add tsv writer

pkg/backtest/recorder.go

@@ -1,15 +1,14 @@
 package backtest
 
 import (
-	"encoding/csv"
 	"fmt"
-	"os"
 	"path/filepath"
 	"reflect"
 	"strings"
 
 	"go.uber.org/multierr"
 
+	"github.com/c9s/bbgo/pkg/data/tsv"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -27,16 +26,14 @@ type InstancePropertyIndex struct {
 type StateRecorder struct {
 	outputDirectory string
 	strategies      []Instance
-	files           map[interface{}]*os.File
+	writers         map[types.CsvFormatter]*tsv.Writer
-	writers         map[types.CsvFormatter]*csv.Writer
 	manifests       Manifests
 }
 
 func NewStateRecorder(outputDir string) *StateRecorder {
 	return &StateRecorder{
 		outputDirectory: outputDir,
-		files:           make(map[interface{}]*os.File),
+		writers:         make(map[types.CsvFormatter]*tsv.Writer),
-		writers:         make(map[types.CsvFormatter]*csv.Writer),
 		manifests:       make(Manifests),
 	}
 }
@@ -96,7 +93,7 @@ func (r *StateRecorder) Scan(instance Instance) error {
 }
 
 func (r *StateRecorder) formatCsvFilename(instance Instance, objType string) string {
-	return filepath.Join(r.outputDirectory, fmt.Sprintf("%s-%s.csv", instance.InstanceID(), objType))
+	return filepath.Join(r.outputDirectory, fmt.Sprintf("%s-%s.tsv", instance.InstanceID(), objType))
 }
 
 func (r *StateRecorder) Manifests() Manifests {
@@ -105,34 +102,26 @@ func (r *StateRecorder) Manifests() Manifests {
 
 func (r *StateRecorder) newCsvWriter(o types.CsvFormatter, instance Instance, typeName string) error {
 	fn := r.formatCsvFilename(instance, typeName)
-	f, err := os.Create(fn)
+	w, err := tsv.NewWriterFile(fn)
 	if err != nil {
 		return err
 	}
 
-	if _, exists := r.files[o]; exists {
-		return fmt.Errorf("file of object %v already exists", o)
-	}
-
 	r.manifests[InstancePropertyIndex{
 		ID:         instance.ID(),
 		InstanceID: instance.InstanceID(),
 		Property:   typeName,
 	}] = fn
 
-	r.files[o] = f
-
-	w := csv.NewWriter(f)
 	r.writers[o] = w
-
 	return w.Write(o.CsvHeader())
 }
 
 func (r *StateRecorder) Close() error {
 	var err error
 
-	for _, f := range r.files {
+	for _, w := range r.writers {
-		err2 := f.Close()
+		err2 := w.Close()
 		if err2 != nil {
 			err = multierr.Append(err, err2)
 		}

pkg/cmd/backtest.go

@@ -3,7 +3,6 @@ package cmd
 import (
 	"bufio"
 	"context"
-	"encoding/csv"
 	"encoding/json"
 	"fmt"
 	"io/ioutil"
@@ -24,6 +23,7 @@ import (
 	"github.com/c9s/bbgo/pkg/backtest"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
+	"github.com/c9s/bbgo/pkg/data/tsv"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -338,18 +338,17 @@ var BacktestCmd = &cobra.Command{
 			})
 
 			// equity curve recording -- record per 1h kline
-			equityCurveFile, err := os.Create(filepath.Join(reportDir, "equity_curve.csv"))
+			equityCurveTsv, err := tsv.NewWriterFile(filepath.Join(reportDir, "equity_curve.tsv"))
 			if err != nil {
 				return err
 			}
-			defer func() { _ = equityCurveFile.Close() }()
+			defer func() { _ = equityCurveTsv.Close() }()
 
-			equityCurveCsv := csv.NewWriter(equityCurveFile)
+			_ = equityCurveTsv.Write([]string{
-			_ = equityCurveCsv.Write([]string{
 				"time",
 				"in_usd",
 			})
-			defer equityCurveCsv.Flush()
+			defer equityCurveTsv.Flush()
 
 			kLineHandlers = append(kLineHandlers, func(k types.KLine, exSource *backtest.ExchangeDataSource) {
 				if k.Interval != types.Interval1h {
@@ -361,29 +360,26 @@ var BacktestCmd = &cobra.Command{
 					log.WithError(err).Errorf("query back-test account balance error")
 				} else {
 					assets := balances.Assets(exSource.Session.AllLastPrices(), k.EndTime.Time())
-					_ = equityCurveCsv.Write([]string{
+					_ = equityCurveTsv.Write([]string{
 						k.EndTime.Time().Format(time.RFC1123),
 						assets.InUSD().String(),
 					})
 				}
 			})
 
-			// equity curve recording -- record per 1h kline
+			ordersTsv, err := tsv.NewWriterFile(filepath.Join(reportDir, "orders.tsv"))
-			ordersFile, err := os.Create(filepath.Join(reportDir, "orders.csv"))
 			if err != nil {
 				return err
 			}
-			defer func() { _ = ordersFile.Close() }()
+			defer func() { _ = ordersTsv.Close() }()
+			_ = ordersTsv.Write(types.Order{}.CsvHeader())
 
-			ordersCsv := csv.NewWriter(ordersFile)
+			defer ordersTsv.Flush()
-			_ = ordersCsv.Write(types.Order{}.CsvHeader())
-
-			defer ordersCsv.Flush()
 			for _, exSource := range exchangeSources {
 				exSource.Session.UserDataStream.OnOrderUpdate(func(order types.Order) {
 					if order.Status == types.OrderStatusFilled {
 						for _, record := range order.CsvRecords() {
-							_ = ordersCsv.Write(record)
+							_ = ordersTsv.Write(record)
 						}
 					}
 				})

pkg/data/tsv/writer.go

@@ -0,0 +1,36 @@
+package tsv
+
+import (
+	"encoding/csv"
+	"io"
+	"os"
+)
+
+type Writer struct {
+	file io.WriteCloser
+
+	*csv.Writer
+}
+
+func NewWriterFile(filename string) (*Writer, error) {
+	f, err := os.Create(filename)
+	if err != nil {
+		return nil, err
+	}
+
+	return NewWriter(f), nil
+}
+
+func NewWriter(file io.WriteCloser) *Writer {
+	tsv := csv.NewWriter(file)
+	tsv.Comma = '\t'
+	return &Writer{
+		Writer: tsv,
+		file:   file,
+	}
+}
+
+func (w *Writer) Close() error {
+	w.Writer.Flush()
+	return w.file.Close()
+}