tradingdb2

package module
v0.5.2 Latest Latest
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 Go to latest Published: Dec 10, 2020 License: Apache-2.0 Imports: 19 Imported by: 0

README

tradingdb2

Documentation

Index

Constants

View Source 
const BatchCandleNums = 4096

BatchCandleNums -

Variables

View Source 
var (
	// ErrInvalidMarket - invalid market
	ErrInvalidMarket = errors.New("invalid market")
	// ErrInvalidSymbol - invalid symbol
	ErrInvalidSymbol = errors.New("invalid symbol")
	// ErrInvalidTag - invalid tag
	ErrInvalidTag = errors.New("invalid tag")

	// ErrInvalidUpdCandlesParams - invalid UpdCandles Params
	ErrInvalidUpdCandlesParams = errors.New("invalid UpdCandles Params")

	// ErrDuplicateChildNode - duplicate child node
	ErrDuplicateChildNode = errors.New("duplicate child node")

	// ErrInvalidToken - invalid token
	ErrInvalidToken = errors.New("invalid token")
)

Functions

func BatchCandles 

func BatchCandles(candles *tradingpb.Candles, nums int, onBatch FuncOnBatchCandles) error

BatchCandles - batch candles

func ExpAllData 

func ExpAllData(fn string, root *TreeMapNode) error

ExpAllData - export all data

func ExpSymbols added in v0.2.15 

func ExpSymbols(ctx context.Context, fn string, db *DB, market string) error

ExpSymbols - export symbols

func ExpSymbols2 added in v0.5.2 

func ExpSymbols2(ctx context.Context, fn string, db2 *DB2, market string) error

ExpSymbols2 - export symbols

func FixFundManager added in v0.2.15 

func FixFundManager(fm *tradingpb.FundManager)

FixFundManager - fix

func FixFundManagers added in v0.2.15 

func FixFundManagers(fms []*tradingpb.FundManager)

FixFundManagers - fix

func FixFundResult added in v0.2.15 

func FixFundResult(fr *tradingpb.FundResult)

FixFundResult - fix

func InsCandles 

func InsCandles(candles *tradingpb.Candles, candle *tradingpb.Candle)

InsCandles - insert a candle into candles, sort by ts

func IsSameStrategy added in v0.3.53 

func IsSameStrategy(v0 *tradingpb.Strategy, v1 *tradingpb.Strategy) bool

IsSameStrategy - is same Strategy

func MergeCandles 

func MergeCandles(candles *tradingpb.Candles, src *tradingpb.Candles)

MergeCandles - merge Candles, candles is a sorted candles

func MergeFund added in v0.2.15 

func MergeFund(fund0 *tradingpb.Fund, fund1 *tradingpb.Fund) *tradingpb.Fund

MergeFund - merge fund

func SortCandles 

func SortCandles(candles *tradingpb.Candles)

SortCandles - sort Candles

Types

type Config 

type Config struct {
	BatchCandleNums int          `yaml:"batchcandlenums"`
	DBPath          string       `yaml:"dbpath"`
	DBEngine        string       `yaml:"dbengine"`
	BindAddr        string       `yaml:"bindaddr"`
	LogLevel        string       `yaml:"loglevel"`
	LogPath         string       `yaml:"logpath"`
	DB2Markets      []string     `yaml:"db2markets"`
	Tokens          []string     `yaml:"tokens"`
	DataPath        string       `yaml:"datapath"`
	DataURL         string       `yaml:"dataurl"`
	Nodes           []TrNode2Cfg `yaml:"trnode2"`
}

Config -

func LoadConfig 

func LoadConfig(fn string) (*Config, error)

LoadConfig - load config

type DB 

type DB struct {
	AnkaDB ankadb.AnkaDB
}

DB - database

func NewDB 

func NewDB(dbpath string, httpAddr string, engine string) (*DB, error)

NewDB - new DB

func (*DB) FixSimTradingParams added in v0.3.53 

func (db *DB) FixSimTradingParams(ctx context.Context, params *tradingpb.SimTradingParams) (*tradingpb.SimTradingParams, error)

FixSimTradingParams - reset SimTradingParams

func (*DB) GetAllData 

func (db *DB) GetAllData(ctx context.Context) (*TreeMapNode, error)

GetAllData - get all data

func (*DB) GetAssetTimestamp added in v0.3.53 

func (db *DB) GetAssetTimestamp(ctx context.Context, market string, symbol string, tags []string, tsStart int64, tsEnd int64) (
	int64, int64, error)

GetAssetTimestamp - get tsStart & tsEnd for asset

func (*DB) GetCandles 

func (db *DB) GetCandles(ctx context.Context, market string, symbol string, tags []string, tsStart int64, tsEnd int64) (
	*tradingpb.Candles, error)

GetCandles - get candles

func (*DB) GetMarketSymbols added in v0.2.15 

func (db *DB) GetMarketSymbols(ctx context.Context, market string) ([]string, error)

GetMarketSymbols - get symbols in market

func (*DB) GetSymbol added in v0.2.6 

func (db *DB) GetSymbol(ctx context.Context, market string, symbol string) (
	*tradingpb.SymbolInfo, error)

GetSymbol - get symbol

func (*DB) UpdCandles 

func (db *DB) UpdCandles(ctx context.Context, candles *tradingpb.Candles) error

UpdCandles - update candles

func (*DB) UpdSymbol added in v0.2.6 

func (db *DB) UpdSymbol(ctx context.Context, si *tradingpb.SymbolInfo) error

UpdSymbol - update symbol

type DB2 added in v0.5.2 

type DB2 struct {
	AnkaDB ankadb.AnkaDB
	// contains filtered or unexported fields
}

DB2 - database v2

func NewDB2 added in v0.5.2 

func NewDB2(cfg *Config) (*DB2, error)

NewDB2 - new DB2

func (*DB2) FixSimTradingParams added in v0.5.2 

func (db2 *DB2) FixSimTradingParams(ctx context.Context, params *tradingpb.SimTradingParams) (*tradingpb.SimTradingParams, error)

FixSimTradingParams - reset SimTradingParams

func (*DB2) GetAllData added in v0.5.2 

func (db2 *DB2) GetAllData(ctx context.Context) (*TreeMapNode, error)

GetAllData - get all data

func (*DB2) GetAssetTimestamp added in v0.5.2 

func (db2 *DB2) GetAssetTimestamp(ctx context.Context, market string, symbol string, tsStart int64, tsEnd int64) (
	int64, int64, error)

GetAssetTimestamp - get tsStart & tsEnd for asset

func (*DB2) GetCandles added in v0.5.2 

func (db2 *DB2) GetCandles(ctx context.Context, market string, symbol string, tsStart int64, tsEnd int64) (*tradingpb.Candles, error)

GetCandles - get candles

func (*DB2) GetMarketSymbols added in v0.5.2 

func (db2 *DB2) GetMarketSymbols(ctx context.Context, market string) ([]string, error)

GetMarketSymbols - get symbols in market

func (*DB2) GetSymbol added in v0.5.2 

func (db2 *DB2) GetSymbol(ctx context.Context, market string, symbol string) (*tradingpb.SymbolInfo, error)

GetSymbol - get symbol

func (*DB2) UpdCandles added in v0.5.2 

func (db2 *DB2) UpdCandles(ctx context.Context, candles *tradingpb.Candles) error

UpdCandles - update candles

func (*DB2) UpdSymbol added in v0.5.2 

func (db2 *DB2) UpdSymbol(ctx context.Context, si *tradingpb.SymbolInfo) error

UpdSymbol - update symbol

type FuncOnBatchCandles 

type FuncOnBatchCandles func(candles *tradingpb.Candles) error

FuncOnBatchCandles - used in BatchCandles

type SimTradingDB added in v0.3.53 

type SimTradingDB struct {
	AnkaDB ankadb.AnkaDB
}

SimTradingDB - database

func NewSimTradingDB added in v0.3.53 

func NewSimTradingDB(dbpath string, httpAddr string, engine string) (*SimTradingDB, error)

NewSimTradingDB - new SimTradingDB

func (*SimTradingDB) GetSimTrading added in v0.3.53 

func (db *SimTradingDB) GetSimTrading(ctx context.Context, params *tradingpb.SimTradingParams) (
	*tradingpb.PNLData, error)

GetSimTrading - get candles

func (*SimTradingDB) UpdSimTrading added in v0.3.53 

func (db *SimTradingDB) UpdSimTrading(ctx context.Context, params *tradingpb.SimTradingParams, pnldata *tradingpb.PNLData) error

UpdSimTrading - update simulation trading

type TrNode2Cfg added in v0.3.11 

type TrNode2Cfg struct {
	Host  string `yaml:"host"`
	Token string `yaml:"token"`
}

TrNode2Cfg -

type TreeMapNode 

type TreeMapNode struct {
	Name     string
	Children map[string]*TreeMapNode
}

TreeMapNode - treemap node

func NewTreeMapNode 

func NewTreeMapNode(name string) *TreeMapNode

NewTreeMapNode - new TreeMapNode

func (*TreeMapNode) AddChild 

func (tree *TreeMapNode) AddChild(name string) (*TreeMapNode, error)

AddChild - add a child

func (*TreeMapNode) AddChildNode 

func (tree *TreeMapNode) AddChildNode(child *TreeMapNode) error

AddChildNode - add a child

func (*TreeMapNode) GetChildEx 

func (tree *TreeMapNode) GetChildEx(name string) *TreeMapNode

GetChildEx - add a child

Source Files

View all Source files

Directories

Path Synopsis
Package tradingdb2utils is a generated GoMock package.
 Package tradingdb2utils is a generated GoMock package.

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