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add regression cmd

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This commit is contained in:
c9s 2020-07-15 12:20:44 +08:00
parent b5193ca67d
commit 7d035d75ea
2 changed files with 26 additions and 6 deletions
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25
bbgo/exchange/binance/exchange.go
View File

@ -35,7 +35,7 @@ func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (float6
func (e *Exchange) NewPrivateStream() (*PrivateStream, error) {
return &PrivateStream{
Client: e.Client,
Client: e.Client,
}, nil
}
@ -55,7 +55,7 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
}
var balances = map[string]types.Balance{}
for _, b := range account.Balances {
for _, b := range account.Balances {
balances[b.Asset] = types.Balance{
Currency: b.Asset,
Available: util.MustParseFloat(b.Free),
@ -119,15 +119,28 @@ func toLocalOrderType(orderType types.OrderType) (binance.OrderType, error) {
return "", fmt.Errorf("order type %s not supported", orderType)
}
func (e *Exchange) QueryKLines(ctx context.Context, symbol, interval string, limit int) ([]types.KLine, error) {
if limit == 0 {
func (e *Exchange) QueryKLines(ctx context.Context, symbol, interval string, options types.KLineQueryOptions) ([]types.KLine, error) {
var limit = 500
if options.Limit > 0 {
// default limit == 500
limit = 500
limit = options.Limit
}
logrus.Infof("[binance] querying kline %s %s limit %d", symbol, interval, limit)
resp, err := e.Client.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
req := e.Client.NewKlinesService().Symbol(symbol).
Interval(interval).
Limit(limit)
if options.StartTime != nil {
req.StartTime(options.StartTime.UnixNano() / int64(time.Millisecond))
}
if options.EndTime != nil {
req.EndTime(options.EndTime.UnixNano() / int64(time.Millisecond))
}
resp, err := req.Do(ctx)
if err != nil {
return nil, err
}

7
bbgo/types/kline.go
View File

@ -5,6 +5,7 @@ import (
"github.com/c9s/bbgo/pkg/util"
"github.com/slack-go/slack"
"math"
"time"
)
type KLineOrWindow interface {
@ -27,6 +28,12 @@ type KLineOrWindow interface {
SlackAttachment() slack.Attachment
}
type KLineQueryOptions struct {
Limit int
StartTime *time.Time
EndTime *time.Time
}
// KLine uses binance's kline as the standard structure
type KLine struct {
StartTime int64 `json:"t"`