bbgo: implmenet reflectMergeStructFields so that we can merge field values

pkg/bbgo/exit_cumulated_volume_take_profit.go

@@ -3,6 +3,8 @@ package bbgo
 import (
 	"context"
 
+	log "github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -15,7 +17,10 @@ import (
 // > SELECT start_time, `interval`, quote_volume, open, close FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' ORDER BY quote_volume DESC LIMIT 20;
 //
 type CumulatedVolumeTakeProfit struct {
+	Symbol string `json:"symbol"`
+
 	types.IntervalWindow
+
 	Ratio          fixedpoint.Value `json:"ratio"`
 	MinQuoteVolume fixedpoint.Value `json:"minQuoteVolume"`
 
@@ -32,7 +37,7 @@ func (s *CumulatedVolumeTakeProfit) Bind(session *ExchangeSession, orderExecutor
 	store, _ := session.MarketDataStore(position.Symbol)
 
 	session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
-		if kline.Symbol != position.Symbol || kline.Interval != types.Interval1m {
+		if kline.Symbol != position.Symbol || kline.Interval != s.Interval {
 			return
 		}
 
@@ -46,25 +51,33 @@ func (s *CumulatedVolumeTakeProfit) Bind(session *ExchangeSession, orderExecutor
 			return
 		}
 
-		if klines, ok := store.KLinesOfInterval(s.Interval); ok {
-			var cbv = fixedpoint.Zero
-			var cqv = fixedpoint.Zero
-			for i := 0; i < s.Window; i++ {
-				last := (*klines)[len(*klines)-1-i]
-				cqv = cqv.Add(last.QuoteVolume)
-				cbv = cbv.Add(last.Volume)
-			}
+		klines, ok := store.KLinesOfInterval(s.Interval)
+		if !ok {
+			log.Warnf("history kline not found")
+			return
+		}
 
-			if cqv.Compare(s.MinQuoteVolume) > 0 {
-				Notify("%s TakeProfit triggered by cumulated volume (window: %d) %f > %f, price = %f",
-					position.Symbol,
-					s.Window,
-					cqv.Float64(),
-					s.MinQuoteVolume.Float64(), kline.Close.Float64())
+		if len(*klines) < s.Window {
+			return
+		}
 
-				_ = orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "cumulatedVolumeTakeProfit")
-				return
-			}
+		var cbv = fixedpoint.Zero
+		var cqv = fixedpoint.Zero
+		for i := 0; i < s.Window; i++ {
+			last := (*klines)[len(*klines)-1-i]
+			cqv = cqv.Add(last.QuoteVolume)
+			cbv = cbv.Add(last.Volume)
+		}
+
+		if cqv.Compare(s.MinQuoteVolume) > 0 {
+			Notify("%s TakeProfit triggered by cumulated volume (window: %d) %f > %f, price = %f",
+				position.Symbol,
+				s.Window,
+				cqv.Float64(),
+				s.MinQuoteVolume.Float64(), kline.Close.Float64())
+
+			_ = orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "cumulatedVolumeTakeProfit")
+			return
 		}
 	})
 }

pkg/bbgo/reflect.go

@@ -111,6 +111,7 @@ func newTypeValueInterface(typ reflect.Type) interface{} {
 	return dst.Interface()
 }
 
+// toReflectValues convert the go objects into reflect.Value slice
 func toReflectValues(args ...interface{}) (values []reflect.Value) {
 	for _, arg := range args {
 		values = append(values, reflect.ValueOf(arg))
@@ -118,3 +119,25 @@ func toReflectValues(args ...interface{}) (values []reflect.Value) {
 
 	return values
 }
+
+func reflectMergeStructFields(dst, src interface{}) {
+	rtA := reflect.TypeOf(dst)
+	srcStructType := reflect.TypeOf(src)
+
+	rtA = rtA.Elem()
+	srcStructType = srcStructType.Elem()
+
+	for i := 0; i < rtA.NumField(); i++ {
+		fieldType := rtA.Field(i)
+		fieldName := fieldType.Name
+		if fieldSrcType, ok := srcStructType.FieldByName(fieldName); ok {
+			if fieldSrcType.Type == fieldType.Type {
+				srcValue := reflect.ValueOf(src).Elem().FieldByName(fieldName)
+				dstValue := reflect.ValueOf(dst).Elem().FieldByName(fieldName)
+				if (fieldType.Type.Kind() == reflect.Ptr && dstValue.IsNil()) || dstValue.IsZero() {
+					dstValue.Set(srcValue)
+				}
+			}
+		}
+	}
+}

pkg/bbgo/reflect_test.go

@@ -0,0 +1,51 @@
+package bbgo
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func Test_reflectMergeStructFields(t *testing.T) {
+	t.Run("zero value", func(t *testing.T) {
+		a := &TestStrategy{Symbol: "BTCUSDT"}
+		b := &CumulatedVolumeTakeProfit{Symbol: ""}
+		reflectMergeStructFields(b, a)
+		assert.Equal(t, "BTCUSDT", b.Symbol)
+	})
+
+	t.Run("non-zero value", func(t *testing.T) {
+		a := &TestStrategy{Symbol: "BTCUSDT"}
+		b := &CumulatedVolumeTakeProfit{Symbol: "ETHUSDT"}
+		reflectMergeStructFields(b, a)
+		assert.Equal(t, "ETHUSDT", b.Symbol, "should be the original value")
+	})
+
+	t.Run("zero embedded struct", func(t *testing.T) {
+		iw := types.IntervalWindow{Interval: types.Interval1h, Window: 30}
+		a := &struct {
+			types.IntervalWindow
+		}{
+			IntervalWindow: iw,
+		}
+		b := &CumulatedVolumeTakeProfit{}
+		reflectMergeStructFields(b, a)
+		assert.Equal(t, iw, b.IntervalWindow)
+	})
+
+	t.Run("non-zero embedded struct", func(t *testing.T) {
+		iw := types.IntervalWindow{Interval: types.Interval1h, Window: 30}
+		a := &struct {
+			types.IntervalWindow
+		}{
+			IntervalWindow: iw,
+		}
+		b := &CumulatedVolumeTakeProfit{
+			IntervalWindow: types.IntervalWindow{Interval: types.Interval5m, Window: 9},
+		}
+		reflectMergeStructFields(b, a)
+		assert.Equal(t, types.IntervalWindow{Interval: types.Interval5m, Window: 9}, b.IntervalWindow)
+	})
+}