compile local strategies into the wrapper binary

This commit is contained in:
c9s 2020-10-24 15:38:13 +08:00
parent cd28fb8771
commit 9ce9ecc910
3 changed files with 113 additions and 23 deletions

View File

@ -2,7 +2,6 @@ package main
import (
"github.com/c9s/bbgo/pkg/cmd"
)
func main() {

View File

@ -1,4 +1,6 @@
---
imports:
- github.com/c9s/bbgo/pkg/strategy/buyandhold
notifications:
slack:
defaultChannel: "bbgo"
@ -12,13 +14,13 @@ reportTrades:
"sxpusdt": "bbgo-sxpusdt"
reportPnL:
- averageCostBySymbols:
- "BTCUSDT"
- "BNBUSDT"
of: binance
when:
- "@daily"
- "@hourly"
- averageCostBySymbols:
- "BTCUSDT"
- "BNBUSDT"
of: binance
when:
- "@daily"
- "@hourly"
sessions:
max:
@ -31,9 +33,9 @@ sessions:
secretVar: BINANCE_API_SECRET
exchangeStrategies:
- on: binance
buyandhold:
symbol: "BTCUSDT"
interval: "1m"
baseQuantity: 0.01
minDropPercentage: -0.02
- on: binance
buyandhold:
symbol: "BTCUSDT"
interval: "1m"
baseQuantity: 0.01
minDropPercentage: -0.02

View File

@ -1,12 +1,19 @@
package cmd
import (
"bytes"
"context"
"io/ioutil"
"os"
"os/exec"
"path/filepath"
"syscall"
"text/template"
"github.com/pkg/errors"
"github.com/sirupsen/logrus"
"github.com/spf13/cobra"
flag "github.com/spf13/pflag"
"github.com/spf13/viper"
"github.com/c9s/bbgo/pkg/bbgo"
@ -14,22 +21,46 @@ import (
"github.com/c9s/bbgo/pkg/config"
"github.com/c9s/bbgo/pkg/notifier/slacknotifier"
"github.com/c9s/bbgo/pkg/slack/slacklog"
// import built-in strategies
_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
)
var errSlackTokenUndefined = errors.New("slack token is not defined.")
func init() {
RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
RunCmd.Flags().String("config", "config/bbgo.yaml", "strategy config file")
RunCmd.Flags().String("since", "", "pnl since time")
RootCmd.AddCommand(RunCmd)
}
func runConfig(ctx context.Context, configFile string) error {
userConfig, err := config.Load(configFile)
if err != nil {
var runTemplate = template.Must(template.New("main").Parse(`package main
// DO NOT MODIFY THIS FILE. THIS FILE IS GENERATED FOR IMPORTING STRATEGIES
import (
"github.com/c9s/bbgo/pkg/cmd"
{{- range .Imports }}
_ "{{ . }}"
{{- end }}
)
func main() {
cmd.Execute()
}
`))
func compileRunFile(filepath string, config *config.Config) error {
var buf = bytes.NewBuffer(nil)
if err := runTemplate.Execute(buf, config); err != nil {
return err
}
return ioutil.WriteFile(filepath, buf.Bytes(), 0644)
}
func runConfig(ctx context.Context, config *config.Config) error {
slackToken := viper.GetString("slack-token")
if len(slackToken) == 0 {
return errSlackTokenUndefined
@ -49,19 +80,19 @@ func runConfig(ctx context.Context, configFile string) error {
trader := bbgo.NewTrader(environ)
for _, entry := range userConfig.ExchangeStrategies {
for _, entry := range config.ExchangeStrategies {
for _, mount := range entry.Mounts {
logrus.Infof("attaching strategy %T on %s...", entry.Strategy, mount)
trader.AttachStrategyOn(mount, entry.Strategy)
}
}
for _, strategy := range userConfig.CrossExchangeStrategies {
for _, strategy := range config.CrossExchangeStrategies {
logrus.Infof("attaching strategy %T", strategy)
trader.AttachCrossExchangeStrategy(strategy)
}
for _, report := range userConfig.PnLReporters {
for _, report := range config.PnLReporters {
if len(report.AverageCostBySymbols) > 0 {
trader.ReportPnL(notifier).
AverageCostBySymbols(report.AverageCostBySymbols...).
@ -92,12 +123,70 @@ var RunCmd = &cobra.Command{
return errors.New("--config option is required")
}
noCompile, err := cmd.Flags().GetBool("no-compile")
if err != nil {
return err
}
ctx, cancel := context.WithCancel(context.Background())
defer cancel()
err = runConfig(ctx, configFile)
userConfig, err := config.Load(configFile)
if err != nil {
return err
}
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return err
if noCompile {
if err := runConfig(ctx, userConfig); err != nil {
return err
}
cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
return nil
} else {
buildDir := filepath.Join("build", "bbgow")
if _, err := os.Stat(buildDir); os.IsNotExist(err) {
if err := os.MkdirAll(buildDir, 0777); err != nil {
return errors.Wrapf(err, "can not create build directory: %s", buildDir)
}
}
mainFile := filepath.Join(buildDir, "main.go")
if err := compileRunFile(mainFile, userConfig); err != nil {
return errors.Wrap(err, "compile error")
}
// TODO: use "\" for Windows
cwd, err := os.Getwd()
if err != nil {
return err
}
buildTarget := filepath.Join(cwd, buildDir)
logrus.Infof("building binary from %s...", buildTarget)
buildCmd := exec.CommandContext(ctx, "go", "build", "-tags", "wrapper", "-o", "bbgow", buildTarget)
buildCmd.Stdout = os.Stdout
buildCmd.Stderr = os.Stderr
if err := buildCmd.Run(); err != nil {
return err
}
var flagsArgs = []string{"run", "--no-compile"}
cmd.Flags().Visit(func(flag *flag.Flag) {
flagsArgs = append(flagsArgs, flag.Name, flag.Value.String())
})
flagsArgs = append(flagsArgs, args...)
executePath := filepath.Join(cwd, "bbgow")
runCmd := exec.CommandContext(ctx, executePath, flagsArgs...)
runCmd.Stdout = os.Stdout
runCmd.Stderr = os.Stderr
if err := runCmd.Run(); err != nil {
return err
}
}
return nil
},
}