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backtester: Refactor sortByMFI to use slices.SortFunc (#2122)

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* 2122: slices funcs

* Update backtester/eventhandlers/strategies/top2bottom2/top2bottom2.go

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

---------

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
This commit is contained in:
xiaolinny
2026-01-16 08:47:41 +08:00
committed by GitHub
parent 26d7dd290d
commit 1176147000
1 changed files with 3 additions and 19 deletions
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22
backtester/eventhandlers/strategies/top2bottom2/top2bottom2.go
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@@ -3,7 +3,7 @@ package top2bottom2
import ( import (
"errors" "errors"
"fmt" "fmt"
"sort" "slices"
"time" "time"
"github.com/shopspring/decimal" "github.com/shopspring/decimal"
@@ -69,22 +69,6 @@ type mfiFundEvent struct {
funds funding.IFundReader funds funding.IFundReader
} }
// ByPrice used for sorting orders by order date
type byMFI []mfiFundEvent
func (b byMFI) Len() int { return len(b) }
func (b byMFI) Less(i, j int) bool { return b[i].mfi.LessThan(b[j].mfi) }
func (b byMFI) Swap(i, j int) { b[i], b[j] = b[j], b[i] }
// sortOrdersByPrice the caller function to sort orders
func sortByMFI(o *[]mfiFundEvent, reverse bool) {
if reverse {
sort.Sort(sort.Reverse(byMFI(*o)))
} else {
sort.Sort(byMFI(*o))
}
}
// OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility // OnSimultaneousSignals analyses multiple data points simultaneously, allowing flexibility
// in allowing a strategy to only place an order for X currency if Y currency's price is Z // in allowing a strategy to only place an order for X currency if Y currency's price is Z
func (s *Strategy) OnSimultaneousSignals(d []data.Handler, f funding.IFundingTransferer, _ portfolio.Handler) ([]signal.Event, error) { func (s *Strategy) OnSimultaneousSignals(d []data.Handler, f funding.IFundingTransferer, _ portfolio.Handler) ([]signal.Event, error) {
@@ -181,7 +165,7 @@ func (s *Strategy) selectTopAndBottomPerformers(mfiFundEvents []mfiFundEvent, re
if len(mfiFundEvents) == 0 { if len(mfiFundEvents) == 0 {
return resp, nil return resp, nil
} }
sortByMFI(&mfiFundEvents, true) slices.SortFunc(mfiFundEvents, func(a, b mfiFundEvent) int { return b.mfi.Compare(a.mfi) })
buyingOrSelling := false buyingOrSelling := false
for i := range mfiFundEvents { for i := range mfiFundEvents {
if i < 2 && mfiFundEvents[i].mfi.GreaterThanOrEqual(s.mfiHigh) { if i < 2 && mfiFundEvents[i].mfi.GreaterThanOrEqual(s.mfiHigh) {
@@ -191,7 +175,7 @@ func (s *Strategy) selectTopAndBottomPerformers(mfiFundEvents []mfiFundEvent, re
break break
} }
} }
sortByMFI(&mfiFundEvents, false) slices.Reverse(mfiFundEvents)
for i := range mfiFundEvents { for i := range mfiFundEvents {
if i < 2 && mfiFundEvents[i].mfi.LessThanOrEqual(s.mfiLow) { if i < 2 && mfiFundEvents[i].mfi.LessThanOrEqual(s.mfiLow) {
mfiFundEvents[i].event.SetDirection(order.Buy) mfiFundEvents[i].event.SetDirection(order.Buy)