mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
fix max kline calculation
This commit is contained in:
parent
8f2c0b1680
commit
7c5fa2f191
|
@ -450,3 +450,34 @@ func convertRemoteTrade(t binance.TradeV3) (*types.Trade, error) {
|
|||
Time: mts,
|
||||
}, nil
|
||||
}
|
||||
|
||||
func (e *Exchange) BatchQueryKLines(ctx context.Context, symbol, interval string, startTime, endTime time.Time) ([]types.KLine, error) {
|
||||
var allKLines []types.KLine
|
||||
|
||||
for startTime.Before(endTime) {
|
||||
klines, err := e.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
|
||||
StartTime: &startTime,
|
||||
Limit: 1000,
|
||||
})
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
for _, kline := range klines {
|
||||
t := time.Unix(0, kline.EndTime*int64(time.Millisecond))
|
||||
if t.After(endTime) {
|
||||
return allKLines, nil
|
||||
}
|
||||
|
||||
allKLines = append(allKLines, kline)
|
||||
startTime = t
|
||||
}
|
||||
|
||||
// avoid rate limit
|
||||
time.Sleep(100 * time.Millisecond)
|
||||
}
|
||||
|
||||
return allKLines, nil
|
||||
|
||||
}
|
||||
|
|
|
@ -2,13 +2,16 @@ package types
|
|||
|
||||
import (
|
||||
"fmt"
|
||||
"github.com/c9s/bbgo/pkg/util"
|
||||
"github.com/slack-go/slack"
|
||||
"math"
|
||||
"time"
|
||||
|
||||
"github.com/slack-go/slack"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/util"
|
||||
)
|
||||
|
||||
type KLineOrWindow interface {
|
||||
GetInterval() string
|
||||
GetTrend() int
|
||||
GetChange() float64
|
||||
GetMaxChange() float64
|
||||
|
@ -42,9 +45,9 @@ type KLine struct {
|
|||
Symbol string `json:"s"`
|
||||
Interval string `json:"i"`
|
||||
|
||||
Open string `json:"o"`
|
||||
Close string `json:"c"`
|
||||
High string `json:"h"`
|
||||
Open string `json:"o"`
|
||||
Close string `json:"c"`
|
||||
High string `json:"h"`
|
||||
|
||||
Low string `json:"l"`
|
||||
Volume string `json:"V"` // taker buy base asset volume (like 10 BTC)
|
||||
|
@ -55,6 +58,10 @@ type KLine struct {
|
|||
Closed bool `json:"x"`
|
||||
}
|
||||
|
||||
func (k KLine) GetInterval() string {
|
||||
return k.Interval
|
||||
}
|
||||
|
||||
func (k KLine) Mid() float64 {
|
||||
return (k.GetHigh() + k.GetLow()) / 2
|
||||
}
|
||||
|
@ -143,6 +150,14 @@ func (k KLine) GetChange() float64 {
|
|||
return k.GetClose() - k.GetOpen()
|
||||
}
|
||||
|
||||
func (k KLine) GetStartTime() time.Time {
|
||||
return time.Unix(0, k.StartTime*int64(time.Millisecond))
|
||||
}
|
||||
|
||||
func (k KLine) GetEndTime() time.Time {
|
||||
return time.Unix(0, k.EndTime*int64(time.Millisecond))
|
||||
}
|
||||
|
||||
func (k KLine) String() string {
|
||||
return fmt.Sprintf("%s %s Open: % 14s Close: % 14s High: % 14s Low: % 14s Volume: % 15s Change: % 11f Max Change: % 11f", k.Symbol, k.Interval, k.Open, k.Close, k.High, k.Low, k.Volume, k.GetChange(), k.GetMaxChange())
|
||||
}
|
||||
|
@ -195,8 +210,16 @@ func (k KLineWindow) Len() int {
|
|||
return len(k)
|
||||
}
|
||||
|
||||
func (k KLineWindow) First() KLine {
|
||||
return k[0]
|
||||
}
|
||||
|
||||
func (k KLineWindow) GetInterval() string {
|
||||
return k.First().Interval
|
||||
}
|
||||
|
||||
func (k KLineWindow) GetOpen() float64 {
|
||||
return k[0].GetOpen()
|
||||
return k.First().GetOpen()
|
||||
}
|
||||
|
||||
func (k KLineWindow) GetClose() float64 {
|
||||
|
@ -207,22 +230,18 @@ func (k KLineWindow) GetClose() float64 {
|
|||
func (k KLineWindow) GetHigh() float64 {
|
||||
high := k.GetOpen()
|
||||
for _, line := range k {
|
||||
val := line.GetHigh()
|
||||
if val > high {
|
||||
high = val
|
||||
}
|
||||
high = math.Max(high, line.GetHigh())
|
||||
}
|
||||
|
||||
return high
|
||||
}
|
||||
|
||||
func (k KLineWindow) GetLow() float64 {
|
||||
low := k.GetOpen()
|
||||
for _, line := range k {
|
||||
val := line.GetLow()
|
||||
if val < low {
|
||||
low = val
|
||||
}
|
||||
low = math.Min(low, line.GetLow())
|
||||
}
|
||||
|
||||
return low
|
||||
}
|
||||
|
||||
|
@ -353,9 +372,11 @@ func (k KLineWindow) GetLowerShadowHeight() float64 {
|
|||
|
||||
func (k KLineWindow) SlackAttachment() slack.Attachment {
|
||||
var first KLine
|
||||
var end KLine
|
||||
var windowSize = len(k)
|
||||
if windowSize > 0 {
|
||||
first = k[0]
|
||||
end = k[windowSize-1]
|
||||
}
|
||||
|
||||
return slack.Attachment{
|
||||
|
@ -393,7 +414,7 @@ func (k KLineWindow) SlackAttachment() slack.Attachment {
|
|||
Short: true,
|
||||
},
|
||||
},
|
||||
Footer: "",
|
||||
Footer: fmt.Sprintf("Since %s til %s", first.GetStartTime(), end.GetEndTime()),
|
||||
FooterIcon: "",
|
||||
}
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user