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clean up
This commit is contained in:
parent
28aa051e56
commit
fe3ae14fc8
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@ -138,7 +138,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
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return err
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return err
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}
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}
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session.Account = &Account{ Balances: balances }
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session.Account = &Account{Balances: balances}
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session.Stream = session.Exchange.NewStream()
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session.Stream = session.Exchange.NewStream()
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@ -147,7 +147,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
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marketDataStore := NewMarketDataStore()
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marketDataStore := NewMarketDataStore()
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marketDataStore.BindStream(session.Stream)
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marketDataStore.BindStream(session.Stream)
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// update last prices
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// update last prices
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session.Stream.OnKLineClosed(func(kline types.KLine) {
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session.Stream.OnKLineClosed(func(kline types.KLine) {
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session.LastPrices[kline.Symbol] = kline.Close
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session.LastPrices[kline.Symbol] = kline.Close
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@ -231,56 +230,12 @@ func (trader *Trader) Run(ctx context.Context) error {
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}
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}
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for _, strategy := range trader.crossExchangeStrategies {
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for _, strategy := range trader.crossExchangeStrategies {
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if err := strategy.Run(trader, trader.environment.sessions) ; err != nil {
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if err := strategy.Run(trader, trader.environment.sessions); err != nil {
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return err
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return err
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}
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}
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}
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}
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return trader.environment.Connect(ctx)
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return trader.environment.Connect(ctx)
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/*
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stockManager := &StockDistribution{
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Symbol: symbol,
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TradingFeeCurrency: tradingFeeCurrency,
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}
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checkpoints, err := stockManager.AddTrades(trades)
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if err != nil {
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return err
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}
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log.Infof("symbol %s: found stock checkpoints: %+v", symbol, checkpoints)
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*/
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}
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func (trader *Trader) Initialize(ctx context.Context, startTime time.Time) error {
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/*
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currentPrice, err := trader.Exchange.QueryAveragePrice(ctx, trader.Symbol)
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if err != nil {
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return err
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}
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trader.Context = &Context{
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CurrentPrice: currentPrice,
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Symbol: trader.Symbol,
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Market: market,
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StockManager: stockManager,
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}
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*/
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/*
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trader.ProfitAndLossCalculator = &accounting.ProfitAndLossCalculator{
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TradingFeeCurrency: tradingFeeCurrency,
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Symbol: trader.Symbol,
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StartTime: startTime,
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CurrentPrice: currentPrice,
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Trades: trades,
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}
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*/
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// trader.Context.Balances = account.Balances
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// account.Print()
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return nil
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}
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}
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/*
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/*
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@ -363,22 +318,6 @@ func (trader *Trader) RunStrategyWithHotReload(ctx context.Context, strategy Sin
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/*
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/*
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func (trader *Trader) RunStrategy(ctx context.Context, strategy SingleExchangeStrategy) (chan struct{}, error) {
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func (trader *Trader) RunStrategy(ctx context.Context, strategy SingleExchangeStrategy) (chan struct{}, error) {
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if err := strategy.OnLoad(trader.Context, trader); err != nil {
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return nil, err
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}
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stream := trader.Exchange.NewStream()
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// bind kline store to the stream
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klineStore := NewMarketDataStore()
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klineStore.BindStream(stream)
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trader.Account.BindStream(stream)
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if err := strategy.OnNewStream(stream); err != nil {
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return nil, err
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}
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trader.reportTimer = time.AfterFunc(1*time.Second, func() {
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trader.reportTimer = time.AfterFunc(1*time.Second, func() {
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trader.reportPnL()
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trader.reportPnL()
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})
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})
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@ -399,31 +338,6 @@ func (trader *Trader) RunStrategy(ctx context.Context, strategy SingleExchangeSt
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trader.reportPnL()
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trader.reportPnL()
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})
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})
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})
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})
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stream.OnKLineClosed(func(kline types.KLine) {
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trader.ProfitAndLossCalculator.SetCurrentPrice(kline.Close)
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trader.Context.SetCurrentPrice(kline.Close)
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})
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if err := stream.Connect(ctx); err != nil {
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return nil, err
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}
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done := make(chan struct{})
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go func() {
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defer close(done)
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defer stream.Close()
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select {
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case <-ctx.Done():
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return
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}
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}()
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return done, nil
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}
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}
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*/
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*/
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