rename kline store to market data store back

pkg/bbgo/environment.go

@@ -102,7 +102,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 
 			session.lastPrices[symbol] = currentPrice
 
-			session.klineStores[symbol] = store.NewMarketDataStore(symbol)
+			session.marketDataStores[symbol] = store.NewMarketDataStore(symbol)
 		}
 
 		log.Infof("querying balances...")
@@ -121,7 +121,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 		// update last prices
 		stream.OnKLineClosed(func(kline types.KLine) {
 			session.lastPrices[kline.Symbol] = kline.Close
-			session.klineStores[kline.Symbol].AddKLine(kline)
+			session.marketDataStores[kline.Symbol].AddKLine(kline)
 		})
 
 		stream.OnTrade(func(trade *types.Trade) {

pkg/bbgo/session.go

@@ -30,23 +30,23 @@ type ExchangeSession struct {
 	// map: symbol -> []trade
 	Trades map[string][]types.Trade
 
-	klineStores map[string]*store.KLineStore
+	marketDataStores map[string]*store.MarketDataStore
 }
 
 func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
 	return &ExchangeSession{
-		Name:          name,
-		Exchange:      exchange,
-		Subscriptions: make(map[types.Subscription]types.Subscription),
-		markets:       make(map[string]types.Market),
-		Trades:        make(map[string][]types.Trade),
-		lastPrices:    make(map[string]float64),
-		klineStores:   make(map[string]*store.KLineStore),
+		Name:             name,
+		Exchange:         exchange,
+		Subscriptions:    make(map[types.Subscription]types.Subscription),
+		markets:          make(map[string]types.Market),
+		Trades:           make(map[string][]types.Trade),
+		lastPrices:       make(map[string]float64),
+		marketDataStores: make(map[string]*store.MarketDataStore),
 	}
 }
 
-func (session *ExchangeSession) KLineStore(symbol string) (s *store.KLineStore, ok bool) {
-	s, ok = session.klineStores[symbol]
+func (session *ExchangeSession) MarketDataStore(symbol string) (s *store.MarketDataStore, ok bool) {
+	s, ok = session.marketDataStores[symbol]
 	return s, ok
 }
 

pkg/indicator/ma/sma.go

@@ -9,7 +9,7 @@ import (
 )
 
 type SMA struct {
-	store  *store.KLineStore
+	store  *store.MarketDataStore
 	Window int
 }
 
@@ -49,9 +49,9 @@ func calculateMovingAverage(klines types.KLineWindow, period int) (values []Indi
 	return values
 }
 
-func (i *SMA) SubscribeStore(store *store.KLineStore) {
+func (i *SMA) SubscribeStore(store *store.MarketDataStore) {
 	i.store = store
 
 	// register kline update callback
-	store.OnUpdate(i.handleUpdate)
+	// store.OnUpdate(i.handleUpdate)
 }

pkg/store/klinestore_callbacks.go

@@ -1,17 +0,0 @@
-// Code generated by "callbackgen -type KLineStore"; DO NOT EDIT.
-
-package store
-
-import (
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-func (store *KLineStore) OnUpdate(cb func(kline types.KLine)) {
-	store.updateCallbacks = append(store.updateCallbacks, cb)
-}
-
-func (store *KLineStore) EmitUpdate(kline types.KLine) {
-	for _, cb := range store.updateCallbacks {
-		cb(kline)
-	}
-}

pkg/store/marketdatastore.go

@@ -4,8 +4,8 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-//go:generate callbackgen -type KLineStore
-type KLineStore struct {
+//go:generate callbackgen -type MarketDataStore
+type MarketDataStore struct {
 	Symbol string
 
 	// KLineWindows stores all loaded klines per interval
@@ -13,11 +13,11 @@ type KLineStore struct {
 
 	LastKLine types.KLine
 
-	updateCallbacks []func(kline types.KLine)
+	kLineUpdateCallbacks []func(kline types.KLine)
 }
 
-func NewMarketDataStore(symbol string) *KLineStore {
-	return &KLineStore{
+func NewMarketDataStore(symbol string) *MarketDataStore {
+	return &MarketDataStore{
 		Symbol: symbol,
 
 		// KLineWindows stores all loaded klines per interval
@@ -25,22 +25,22 @@ func NewMarketDataStore(symbol string) *KLineStore {
 	}
 }
 
-func (store *KLineStore) BindStream(stream types.Stream) {
+func (store *MarketDataStore) BindStream(stream types.Stream) {
 	stream.OnKLineClosed(store.handleKLineClosed)
 }
 
-func (store *KLineStore) handleKLineClosed(kline types.KLine) {
+func (store *MarketDataStore) handleKLineClosed(kline types.KLine) {
 	if kline.Symbol == store.Symbol {
 		store.AddKLine(kline)
 	}
 }
 
-func (store *KLineStore) AddKLine(kline types.KLine) {
+func (store *MarketDataStore) AddKLine(kline types.KLine) {
 	var interval = types.Interval(kline.Interval)
 	var window = store.KLineWindows[interval]
 	window.Add(kline)
 
 	store.LastKLine = kline
 
-	store.EmitUpdate(kline)
+	store.EmitKLineUpdate(kline)
 }

pkg/store/marketdatastore_callbacks.go

@@ -0,0 +1,17 @@
+// Code generated by "callbackgen -type MarketDataStore"; DO NOT EDIT.
+
+package store
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func (store *MarketDataStore) OnKLineUpdate(cb func(kline types.KLine)) {
+	store.kLineUpdateCallbacks = append(store.kLineUpdateCallbacks, cb)
+}
+
+func (store *MarketDataStore) EmitKLineUpdate(kline types.KLine) {
+	for _, cb := range store.kLineUpdateCallbacks {
+		cb(kline)
+	}
+}