package backtest import ( "fmt" "path/filepath" "strconv" "time" "go.uber.org/multierr" "git.qtrade.icu/lychiyu/qbtrade/pkg/data/tsv" "git.qtrade.icu/lychiyu/qbtrade/pkg/types" ) const DateFormat = "2006-01-02T15:04" type symbolInterval struct { Symbol string Interval types.Interval } // KLineDumper dumps the received kline data into a folder for the backtest report to load the charts. type KLineDumper struct { OutputDirectory string writers map[symbolInterval]*tsv.Writer filenames map[symbolInterval]string } func NewKLineDumper(outputDirectory string) *KLineDumper { return &KLineDumper{ OutputDirectory: outputDirectory, writers: make(map[symbolInterval]*tsv.Writer), filenames: make(map[symbolInterval]string), } } func (d *KLineDumper) Filenames() map[symbolInterval]string { return d.filenames } func (d *KLineDumper) formatFileName(symbol string, interval types.Interval) string { return filepath.Join(d.OutputDirectory, fmt.Sprintf("%s-%s.tsv", symbol, interval)) } var csvHeader = []string{"date", "startTime", "endTime", "interval", "open", "high", "low", "close", "volume"} func (d *KLineDumper) encode(k types.KLine) []string { return []string{ time.Time(k.StartTime).Format(time.ANSIC), // ANSIC date - for javascript to parse (this works with Date.parse(date_str) strconv.FormatInt(k.StartTime.Unix(), 10), strconv.FormatInt(k.EndTime.Unix(), 10), k.Interval.String(), k.Open.String(), k.High.String(), k.Low.String(), k.Close.String(), k.Volume.String(), } } func (d *KLineDumper) Record(k types.KLine) error { si := symbolInterval{Symbol: k.Symbol, Interval: k.Interval} w, ok := d.writers[si] if !ok { filename := d.formatFileName(k.Symbol, k.Interval) w2, err := tsv.NewWriterFile(filename) if err != nil { return err } w = w2 d.writers[si] = w2 d.filenames[si] = filename if err2 := w2.Write(csvHeader); err2 != nil { return err2 } } return w.Write(d.encode(k)) } func (d *KLineDumper) Close() error { var err error = nil for _, w := range d.writers { w.Flush() err2 := w.Close() if err2 != nil { err = multierr.Append(err, err2) } } return err }