mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
backtest: pull out userDataStream to backtestEx.BindUserData
This commit is contained in:
parent
ecd4df86f9
commit
a31f61736a
|
@ -58,7 +58,7 @@ type Exchange struct {
|
|||
account *types.Account
|
||||
config *bbgo.Backtest
|
||||
|
||||
UserDataStream, MarketDataStream types.StandardStreamEmitter
|
||||
MarketDataStream types.StandardStreamEmitter
|
||||
|
||||
trades map[string][]types.Trade
|
||||
tradesMutex sync.Mutex
|
||||
|
@ -173,10 +173,6 @@ func (e *Exchange) NewStream() types.Stream {
|
|||
}
|
||||
|
||||
func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
|
||||
if e.UserDataStream == nil {
|
||||
return createdOrders, fmt.Errorf("SubmitOrders() should be called after UserDataStream been initialized")
|
||||
}
|
||||
|
||||
for _, order := range orders {
|
||||
symbol := order.Symbol
|
||||
matching, ok := e.matchingBook(symbol)
|
||||
|
@ -222,9 +218,6 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
|
|||
}
|
||||
|
||||
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
|
||||
if e.UserDataStream == nil {
|
||||
return fmt.Errorf("CancelOrders should be called after UserDataStream been initialized")
|
||||
}
|
||||
for _, order := range orders {
|
||||
matching, ok := e.matchingBook(order.Symbol)
|
||||
if !ok {
|
||||
|
@ -315,16 +308,16 @@ func (e *Exchange) matchingBook(symbol string) (*SimplePriceMatching, bool) {
|
|||
return m, ok
|
||||
}
|
||||
|
||||
func (e *Exchange) InitMarketData() {
|
||||
e.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
|
||||
func (e *Exchange) BindUserData(userDataStream types.StandardStreamEmitter) {
|
||||
userDataStream.OnTradeUpdate(func(trade types.Trade) {
|
||||
e.addTrade(trade)
|
||||
})
|
||||
|
||||
e.matchingBooksMutex.Lock()
|
||||
for _, matching := range e.matchingBooks {
|
||||
matching.OnTradeUpdate(e.UserDataStream.EmitTradeUpdate)
|
||||
matching.OnOrderUpdate(e.UserDataStream.EmitOrderUpdate)
|
||||
matching.OnBalanceUpdate(e.UserDataStream.EmitBalanceUpdate)
|
||||
matching.OnTradeUpdate(userDataStream.EmitTradeUpdate)
|
||||
matching.OnOrderUpdate(userDataStream.EmitOrderUpdate)
|
||||
matching.OnBalanceUpdate(userDataStream.EmitBalanceUpdate)
|
||||
}
|
||||
e.matchingBooksMutex.Unlock()
|
||||
}
|
||||
|
|
|
@ -268,9 +268,10 @@ var BacktestCmd = &cobra.Command{
|
|||
}
|
||||
|
||||
for _, session := range environ.Sessions() {
|
||||
userDataStream := session.UserDataStream.(types.StandardStreamEmitter)
|
||||
backtestEx := session.Exchange.(*backtest.Exchange)
|
||||
backtestEx.UserDataStream = session.UserDataStream.(types.StandardStreamEmitter)
|
||||
backtestEx.MarketDataStream = session.MarketDataStream.(types.StandardStreamEmitter)
|
||||
backtestEx.BindUserData(userDataStream)
|
||||
}
|
||||
|
||||
trader := bbgo.NewTrader(environ)
|
||||
|
@ -649,7 +650,6 @@ func confirmation(s string) bool {
|
|||
func toExchangeSources(sessions map[string]*bbgo.ExchangeSession, extraIntervals ...types.Interval) (exchangeSources []backtest.ExchangeDataSource, err error) {
|
||||
for _, session := range sessions {
|
||||
backtestEx := session.Exchange.(*backtest.Exchange)
|
||||
backtestEx.InitMarketData()
|
||||
|
||||
c, err := backtestEx.SubscribeMarketData(extraIntervals...)
|
||||
if err != nil {
|
||||
|
|
Loading…
Reference in New Issue
Block a user