package backtest import ( "fmt" "path/filepath" "reflect" "strings" "go.uber.org/multierr" "github.com/c9s/bbgo/pkg/data/tsv" "github.com/c9s/bbgo/pkg/types" ) type Instance interface { ID() string InstanceID() string } type InstancePropertyIndex struct { ID string InstanceID string Property string } type StateRecorder struct { outputDirectory string strategies []Instance writers map[types.CsvFormatter]*tsv.Writer lastLines map[types.CsvFormatter][]string manifests Manifests } func NewStateRecorder(outputDir string) *StateRecorder { return &StateRecorder{ outputDirectory: outputDir, writers: make(map[types.CsvFormatter]*tsv.Writer), lastLines: make(map[types.CsvFormatter][]string), manifests: make(Manifests), } } func (r *StateRecorder) Snapshot() (int, error) { var c int for obj, writer := range r.writers { records := obj.CsvRecords() lastLine, hasLastLine := r.lastLines[obj] for _, record := range records { if hasLastLine && equalStringSlice(lastLine, record) { continue } if err := writer.Write(record); err != nil { return c, err } c++ r.lastLines[obj] = record } writer.Flush() } return c, nil } func (r *StateRecorder) Scan(instance Instance) error { r.strategies = append(r.strategies, instance) rt := reflect.TypeOf(instance) rv := reflect.ValueOf(instance) if rt.Kind() == reflect.Ptr { rt = rt.Elem() rv = rv.Elem() } if rt.Kind() != reflect.Struct { return fmt.Errorf("given object is not a struct: %+v", rt) } for i := 0; i < rt.NumField(); i++ { structField := rt.Field(i) if !structField.IsExported() { continue } obj := rv.Field(i).Interface() switch o := obj.(type) { case types.CsvFormatter: // interface type typeName := strings.ToLower(structField.Type.Elem().Name()) if typeName == "" { return fmt.Errorf("%v is a non-defined type", structField.Type) } if err := r.newCsvWriter(o, instance, typeName); err != nil { return err } } } return nil } func (r *StateRecorder) formatCsvFilename(instance Instance, objType string) string { return filepath.Join(r.outputDirectory, fmt.Sprintf("%s-%s.tsv", instance.InstanceID(), objType)) } func (r *StateRecorder) Manifests() Manifests { return r.manifests } func (r *StateRecorder) newCsvWriter(o types.CsvFormatter, instance Instance, typeName string) error { fn := r.formatCsvFilename(instance, typeName) w, err := tsv.NewWriterFile(fn) if err != nil { return err } r.manifests[InstancePropertyIndex{ ID: instance.ID(), InstanceID: instance.InstanceID(), Property: typeName, }] = fn r.writers[o] = w return w.Write(o.CsvHeader()) } func (r *StateRecorder) Close() error { var err error for _, w := range r.writers { err2 := w.Close() if err2 != nil { err = multierr.Append(err, err2) } } return err } func equalStringSlice(a, b []string) bool { if len(a) != len(b) { return false } for i := 0; i < len(a); i++ { ad := a[i] bd := b[i] if ad != bd { return false } } return true }