From 9efd8bd6043540bad0f140bdb289ac8c08603580 Mon Sep 17 00:00:00 2001 From: c9s Date: Sun, 28 Jan 2024 14:29:54 +0800 Subject: [PATCH] fix backtest Initialize call --- config/emacross.yaml | 2 +- pkg/bbgo/trader.go | 1 - pkg/cmd/backtest.go | 4 ++++ pkg/strategy/rsicross/strategy.go | 5 ++++- 4 files changed, 9 insertions(+), 3 deletions(-) diff --git a/config/emacross.yaml b/config/emacross.yaml index c1ce36a46..f5e8aa615 100644 --- a/config/emacross.yaml +++ b/config/emacross.yaml @@ -26,7 +26,7 @@ backtest: endTime: "2022-03-01" symbols: - BTCUSDT - sessions: [max,binance] + sessions: [binance] # syncSecKLines: true accounts: binance: diff --git a/pkg/bbgo/trader.go b/pkg/bbgo/trader.go index 44be5c2a0..da16f3b0b 100644 --- a/pkg/bbgo/trader.go +++ b/pkg/bbgo/trader.go @@ -357,7 +357,6 @@ func (trader *Trader) Run(ctx context.Context) error { } func (trader *Trader) Initialize(ctx context.Context) error { - log.Infof("initializing strategies...") return trader.IterateStrategies(func(strategy StrategyID) error { if initializer, ok := strategy.(StrategyInitializer); ok { return initializer.Initialize() diff --git a/pkg/cmd/backtest.go b/pkg/cmd/backtest.go index f83dfae53..5b9412882 100644 --- a/pkg/cmd/backtest.go +++ b/pkg/cmd/backtest.go @@ -303,6 +303,10 @@ var BacktestCmd = &cobra.Command{ return err } + if err := trader.Initialize(ctx); err != nil { + return err + } + if err := trader.Run(ctx); err != nil { return err } diff --git a/pkg/strategy/rsicross/strategy.go b/pkg/strategy/rsicross/strategy.go index 0eb0ec5ec..2ed468354 100644 --- a/pkg/strategy/rsicross/strategy.go +++ b/pkg/strategy/rsicross/strategy.go @@ -37,7 +37,10 @@ type Strategy struct { } func (s *Strategy) Initialize() error { - s.Strategy = &common.Strategy{} + if s.Strategy == nil { + s.Strategy = &common.Strategy{} + } + return nil }