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Merge pull request #380 from tony1223/bug/kline-scan

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backtest : finetune for kline scan logic to prevent hanging for
This commit is contained in:
Yo-An Lin 2021-12-21 22:47:50 +08:00 committed by GitHub
commit e0844459b9
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1 changed files with 22 additions and 18 deletions
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40
pkg/service/backtest.go
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@ -188,14 +188,7 @@ func (s *BacktestService) QueryKLinesBackward(exchange types.ExchangeName, symbo
func (s *BacktestService) QueryKLinesCh(since, until time.Time, exchange types.Exchange, symbols []string, intervals []types.Interval) (chan types.KLine, chan error) {
if len(symbols) == 0 {
errC := make(chan error, 1)
// avoid blocking
go func() {
errC <- errors.Errorf("symbols is empty when querying kline, plesae check your strategy setting. ")
close(errC)
}()
return nil, errC
return returnError(errors.Errorf("symbols is empty when querying kline, plesae check your strategy setting. "))
}
tableName := s._targetKlineTable(exchange.Name())
@ -211,24 +204,33 @@ func (s *BacktestService) QueryKLinesCh(since, until time.Time, exchange types.E
})
sql, args, err = sqlx.In(sql, args...)
if err != nil {
return returnError(err)
}
sql = s.DB.Rebind(sql)
rows, err := s.DB.Queryx(sql, args...)
if err != nil {
log.WithError(err).Error("backtest query error")
errC := make(chan error, 1)
// avoid blocking
go func() {
errC <- err
close(errC)
}()
return nil, errC
return returnError(err)
}
return s.scanRowsCh(rows)
}
func returnError(err error) (chan types.KLine, chan error) {
ch := make(chan types.KLine, 0)
close(ch)
log.WithError(err).Error("backtest query error")
errC := make(chan error, 1)
// avoid blocking
go func() {
errC <- err
close(errC)
}()
return ch, errC
}
// scanRowsCh scan rows into channel
func (s *BacktestService) scanRowsCh(rows *sqlx.Rows) (chan types.KLine, chan error) {
ch := make(chan types.KLine, 500)
@ -344,7 +346,9 @@ func (s *BacktestService) SyncExist(ctx context.Context, exchange types.Exchange
nowStartTime = k.StartTime.Time().Add(interval.Duration())
}
s.Sync(ctx, exchange, symbol, nowStartTime, endTime, interval)
if nowStartTime.Unix() < endTime.Unix() && nowStartTime.Unix() < time.Now().Unix() {
s.Sync(ctx, exchange, symbol, nowStartTime, endTime, interval)
}
if err := <-errC; err != nil {
return err