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Merge pull request #1733 from c9s/c9s/fix-initialize-defaults-steps

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FIX: [bbgo] fix the defaults / initialize steps
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c9s 2024-09-06 17:54:13 +08:00 committed by GitHub
commit 6ea996bec4
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1 changed files with 26 additions and 19 deletions
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45
pkg/bbgo/trader.go
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@ -16,8 +16,18 @@ import (
) )
// Strategy method calls: // Strategy method calls:
// -> Initialize() (optional method)
// -> Defaults() (optional method) // -> Defaults() (optional method)
//
// setup default static values from constants
//
// -> Initialize() (optional method)
//
// initialize dynamic runtime objects
//
// -> Subscribe()
//
// register the subscriptions
//
// -> Validate() (optional method) // -> Validate() (optional method)
// -> Run() (optional method) // -> Run() (optional method)
// -> Shutdown(shutdownCtx context.Context, wg *sync.WaitGroup) // -> Shutdown(shutdownCtx context.Context, wg *sync.WaitGroup)
@ -171,12 +181,6 @@ func (trader *Trader) SetRiskControls(riskControls *RiskControls) {
func (trader *Trader) RunSingleExchangeStrategy( func (trader *Trader) RunSingleExchangeStrategy(
ctx context.Context, strategy SingleExchangeStrategy, session *ExchangeSession, orderExecutor OrderExecutor, ctx context.Context, strategy SingleExchangeStrategy, session *ExchangeSession, orderExecutor OrderExecutor,
) error { ) error {
if v, ok := strategy.(StrategyValidator); ok {
if err := v.Validate(); err != nil {
return fmt.Errorf("failed to validate the config: %w", err)
}
}
if shutdown, ok := strategy.(StrategyShutdown); ok { if shutdown, ok := strategy.(StrategyShutdown); ok {
trader.gracefulShutdown.OnShutdown(shutdown.Shutdown) trader.gracefulShutdown.OnShutdown(shutdown.Shutdown)
} }
@ -238,12 +242,6 @@ func (trader *Trader) injectFieldsAndSubscribe(ctx context.Context) error {
return err return err
} }
if defaulter, ok := strategy.(StrategyDefaulter); ok {
if err := defaulter.Defaults(); err != nil {
panic(err)
}
}
if subscriber, ok := strategy.(ExchangeSessionSubscriber); ok { if subscriber, ok := strategy.(ExchangeSessionSubscriber); ok {
subscriber.Subscribe(session) subscriber.Subscribe(session)
} else { } else {
@ -304,12 +302,6 @@ func (trader *Trader) injectFieldsAndSubscribe(ctx context.Context) error {
} }
} }
if initializer, ok := strategy.(StrategyInitializer); ok {
if err := initializer.Initialize(); err != nil {
return err
}
}
if subscriber, ok := strategy.(CrossExchangeSessionSubscriber); ok { if subscriber, ok := strategy.(CrossExchangeSessionSubscriber); ok {
subscriber.CrossSubscribe(trader.environment.sessions) subscriber.CrossSubscribe(trader.environment.sessions)
} else { } else {
@ -356,8 +348,23 @@ func (trader *Trader) Run(ctx context.Context) error {
return trader.environment.Connect(ctx) return trader.environment.Connect(ctx)
} }
// Initialize initializes the strategies, this method is called before the Run method.
// It sets the default values and validates the strategy configurations.
// And calls the Initialize method if the strategy implements the Initialize method.
func (trader *Trader) Initialize(ctx context.Context) error { func (trader *Trader) Initialize(ctx context.Context) error {
return trader.IterateStrategies(func(strategy StrategyID) error { return trader.IterateStrategies(func(strategy StrategyID) error {
if defaulter, ok := strategy.(StrategyDefaulter); ok {
if err := defaulter.Defaults(); err != nil {
return err
}
}
if v, ok := strategy.(StrategyValidator); ok {
if err := v.Validate(); err != nil {
return fmt.Errorf("found invalid strategy config: %w", err)
}
}
if initializer, ok := strategy.(StrategyInitializer); ok { if initializer, ok := strategy.(StrategyInitializer); ok {
return initializer.Initialize() return initializer.Initialize()
} }