fix: drift window in factorzoo, order_execution print order, refactor: use defer to mu.Unlock in depth/buffer.go

pkg/bbgo/order_execution.go

@@ -85,9 +85,9 @@ func (e *ExchangeOrderExecutor) notifySubmitOrders(orders ...types.SubmitOrder)
 		// pass submit order as an interface object.
 		channel, ok := e.RouteObject(&order)
 		if ok {
-			e.NotifyTo(channel, ":memo: Submitting %s %s %s order with quantity: %f @ %f", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), order.Price.Float64(), &order)
+			e.NotifyTo(channel, ":memo: Submitting %s %s %s order with quantity: %f @ %f, order: %v", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), order.Price.Float64(), &order)
 		} else {
-			e.Notify(":memo: Submitting %s %s %s order with quantity: %f @ %f", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), order.Price.Float64(), &order)
+			e.Notify(":memo: Submitting %s %s %s order with quantity: %f @ %f, order: %v", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), order.Price.Float64(), &order)
 		}
 	}
 }
@@ -102,9 +102,9 @@ func (e *ExchangeOrderExecutor) SubmitOrders(ctx context.Context, orders ...type
 		// pass submit order as an interface object.
 		channel, ok := e.RouteObject(&order)
 		if ok {
-			e.NotifyTo(channel, ":memo: Submitting %s %s %s order with quantity: %f", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), order)
+			e.NotifyTo(channel, ":memo: Submitting %s %s %s order with quantity: %f, order: %v", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), &order)
 		} else {
-			e.Notify(":memo: Submitting %s %s %s order with quantity: %f", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), order)
+			e.Notify(":memo: Submitting %s %s %s order with quantity: %f: %v", order.Symbol, order.Type, order.Side, order.Quantity.Float64(), &order)
 		}
 
 		log.Infof("submitting order: %s", order.String())

pkg/depth/buffer.go

@@ -94,6 +94,7 @@ func (b *Buffer) AddUpdate(o types.SliceOrderBook, firstUpdateID int64, finalArg
 	// we lock here because there might be 2+ calls to the AddUpdate method
 	// we don't want to reset sync.Once 2 times here
 	b.mu.Lock()
+	defer b.mu.Unlock()
 	select {
 	case <-b.resetC:
 		log.Warnf("received depth reset signal, resetting...")
@@ -109,7 +110,6 @@ func (b *Buffer) AddUpdate(o types.SliceOrderBook, firstUpdateID int64, finalArg
 		b.once.Do(func() {
 			go b.tryFetch()
 		})
-		b.mu.Unlock()
 		return nil
 	}
 
@@ -120,7 +120,6 @@ func (b *Buffer) AddUpdate(o types.SliceOrderBook, firstUpdateID int64, finalArg
 		finalUpdateID = b.finalUpdateID
 		b.resetSnapshot()
 		b.emitReset()
-		b.mu.Unlock()
 		return fmt.Errorf("found missing update between finalUpdateID %d and firstUpdateID %d, diff: %d",
 			finalUpdateID+1,
 			u.FirstUpdateID,
@@ -130,7 +129,6 @@ func (b *Buffer) AddUpdate(o types.SliceOrderBook, firstUpdateID int64, finalArg
 	log.Debugf("depth update id %d -> %d", b.finalUpdateID, u.FinalUpdateID)
 	b.finalUpdateID = u.FinalUpdateID
 	b.EmitPush(u)
-	b.mu.Unlock()
 	return nil
 }
 
@@ -143,13 +141,13 @@ func (b *Buffer) fetchAndPush() error {
 	log.Debugf("fetched depth snapshot, final update id %d", finalUpdateID)
 
 	b.mu.Lock()
+	defer b.mu.Unlock()
 
 	if len(b.buffer) > 0 {
 		// the snapshot is too early
 		if finalUpdateID < b.buffer[0].FirstUpdateID {
 			b.resetSnapshot()
 			b.emitReset()
-			b.mu.Unlock()
 			return fmt.Errorf("depth snapshot is too early, final update %d is < the first update id %d", finalUpdateID, b.buffer[0].FirstUpdateID)
 		}
 	}
@@ -164,7 +162,6 @@ func (b *Buffer) fetchAndPush() error {
 		if u.FirstUpdateID > finalUpdateID+1 {
 			b.resetSnapshot()
 			b.emitReset()
-			b.mu.Unlock()
 			return fmt.Errorf("there is a missing depth update, the update id %d > final update id %d + 1", u.FirstUpdateID, finalUpdateID)
 		}
 
@@ -183,7 +180,6 @@ func (b *Buffer) fetchAndPush() error {
 	// set the snapshot
 	b.snapshot = &book
 
-	b.mu.Unlock()
 	b.EmitReady(book, pushUpdates)
 	return nil
 }

pkg/strategy/factorzoo/strategy.go

@@ -154,7 +154,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	// s.pvDivergence.OnUpdate(func(corr float64) {
 	//	//fmt.Printf("now we've got corr: %f\n", corr)
 	// })
-	drift := &indicator.Drift{IntervalWindow: types.IntervalWindow{Window: 14, Interval: s.Interval}}
+	windowSize := 360/s.Interval.Minutes()
+	if windowSize == 0 {
+		windowSize = 3
+	}
+	drift := &indicator.Drift{IntervalWindow: types.IntervalWindow{Window: windowSize, Interval: s.Interval}}
 	drift.Bind(st)
 
 	s.Alpha = [][]float64{{}, {}, {}, {}, {}, {}}