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only query subscribed kline intervals

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This commit is contained in:
c9s 2020-12-06 18:55:11 +08:00
parent 62a541fb27
commit b843388483
1 changed files with 9 additions and 2 deletions
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11
pkg/bbgo/environment.go
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@ -158,6 +158,13 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
environ.startTime = time.Now()
}
var intervals = map[types.Interval]struct{}{}
for _, sub := range session.Subscriptions {
if sub.Channel == types.KLineChannel {
intervals[types.Interval(sub.Options.Interval)] = struct{}{}
}
}
for symbol := range session.loadedSymbols {
marketDataStore, ok := session.marketDataStores[symbol]
if !ok {
@ -165,12 +172,12 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
}
var lastPriceTime time.Time
for interval := range types.SupportedIntervals {
for interval := range intervals {
// avoid querying the last unclosed kline
endTime := environ.startTime.Add(- interval.Duration())
kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
EndTime: &endTime,
Limit: 500, // indicators need at least 100
Limit: 1000, // indicators need at least 100
})
if err != nil {
return err