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fix: null pointer error on NextKLine

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This commit is contained in:
zenix 2022-08-30 12:09:39 +09:00
parent ecc959835a
commit c73f4018d0
2 changed files with 15 additions and 15 deletions
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16
pkg/backtest/exchange.go
View File

@ -167,7 +167,7 @@ func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.O
func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) {
for _, order := range orders {
symbol := order.Symbol
matching, ok := e.MatchingBook(symbol)
matching, ok := e.matchingBook(symbol)
if !ok {
return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
}
@ -192,7 +192,7 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
}
func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) {
matching, ok := e.MatchingBook(symbol)
matching, ok := e.matchingBook(symbol)
if !ok {
return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
}
@ -211,7 +211,7 @@ func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since,
func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error {
for _, order := range orders {
matching, ok := e.MatchingBook(order.Symbol)
matching, ok := e.matchingBook(order.Symbol)
if !ok {
return fmt.Errorf("matching engine is not initialized for symbol %s", order.Symbol)
}
@ -250,7 +250,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
}
func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) {
matching, ok := e.MatchingBook(symbol)
matching, ok := e.matchingBook(symbol)
if !ok {
return nil, fmt.Errorf("matching engine is not initialized for symbol %s", symbol)
}
@ -293,7 +293,7 @@ func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since
return nil, nil
}
func (e *Exchange) MatchingBook(symbol string) (*SimplePriceMatching, bool) {
func (e *Exchange) matchingBook(symbol string) (*SimplePriceMatching, bool) {
e.matchingBooksMutex.Lock()
m, ok := e.matchingBooks[symbol]
e.matchingBooksMutex.Unlock()
@ -363,7 +363,7 @@ func (e *Exchange) SubscribeMarketData(startTime, endTime time.Time, extraInterv
}
func (e *Exchange) ConsumeKLine(k types.KLine, handlers []func(types.KLine, *ExchangeDataSource), src *ExchangeDataSource) {
matching, ok := e.MatchingBook(k.Symbol)
matching, ok := e.matchingBook(k.Symbol)
if !ok {
log.Errorf("matching book of %s is not initialized", k.Symbol)
return
@ -381,14 +381,14 @@ func (e *Exchange) ConsumeKLine(k types.KLine, handlers []func(types.KLine, *Exc
}
// log.Errorf("kline %v, next %v", param.kline, matching.NextKLine)
e.MarketDataStream.EmitKLineClosed(param.kline)
for _, h := range param.callback {
for _, h := range param.callbacks {
h(param.kline, param.src)
}
}
matching.ParamCache = make(map[types.Interval]Param)
}
matching.ParamCache[k.Interval] = Param{
callback: handlers,
callbacks: handlers,
src: src,
kline: k,
}

6
pkg/backtest/matching.go
View File

@ -48,7 +48,7 @@ func init() {
}
type Param struct {
callback []func(types.KLine, *ExchangeDataSource)
callbacks []func(types.KLine, *ExchangeDataSource)
kline types.KLine
src *ExchangeDataSource
}
@ -193,9 +193,9 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *ty
order.Price = m.Market.TruncatePrice(m.LastPrice)
price = order.Price
} else if order.Type == types.OrderTypeLimit {
if m.NextKLine.High.Compare(order.Price) > 0 && order.Side == types.SideTypeBuy {
if m.NextKLine != nil && m.NextKLine.High.Compare(order.Price) > 0 && order.Side == types.SideTypeBuy {
order.AveragePrice = order.Price
} else if m.NextKLine.Low.Compare(order.Price) < 0 && order.Side == types.SideTypeSell {
} else if m.NextKLine != nil && m.NextKLine.Low.Compare(order.Price) < 0 && order.Side == types.SideTypeSell {
order.AveragePrice = order.Price
} else {