mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
Merge pull request #117 from c9s/wizard/sqlite3
add sqlite3 driver option to the wizard user interface
This commit is contained in:
commit
b81eb33cad
26
README.md
26
README.md
|
@ -56,35 +56,49 @@ MYSQL_URL=root@tcp(127.0.0.1:3306)/bbgo?parseTime=true
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Make sure you have [dotenv](https://github.com/bkeepers/dotenv)
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To sync your own trade data:
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```
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bbgo sync --config config/grid.yaml --session max
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bbgo sync --config config/grid.yaml --session binance
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```
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If you want to switch to other dotenv file, you can add an `--dotenv` option:
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```
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bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance
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```
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To sync remote exchange klines data for backtesting:
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```sh
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dotenv -f .env.local -- bbgo backtest --exchange binance --config config/grid.yaml -v --sync --sync-only --sync-from 2020-01-01
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bbgo backtest --exchange binance --config config/grid.yaml -v --sync --sync-only --sync-from 2020-01-01
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```
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To run backtest:
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```sh
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dotenv -f .env.local -- bbgo backtest --exchange binance --config config/bollgrid.yaml --base-asset-baseline
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bbgo backtest --exchange binance --config config/bollgrid.yaml --base-asset-baseline
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```
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To query transfer history:
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```sh
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dotenv -f .env.local -- bbgo transfer-history --exchange max --asset USDT --since "2019-01-01"
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bbgo transfer-history --exchange max --asset USDT --since "2019-01-01"
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```
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To calculate pnl:
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```sh
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dotenv -f .env.local -- bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
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bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
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```
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To run strategy:
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```sh
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dotenv -f .env.local -- bbgo run --config config/buyandhold.yaml
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bbgo run --config config/buyandhold.yaml
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```
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## Built-in Strategies
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@ -105,7 +119,7 @@ modify the config file to make the configuration suitable for you, for example i
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vim config/buyandhold.yaml
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# run bbgo with the config
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dotenv -f .env.local -- bbgo run --config config/buyandhold.yaml
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bbgo run --config config/buyandhold.yaml
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```
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## Write your own strategy
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@ -5,10 +5,15 @@ import Button from '@material-ui/core/Button';
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import Typography from '@material-ui/core/Typography';
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import TextField from '@material-ui/core/TextField';
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import FormHelperText from '@material-ui/core/FormHelperText';
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import Radio from '@material-ui/core/Radio';
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import RadioGroup from '@material-ui/core/RadioGroup';
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import FormControlLabel from '@material-ui/core/FormControlLabel';
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import FormControl from '@material-ui/core/FormControl';
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import FormLabel from '@material-ui/core/FormLabel';
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import Alert from '@material-ui/lab/Alert';
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import {testDatabaseConnection, configureDatabase} from '../api/bbgo';
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import {configureDatabase, testDatabaseConnection} from '../api/bbgo';
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import {makeStyles} from '@material-ui/core/styles';
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@ -30,10 +35,12 @@ const useStyles = makeStyles((theme) => ({
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},
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}));
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export default function ConfigureDatabaseForm({ onConfigured }) {
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export default function ConfigureDatabaseForm({onConfigured}) {
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const classes = useStyles();
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const [mysqlURL, setMysqlURL] = React.useState("root@tcp(127.0.0.1:3306)/bbgo")
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const [driver, setDriver] = React.useState("sqlite3");
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const [testing, setTesting] = React.useState(false);
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const [testResponse, setTestResponse] = React.useState(null);
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const [configured, setConfigured] = React.useState(false);
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@ -79,44 +86,72 @@ export default function ConfigureDatabaseForm({ onConfigured }) {
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</Typography>
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<Typography variant="body1" gutterBottom>
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If you have database installed on your machine, you can enter the DSN string in the following field.
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Please note this is optional, you CAN SKIP this step.
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If you have database installed on your machine, you can enter the DSN string in the following field.
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Please note this is optional, you CAN SKIP this step.
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</Typography>
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<Grid container spacing={3}>
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<Grid item xs={12} sm={6}>
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<TextField id="mysql_url" name="mysql_url" label="MySQL Data Source Name"
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fullWidth
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required
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defaultValue={mysqlURL}
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onChange={(event) => {
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setMysqlURL(event.target.value)
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resetTestResponse()
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}}
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/>
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<FormHelperText id="session-name-helper-text">
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If you have database installed on your machine, you can enter the DSN string like the
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<Grid container spacing={3}>
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<Grid item xs={12} sm={4}>
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<Box m={6}>
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<FormControl component="fieldset" required={true}>
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<FormLabel component="legend">Database Driver</FormLabel>
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<RadioGroup aria-label="driver" name="driver" value={driver} onChange={(event) => {
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setDriver(event.target.value);
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}}>
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<FormControlLabel value="sqlite3" control={<Radio/>} label="Standard (Default)"/>
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<FormControlLabel value="mysql" control={<Radio/>} label="MySQL"/>
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</RadioGroup>
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</FormControl>
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<FormHelperText>
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</FormHelperText>
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</Box>
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</Grid>
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{driver === "mysql" ? (
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<Grid item xs={12} sm={8}>
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<TextField id="mysql_url" name="mysql_url" label="MySQL Data Source Name"
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fullWidth
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required
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defaultValue={mysqlURL}
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onChange={(event) => {
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setMysqlURL(event.target.value)
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resetTestResponse()
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}}
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/>
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<FormHelperText>MySQL DSN</FormHelperText>
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<Typography variant="body1" gutterBottom>
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If you have database installed on your machine, you can enter the DSN string like the
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following
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format:
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<br/>
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<code>
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root:password@tcp(127.0.0.1:3306)/bbgo
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</code>
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<br/>
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<pre><code>root:password@tcp(127.0.0.1:3306)/bbgo</code></pre>
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<br/>
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Be sure to create your database before using it. You need to execute the following statement
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<br/>
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Be sure to create your database before using it. You need to execute the following statement
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to
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create a database:
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<br/>
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<code>
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CREATE DATABASE bbgo CHARSET utf8;
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</code>
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<br/>
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<pre><code>CREATE DATABASE bbgo CHARSET utf8;</code></pre>
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</Typography>
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</FormHelperText>
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</Grid>
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</Grid>
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) : (
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<Grid item xs={12} sm={8}>
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<Box m={6}>
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<Typography variant="body1" gutterBottom>
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If you don't know what to choose, just pick the standard driver (sqlite3).
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<br/>
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For professionals, you can pick MySQL driver, BBGO works best with MySQL, especially for
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larger data scale.
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</Typography>
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</Box>
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</Grid>
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)}
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</Grid>
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<div className={classes.buttons}>
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<Button
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color="primary"
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@ -6,7 +6,9 @@ import (
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"strings"
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"time"
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"github.com/joho/godotenv"
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"github.com/lestrrat-go/file-rotatelogs"
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"github.com/pkg/errors"
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"github.com/rifflock/lfshook"
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log "github.com/sirupsen/logrus"
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"github.com/spf13/cobra"
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@ -23,6 +25,28 @@ var RootCmd = &cobra.Command{
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// SilenceUsage is an option to silence usage when an error occurs.
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SilenceUsage: true,
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PersistentPreRunE: func(cmd *cobra.Command, args []string) error {
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disableDotEnv, err := cmd.Flags().GetBool("no-dotenv")
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if err != nil {
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return err
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}
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if !disableDotEnv {
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dotenvFile, err := cmd.Flags().GetString("dotenv")
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if err != nil {
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return err
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}
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if _, err := os.Stat(dotenvFile); err == nil {
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if err := godotenv.Load(dotenvFile); err != nil {
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return errors.Wrap(err, "error loading dotenv file")
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}
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}
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}
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return nil
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},
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RunE: func(cmd *cobra.Command, args []string) error {
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return nil
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},
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@ -32,6 +56,9 @@ func init() {
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RootCmd.PersistentFlags().Bool("debug", false, "debug flag")
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RootCmd.PersistentFlags().String("config", "bbgo.yaml", "config file")
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RootCmd.PersistentFlags().Bool("no-dotenv", false, "disable built-in dotenv")
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RootCmd.PersistentFlags().String("dotenv", ".env.local", "the dotenv file you want to load")
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// A flag can be 'persistent' meaning that this flag will be available to
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// the command it's assigned to as well as every command under that command.
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// For global flags, assign a flag as a persistent flag on the root.
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@ -13,7 +13,6 @@ import (
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"syscall"
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"time"
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"github.com/joho/godotenv"
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"github.com/pkg/errors"
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"github.com/pquerna/otp"
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log "github.com/sirupsen/logrus"
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@ -33,16 +32,11 @@ import (
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func init() {
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RunCmd.Flags().Bool("no-compile", false, "do not compile wrapper binary")
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RunCmd.Flags().String("totp-key-url", "", "time-based one-time password key URL, if defined, it will be used for restoring the otp key")
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RunCmd.Flags().String("totp-issuer", "", "")
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RunCmd.Flags().String("totp-account-name", "", "")
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RunCmd.Flags().Bool("enable-web-server", false, "enable web server")
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RunCmd.Flags().Bool("setup", false, "use setup mode")
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RunCmd.Flags().Bool("no-dotenv", false, "disable built-in dotenv")
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RunCmd.Flags().String("dotenv", ".env.local", "the dotenv file you want to load")
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RunCmd.Flags().String("since", "", "pnl since time")
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RootCmd.AddCommand(RunCmd)
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}
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@ -306,24 +300,6 @@ func runConfig(basectx context.Context, userConfig *bbgo.Config, enableApiServer
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}
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func run(cmd *cobra.Command, args []string) error {
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disableDotEnv, err := cmd.Flags().GetBool("no-dotenv")
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if err != nil {
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return err
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}
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if !disableDotEnv {
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dotenvFile, err := cmd.Flags().GetString("dotenv")
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if err != nil {
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return err
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}
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if _, err := os.Stat(dotenvFile); err == nil {
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if err := godotenv.Load(dotenvFile); err != nil {
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return errors.Wrap(err, "error loading dotenv file")
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}
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}
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}
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setup, err := cmd.Flags().GetBool("setup")
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if err != nil {
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return err
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|
|
|
@ -4,6 +4,7 @@ import (
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"context"
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"fmt"
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"io/ioutil"
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"math/rand"
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"net"
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"net/http"
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"os"
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|
@ -17,6 +18,7 @@ import (
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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)
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@ -386,9 +388,46 @@ func (s *Server) listSessionOpenOrders(c *gin.Context) {
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c.JSON(http.StatusOK, gin.H{"orders": marketOrders})
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}
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func (s *Server) listAssets(c *gin.Context) {
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totalAssets := types.AssetMap{}
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func genFakeAssets() types.AssetMap {
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totalAssets := types.AssetMap{}
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balances := types.BalanceMap{
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"BTC": types.Balance{Currency: "BTC", Available: fixedpoint.NewFromFloat(10.0 * rand.Float64())},
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"BCH": types.Balance{Currency: "BCH", Available: fixedpoint.NewFromFloat(0.01 * rand.Float64())},
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"LTC": types.Balance{Currency: "LTC", Available: fixedpoint.NewFromFloat(200.0 * rand.Float64())},
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"ETH": types.Balance{Currency: "ETH", Available: fixedpoint.NewFromFloat(50.0 * rand.Float64())},
|
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"SAND": types.Balance{Currency: "SAND", Available: fixedpoint.NewFromFloat(11500.0 * rand.Float64())},
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"BNB": types.Balance{Currency: "BNB", Available: fixedpoint.NewFromFloat(1000.0 * rand.Float64())},
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"GRT": types.Balance{Currency: "GRT", Available: fixedpoint.NewFromFloat(1000.0 * rand.Float64())},
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"MAX": types.Balance{Currency: "MAX", Available: fixedpoint.NewFromFloat(200000.0 * rand.Float64())},
|
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"COMP": types.Balance{Currency: "COMP", Available: fixedpoint.NewFromFloat(100.0 * rand.Float64())},
|
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}
|
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assets := balances.Assets(map[string]float64{
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"BTCUSDT": 38000.0,
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"BCHUSDT": 478.0,
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"LTCUSDT": 150.0,
|
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"COMPUSDT": 450.0,
|
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"ETHUSDT": 1700.0,
|
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"BNBUSDT": 70.0,
|
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"GRTUSDT": 0.89,
|
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"DOTUSDT": 20.0,
|
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"SANDUSDT": 0.13,
|
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"MAXUSDT": 0.122,
|
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})
|
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for currency, asset := range assets {
|
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totalAssets[currency] = asset
|
||||
}
|
||||
|
||||
return totalAssets
|
||||
}
|
||||
|
||||
func (s *Server) listAssets(c *gin.Context) {
|
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if ok, err := strconv.ParseBool(os.Getenv("USE_FAKE_ASSETS")); err == nil && ok {
|
||||
c.JSON(http.StatusOK, gin.H{"assets": genFakeAssets()})
|
||||
return
|
||||
}
|
||||
|
||||
totalAssets := types.AssetMap{}
|
||||
for _, session := range s.Environ.Sessions() {
|
||||
balances := session.Account.Balances()
|
||||
|
||||
|
@ -406,7 +445,6 @@ func (s *Server) listAssets(c *gin.Context) {
|
|||
}
|
||||
|
||||
c.JSON(http.StatusOK, gin.H{"assets": totalAssets})
|
||||
|
||||
}
|
||||
|
||||
func (s *Server) setupSaveConfig(c *gin.Context) {
|
||||
|
|
|
@ -139,10 +139,19 @@ func (s *OrderService) scanRows(rows *sqlx.Rows) (orders []types.Order, err erro
|
|||
return orders, rows.Err()
|
||||
}
|
||||
|
||||
func (s *OrderService) Insert(order types.Order) error {
|
||||
_, err := s.DB.NamedExec(`
|
||||
func (s *OrderService) Insert(order types.Order) (err error) {
|
||||
if s.DB.DriverName() == "mysql" {
|
||||
_, err = s.DB.NamedExec(`
|
||||
INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
|
||||
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
|
||||
ON DUPLICATE KEY UPDATE status=:status, executed_quantity=:executed_quantity, is_working=:is_working, updated_at=:updated_at`, order)
|
||||
return err
|
||||
}
|
||||
|
||||
_, err = s.DB.NamedExec(`
|
||||
INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
|
||||
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
|
||||
`, order)
|
||||
|
||||
return err
|
||||
}
|
||||
|
|
|
@ -44,7 +44,15 @@ func (s *TradeService) QueryTradingVolume(startTime time.Time, options TradingVo
|
|||
"start_time": startTime,
|
||||
}
|
||||
|
||||
sql := queryTradingVolumeSQL(options)
|
||||
sql := ""
|
||||
driverName := s.DB.DriverName()
|
||||
if driverName == "mysql" {
|
||||
sql = generateMysqlTradingVolumeQuerySQL(options)
|
||||
} else {
|
||||
sql = generateSqliteTradingVolumeSQL(options)
|
||||
}
|
||||
|
||||
log.Info(sql)
|
||||
|
||||
rows, err := s.DB.NamedQuery(sql, args)
|
||||
if err != nil {
|
||||
|
@ -72,14 +80,65 @@ func (s *TradeService) QueryTradingVolume(startTime time.Time, options TradingVo
|
|||
return records, rows.Err()
|
||||
}
|
||||
|
||||
func queryTradingVolumeSQL(options TradingVolumeQueryOptions) string {
|
||||
|
||||
func generateSqliteTradingVolumeSQL(options TradingVolumeQueryOptions) string {
|
||||
var sel []string
|
||||
var groupBys []string
|
||||
var orderBys []string
|
||||
where := []string{"traded_at > :start_time"}
|
||||
switch options.GroupByPeriod {
|
||||
|
||||
switch options.GroupByPeriod {
|
||||
case "month":
|
||||
sel = append(sel, "strftime('%Y',traded_at) AS year", "strftime('%m',traded_at) AS month")
|
||||
groupBys = append([]string{"month", "year"}, groupBys...)
|
||||
orderBys = append(orderBys, "year ASC", "month ASC")
|
||||
|
||||
case "year":
|
||||
sel = append(sel, "strftime('%Y',traded_at) AS year")
|
||||
groupBys = append([]string{"year"}, groupBys...)
|
||||
orderBys = append(orderBys, "year ASC")
|
||||
|
||||
case "day":
|
||||
fallthrough
|
||||
|
||||
default:
|
||||
sel = append(sel, "strftime('%Y',traded_at) AS year", "strftime('%m',traded_at) AS month", "strftime('%d',traded_at) AS day")
|
||||
groupBys = append([]string{"day", "month", "year"}, groupBys...)
|
||||
orderBys = append(orderBys, "year ASC", "month ASC", "day ASC")
|
||||
}
|
||||
|
||||
switch options.SegmentBy {
|
||||
case "symbol":
|
||||
sel = append(sel, "symbol")
|
||||
groupBys = append([]string{"symbol"}, groupBys...)
|
||||
orderBys = append(orderBys, "symbol")
|
||||
case "exchange":
|
||||
sel = append(sel, "exchange")
|
||||
groupBys = append([]string{"exchange"}, groupBys...)
|
||||
orderBys = append(orderBys, "exchange")
|
||||
}
|
||||
|
||||
sel = append(sel, "SUM(quantity * price) AS quote_volume")
|
||||
sql := `SELECT ` + strings.Join(sel, ", ") + ` FROM trades` +
|
||||
` WHERE ` + strings.Join(where, " AND ") +
|
||||
` GROUP BY ` + strings.Join(groupBys, ", ") +
|
||||
` ORDER BY ` + strings.Join(orderBys, ", ")
|
||||
|
||||
return sql
|
||||
}
|
||||
|
||||
|
||||
func generateMysqlTradingVolumeQuerySQL(options TradingVolumeQueryOptions) string {
|
||||
var sel []string
|
||||
var groupBys []string
|
||||
var orderBys []string
|
||||
where := []string{"traded_at > :start_time"}
|
||||
|
||||
switch options.GroupByPeriod {
|
||||
case "month":
|
||||
|
||||
|
||||
|
||||
sel = append(sel, "YEAR(traded_at) AS year", "MONTH(traded_at) AS month")
|
||||
groupBys = append([]string{"MONTH(traded_at)", "YEAR(traded_at)"}, groupBys...)
|
||||
orderBys = append(orderBys, "year ASC", "month ASC")
|
||||
|
@ -115,7 +174,6 @@ func queryTradingVolumeSQL(options TradingVolumeQueryOptions) string {
|
|||
` GROUP BY ` + strings.Join(groupBys, ", ") +
|
||||
` ORDER BY ` + strings.Join(orderBys, ", ")
|
||||
|
||||
log.Info(sql)
|
||||
return sql
|
||||
}
|
||||
|
||||
|
|
|
@ -11,15 +11,15 @@ func Test_queryTradingVolumeSQL(t *testing.T) {
|
|||
o := TradingVolumeQueryOptions{
|
||||
GroupByPeriod: "month",
|
||||
}
|
||||
assert.Equal(t, "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC", queryTradingVolumeSQL(o))
|
||||
assert.Equal(t, "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC", generateMysqlTradingVolumeQuerySQL(o))
|
||||
|
||||
o.GroupByPeriod = "year"
|
||||
assert.Equal(t, "SELECT YEAR(traded_at) AS year, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY YEAR(traded_at) ORDER BY year ASC", queryTradingVolumeSQL(o))
|
||||
assert.Equal(t, "SELECT YEAR(traded_at) AS year, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY YEAR(traded_at) ORDER BY year ASC", generateMysqlTradingVolumeQuerySQL(o))
|
||||
|
||||
expectedDefaultSQL := "SELECT YEAR(traded_at) AS year, MONTH(traded_at) AS month, DAY(traded_at) AS day, SUM(quantity * price) AS quote_volume FROM trades WHERE traded_at > :start_time GROUP BY DAY(traded_at), MONTH(traded_at), YEAR(traded_at) ORDER BY year ASC, month ASC, day ASC"
|
||||
for _, s := range []string{"", "day"} {
|
||||
o.GroupByPeriod = s
|
||||
assert.Equal(t, expectedDefaultSQL, queryTradingVolumeSQL(o))
|
||||
assert.Equal(t, expectedDefaultSQL, generateMysqlTradingVolumeQuerySQL(o))
|
||||
}
|
||||
})
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user