feature: add config dump / param dump / param modify for elliottwave, refactor param dump

pkg/dynamic/print_strategy.go

@@ -0,0 +1,96 @@
+package dynamic
+
+import (
+	"fmt"
+	"io"
+	"reflect"
+	"unsafe"
+
+	"github.com/c9s/bbgo/pkg/util"
+)
+
+// @param s: strategy object
+// @param f: io.Writer used for writing the strategy dump
+// @param seriesLength: if exist, the first value will be chosen to be the length of data from series to be printed out
+//                      default to 1 when not exist or the value is invalid
+func ParamDump(s interface{}, f io.Writer, seriesLength ...int) {
+	length := 1
+	if len(seriesLength) > 0 && seriesLength[0] > 0 {
+		length = seriesLength[0]
+	}
+	val := reflect.ValueOf(s)
+	if val.Type().Kind() == util.Pointer {
+		val = val.Elem()
+	}
+	for i := 0; i < val.Type().NumField(); i++ {
+		t := val.Type().Field(i)
+		if ig := t.Tag.Get("ignore"); ig == "true" {
+			continue
+		}
+		field := val.Field(i)
+		if t.IsExported() || t.Anonymous || t.Type.Kind() == reflect.Func || t.Type.Kind() == reflect.Chan {
+			continue
+		}
+		fieldName := t.Name
+		typeName := field.Type().String()
+		value := reflect.NewAt(field.Type(), unsafe.Pointer(field.UnsafeAddr())).Elem()
+		isSeries := true
+		lastFunc := value.MethodByName("Last")
+		isSeries = isSeries && lastFunc.IsValid()
+		lengthFunc := value.MethodByName("Length")
+		isSeries = isSeries && lengthFunc.IsValid()
+		indexFunc := value.MethodByName("Index")
+		isSeries = isSeries && indexFunc.IsValid()
+
+		stringFunc := value.MethodByName("String")
+		canString := stringFunc.IsValid()
+
+		if isSeries {
+			l := int(lengthFunc.Call(nil)[0].Int())
+			if l >= length {
+				fmt.Fprintf(f, "%s: Series[..., %.4f", fieldName, indexFunc.Call([]reflect.Value{reflect.ValueOf(length - 1)})[0].Float())
+				for j := length - 2; j >= 0; j-- {
+					fmt.Fprintf(f, ", %.4f", indexFunc.Call([]reflect.Value{reflect.ValueOf(j)})[0].Float())
+				}
+				fmt.Fprintf(f, "]\n")
+			} else if l > 0 {
+				fmt.Fprintf(f, "%s: Series[%.4f", fieldName, indexFunc.Call([]reflect.Value{reflect.ValueOf(l - 1)})[0].Float())
+				for j := l - 2; j >= 0; j-- {
+					fmt.Fprintf(f, ", %.4f", indexFunc.Call([]reflect.Value{reflect.ValueOf(j)})[0].Float())
+				}
+				fmt.Fprintf(f, "]\n")
+			} else {
+				fmt.Fprintf(f, "%s: Series[]\n", fieldName)
+			}
+		} else if canString {
+			fmt.Fprintf(f, "%s: %s\n", fieldName, stringFunc.Call(nil)[0].String())
+		} else if CanInt(field) {
+			fmt.Fprintf(f, "%s: %d\n", fieldName, field.Int())
+		} else if field.CanConvert(reflect.TypeOf(float64(0))) {
+			fmt.Fprintf(f, "%s: %.4f\n", fieldName, field.Float())
+		} else if field.CanInterface() {
+			fmt.Fprintf(f, "%s: %v", fieldName, field.Interface())
+		} else if field.Type().Kind() == reflect.Map {
+			fmt.Fprintf(f, "%s: {", fieldName)
+			iter := value.MapRange()
+			for iter.Next() {
+				k := iter.Key().Interface()
+				v := iter.Value().Interface()
+				fmt.Fprintf(f, "%v: %v, ", k, v)
+			}
+			fmt.Fprintf(f, "}\n")
+		} else if field.Type().Kind() == reflect.Slice {
+			fmt.Fprintf(f, "%s: [", fieldName)
+			l := field.Len()
+			if l > 0 {
+				fmt.Fprintf(f, "%v", field.Index(0))
+			}
+			for j := 1; j < field.Len(); j++ {
+				fmt.Fprintf(f, ", %v", field.Index(j))
+			}
+			fmt.Fprintf(f, "]\n")
+		} else {
+			fmt.Fprintf(f, "%s(%s): %s\n", fieldName, typeName, field.String())
+		}
+	}
+}

pkg/strategy/drift/output.go

@@ -1,101 +1,18 @@
 package drift
 
 import (
-	"fmt"
 	"io"
-	"reflect"
-	"unsafe"
 
 	"github.com/jedib0t/go-pretty/v6/table"
 
 	"github.com/c9s/bbgo/pkg/dynamic"
-	style2 "github.com/c9s/bbgo/pkg/style"
+	"github.com/c9s/bbgo/pkg/style"
 )
 
-func (s *Strategy) ParamDump(f io.Writer, seriesLength ...int) {
-	length := 1
-	if len(seriesLength) > 0 && seriesLength[0] > 0 {
-		length = seriesLength[0]
-	}
-	val := reflect.ValueOf(s).Elem()
-	for i := 0; i < val.Type().NumField(); i++ {
-		t := val.Type().Field(i)
-		if ig := t.Tag.Get("ignore"); ig == "true" {
-			continue
-		}
-		field := val.Field(i)
-		if t.IsExported() || t.Anonymous || t.Type.Kind() == reflect.Func || t.Type.Kind() == reflect.Chan {
-			continue
-		}
-		fieldName := t.Name
-		typeName := field.Type().String()
-		log.Infof("fieldName %s typeName %s", fieldName, typeName)
-		value := reflect.NewAt(field.Type(), unsafe.Pointer(field.UnsafeAddr())).Elem()
-		isSeries := true
-		lastFunc := value.MethodByName("Last")
-		isSeries = isSeries && lastFunc.IsValid()
-		lengthFunc := value.MethodByName("Length")
-		isSeries = isSeries && lengthFunc.IsValid()
-		indexFunc := value.MethodByName("Index")
-		isSeries = isSeries && indexFunc.IsValid()
-
-		stringFunc := value.MethodByName("String")
-		canString := stringFunc.IsValid()
-
-		if isSeries {
-			l := int(lengthFunc.Call(nil)[0].Int())
-			if l >= length {
-				fmt.Fprintf(f, "%s: Series[..., %.4f", fieldName, indexFunc.Call([]reflect.Value{reflect.ValueOf(length - 1)})[0].Float())
-				for j := length - 2; j >= 0; j-- {
-					fmt.Fprintf(f, ", %.4f", indexFunc.Call([]reflect.Value{reflect.ValueOf(j)})[0].Float())
-				}
-				fmt.Fprintf(f, "]\n")
-			} else if l > 0 {
-				fmt.Fprintf(f, "%s: Series[%.4f", fieldName, indexFunc.Call([]reflect.Value{reflect.ValueOf(l - 1)})[0].Float())
-				for j := l - 2; j >= 0; j-- {
-					fmt.Fprintf(f, ", %.4f", indexFunc.Call([]reflect.Value{reflect.ValueOf(j)})[0].Float())
-				}
-				fmt.Fprintf(f, "]\n")
-			} else {
-				fmt.Fprintf(f, "%s: Series[]\n", fieldName)
-			}
-		} else if canString {
-			fmt.Fprintf(f, "%s: %s\n", fieldName, stringFunc.Call(nil)[0].String())
-		} else if dynamic.CanInt(field) {
-			fmt.Fprintf(f, "%s: %d\n", fieldName, field.Int())
-		} else if field.CanConvert(reflect.TypeOf(float64(0))) {
-			fmt.Fprintf(f, "%s: %.4f\n", fieldName, field.Float())
-		} else if field.CanInterface() {
-			fmt.Fprintf(f, "%s: %v", fieldName, field.Interface())
-		} else if field.Type().Kind() == reflect.Map {
-			fmt.Fprintf(f, "%s: {", fieldName)
-			iter := value.MapRange()
-			for iter.Next() {
-				k := iter.Key().Interface()
-				v := iter.Value().Interface()
-				fmt.Fprintf(f, "%v: %v, ", k, v)
-			}
-			fmt.Fprintf(f, "}\n")
-		} else if field.Type().Kind() == reflect.Slice {
-			fmt.Fprintf(f, "%s: [", fieldName)
-			l := field.Len()
-			if l > 0 {
-				fmt.Fprintf(f, "%v", field.Index(0))
-			}
-			for j := 1; j < field.Len(); j++ {
-				fmt.Fprintf(f, ", %v", field.Index(j))
-			}
-			fmt.Fprintf(f, "]\n")
-		} else {
-			fmt.Fprintf(f, "%s(%s): %s\n", fieldName, typeName, field.String())
-		}
-	}
-}
-
 func (s *Strategy) Print(f io.Writer, pretty bool, withColor ...bool) {
-	var style *table.Style
+	var tableStyle *table.Style
 	if pretty {
-		style = style2.NewDefaultTableStyle()
+		tableStyle = style.NewDefaultTableStyle()
 	}
-	dynamic.PrintConfig(s, f, style, len(withColor) > 0 && withColor[0], dynamic.DefaultWhiteList()...)
+	dynamic.PrintConfig(s, f, tableStyle, len(withColor) > 0 && withColor[0], dynamic.DefaultWhiteList()...)
 }

pkg/strategy/drift/strategy.go

@@ -16,6 +16,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/datatype/floats"
+	"github.com/c9s/bbgo/pkg/dynamic"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/indicator"
 	"github.com/c9s/bbgo/pkg/interact"
@@ -148,11 +149,11 @@ func (s *Strategy) CurrentPosition() *types.Position {
 	return s.Position
 }
 
-func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) bool {
+func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
 	order := s.p.NewMarketCloseOrder(percentage)
 	if order == nil {
 		s.positionLock.Unlock()
-		return false
+		return nil
 	}
 	order.Tag = "close"
 	order.TimeInForce = ""
@@ -171,14 +172,14 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
 	s.positionLock.Unlock()
 	for {
 		if s.Market.IsDustQuantity(order.Quantity, price) {
-			return false
+			return nil
 		}
 		_, err := s.GeneralOrderExecutor.SubmitOrders(ctx, *order)
 		if err != nil {
 			order.Quantity = order.Quantity.Mul(fixedpoint.One.Sub(Delta))
 			continue
 		}
-		return true
+		return nil
 	}
 }
 
@@ -383,9 +384,8 @@ func (s *Strategy) initTickerFunctions(ctx context.Context) {
 			exitLongCondition := s.buyPrice > 0 && (s.buyPrice*(1.-stoploss) >= pricef ||
 				s.trailingCheck(pricef, "long"))
 			if exitShortCondition || exitLongCondition {
-				if s.ClosePosition(ctx, fixedpoint.One) {
+				s.ClosePosition(ctx, fixedpoint.One)
-					log.Infof("close position by orderbook changes")
+				log.Infof("close position by orderbook changes")
-				}
 			} else {
 				s.positionLock.Unlock()
 			}
@@ -993,9 +993,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		var buffer bytes.Buffer
 		l, err := strconv.Atoi(length)
 		if err != nil {
-			s.ParamDump(&buffer)
+			dynamic.ParamDump(s, &buffer)
 		} else {
-			s.ParamDump(&buffer, l)
+			dynamic.ParamDump(s, &buffer, l)
 		}
 		reply.Message(buffer.String())
 	})

pkg/strategy/elliottwave/output.go

@@ -0,0 +1,43 @@
+package elliottwave
+
+import (
+	"bytes"
+	"io"
+	"strconv"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/dynamic"
+	"github.com/c9s/bbgo/pkg/interact"
+	"github.com/c9s/bbgo/pkg/style"
+	"github.com/jedib0t/go-pretty/v6/table"
+)
+
+func (s *Strategy) initOutputCommands() {
+	bbgo.RegisterCommand("/config", "Show latest config", func(reply interact.Reply) {
+		var buffer bytes.Buffer
+		s.Print(&buffer, false)
+		reply.Message(buffer.String())
+	})
+	bbgo.RegisterCommand("/dump", "Dump internal params", func(reply interact.Reply) {
+		reply.Message("Please enter series output length:")
+	}).Next(func(length string, reply interact.Reply) {
+		var buffer bytes.Buffer
+		l, err := strconv.Atoi(length)
+		if err != nil {
+			dynamic.ParamDump(s, &buffer)
+		} else {
+			dynamic.ParamDump(s, &buffer, l)
+		}
+		reply.Message(buffer.String())
+	})
+
+	bbgo.RegisterModifier(s)
+}
+
+func (s *Strategy) Print(f io.Writer, pretty bool, withColor ...bool) {
+	var tableStyle *table.Style
+	if pretty {
+		tableStyle = style.NewDefaultTableStyle()
+	}
+	dynamic.PrintConfig(s, f, tableStyle, len(withColor) > 0 && withColor[0], dynamic.DefaultWhiteList()...)
+}

pkg/strategy/elliottwave/strategy.go

@@ -36,17 +36,18 @@ type SourceFunc func(*types.KLine) fixedpoint.Value
 type Strategy struct {
 	Symbol string `json:"symbol"`
 
+	bbgo.OpenPositionOptions
 	bbgo.StrategyController
 	bbgo.SourceSelector
 	types.Market
 	Session *bbgo.ExchangeSession
 
 	Interval       types.Interval   `json:"interval"`
-	Stoploss       fixedpoint.Value `json:"stoploss"`
+	Stoploss       fixedpoint.Value `json:"stoploss" modifiable:"true"`
 	WindowATR      int              `json:"windowATR"`
 	WindowQuick    int              `json:"windowQuick"`
 	WindowSlow     int              `json:"windowSlow"`
-	PendingMinutes int              `json:"pendingMinutes"`
+	PendingMinutes int              `json:"pendingMinutes" modifiable:"true"`
 	UseHeikinAshi  bool             `json:"useHeikinAshi"`
 
 	// whether to draw graph or not by the end of backtest
@@ -80,8 +81,8 @@ type Strategy struct {
 	highestPrice float64 `persistence:"highest_price"`
 	lowestPrice  float64 `persistence:"lowest_price"`
 
-	TrailingCallbackRate    []float64          `json:"trailingCallbackRate"`
+	TrailingCallbackRate    []float64          `json:"trailingCallbackRate" modifiable:"true"`
-	TrailingActivationRatio []float64          `json:"trailingActivationRatio"`
+	TrailingActivationRatio []float64          `json:"trailingActivationRatio" modifiable:"true"`
 	ExitMethods             bbgo.ExitMethodSet `json:"exits"`
 
 	midPrice fixedpoint.Value
@@ -131,6 +132,7 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
 	} else if order.Side == types.SideTypeSell && order.Quantity.Compare(baseBalance) > 0 {
 		order.Quantity = baseBalance
 	}
+	order.MarginSideEffect = types.SideEffectTypeAutoRepay
 	for {
 		if s.Market.IsDustQuantity(order.Quantity, price) {
 			return nil
@@ -355,6 +357,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1d, startTime))
 	s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1w, startTime))
 
+	s.initOutputCommands()
+
 	// event trigger order: s.Interval => Interval1m
 	store, ok := session.SerialMarketDataStore(s.Symbol, []types.Interval{s.Interval, types.Interval1m})
 	if !ok {
@@ -380,6 +384,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			fmt.Fprintf(&buffer, "%s\n", daypnl)
 		}
 		fmt.Fprintln(&buffer, s.TradeStats.BriefString())
+		s.Print(&buffer, true, true)
 		os.Stdout.Write(buffer.Bytes())
 		if s.DrawGraph {
 			s.Draw(store, &profit, &cumProfit)
@@ -491,33 +496,23 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
 		}
 		if source.Compare(price) > 0 {
 			source = price
-			sourcef = source.Float64()
 		}
-		balances := s.GeneralOrderExecutor.Session().GetAccount().Balances()
+		opt := s.OpenPositionOptions
-		quoteBalance, ok := balances[s.Market.QuoteCurrency]
+		opt.Long = true
-		if !ok {
+		opt.Price = source
-			log.Errorf("unable to get quoteCurrency")
+		opt.Tags = []string{"long"}
-			return
+		log.Infof("source in long %v %v", source, price)
-		}
+		createdOrders, err := s.GeneralOrderExecutor.OpenPosition(ctx, opt)
-		if s.Market.IsDustQuantity(
-			quoteBalance.Available.Div(source), source) {
-			return
-		}
-		quantity := quoteBalance.Available.Div(source)
-		createdOrders, err := s.GeneralOrderExecutor.SubmitOrders(ctx, types.SubmitOrder{
-			Symbol:   s.Symbol,
-			Side:     types.SideTypeBuy,
-			Type:     types.OrderTypeLimit,
-			Price:    source,
-			Quantity: quantity,
-			Tag:      "long",
-		})
 		if err != nil {
-			log.WithError(err).Errorf("cannot place buy order")
+			if _, ok := err.(types.ZeroAssetError); ok {
-			log.Errorf("%v %v %v", quoteBalance, source, kline)
+				return
+			}
+			log.WithError(err).Errorf("cannot place buy order: %v %v", source, kline)
 			return
 		}
-		s.orderPendingCounter[createdOrders[0].OrderID] = s.minutesCounter
+		if createdOrders != nil {
+			s.orderPendingCounter[createdOrders[0].OrderID] = s.minutesCounter
+		}
 		return
 	}
 	if shortCondition && !bull {
@@ -527,31 +522,23 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
 		}
 		if source.Compare(price) < 0 {
 			source = price
-			sourcef = price.Float64()
 		}
-		balances := s.GeneralOrderExecutor.Session().GetAccount().Balances()
+		opt := s.OpenPositionOptions
-		baseBalance, ok := balances[s.Market.BaseCurrency]
+		opt.Short = true
-		if !ok {
+		opt.Price = source
-			log.Errorf("unable to get baseCurrency")
+		opt.Tags = []string{"short"}
-			return
+		log.Infof("source in short %v %v", source, price)
-		}
+		createdOrders, err := s.GeneralOrderExecutor.OpenPosition(ctx, opt)
-		if s.Market.IsDustQuantity(baseBalance.Available, source) {
-			return
-		}
-		quantity := baseBalance.Available
-		createdOrders, err := s.GeneralOrderExecutor.SubmitOrders(ctx, types.SubmitOrder{
-			Symbol:   s.Symbol,
-			Side:     types.SideTypeSell,
-			Type:     types.OrderTypeLimit,
-			Price:    source,
-			Quantity: quantity,
-			Tag:      "short",
-		})
 		if err != nil {
-			log.WithError(err).Errorf("cannot place sell order")
+			if _, ok := err.(types.ZeroAssetError); ok {
+				return
+			}
+			log.WithError(err).Errorf("cannot place sell order: %v %v", source, kline)
 			return
 		}
-		s.orderPendingCounter[createdOrders[0].OrderID] = s.minutesCounter
+		if createdOrders != nil {
+			s.orderPendingCounter[createdOrders[0].OrderID] = s.minutesCounter
+		}
 		return
 	}
 }