Merge pull request #664 from c9s/fix/save-state-on-change

fix: use the correct id for state loading

pkg/bbgo/persistence.go

@@ -88,11 +88,14 @@ func (p *Persistence) Sync(obj interface{}) error {
 
 func loadPersistenceFields(obj interface{}, id string, persistence service.PersistenceService) error {
 	return iterateFieldsByTag(obj, "persistence", func(tag string, field reflect.StructField, value reflect.Value) error {
+		log.Debugf("[loadPersistenceFields] loading value into field %v, tag = %s, original value = %v", field, tag, value)
+
 		newValueInf := newTypeValueInterface(value.Type())
 		// inf := value.Interface()
 		store := persistence.NewStore("state", id, tag)
 		if err := store.Load(&newValueInf); err != nil {
 			if err == service.ErrPersistenceNotExists {
+				log.Debugf("[loadPersistenceFields] state key does not exist, id = %v, tag = %s", id, tag)
 				return nil
 			}
 
@@ -104,7 +107,7 @@ func loadPersistenceFields(obj interface{}, id string, persistence service.Persi
 			newValue = newValue.Elem()
 		}
 
-		// log.Debugf("%v = %v (%s) -> %v (%s)\n", field, value, value.Type(), newValue, newValue.Type())
+		log.Debugf("[loadPersistenceFields] %v = %v (%s) -> %v (%s)\n", field, value, value.Type(), newValue, newValue.Type())
 
 		value.Set(newValue)
 		return nil
@@ -113,8 +116,9 @@ func loadPersistenceFields(obj interface{}, id string, persistence service.Persi
 
 func storePersistenceFields(obj interface{}, id string, persistence service.PersistenceService) error {
 	return iterateFieldsByTag(obj, "persistence", func(tag string, ft reflect.StructField, fv reflect.Value) error {
-		inf := fv.Interface()
+		log.Debugf("[storePersistenceFields] storing value from field %v, tag = %s, original value = %v", ft, tag, fv)
 
+		inf := fv.Interface()
 		store := persistence.NewStore("state", id, tag)
 		return store.Save(inf)
 	})

pkg/bbgo/persistence_test.go

@@ -68,6 +68,23 @@ func Test_loadPersistenceFields(t *testing.T) {
 			err := loadPersistenceFields(b, "test-nil", ps)
 			assert.Equal(t, errCanNotIterateNilPointer, err)
 		})
+
+		t.Run(psName+"/pointer-field", func(t *testing.T) {
+			var a = &TestStruct{
+				Position: types.NewPosition("BTCUSDT", "BTC", "USDT"),
+			}
+			a.Position.Base = fixedpoint.NewFromFloat(10.0)
+			a.Position.AverageCost = fixedpoint.NewFromFloat(3343.0)
+			err := storePersistenceFields(a, "pointer-field-test", ps)
+			assert.NoError(t, err)
+
+			b := &TestStruct{}
+			err = loadPersistenceFields(b, "pointer-field-test", ps)
+			assert.NoError(t, err)
+
+			assert.Equal(t, "10", a.Position.Base.String())
+			assert.Equal(t, "3343", a.Position.AverageCost.String())
+		})
 	}
 }
 

pkg/bbgo/trader.go

@@ -352,7 +352,8 @@ func (trader *Trader) LoadState() error {
 	log.Infof("loading strategies states...")
 
 	return trader.IterateStrategies(func(strategy StrategyID) error {
-		return loadPersistenceFields(strategy, strategy.ID(), ps)
+		id := callID(strategy)
+		return loadPersistenceFields(strategy, id, ps)
 	})
 }
 

pkg/service/persistence_redis.go

@@ -8,6 +8,7 @@ import (
 	"strings"
 
 	"github.com/go-redis/redis/v8"
+	log "github.com/sirupsen/logrus"
 )
 
 type RedisPersistenceService struct {
@@ -49,9 +50,11 @@ func (store *RedisStore) Load(val interface{}) error {
 		return errors.New("can not load from redis, possible cause: redis persistence is not configured, or you are trying to use redis in back-test")
 	}
 
-
 	cmd := store.redis.Get(context.Background(), store.ID)
 	data, err := cmd.Result()
+
+	log.Debugf("[redis] get key %q, data = %s", store.ID, string(data))
+
 	if err != nil {
 		if err == redis.Nil {
 			return ErrPersistenceNotExists
@@ -75,6 +78,9 @@ func (store *RedisStore) Save(val interface{}) error {
 
 	cmd := store.redis.Set(context.Background(), store.ID, data, 0)
 	_, err = cmd.Result()
+
+	log.Debugf("[redis] set key %q, data = %s", store.ID, string(data))
+
 	return err
 }
 

pkg/strategy/bollmaker/strategy.go

@@ -407,7 +407,7 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
 		}
 	}
 
-	trend := s.detectPriceTrend(s.neutralBoll, midPrice.Float64())
+	trend := detectPriceTrend(s.neutralBoll, midPrice.Float64())
 	switch trend {
 	case NeutralTrend:
 		// do nothing
@@ -477,7 +477,7 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
 	}
 
 	for i := range submitOrders {
-		submitOrders[i] = s.adjustOrderQuantity(submitOrders[i])
+		submitOrders[i] = adjustOrderQuantity(submitOrders[i], s.Market)
 	}
 
 	createdOrders, err := orderExecutor.SubmitOrders(ctx, submitOrders...)
@@ -496,43 +496,6 @@ func (s *Strategy) hasShortSet() bool {
 	return s.Short != nil && *s.Short
 }
 
-type PriceTrend string
-
-const (
-	NeutralTrend PriceTrend = "neutral"
-	UpTrend      PriceTrend = "upTrend"
-	DownTrend    PriceTrend = "downTrend"
-	UnknownTrend PriceTrend = "unknown"
-)
-
-func (s *Strategy) detectPriceTrend(inc *indicator.BOLL, price float64) PriceTrend {
-	if inBetween(price, inc.LastDownBand(), inc.LastUpBand()) {
-		return NeutralTrend
-	}
-
-	if price < inc.LastDownBand() {
-		return DownTrend
-	}
-
-	if price > inc.LastUpBand() {
-		return UpTrend
-	}
-
-	return UnknownTrend
-}
-
-func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.SubmitOrder {
-	if submitOrder.Quantity.Mul(submitOrder.Price).Compare(s.Market.MinNotional) < 0 {
-		submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, s.Market.MinNotional.Mul(notionModifier))
-	}
-
-	if submitOrder.Quantity.Compare(s.Market.MinQuantity) < 0 {
-		submitOrder.Quantity = fixedpoint.Max(submitOrder.Quantity, s.Market.MinQuantity)
-	}
-
-	return submitOrder
-}
-
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
 	// StrategyController
 	s.Status = types.StrategyStatusRunning
@@ -595,15 +558,15 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	instanceID := s.InstanceID()
 	s.groupID = util.FNV32(instanceID)
 
-	// restore state
-	if err := s.LoadState(); err != nil {
-		return err
-	}
-
 	// If position is nil, we need to allocate a new position for calculation
 	if s.Position == nil {
+		// restore state (legacy)
+		if err := s.LoadState(); err != nil {
+			return err
+		}
+
 		// fallback to the legacy position struct in the state
-		if s.state != nil && s.state.Position != nil {
+		if s.state != nil && s.state.Position != nil && !s.state.Position.Base.IsZero() {
 			s.Position = s.state.Position
 		} else {
 			s.Position = types.NewPositionFromMarket(s.Market)
@@ -669,6 +632,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
 		log.Infof("position changed: %s", s.Position)
 		s.Notify(s.Position)
+
+		if err := s.Persistence.Sync(s); err != nil {
+			log.WithError(err).Errorf("can not sync state to persistence")
+		}
 	})
 
 	s.tradeCollector.BindStream(session.UserDataStream)
@@ -774,3 +741,15 @@ func calculateBandPercentage(up, down, sma, midPrice float64) float64 {
 func inBetween(x, a, b float64) bool {
 	return a < x && x < b
 }
+
+func adjustOrderQuantity(submitOrder types.SubmitOrder, market types.Market) types.SubmitOrder {
+	if submitOrder.Quantity.Mul(submitOrder.Price).Compare(market.MinNotional) < 0 {
+		submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, market.MinNotional.Mul(notionModifier))
+	}
+
+	if submitOrder.Quantity.Compare(market.MinQuantity) < 0 {
+		submitOrder.Quantity = fixedpoint.Max(submitOrder.Quantity, market.MinQuantity)
+	}
+
+	return submitOrder
+}

pkg/strategy/bollmaker/trend.go

@@ -0,0 +1,28 @@
+package bollmaker
+
+import "github.com/c9s/bbgo/pkg/indicator"
+
+type PriceTrend string
+
+const (
+	NeutralTrend PriceTrend = "neutral"
+	UpTrend      PriceTrend = "upTrend"
+	DownTrend    PriceTrend = "downTrend"
+	UnknownTrend PriceTrend = "unknown"
+)
+
+func detectPriceTrend(inc *indicator.BOLL, price float64) PriceTrend {
+	if inBetween(price, inc.LastDownBand(), inc.LastUpBand()) {
+		return NeutralTrend
+	}
+
+	if price < inc.LastDownBand() {
+		return DownTrend
+	}
+
+	if price > inc.LastUpBand() {
+		return UpTrend
+	}
+
+	return UnknownTrend
+}