refactor hot reloader and market data store

This commit is contained in:
c9s 2020-09-08 14:56:08 +08:00
parent 3e573ebb10
commit afcde6827f
2 changed files with 96 additions and 19 deletions

View File

@ -11,41 +11,40 @@ var Interval5m = Interval("5m")
var Interval1h = Interval("1h")
var Interval1d = Interval("1d")
type KLineStore struct {
// MaxChanges stores the max change kline per interval
MaxChanges map[Interval]types.KLine `json:"-"`
type MarketDataStore struct {
// MaxChangeKLines stores the max change kline per interval
MaxChangeKLines map[Interval]types.KLine `json:"-"`
// Windows stores all loaded klines per interval
Windows map[Interval]types.KLineWindow `json:"-"`
// KLineWindows stores all loaded klines per interval
KLineWindows map[Interval]types.KLineWindow `json:"-"`
}
func NewKLineStore() *KLineStore {
return &KLineStore{
MaxChanges: make(map[Interval]types.KLine),
func NewMarketDataStore() *MarketDataStore {
return &MarketDataStore{
MaxChangeKLines: make(map[Interval]types.KLine),
// Windows stores all loaded klines per interval
Windows: make(map[Interval]types.KLineWindow),
// KLineWindows stores all loaded klines per interval
KLineWindows: make(map[Interval]types.KLineWindow),
}
}
func (store *KLineStore) BindPrivateStream(stream *types.StandardPrivateStream) {
func (store *MarketDataStore) BindPrivateStream(stream *types.StandardPrivateStream) {
stream.OnKLineClosed(store.handleKLineClosed)
}
func (store *KLineStore) handleKLineClosed(kline *types.KLine) {
func (store *MarketDataStore) handleKLineClosed(kline *types.KLine) {
store.AddKLine(*kline)
}
func (store *KLineStore) AddKLine(kline types.KLine) {
func (store *MarketDataStore) AddKLine(kline types.KLine) {
var interval = Interval(kline.Interval)
var window = store.Windows[interval]
var window = store.KLineWindows[interval]
window.Add(kline)
if _, ok := store.MaxChanges[interval] ; ok {
if kline.GetMaxChange() > store.MaxChanges[interval].GetMaxChange() {
store.MaxChanges[interval] = kline
if _, ok := store.MaxChangeKLines[interval] ; ok {
if kline.GetMaxChange() > store.MaxChangeKLines[interval].GetMaxChange() {
store.MaxChangeKLines[interval] = kline
}
}
}

View File

@ -6,9 +6,11 @@ import (
"strings"
"time"
"github.com/fsnotify/fsnotify"
"github.com/jmoiron/sqlx"
log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/bbgo/config"
"github.com/c9s/bbgo/pkg/bbgo/service"
"github.com/c9s/bbgo/pkg/bbgo/exchange/binance"
@ -136,6 +138,82 @@ func (trader *Trader) Initialize(ctx context.Context, startTime time.Time) error
return nil
}
func (trader *Trader) RunStrategyWithHotReload(ctx context.Context, strategy Strategy, configFile string) (chan struct{}, error) {
var done = make(chan struct{})
var configWatcherDone = make(chan struct{})
log.Infof("watching config file: %v", configFile)
watcher, err := fsnotify.NewWatcher()
if err != nil {
return nil, err
}
defer watcher.Close()
if err := watcher.Add(configFile); err != nil {
return nil, err
}
go func() {
strategyContext, strategyCancel := context.WithCancel(ctx)
defer strategyCancel()
defer close(done)
traderDone, err := trader.RunStrategy(strategyContext, strategy)
if err != nil {
return
}
var configReloadTimer *time.Timer = nil
defer close(configWatcherDone)
for {
select {
case <-ctx.Done():
return
case <-traderDone:
log.Infof("reloading config file %s", configFile)
if err := config.LoadConfigFile(configFile, strategy); err != nil {
log.WithError(err).Error("error load config file")
}
trader.Notifier.Notify("config reloaded, restarting trader")
traderDone, err = trader.RunStrategy(strategyContext, strategy)
if err != nil {
log.WithError(err).Error("[trader] error:", err)
return
}
case event := <-watcher.Events:
log.Infof("[fsnotify] event: %+v", event)
if event.Op&fsnotify.Write == fsnotify.Write {
log.Info("[fsnotify] modified file:", event.Name)
}
if configReloadTimer != nil {
configReloadTimer.Stop()
}
configReloadTimer = time.AfterFunc(3*time.Second, func() {
strategyCancel()
})
case err := <-watcher.Errors:
log.WithError(err).Error("[fsnotify] error:", err)
return
}
}
}()
return done, nil
}
func (trader *Trader) RunStrategy(ctx context.Context, strategy Strategy) (chan struct{}, error) {
if err := strategy.Load(trader.Context, trader); err != nil {
return nil, err
@ -147,7 +225,7 @@ func (trader *Trader) RunStrategy(ctx context.Context, strategy Strategy) (chan
}
// bind kline store to the stream
klineStore := NewKLineStore()
klineStore := NewMarketDataStore()
klineStore.BindPrivateStream(&stream.StandardPrivateStream)
trader.Account.BindPrivateStream(stream)