
 }
 
-func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) fixedpoint.ValueMap {
+func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) types.ValueMap {
 	tickers, err := session.Exchange.QueryTickers(ctx, s.symbols()...)
 	if err != nil {
 		log.WithError(err).Error("failed to query tickers")
 		return nil
 	}
 
-	prices := fixedpoint.ValueMap{}
+	prices := types.ValueMap{}
 	for _, currency := range s.TargetCurrencies {
 		prices[currency] = tickers[currency+s.BaseCurrency].Last
 	}
@@ -219,10 +219,10 @@ func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) fi
 	return prices
 }
 
-func (s *Strategy) quantities(session *bbgo.ExchangeSession) fixedpoint.ValueMap {
+func (s *Strategy) quantities(session *bbgo.ExchangeSession) types.ValueMap {
 	balances := session.Account.Balances()
 
-	quantities := fixedpoint.ValueMap{}
+	quantities := types.ValueMap{}
 	for _, currency := range s.currencies() {
 		quantities[currency] = balances[currency].Total()
 	}

pkg/strategy/rebalance/strategy.go

@@ -22,11 +22,11 @@ func init() {
 type Strategy struct {
 	Notifiability *bbgo.Notifiability
 
-	Interval      types.Interval      `json:"interval"`
+	Interval      types.Interval   `json:"interval"`
-	BaseCurrency  string              `json:"baseCurrency"`
+	BaseCurrency  string           `json:"baseCurrency"`
-	TargetWeights fixedpoint.ValueMap `json:"targetWeights"`
+	TargetWeights types.ValueMap   `json:"targetWeights"`
-	Threshold     fixedpoint.Value    `json:"threshold"`
+	Threshold     fixedpoint.Value `json:"threshold"`
-	DryRun        bool                `json:"dryRun"`
+	DryRun        bool             `json:"dryRun"`
 	// max amount to buy or sell per order
 	MaxAmount fixedpoint.Value `json:"maxAmount"`
 
@@ -113,8 +113,8 @@ func (s *Strategy) rebalance(ctx context.Context, orderExecutor bbgo.OrderExecut
 	s.activeOrderBook.Add(createdOrders...)
 }
 
-func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) fixedpoint.ValueMap {
+func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) types.ValueMap {
-	m := make(fixedpoint.ValueMap)
+	m := make(types.ValueMap)
 
 	tickers, err := session.Exchange.QueryTickers(ctx, s.symbols()...)
 	if err != nil {
@@ -133,8 +133,8 @@ func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) fi
 	return m
 }
 
-func (s *Strategy) quantities(session *bbgo.ExchangeSession) fixedpoint.ValueMap {
+func (s *Strategy) quantities(session *bbgo.ExchangeSession) types.ValueMap {
-	m := make(fixedpoint.ValueMap)
+	m := make(types.ValueMap)
 
 	balances := session.GetAccount().Balances()
 	for currency := range s.TargetWeights {

pkg/types/float_map.go

@@ -1,4 +1,4 @@
-package marketcap
+package types
 
 type FloatMap map[string]float64
 

pkg/types/value_map.go

@@ -1,6 +1,8 @@
-package fixedpoint
+package types
 
-type ValueMap map[string]Value
+import "github.com/c9s/bbgo/pkg/fixedpoint"
+
+type ValueMap map[string]fixedpoint.Value
 
 func (m ValueMap) Eq(n ValueMap) bool {
 	if len(m) != len(n) {
@@ -28,8 +30,13 @@ func (m ValueMap) Add(n ValueMap) ValueMap {
 
 	o := ValueMap{}
 
-	for k, v := range m {
+	for m_k, m_v := range m {
-		o[k] = v.Add(n[k])
+		n_v, ok := n[m_k]
+		if !ok {
+			panic("key not found")
+		}
+
+		o[m_k] = m_v.Add(n_v)
 	}
 
 	return o
@@ -42,8 +49,13 @@ func (m ValueMap) Sub(n ValueMap) ValueMap {
 
 	o := ValueMap{}
 
-	for k, v := range m {
+	for m_k, m_v := range m {
-		o[k] = v.Sub(n[k])
+		n_v, ok := n[m_k]
+		if !ok {
+			panic("key not found")
+		}
+
+		o[m_k] = m_v.Sub(n_v)
 	}
 
 	return o
@@ -56,8 +68,13 @@ func (m ValueMap) Mul(n ValueMap) ValueMap {
 
 	o := ValueMap{}
 
-	for k, v := range m {
+	for m_k, m_v := range m {
-		o[k] = v.Mul(n[k])
+		n_v, ok := n[m_k]
+		if !ok {
+			panic("key not found")
+		}
+
+		o[m_k] = m_v.Mul(n_v)
 	}
 
 	return o
@@ -70,14 +87,19 @@ func (m ValueMap) Div(n ValueMap) ValueMap {
 
 	o := ValueMap{}
 
-	for k, v := range m {
+	for m_k, m_v := range m {
-		o[k] = v.Div(n[k])
+		n_v, ok := n[m_k]
+		if !ok {
+			panic("key not found")
+		}
+
+		o[m_k] = m_v.Div(n_v)
 	}
 
 	return o
 }
 
-func (m ValueMap) AddScalar(x Value) ValueMap {
+func (m ValueMap) AddScalar(x fixedpoint.Value) ValueMap {
 	o := ValueMap{}
 
 	for k, v := range m {
@@ -87,7 +109,7 @@ func (m ValueMap) AddScalar(x Value) ValueMap {
 	return o
 }
 
-func (m ValueMap) SubScalar(x Value) ValueMap {
+func (m ValueMap) SubScalar(x fixedpoint.Value) ValueMap {
 	o := ValueMap{}
 
 	for k, v := range m {
@@ -97,7 +119,7 @@ func (m ValueMap) SubScalar(x Value) ValueMap {
 	return o
 }
 
-func (m ValueMap) MulScalar(x Value) ValueMap {
+func (m ValueMap) MulScalar(x fixedpoint.Value) ValueMap {
 	o := ValueMap{}
 
 	for k, v := range m {
@@ -107,7 +129,7 @@ func (m ValueMap) MulScalar(x Value) ValueMap {
 	return o
 }
 
-func (m ValueMap) DivScalar(x Value) ValueMap {
+func (m ValueMap) DivScalar(x fixedpoint.Value) ValueMap {
 	o := ValueMap{}
 
 	for k, v := range m {
@@ -117,8 +139,8 @@ func (m ValueMap) DivScalar(x Value) ValueMap {
 	return o
 }
 
-func (m ValueMap) Sum() Value {
+func (m ValueMap) Sum() fixedpoint.Value {
-	var sum Value
+	var sum fixedpoint.Value
 	for _, v := range m {
 		sum = sum.Add(v)
 	}
@@ -127,7 +149,7 @@ func (m ValueMap) Sum() Value {
 
 func (m ValueMap) Normalize() ValueMap {
 	sum := m.Sum()
-	if sum.Eq(Zero) {
+	if sum.Eq(fixedpoint.Zero) {
 		panic("zero sum")
 	}
 

pkg/types/value_map_test.go

@@ -0,0 +1,125 @@
+package types
+
+import (
+	"testing"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/stretchr/testify/assert"
+)
+
+func Test_ValueMap_Eq(t *testing.T) {
+	m1 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0),
+		"B": fixedpoint.NewFromFloat(4.0),
+	}
+
+	m2 := ValueMap{}
+
+	m3 := ValueMap{"A": fixedpoint.NewFromFloat(5.0)}
+
+	m4 := ValueMap{
+		"A": fixedpoint.NewFromFloat(6.0),
+		"B": fixedpoint.NewFromFloat(7.0),
+	}
+
+	m5 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0),
+		"B": fixedpoint.NewFromFloat(4.0),
+	}
+
+	assert.True(t, m1.Eq(m1))
+	assert.False(t, m1.Eq(m2))
+	assert.False(t, m1.Eq(m3))
+	assert.False(t, m1.Eq(m4))
+	assert.True(t, m1.Eq(m5))
+}
+
+func Test_ValueMap_Add(t *testing.T) {
+	m1 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0),
+		"B": fixedpoint.NewFromFloat(4.0),
+	}
+
+	m2 := ValueMap{
+		"A": fixedpoint.NewFromFloat(5.0),
+		"B": fixedpoint.NewFromFloat(6.0),
+	}
+
+	m3 := ValueMap{
+		"A": fixedpoint.NewFromFloat(8.0),
+		"B": fixedpoint.NewFromFloat(10.0),
+	}
+
+	m4 := ValueMap{"A": fixedpoint.NewFromFloat(8.0)}
+
+	assert.Equal(t, m3, m1.Add(m2))
+	assert.Panics(t, func() { m1.Add(m4) })
+}
+
+func Test_ValueMap_AddScalar(t *testing.T) {
+	x := fixedpoint.NewFromFloat(5.0)
+
+	m1 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0),
+		"B": fixedpoint.NewFromFloat(4.0),
+	}
+
+	m2 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0).Add(x),
+		"B": fixedpoint.NewFromFloat(4.0).Add(x),
+	}
+
+	assert.Equal(t, m2, m1.AddScalar(x))
+}
+
+func Test_ValueMap_DivScalar(t *testing.T) {
+	x := fixedpoint.NewFromFloat(5.0)
+
+	m1 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0),
+		"B": fixedpoint.NewFromFloat(4.0),
+	}
+
+	m2 := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0).Div(x),
+		"B": fixedpoint.NewFromFloat(4.0).Div(x),
+	}
+
+	assert.Equal(t, m2, m1.DivScalar(x))
+}
+
+func Test_ValueMap_Sum(t *testing.T) {
+	m := ValueMap{
+		"A": fixedpoint.NewFromFloat(3.0),
+		"B": fixedpoint.NewFromFloat(4.0),
+	}
+
+	assert.Equal(t, fixedpoint.NewFromFloat(7.0), m.Sum())
+}
+
+func Test_ValueMap_Normalize(t *testing.T) {
+	a := fixedpoint.NewFromFloat(3.0)
+	b := fixedpoint.NewFromFloat(4.0)
+	c := a.Add(b)
+
+	m := ValueMap{
+		"A": a,
+		"B": b,
+	}
+
+	n := ValueMap{
+		"A": a.Div(c),
+		"B": b.Div(c),
+	}
+
+	assert.True(t, m.Normalize().Eq(n))
+}
+
+func Test_ValueMap_Normalize_zero_sum(t *testing.T) {
+	m := ValueMap{
+		"A": fixedpoint.Zero,
+		"B": fixedpoint.Zero,
+	}
+
+	assert.Panics(t, func() { m.Normalize() })
+}