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common: pull out aggregateAllTrades from Fix() method

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c9s 2024-03-06 20:36:21 +08:00
parent acb232242c
commit 83b526940a
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 13 additions and 4 deletions
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17
pkg/strategy/common/profit_fixer.go
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@ -48,8 +48,7 @@ func (f *ProfitFixer) batchQueryTrades(
}) })
} }
func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, stats *types.ProfitStats, position *types.Position) error { func (f *ProfitFixer) aggregateAllTrades(ctx context.Context, market types.Market, since, until time.Time) ([]types.Trade, error) {
log.Infof("starting profitFixer with time range %s <=> %s", since, until)
var mu sync.Mutex var mu sync.Mutex
var allTrades = make([]types.Trade, 0, 1000) var allTrades = make([]types.Trade, 0, 1000)
@ -59,7 +58,7 @@ func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, stats *ty
sessionName := n sessionName := n
service := s service := s
g.Go(func() error { g.Go(func() error {
log.Infof("batch querying %s trade history from %s since %s until %s", f.market.Symbol, sessionName, since.String(), until.String()) log.Infof("batch querying %s trade history from %s since %s until %s", market.Symbol, sessionName, since.String(), until.String())
trades, err := f.batchQueryTrades(subCtx, service, f.market.Symbol, since, until) trades, err := f.batchQueryTrades(subCtx, service, f.market.Symbol, since, until)
if err != nil { if err != nil {
log.WithError(err).Errorf("unable to batch query trades for fixer") log.WithError(err).Errorf("unable to batch query trades for fixer")
@ -74,10 +73,20 @@ func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, stats *ty
} }
if err := g.Wait(); err != nil { if err := g.Wait(); err != nil {
return err return nil, err
} }
allTrades = types.SortTradesAscending(allTrades) allTrades = types.SortTradesAscending(allTrades)
return allTrades, nil
}
func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, stats *types.ProfitStats, position *types.Position) error {
log.Infof("starting profitFixer with time range %s <=> %s", since, until)
allTrades, err := f.aggregateAllTrades(ctx, f.market, since, until)
if err != nil {
return err
}
f.FixFromTrades(allTrades, stats, position) f.FixFromTrades(allTrades, stats, position)
return nil return nil
} }