From 5c8d2a019a658145520f4c9e9ec81aa4f3630864 Mon Sep 17 00:00:00 2001 From: c9s Date: Thu, 1 Sep 2022 19:17:41 +0800 Subject: [PATCH] backtest: rename BackTest to Backtest --- pkg/backtest/exchange.go | 4 +- pkg/backtest/fee.go | 8 +-- pkg/bbgo/backtestfeemode_enumer.go | 100 ++++++++++++++--------------- pkg/bbgo/config.go | 18 +++--- pkg/bbgo/config_test.go | 4 +- pkg/cmd/backtest.go | 2 +- 6 files changed, 68 insertions(+), 68 deletions(-) diff --git a/pkg/backtest/exchange.go b/pkg/backtest/exchange.go index 5675e85d6..58b0bbaa0 100644 --- a/pkg/backtest/exchange.go +++ b/pkg/backtest/exchange.go @@ -56,7 +56,7 @@ type Exchange struct { currentTime time.Time account *types.Account - config *bbgo.BackTest + config *bbgo.Backtest MarketDataStream types.StandardStreamEmitter @@ -74,7 +74,7 @@ type Exchange struct { Src *ExchangeDataSource } -func NewExchange(sourceName types.ExchangeName, sourceExchange types.Exchange, srv *service.BacktestService, config *bbgo.BackTest) (*Exchange, error) { +func NewExchange(sourceName types.ExchangeName, sourceExchange types.Exchange, srv *service.BacktestService, config *bbgo.Backtest) (*Exchange, error) { ex := sourceExchange markets, err := cache.LoadExchangeMarketsWithCache(context.Background(), ex) diff --git a/pkg/backtest/fee.go b/pkg/backtest/fee.go index 9cb413743..34ed82485 100644 --- a/pkg/backtest/fee.go +++ b/pkg/backtest/fee.go @@ -39,16 +39,16 @@ func feeModeFunctionQuote(order *types.Order, market *types.Market, feeRate fixe return fee, feeCurrency } -func getFeeModeFunction(feeMode bbgo.BackTestFeeMode) FeeModeFunction { +func getFeeModeFunction(feeMode bbgo.BacktestFeeMode) FeeModeFunction { switch feeMode { - case bbgo.BackTestFeeModeNative: + case bbgo.BacktestFeeModeNative: return feeModeFunctionNative - case bbgo.BackTestFeeModeQuote: + case bbgo.BacktestFeeModeQuote: return feeModeFunctionQuote - case bbgo.BackTestFeeModeToken: + case bbgo.BacktestFeeModeToken: return feeModeFunctionToken default: diff --git a/pkg/bbgo/backtestfeemode_enumer.go b/pkg/bbgo/backtestfeemode_enumer.go index 3fdd92d6d..546043668 100644 --- a/pkg/bbgo/backtestfeemode_enumer.go +++ b/pkg/bbgo/backtestfeemode_enumer.go @@ -1,4 +1,4 @@ -// Code generated by "enumer -type=BackTestFeeMode -transform=snake -trimprefix BackTestFeeMode -yaml -json"; DO NOT EDIT. +// Code generated by "enumer -type=BacktestFeeMode -transform=snake -trimprefix BacktestFeeMode -yaml -json"; DO NOT EDIT. package bbgo @@ -8,73 +8,73 @@ import ( "strings" ) -const _BackTestFeeModeName = "quotenativetoken" +const _BacktestFeeModeName = "quotenativetoken" -var _BackTestFeeModeIndex = [...]uint8{0, 5, 11, 16} +var _BacktestFeeModeIndex = [...]uint8{0, 5, 11, 16} -const _BackTestFeeModeLowerName = "quotenativetoken" +const _BacktestFeeModeLowerName = "quotenativetoken" -func (i BackTestFeeMode) String() string { - if i < 0 || i >= BackTestFeeMode(len(_BackTestFeeModeIndex)-1) { - return fmt.Sprintf("BackTestFeeMode(%d)", i) +func (i BacktestFeeMode) String() string { + if i < 0 || i >= BacktestFeeMode(len(_BacktestFeeModeIndex)-1) { + return fmt.Sprintf("BacktestFeeMode(%d)", i) } - return _BackTestFeeModeName[_BackTestFeeModeIndex[i]:_BackTestFeeModeIndex[i+1]] + return _BacktestFeeModeName[_BacktestFeeModeIndex[i]:_BacktestFeeModeIndex[i+1]] } // An "invalid array index" compiler error signifies that the constant values have changed. // Re-run the stringer command to generate them again. -func _BackTestFeeModeNoOp() { +func _BacktestFeeModeNoOp() { var x [1]struct{} - _ = x[BackTestFeeModeQuote-(0)] - _ = x[BackTestFeeModeNative-(1)] - _ = x[BackTestFeeModeToken-(2)] + _ = x[BacktestFeeModeQuote-(0)] + _ = x[BacktestFeeModeNative-(1)] + _ = x[BacktestFeeModeToken-(2)] } -var _BackTestFeeModeValues = []BackTestFeeMode{BackTestFeeModeQuote, BackTestFeeModeNative, BackTestFeeModeToken} +var _BacktestFeeModeValues = []BacktestFeeMode{BacktestFeeModeQuote, BacktestFeeModeNative, BacktestFeeModeToken} -var _BackTestFeeModeNameToValueMap = map[string]BackTestFeeMode{ - _BackTestFeeModeName[0:5]: BackTestFeeModeQuote, - _BackTestFeeModeLowerName[0:5]: BackTestFeeModeQuote, - _BackTestFeeModeName[5:11]: BackTestFeeModeNative, - _BackTestFeeModeLowerName[5:11]: BackTestFeeModeNative, - _BackTestFeeModeName[11:16]: BackTestFeeModeToken, - _BackTestFeeModeLowerName[11:16]: BackTestFeeModeToken, +var _BacktestFeeModeNameToValueMap = map[string]BacktestFeeMode{ + _BacktestFeeModeName[0:5]: BacktestFeeModeQuote, + _BacktestFeeModeLowerName[0:5]: BacktestFeeModeQuote, + _BacktestFeeModeName[5:11]: BacktestFeeModeNative, + _BacktestFeeModeLowerName[5:11]: BacktestFeeModeNative, + _BacktestFeeModeName[11:16]: BacktestFeeModeToken, + _BacktestFeeModeLowerName[11:16]: BacktestFeeModeToken, } -var _BackTestFeeModeNames = []string{ - _BackTestFeeModeName[0:5], - _BackTestFeeModeName[5:11], - _BackTestFeeModeName[11:16], +var _BacktestFeeModeNames = []string{ + _BacktestFeeModeName[0:5], + _BacktestFeeModeName[5:11], + _BacktestFeeModeName[11:16], } -// BackTestFeeModeString retrieves an enum value from the enum constants string name. +// BacktestFeeModeString retrieves an enum value from the enum constants string name. // Throws an error if the param is not part of the enum. -func BackTestFeeModeString(s string) (BackTestFeeMode, error) { - if val, ok := _BackTestFeeModeNameToValueMap[s]; ok { +func BacktestFeeModeString(s string) (BacktestFeeMode, error) { + if val, ok := _BacktestFeeModeNameToValueMap[s]; ok { return val, nil } - if val, ok := _BackTestFeeModeNameToValueMap[strings.ToLower(s)]; ok { + if val, ok := _BacktestFeeModeNameToValueMap[strings.ToLower(s)]; ok { return val, nil } - return 0, fmt.Errorf("%s does not belong to BackTestFeeMode values", s) + return 0, fmt.Errorf("%s does not belong to BacktestFeeMode values", s) } -// BackTestFeeModeValues returns all values of the enum -func BackTestFeeModeValues() []BackTestFeeMode { - return _BackTestFeeModeValues +// BacktestFeeModeValues returns all values of the enum +func BacktestFeeModeValues() []BacktestFeeMode { + return _BacktestFeeModeValues } -// BackTestFeeModeStrings returns a slice of all String values of the enum -func BackTestFeeModeStrings() []string { - strs := make([]string, len(_BackTestFeeModeNames)) - copy(strs, _BackTestFeeModeNames) +// BacktestFeeModeStrings returns a slice of all String values of the enum +func BacktestFeeModeStrings() []string { + strs := make([]string, len(_BacktestFeeModeNames)) + copy(strs, _BacktestFeeModeNames) return strs } -// IsABackTestFeeMode returns "true" if the value is listed in the enum definition. "false" otherwise -func (i BackTestFeeMode) IsABackTestFeeMode() bool { - for _, v := range _BackTestFeeModeValues { +// IsABacktestFeeMode returns "true" if the value is listed in the enum definition. "false" otherwise +func (i BacktestFeeMode) IsABacktestFeeMode() bool { + for _, v := range _BacktestFeeModeValues { if i == v { return true } @@ -82,36 +82,36 @@ func (i BackTestFeeMode) IsABackTestFeeMode() bool { return false } -// MarshalJSON implements the json.Marshaler interface for BackTestFeeMode -func (i BackTestFeeMode) MarshalJSON() ([]byte, error) { +// MarshalJSON implements the json.Marshaler interface for BacktestFeeMode +func (i BacktestFeeMode) MarshalJSON() ([]byte, error) { return json.Marshal(i.String()) } -// UnmarshalJSON implements the json.Unmarshaler interface for BackTestFeeMode -func (i *BackTestFeeMode) UnmarshalJSON(data []byte) error { +// UnmarshalJSON implements the json.Unmarshaler interface for BacktestFeeMode +func (i *BacktestFeeMode) UnmarshalJSON(data []byte) error { var s string if err := json.Unmarshal(data, &s); err != nil { - return fmt.Errorf("BackTestFeeMode should be a string, got %s", data) + return fmt.Errorf("BacktestFeeMode should be a string, got %s", data) } var err error - *i, err = BackTestFeeModeString(s) + *i, err = BacktestFeeModeString(s) return err } -// MarshalYAML implements a YAML Marshaler for BackTestFeeMode -func (i BackTestFeeMode) MarshalYAML() (interface{}, error) { +// MarshalYAML implements a YAML Marshaler for BacktestFeeMode +func (i BacktestFeeMode) MarshalYAML() (interface{}, error) { return i.String(), nil } -// UnmarshalYAML implements a YAML Unmarshaler for BackTestFeeMode -func (i *BackTestFeeMode) UnmarshalYAML(unmarshal func(interface{}) error) error { +// UnmarshalYAML implements a YAML Unmarshaler for BacktestFeeMode +func (i *BacktestFeeMode) UnmarshalYAML(unmarshal func(interface{}) error) error { var s string if err := unmarshal(&s); err != nil { return err } var err error - *i, err = BackTestFeeModeString(s) + *i, err = BacktestFeeModeString(s) return err } diff --git a/pkg/bbgo/config.go b/pkg/bbgo/config.go index 523b2018b..d5164962e 100644 --- a/pkg/bbgo/config.go +++ b/pkg/bbgo/config.go @@ -101,26 +101,26 @@ type Session struct { IsolatedMarginSymbol string `json:"isolatedMarginSymbol,omitempty" yaml:"isolatedMarginSymbol,omitempty"` } -//go:generate go run github.com/dmarkham/enumer -type=BackTestFeeMode -transform=snake -trimprefix BackTestFeeMode -yaml -json -type BackTestFeeMode int +//go:generate go run github.com/dmarkham/enumer -type=BacktestFeeMode -transform=snake -trimprefix BacktestFeeMode -yaml -json +type BacktestFeeMode int const ( // BackTestFeeModeQuoteFee is designed for clean position but which also counts the fee in the quote balance. // buy order = quote currency fee // sell order = quote currency fee - BackTestFeeModeQuote BackTestFeeMode = iota // quote + BacktestFeeModeQuote BacktestFeeMode = iota // quote // BackTestFeeModeNativeFee is the default crypto exchange fee mode. // buy order = base currency fee // sell order = quote currency fee - BackTestFeeModeNative // BackTestFeeMode = "native" + BacktestFeeModeNative // BackTestFeeMode = "native" // BackTestFeeModeFeeToken is the mode which calculates fee from the outside of the balances. // the fee will not be included in the balances nor the profit. - BackTestFeeModeToken // BackTestFeeMode = "token" + BacktestFeeModeToken // BackTestFeeMode = "token" ) -type BackTest struct { +type Backtest struct { StartTime types.LooseFormatTime `json:"startTime,omitempty" yaml:"startTime,omitempty"` EndTime *types.LooseFormatTime `json:"endTime,omitempty" yaml:"endTime,omitempty"` @@ -131,14 +131,14 @@ type BackTest struct { // Account is deprecated, use Accounts instead Account map[string]BacktestAccount `json:"account" yaml:"account"` - FeeMode BackTestFeeMode `json:"feeMode" yaml:"feeMode"` + FeeMode BacktestFeeMode `json:"feeMode" yaml:"feeMode"` Accounts map[string]BacktestAccount `json:"accounts" yaml:"accounts"` Symbols []string `json:"symbols" yaml:"symbols"` Sessions []string `json:"sessions" yaml:"sessions"` } -func (b *BackTest) GetAccount(n string) BacktestAccount { +func (b *Backtest) GetAccount(n string) BacktestAccount { accountConfig, ok := b.Accounts[n] if ok { return accountConfig @@ -309,7 +309,7 @@ type Config struct { // Deprecated: use BuildConfig instead Imports []string `json:"imports,omitempty" yaml:"imports,omitempty"` - Backtest *BackTest `json:"backtest,omitempty" yaml:"backtest,omitempty"` + Backtest *Backtest `json:"backtest,omitempty" yaml:"backtest,omitempty"` Sync *SyncConfig `json:"sync,omitempty" yaml:"sync,omitempty"` diff --git a/pkg/bbgo/config_test.go b/pkg/bbgo/config_test.go index a28ba8c4d..74d13ca66 100644 --- a/pkg/bbgo/config_test.go +++ b/pkg/bbgo/config_test.go @@ -255,10 +255,10 @@ func TestSyncSymbol(t *testing.T) { } func TestBackTestFeeMode(t *testing.T) { - var mode BackTestFeeMode + var mode BacktestFeeMode var err = yaml.Unmarshal([]byte(`quote`), &mode) assert.NoError(t, err) - assert.Equal(t, BackTestFeeModeQuote, mode) + assert.Equal(t, BacktestFeeModeQuote, mode) } func Test_categorizeSyncSymbol(t *testing.T) { diff --git a/pkg/cmd/backtest.go b/pkg/cmd/backtest.go index 56a6b43ef..e3866f4c2 100644 --- a/pkg/cmd/backtest.go +++ b/pkg/cmd/backtest.go @@ -141,7 +141,7 @@ var BacktestCmd = &cobra.Command{ startTime = userConfig.Backtest.StartTime.Time().Local() // set default start time to the past 6 months - // userConfig.BackTest.StartTime = now.AddDate(0, -6, 0).Format("2006-01-02") + // userConfig.Backtest.StartTime = now.AddDate(0, -6, 0).Format("2006-01-02") if userConfig.Backtest.EndTime != nil { endTime = userConfig.Backtest.EndTime.Time().Local() } else {