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set sync-from from config by default

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This commit is contained in:
c9s 2021-05-05 16:45:17 +08:00
parent a70d5cbcdc
commit 859bf35255
2 changed files with 19 additions and 8 deletions
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25
pkg/cmd/backtest.go
View File

@ -21,7 +21,7 @@ func init() {
BacktestCmd.Flags().String("exchange", "", "target exchange")
BacktestCmd.Flags().Bool("sync", false, "sync backtest data")
BacktestCmd.Flags().Bool("sync-only", false, "sync backtest data only, do not run backtest")
BacktestCmd.Flags().String("sync-from", time.Now().AddDate(0, -6, 0).Format(types.DateFormat), "sync backtest data from the given time")
BacktestCmd.Flags().String("sync-from", "", "sync backtest data from the given time, which will override the time range in the backtest config")
BacktestCmd.Flags().Bool("base-asset-baseline", false, "use base asset performance as the competitive baseline performance")
BacktestCmd.Flags().CountP("verbose", "v", "verbose level")
BacktestCmd.Flags().String("config", "config/bbgo.yaml", "strategy config file")
@ -67,11 +67,6 @@ var BacktestCmd = &cobra.Command{
return err
}
syncFromTime, err := time.Parse(types.DateFormat, syncFromDateStr)
if err != nil {
return err
}
exchangeNameStr, err := cmd.Flags().GetString("exchange")
if err != nil {
return err
@ -99,9 +94,13 @@ var BacktestCmd = &cobra.Command{
return errors.New("backtest config is not defined")
}
now := time.Now()
// set default start time to the past 6 months
if len(userConfig.Backtest.StartTime) == 0 {
userConfig.Backtest.StartTime = time.Now().AddDate(0, -6, 0).Format("2006-01-02")
userConfig.Backtest.StartTime = now.AddDate(0, -6, 0).Format("2006-01-02")
}
if len(userConfig.Backtest.EndTime) == 0 {
userConfig.Backtest.EndTime = now.Format("2006-01-02")
}
startTime, err := userConfig.Backtest.ParseStartTime()
@ -109,6 +108,8 @@ var BacktestCmd = &cobra.Command{
return err
}
log.Infof("starting backtest with startTime %s", startTime.Format(time.ANSIC))
environ := bbgo.NewEnvironment()
if err := environ.ConfigureDatabase(ctx); err != nil {
return err
@ -121,6 +122,16 @@ var BacktestCmd = &cobra.Command{
backtestService := &service.BacktestService{DB: environ.DatabaseService.DB}
if wantSync {
var syncFromTime = startTime
// override the sync from time if the option is given
if len(syncFromDateStr) > 0 {
syncFromTime, err = time.Parse(types.DateFormat, syncFromDateStr)
if err != nil {
return err
}
}
log.Info("starting synchronization...")
for _, symbol := range userConfig.Backtest.Symbols {
if err := backtestService.Sync(ctx, sourceExchange, symbol, syncFromTime); err != nil {

2
pkg/exchange/batch/batch.go
View File

@ -100,7 +100,7 @@ func (e KLineBatchQuery) Query(ctx context.Context, symbol string, interval type
}
c <- kline
startTime = kline.EndTime
startTime = kline.EndTime.Add(time.Millisecond)
}
}
}()