package kline import ( "fmt" "time" "github.com/shopspring/decimal" "github.com/thrasher-corp/gocryptotrader/backtester/data" "github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/event" "github.com/thrasher-corp/gocryptotrader/backtester/eventtypes/kline" gctcommon "github.com/thrasher-corp/gocryptotrader/common" gctkline "github.com/thrasher-corp/gocryptotrader/exchanges/kline" ) // NewDataFromKline returns a new struct func NewDataFromKline() *DataFromKline { return &DataFromKline{ Base: &data.Base{}, } } // HasDataAtTime verifies checks the underlying range data // To determine whether there is any candle data present at the time provided func (d *DataFromKline) HasDataAtTime(t time.Time) (bool, error) { isLive, err := d.Base.IsLive() if err != nil { return false, err } if isLive { var s []data.Event s, err = d.GetStream() if err != nil { return false, err } for i := range s { if s[i].GetTime().Equal(t) { return true, nil } } return false, nil } if d.RangeHolder == nil { return false, fmt.Errorf("%w RangeHolder", gctcommon.ErrNilPointer) } return d.RangeHolder.HasDataAtDate(t), nil } // Load sets the candle data to the stream for processing func (d *DataFromKline) Load() error { if d.Item == nil || len(d.Item.Candles) == 0 { return errNoCandleData } klineData := make([]data.Event, len(d.Item.Candles)) for i := range d.Item.Candles { newKline := &kline.Kline{ Base: &event.Base{ Offset: int64(i + 1), Exchange: d.Item.Exchange, Time: d.Item.Candles[i].Time.UTC(), Interval: d.Item.Interval, CurrencyPair: d.Item.Pair, AssetType: d.Item.Asset, UnderlyingPair: d.Item.UnderlyingPair, }, Open: decimal.NewFromFloat(d.Item.Candles[i].Open), High: decimal.NewFromFloat(d.Item.Candles[i].High), Low: decimal.NewFromFloat(d.Item.Candles[i].Low), Close: decimal.NewFromFloat(d.Item.Candles[i].Close), Volume: decimal.NewFromFloat(d.Item.Candles[i].Volume), ValidationIssues: d.Item.Candles[i].ValidationIssues, } klineData[i] = newKline } return d.SetStream(klineData) } // AppendResults adds a candle item to the data stream and sorts it to ensure it is all in order func (d *DataFromKline) AppendResults(ki *gctkline.Item) error { if ki == nil { return fmt.Errorf("%w kline item", gctcommon.ErrNilPointer) } err := d.Item.EqualSource(ki) if err != nil { return err } var gctCandles []gctkline.Candle stream, err := d.Base.GetStream() if err != nil { return err } candleLoop: for x := range ki.Candles { for y := range stream { if stream[y].GetTime().Equal(ki.Candles[x].Time) { continue candleLoop } } gctCandles = append(gctCandles, ki.Candles[x]) } if len(gctCandles) == 0 { return nil } klineData := make([]data.Event, len(gctCandles)) for i := range gctCandles { d.Item.Candles = append(d.Item.Candles, gctCandles[i]) newKline := &kline.Kline{ Base: &event.Base{ Exchange: d.Item.Exchange, Interval: d.Item.Interval, CurrencyPair: d.Item.Pair, AssetType: d.Item.Asset, UnderlyingPair: d.Item.UnderlyingPair, Time: gctCandles[i].Time.UTC(), }, Open: decimal.NewFromFloat(gctCandles[i].Open), High: decimal.NewFromFloat(gctCandles[i].High), Low: decimal.NewFromFloat(gctCandles[i].Low), Close: decimal.NewFromFloat(gctCandles[i].Close), Volume: decimal.NewFromFloat(gctCandles[i].Volume), } klineData[i] = newKline } err = d.AppendStream(klineData...) if err != nil { return err } d.Item.RemoveDuplicates() d.Item.SortCandlesByTimestamp(false) if d.RangeHolder != nil { d.RangeHolder, err = gctkline.CalculateCandleDateRanges(d.Item.Candles[0].Time, d.Item.Candles[len(d.Item.Candles)-1].Time.Add(d.Item.Interval.Duration()), d.Item.Interval, uint32(d.RangeHolder.Limit)) if err != nil { return err } // offline data check when there is a known range // live data does not need this return d.RangeHolder.SetHasDataFromCandles(d.Item.Candles) } return nil } // StreamOpen returns all Open prices from the beginning until the current iteration func (d *DataFromKline) StreamOpen() ([]decimal.Decimal, error) { s, err := d.History() if err != nil { return nil, err } ret := make([]decimal.Decimal, len(s)) for x := range s { ret[x] = s[x].GetOpenPrice() } return ret, nil } // StreamHigh returns all High prices from the beginning until the current iteration func (d *DataFromKline) StreamHigh() ([]decimal.Decimal, error) { s, err := d.History() if err != nil { return nil, err } ret := make([]decimal.Decimal, len(s)) for x := range s { ret[x] = s[x].GetHighPrice() } return ret, nil } // StreamLow returns all Low prices from the beginning until the current iteration func (d *DataFromKline) StreamLow() ([]decimal.Decimal, error) { s, err := d.History() if err != nil { return nil, err } ret := make([]decimal.Decimal, len(s)) for x := range s { ret[x] = s[x].GetLowPrice() } return ret, nil } // StreamClose returns all Close prices from the beginning until the current iteration func (d *DataFromKline) StreamClose() ([]decimal.Decimal, error) { s, err := d.History() if err != nil { return nil, err } ret := make([]decimal.Decimal, len(s)) for x := range s { ret[x] = s[x].GetClosePrice() } return ret, nil } // StreamVol returns all Volume prices from the beginning until the current iteration func (d *DataFromKline) StreamVol() ([]decimal.Decimal, error) { s, err := d.History() if err != nil { return nil, err } ret := make([]decimal.Decimal, len(s)) for x := range s { ret[x] = s[x].GetVolume() } return ret, nil }