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Merge pull request #1287 from bailantaotao/edwin/add-bybit-kline-backtest

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FEATURE: [bybit] add kline backtest
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bailantaotao 2023-08-16 22:08:31 +08:00 committed by GitHub
commit 6f4f1ad558
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4 changed files with 107 additions and 0 deletions
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10
migrations/mysql/20230815173104_add_bybit_klines.sql Normal file
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@ -0,0 +1,10 @@
-- +up
-- +begin
CREATE TABLE `bybit_klines` LIKE `binance_klines`;
-- +end
-- +down
-- +begin
DROP TABLE `bybit_klines`;
-- +end

29
migrations/sqlite3/20230815173104_add_bybit_klines.sql Normal file
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@ -0,0 +1,29 @@
-- +up
-- +begin
CREATE TABLE `bybit_klines`
(
`gid` INTEGER PRIMARY KEY AUTOINCREMENT,
`exchange` VARCHAR(10) NOT NULL,
`start_time` DATETIME(3) NOT NULL,
`end_time` DATETIME(3) NOT NULL,
`interval` VARCHAR(3) NOT NULL,
`symbol` VARCHAR(7) NOT NULL,
`open` DECIMAL(16, 8) NOT NULL,
`high` DECIMAL(16, 8) NOT NULL,
`low` DECIMAL(16, 8) NOT NULL,
`close` DECIMAL(16, 8) NOT NULL DEFAULT 0.0,
`volume` DECIMAL(16, 8) NOT NULL DEFAULT 0.0,
`closed` BOOLEAN NOT NULL DEFAULT TRUE,
`last_trade_id` INT NOT NULL DEFAULT 0,
`num_trades` INT NOT NULL DEFAULT 0,
`quote_volume` DECIMAL NOT NULL DEFAULT 0.0,
`taker_buy_base_volume` DECIMAL NOT NULL DEFAULT 0.0,
`taker_buy_quote_volume` DECIMAL NOT NULL DEFAULT 0.0
);
-- +end
-- +down
-- +begin
DROP TABLE bybit_klines;
-- +end

34
pkg/migrations/mysql/20230815173104_add_bybit_klines.go Normal file
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@ -0,0 +1,34 @@
package mysql
import (
"context"
"github.com/c9s/rockhopper"
)
func init() {
AddMigration(upAddBybitKlines, downAddBybitKlines)
}
func upAddBybitKlines(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is applied.
_, err = tx.ExecContext(ctx, "CREATE TABLE `bybit_klines` LIKE `binance_klines`;")
if err != nil {
return err
}
return err
}
func downAddBybitKlines(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is rolled back.
_, err = tx.ExecContext(ctx, "DROP TABLE `bybit_klines`;")
if err != nil {
return err
}
return err
}

34
pkg/migrations/sqlite3/20230815173104_add_bybit_klines.go Normal file
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@ -0,0 +1,34 @@
package sqlite3
import (
"context"
"github.com/c9s/rockhopper"
)
func init() {
AddMigration(upAddBybitKlines, downAddBybitKlines)
}
func upAddBybitKlines(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is applied.
_, err = tx.ExecContext(ctx, "CREATE TABLE `bybit_klines`\n(\n `gid` INTEGER PRIMARY KEY AUTOINCREMENT,\n `exchange` VARCHAR(10) NOT NULL,\n `start_time` DATETIME(3) NOT NULL,\n `end_time` DATETIME(3) NOT NULL,\n `interval` VARCHAR(3) NOT NULL,\n `symbol` VARCHAR(7) NOT NULL,\n `open` DECIMAL(16, 8) NOT NULL,\n `high` DECIMAL(16, 8) NOT NULL,\n `low` DECIMAL(16, 8) NOT NULL,\n `close` DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n `volume` DECIMAL(16, 8) NOT NULL DEFAULT 0.0,\n `closed` BOOLEAN NOT NULL DEFAULT TRUE,\n `last_trade_id` INT NOT NULL DEFAULT 0,\n `num_trades` INT NOT NULL DEFAULT 0,\n `quote_volume` DECIMAL NOT NULL DEFAULT 0.0,\n `taker_buy_base_volume` DECIMAL NOT NULL DEFAULT 0.0,\n `taker_buy_quote_volume` DECIMAL NOT NULL DEFAULT 0.0\n);")
if err != nil {
return err
}
return err
}
func downAddBybitKlines(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is rolled back.
_, err = tx.ExecContext(ctx, "DROP TABLE bybit_klines;")
if err != nil {
return err
}
return err
}