init

demo/bar_agg.go

@@ -0,0 +1,79 @@
+package demo
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/btime"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	"github.com/banbox/banbot/utils"
+	"github.com/banbox/banexg"
+	"github.com/banbox/banexg/errs"
+	"github.com/banbox/banexg/log"
+	ta "github.com/banbox/banta"
+	"go.uber.org/zap"
+	"path/filepath"
+	"strings"
+)
+
+type AggMore struct {
+	bars    []*banexg.Kline
+	barsBig []*banexg.Kline
+}
+
+func getBar(e *ta.BarEnv) *banexg.Kline {
+	return &banexg.Kline{
+		Time:   e.TimeStart,
+		Open:   e.Open.Get(0),
+		High:   e.High.Get(0),
+		Low:    e.Low.Get(0),
+		Close:  e.Close.Get(0),
+		Volume: e.Volume.Get(0),
+	}
+}
+
+func dumpKline(bars []*banexg.Kline, name string) *errs.Error {
+	if len(bars) == 0 {
+		return nil
+	}
+	outDir := config.GetDataDir()
+	rows := utils.KlineToStr(bars, btime.UTCLocale)
+	path := filepath.Join(outDir, "tmp", fmt.Sprintf("%s.csv", name))
+	return utils.WriteCsvFile(path, rows, false)
+}
+
+func BarAgg(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 1,
+		OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
+			return []*strat.PairSub{
+				{"_cur_", "1h", 1},
+			}
+		},
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = &AggMore{}
+		},
+		OnBar: func(s *strat.StratJob) {
+			b := getBar(s.Env)
+			m, _ := s.More.(*AggMore)
+			m.bars = append(m.bars, b)
+		},
+		OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
+			b := getBar(e)
+			m, _ := s.More.(*AggMore)
+			m.barsBig = append(m.barsBig, b)
+		},
+		OnShutDown: func(s *strat.StratJob) {
+			m, _ := s.More.(*AggMore)
+			code := strings.ReplaceAll(s.Symbol.Symbol, "/", "_")
+			code = strings.ReplaceAll(code, ":", "_")
+			err := dumpKline(m.bars, fmt.Sprintf("%s_%s", code, s.TimeFrame))
+			if err != nil {
+				log.Error("dump klines fail", zap.Error(err))
+			}
+			err = dumpKline(m.barsBig, fmt.Sprintf("%s_1h", code))
+			if err != nil {
+				log.Error("dump big klines fail", zap.Error(err))
+			}
+		},
+	}
+}