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bbgo: fix indicator load key duplicate issue

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c9s 2022-08-31 01:21:32 +08:00
parent 70fb6d19a9
commit 51972e9e28
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1 changed files with 25 additions and 17 deletions
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42
pkg/bbgo/standard_indicator_set.go
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@ -24,18 +24,23 @@ type StandardIndicatorSet struct {
// Standard indicators // Standard indicators
// interval -> window // interval -> window
iwbIndicators map[types.IntervalWindowBandWidth]*indicator.BOLL iwbIndicators map[types.IntervalWindowBandWidth]*indicator.BOLL
iwIndicators map[types.IntervalWindow]indicator.KLinePusher iwIndicators map[indicatorKey]indicator.KLinePusher
stream types.Stream stream types.Stream
store *MarketDataStore store *MarketDataStore
} }
type indicatorKey struct {
iw types.IntervalWindow
id string
}
func NewStandardIndicatorSet(symbol string, stream types.Stream, store *MarketDataStore) *StandardIndicatorSet { func NewStandardIndicatorSet(symbol string, stream types.Stream, store *MarketDataStore) *StandardIndicatorSet {
return &StandardIndicatorSet{ return &StandardIndicatorSet{
Symbol: symbol, Symbol: symbol,
store: store, store: store,
stream: stream, stream: stream,
iwIndicators: make(map[types.IntervalWindow]indicator.KLinePusher), iwIndicators: make(map[indicatorKey]indicator.KLinePusher),
iwbIndicators: make(map[types.IntervalWindowBandWidth]*indicator.BOLL), iwbIndicators: make(map[types.IntervalWindowBandWidth]*indicator.BOLL),
} }
} }
@ -50,74 +55,77 @@ func (s *StandardIndicatorSet) initAndBind(inc indicator.KLinePusher, interval t
s.stream.OnKLineClosed(types.KLineWith(s.Symbol, interval, inc.PushK)) s.stream.OnKLineClosed(types.KLineWith(s.Symbol, interval, inc.PushK))
} }
func (s *StandardIndicatorSet) allocateSimpleIndicator(t indicator.KLinePusher, iw types.IntervalWindow) indicator.KLinePusher { func (s *StandardIndicatorSet) allocateSimpleIndicator(t indicator.KLinePusher, iw types.IntervalWindow, id string) indicator.KLinePusher {
inc, ok := s.iwIndicators[iw] k := indicatorKey{
iw: iw,
id: id,
}
inc, ok := s.iwIndicators[k]
if ok { if ok {
return inc return inc
} }
inc = t inc = t
s.initAndBind(inc, iw.Interval) s.initAndBind(inc, iw.Interval)
s.iwIndicators[iw] = inc s.iwIndicators[k] = inc
return t return t
} }
// SMA is a helper function that returns the simple moving average indicator of the given interval and the window size. // SMA is a helper function that returns the simple moving average indicator of the given interval and the window size.
func (s *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA { func (s *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA {
inc := s.allocateSimpleIndicator(&indicator.SMA{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.SMA{IntervalWindow: iw}, iw, "sma")
return inc.(*indicator.SMA) return inc.(*indicator.SMA)
} }
// EWMA is a helper function that returns the exponential weighed moving average indicator of the given interval and the window size. // EWMA is a helper function that returns the exponential weighed moving average indicator of the given interval and the window size.
func (s *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA { func (s *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
inc := s.allocateSimpleIndicator(&indicator.EWMA{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.EWMA{IntervalWindow: iw}, iw, "ewma")
return inc.(*indicator.EWMA) return inc.(*indicator.EWMA)
} }
// VWMA // VWMA
func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA { func (s *StandardIndicatorSet) VWMA(iw types.IntervalWindow) *indicator.VWMA {
inc := s.allocateSimpleIndicator(&indicator.VWMA{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.VWMA{IntervalWindow: iw}, iw, "vwma")
return inc.(*indicator.VWMA) return inc.(*indicator.VWMA)
} }
func (s *StandardIndicatorSet) PivotHigh(iw types.IntervalWindow) *indicator.PivotHigh { func (s *StandardIndicatorSet) PivotHigh(iw types.IntervalWindow) *indicator.PivotHigh {
inc := s.allocateSimpleIndicator(&indicator.PivotHigh{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.PivotHigh{IntervalWindow: iw}, iw, "pivothigh")
return inc.(*indicator.PivotHigh) return inc.(*indicator.PivotHigh)
} }
func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow { func (s *StandardIndicatorSet) PivotLow(iw types.IntervalWindow) *indicator.PivotLow {
inc := s.allocateSimpleIndicator(&indicator.PivotLow{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.PivotLow{IntervalWindow: iw}, iw, "pivotlow")
return inc.(*indicator.PivotLow) return inc.(*indicator.PivotLow)
} }
func (s *StandardIndicatorSet) ATR(iw types.IntervalWindow) *indicator.ATR { func (s *StandardIndicatorSet) ATR(iw types.IntervalWindow) *indicator.ATR {
inc := s.allocateSimpleIndicator(&indicator.ATR{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.ATR{IntervalWindow: iw}, iw, "atr")
return inc.(*indicator.ATR) return inc.(*indicator.ATR)
} }
func (s *StandardIndicatorSet) ATRP(iw types.IntervalWindow) *indicator.ATRP { func (s *StandardIndicatorSet) ATRP(iw types.IntervalWindow) *indicator.ATRP {
inc := s.allocateSimpleIndicator(&indicator.ATRP{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.ATRP{IntervalWindow: iw}, iw, "atrp")
return inc.(*indicator.ATRP) return inc.(*indicator.ATRP)
} }
func (s *StandardIndicatorSet) EMV(iw types.IntervalWindow) *indicator.EMV { func (s *StandardIndicatorSet) EMV(iw types.IntervalWindow) *indicator.EMV {
inc := s.allocateSimpleIndicator(&indicator.EMV{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.EMV{IntervalWindow: iw}, iw, "emv")
return inc.(*indicator.EMV) return inc.(*indicator.EMV)
} }
func (s *StandardIndicatorSet) CCI(iw types.IntervalWindow) *indicator.CCI { func (s *StandardIndicatorSet) CCI(iw types.IntervalWindow) *indicator.CCI {
inc := s.allocateSimpleIndicator(&indicator.CCI{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.CCI{IntervalWindow: iw}, iw, "cci")
return inc.(*indicator.CCI) return inc.(*indicator.CCI)
} }
func (s *StandardIndicatorSet) HULL(iw types.IntervalWindow) *indicator.HULL { func (s *StandardIndicatorSet) HULL(iw types.IntervalWindow) *indicator.HULL {
inc := s.allocateSimpleIndicator(&indicator.HULL{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.HULL{IntervalWindow: iw}, iw, "hull")
return inc.(*indicator.HULL) return inc.(*indicator.HULL)
} }
func (s *StandardIndicatorSet) STOCH(iw types.IntervalWindow) *indicator.STOCH { func (s *StandardIndicatorSet) STOCH(iw types.IntervalWindow) *indicator.STOCH {
inc := s.allocateSimpleIndicator(&indicator.STOCH{IntervalWindow: iw}, iw) inc := s.allocateSimpleIndicator(&indicator.STOCH{IntervalWindow: iw}, iw, "stoch")
return inc.(*indicator.STOCH) return inc.(*indicator.STOCH)
} }