feature: strategy controller

This commit is contained in:
Andy Cheng 2022-04-18 16:41:47 +08:00
parent 85ffe9a2de
commit bb2bce4721

View File

@ -1,66 +1,121 @@
package bbgo
import (
"context"
"fmt"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"reflect"
)
type StrategyController struct {
// Callbacks
GetStatusCallbacks map[string]func(ctx context.Context)
GetPositionCallbacks map[string]func(ctx context.Context)
ClosePositionCallbacks map[string]func(ctx context.Context, percentage fixedpoint.Value)
SuspendCallbacks map[string]func(ctx context.Context)
ResumeCallbacks map[string]func(ctx context.Context)
EmergencyStopCallbacks map[string]func(ctx context.Context)
GetStatusCallback func() types.StrategyStatus
GetPositionCallback func() *types.Position
ClosePositionCallback func(percentage fixedpoint.Value)
SuspendCallback func()
ResumeCallback func()
EmergencyStopCallback func()
}
// TODO: strategy no found
func (s *StrategyController) OnGetStatus(signature string, cb func(ctx context.Context)) {
s.GetStatusCallbacks[signature] = cb
func (s *StrategyController) HasCallback(callback string) bool {
callbackV := reflect.ValueOf(s).Elem().FieldByName(callback)
if callbackV.IsValid() {
if !callbackV.IsNil() {
return true
}
}
func (s *StrategyController) EmitGetStatus(signature string, ctx context.Context) {
s.GetStatusCallbacks[signature](ctx)
return false
}
func (s *StrategyController) OnGetPosition(signature string, cb func(ctx context.Context)) {
s.GetPositionCallbacks[signature] = cb
func (s *StrategyController) OnGetStatus(cb func() types.StrategyStatus) {
s.GetStatusCallback = cb
}
func (s *StrategyController) OnClosePosition(signature string, cb func(ctx context.Context, percentage fixedpoint.Value)) {
s.ClosePositionCallbacks[signature] = cb
func (s *StrategyController) EmitGetStatus() (status types.StrategyStatus, err error) {
if s.GetStatusCallback != nil {
return s.GetStatusCallback(), nil
} else {
return types.StrategyStatusUnknown, fmt.Errorf("no GetStatus callback registered")
}
}
func (s *StrategyController) EmitClosePosition(signature string, ctx context.Context, percentage fixedpoint.Value) {
s.ClosePositionCallbacks[signature](ctx, percentage)
func (s *StrategyController) OnGetPosition(cb func() *types.Position) {
s.GetPositionCallback = cb
}
func (s *StrategyController) EmitGetPosition(signature string, ctx context.Context) {
s.GetPositionCallbacks[signature](ctx)
func (s *StrategyController) EmitGetPosition() (position *types.Position, err error) {
if s.GetPositionCallback != nil {
return s.GetPositionCallback(), nil
} else {
return nil, fmt.Errorf("no GetPosition callback registered")
}
}
func (s *StrategyController) OnSuspend(signature string, cb func(ctx context.Context)) {
s.SuspendCallbacks[signature] = cb
func (s *StrategyController) OnClosePosition(cb func(percentage fixedpoint.Value)) {
s.ClosePositionCallback = cb
}
func (s *StrategyController) EmitSuspend(signature string, ctx context.Context) {
s.SuspendCallbacks[signature](ctx)
func (s *StrategyController) EmitClosePosition(percentage fixedpoint.Value) error {
if s.ClosePositionCallback != nil {
s.ClosePositionCallback(percentage)
return nil
} else {
return fmt.Errorf("no ClosePosition callback registered")
}
}
func (s *StrategyController) OnResume(signature string, cb func(ctx context.Context)) {
s.ResumeCallbacks[signature] = cb
func (s *StrategyController) OnSuspend(cb func()) {
s.SuspendCallback = cb
}
func (s *StrategyController) EmitResume(signature string, ctx context.Context) {
s.ResumeCallbacks[signature](ctx)
func (s *StrategyController) EmitSuspend() error {
if s.SuspendCallback != nil {
s.SuspendCallback()
return nil
} else {
return fmt.Errorf("no Suspend callback registered")
}
}
func (s *StrategyController) OnEmergencyStop(signature string, cb func(ctx context.Context)) {
s.EmergencyStopCallbacks[signature] = cb
func (s *StrategyController) OnResume(cb func()) {
s.ResumeCallback = cb
}
func (s *StrategyController) EmitEmergencyStop(signature string, ctx context.Context) {
s.EmergencyStopCallbacks[signature](ctx)
func (s *StrategyController) EmitResume() error {
if s.ResumeCallback != nil {
s.ResumeCallback()
return nil
} else {
return fmt.Errorf("no Resume callback registered")
}
}
func (s *StrategyController) OnEmergencyStop(cb func()) {
s.EmergencyStopCallback = cb
}
func (s *StrategyController) EmitEmergencyStop() error {
if s.EmergencyStopCallback != nil {
s.EmergencyStopCallback()
return nil
} else {
return fmt.Errorf("no EmergencyStop callback registered")
}
}
type StrategyControllerInterface interface {
HasCallback(callback string) bool
OnGetStatus(cb func() types.StrategyStatus)
EmitGetStatus() (status types.StrategyStatus, err error)
OnGetPosition(cb func() *types.Position)
EmitGetPosition() (position *types.Position, err error)
OnClosePosition(cb func(percentage fixedpoint.Value))
EmitClosePosition(percentage fixedpoint.Value) error
OnSuspend(cb func())
EmitSuspend() error
OnResume(cb func())
EmitResume() error
OnEmergencyStop(cb func())
EmitEmergencyStop() error
}