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service/backtest: filter klines that will be closed in the future

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c9s 2022-08-19 17:55:48 +08:00
parent 49728622bc
commit 5d85ceeec4
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1 changed files with 11 additions and 1 deletions
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12
pkg/service/backtest.go
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@ -37,6 +37,7 @@ func (s *BacktestService) SyncKLineByInterval(ctx context.Context, exchange type
_, _ = s.DB.Exec("PRAGMA synchronous = NORMAL") _, _ = s.DB.Exec("PRAGMA synchronous = NORMAL")
} }
now := time.Now()
tasks := []SyncTask{ tasks := []SyncTask{
{ {
Type: types.KLine{}, Type: types.KLine{},
@ -46,7 +47,16 @@ func (s *BacktestService) SyncKLineByInterval(ctx context.Context, exchange type
}, },
Filter: func(obj interface{}) bool { Filter: func(obj interface{}) bool {
k := obj.(types.KLine) k := obj.(types.KLine)
return !k.EndTime.Before(k.StartTime.Time().Add(k.Interval.Duration() - time.Second)) if k.EndTime.Before(k.StartTime.Time().Add(k.Interval.Duration() - time.Second)) {
return false
}
// Filter klines that has the endTime closed in the future
if k.EndTime.After(now) {
return false
}
return true
}, },
ID: func(obj interface{}) string { ID: func(obj interface{}) string {
kline := obj.(types.KLine) kline := obj.(types.KLine)