lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 08:45:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #830 from COLDTURNIP/fix/backtest_index_lock

Browse Source 
backtest: resolve data race on index.json
This commit is contained in:
Yo-An Lin 2022-07-18 17:17:48 +08:00 committed by GitHub
commit ec4ac54d06
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 77 additions and 40 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

117
pkg/backtest/report.go
View File

@ -149,18 +149,89 @@ func FormatSessionName(sessions []string, symbols []string, startTime, endTime t
}
func WriteReportIndex(outputDirectory string, reportIndex *ReportIndex) error {
indexFile := filepath.Join(outputDirectory, "index.json")
if err := util.WriteJsonFile(indexFile, reportIndex); err != nil {
indexFile := getReportIndexPath(outputDirectory)
indexLock := flock.New(indexFile)
if err := indexLock.Lock(); err != nil {
log.WithError(err).Errorf("report index file lock error while write report: %s", err)
return err
}
defer func() {
if err := indexLock.Unlock(); err != nil {
log.WithError(err).Errorf("report index file unlock error while write report: %s", err)
}
}()
return writeReportIndexLocked(outputDirectory, reportIndex)
}
func LoadReportIndex(outputDirectory string) (*ReportIndex, error) {
indexFile := getReportIndexPath(outputDirectory)
indexLock := flock.New(indexFile)
if err := indexLock.Lock(); err != nil {
log.WithError(err).Errorf("report index file lock error while load report: %s", err)
return nil, err
}
defer func() {
if err := indexLock.Unlock(); err != nil {
log.WithError(err).Errorf("report index file unlock error while load report: %s", err)
}
}()
return loadReportIndexLocked(indexFile)
}
func AddReportIndexRun(outputDirectory string, run Run) error {
// append report index
indexFile := getReportIndexPath(outputDirectory)
indexLock := flock.New(indexFile)
if err := indexLock.Lock(); err != nil {
log.WithError(err).Errorf("report index file lock error: %s", err)
return err
}
defer func() {
if err := indexLock.Unlock(); err != nil {
log.WithError(err).Errorf("report index file unlock error: %s", err)
}
}()
reportIndex, err := loadReportIndexLocked(indexFile)
if err != nil {
return err
}
reportIndex.Runs = append(reportIndex.Runs, run)
return writeReportIndexLocked(indexFile, reportIndex)
}
// InQuoteAsset converts all balances in quote asset
func InQuoteAsset(balances types.BalanceMap, market types.Market, price fixedpoint.Value) fixedpoint.Value {
quote := balances[market.QuoteCurrency]
base := balances[market.BaseCurrency]
return base.Total().Mul(price).Add(quote.Total())
}
func getReportIndexPath(outputDirectory string) string {
return filepath.Join(outputDirectory, "index.json")
}
// writeReportIndexLocked must be protected by file lock
func writeReportIndexLocked(indexFilePath string, reportIndex *ReportIndex) error {
if err := util.WriteJsonFile(indexFilePath, reportIndex); err != nil {
return err
}
return nil
}
func LoadReportIndex(outputDirectory string) (*ReportIndex, error) {
// loadReportIndexLocked must be protected by file lock
func loadReportIndexLocked(indexFilePath string) (*ReportIndex, error) {
var reportIndex ReportIndex
indexFile := filepath.Join(outputDirectory, "index.json")
if _, err := os.Stat(indexFile); err == nil {
o, err := ioutil.ReadFile(indexFile)
if fileInfo, err := os.Stat(indexFilePath); err != nil {
return nil, err
} else if fileInfo.Size() != 0 {
o, err := ioutil.ReadFile(indexFilePath)
if err != nil {
return nil, err
}
@ -172,37 +243,3 @@ func LoadReportIndex(outputDirectory string) (*ReportIndex, error) {
return &reportIndex, nil
}
func AddReportIndexRun(outputDirectory string, run Run) error {
// append report index
lockFile := filepath.Join(outputDirectory, ".report.lock")
fileLock := flock.New(lockFile)
err := fileLock.Lock()
if err != nil {
return err
}
defer func() {
if err := fileLock.Unlock(); err != nil {
log.WithError(err).Errorf("report index file lock error: %s", lockFile)
}
if err := os.Remove(lockFile); err != nil {
log.WithError(err).Errorf("can not remove lock file: %s", lockFile)
}
}()
reportIndex, err := LoadReportIndex(outputDirectory)
if err != nil {
return err
}
reportIndex.Runs = append(reportIndex.Runs, run)
return WriteReportIndex(outputDirectory, reportIndex)
}
// InQuoteAsset converts all balances in quote asset
func InQuoteAsset(balances types.BalanceMap, market types.Market, price fixedpoint.Value) fixedpoint.Value {
quote := balances[market.QuoteCurrency]
base := balances[market.BaseCurrency]
return base.Total().Mul(price).Add(quote.Total())
}