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service/backtest: check and filter kline by its endTime

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c9s 2022-08-19 17:28:55 +08:00
parent 834487d568
commit 5e1e0c7661
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2 changed files with 6 additions and 0 deletions
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4
pkg/service/backtest.go
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@ -44,6 +44,10 @@ func (s *BacktestService) SyncKLineByInterval(ctx context.Context, exchange type
Time: func(obj interface{}) time.Time {
return obj.(types.KLine).StartTime.Time()
},
Filter: func(obj interface{}) bool {
k := obj.(types.KLine)
return !k.EndTime.Before(k.StartTime.Time().Add(k.Interval.Duration() - time.Millisecond))
},
ID: func(obj interface{}) string {
kline := obj.(types.KLine)
return strconv.FormatInt(kline.StartTime.UnixMilli(), 10)

2
pkg/service/sync_task.go
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@ -35,6 +35,8 @@ type SyncTask struct {
OnLoad func(objs interface{})
// Filter is an optional field, which is used for filtering the remote records
// Return true to keep the record,
// Return false to filter the record.
Filter func(obj interface{}) bool
// BatchQuery is used for querying remote records.