add more checks for bollgrid

related to #93

config/bollgrid.yaml

@@ -24,7 +24,7 @@ sessions:
 
   max:
     exchange: max
-    envVarPrefix: max
+    envVarPrefix: MAX
 
 riskControls:
   # This is the session-based risk controller, which let you configure different risk controller by session.
@@ -62,7 +62,7 @@ exchangeStrategies:
 - on: max
   bollgrid:
     symbol: BTCUSDT
-    interval: 1h
-    gridNumber: 100
-    quantity: 0.002
-    profitSpread: 10.0
+    interval: 5m
+    gridNumber: 2
+    quantity: 0.001
+    profitSpread: 100.0

pkg/bbgo/session.go

@@ -347,7 +347,15 @@ func (session *ExchangeSession) InitSymbol(ctx context.Context, environ *Environ
 	usedKLineIntervals[types.Interval1m] = struct{}{}
 
 	for _, sub := range session.Subscriptions {
-		if sub.Symbol == symbol && sub.Channel == types.KLineChannel {
+		if sub.Channel != types.KLineChannel {
+			continue
+		}
+
+		if sub.Options.Interval == "" {
+			continue
+		}
+
+		if sub.Symbol == symbol {
 			usedKLineIntervals[types.Interval(sub.Options.Interval)] = struct{}{}
 		}
 	}
@@ -445,6 +453,10 @@ func (session *ExchangeSession) OrderStores() map[string]*OrderStore {
 
 // Subscribe save the subscription info, later it will be assigned to the stream
 func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession {
+	if channel == types.KLineChannel && len(options.Interval) == 0 {
+		panic("subscription interval for kline can not be empty")
+	}
+
 	sub := types.Subscription{
 		Channel: channel,
 		Symbol:  symbol,

pkg/strategy/bollgrid/strategy.go

@@ -89,10 +89,14 @@ func (s *Strategy) ID() string {
 }
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
+	if s.Interval == "" {
+		panic("bollgrid interval can not be empty")
+	}
+
 	// currently we need the 1m kline to update the last close price and indicators
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})
 
-	if s.Interval != s.RepostInterval {
+	if len(s.RepostInterval) > 0 && s.Interval != s.RepostInterval {
 		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.RepostInterval.String()})
 	}
 }