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service/backtest: filter klines that will be closed in the future
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@ -37,6 +37,7 @@ func (s *BacktestService) SyncKLineByInterval(ctx context.Context, exchange type
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_, _ = s.DB.Exec("PRAGMA synchronous = NORMAL")
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}
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now := time.Now()
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tasks := []SyncTask{
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{
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Type: types.KLine{},
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@ -46,7 +47,16 @@ func (s *BacktestService) SyncKLineByInterval(ctx context.Context, exchange type
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},
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Filter: func(obj interface{}) bool {
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k := obj.(types.KLine)
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return !k.EndTime.Before(k.StartTime.Time().Add(k.Interval.Duration() - time.Second))
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if k.EndTime.Before(k.StartTime.Time().Add(k.Interval.Duration() - time.Second)) {
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return false
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}
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// Filter klines that has the endTime closed in the future
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if k.EndTime.After(now) {
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return false
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}
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return true
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},
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ID: func(obj interface{}) string {
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kline := obj.(types.KLine)
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