toki
8c3c4ba5a2
- Add bin/kis-paper-daily-smoke and bin/kis-sops-env utilities - Update agent-roadmap for operator surface phase - Add worker backtest bar source and Kis live client - Update KIS live secret configuration and documentation - Refine worker datacheck and daily chart price providers
53 lines
1.5 KiB
Go
53 lines
1.5 KiB
Go
package backtest
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import (
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"context"
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"fmt"
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"sort"
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"time"
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"git.toki-labs.com/toki/alt/packages/domain/market"
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"git.toki-labs.com/toki/alt/services/worker/internal/storage"
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)
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// StorageBarSource adapts worker market-data storage ports to the backtest
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// engine's market/timeframe/date-range input boundary.
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type StorageBarSource struct {
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instruments storage.InstrumentStore
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bars storage.BarStore
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}
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func NewStorageBarSource(instruments storage.InstrumentStore, bars storage.BarStore) *StorageBarSource {
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return &StorageBarSource{instruments: instruments, bars: bars}
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}
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func (s *StorageBarSource) GetBars(ctx context.Context, mkt market.Market, timeframe market.Timeframe, from, to time.Time) ([]market.Bar, error) {
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if s == nil || s.instruments == nil || s.bars == nil {
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return nil, fmt.Errorf("backtest storage bar source: storage is not configured")
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}
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instruments, err := s.instruments.ListInstruments(ctx)
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if err != nil {
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return nil, fmt.Errorf("backtest storage bar source: list instruments: %w", err)
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}
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var out []market.Bar
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for _, inst := range instruments {
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if inst.Market != mkt {
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continue
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}
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bars, err := s.bars.GetBars(ctx, inst.ID, timeframe, from, to)
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if err != nil {
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return nil, fmt.Errorf("backtest storage bar source: get bars for %q: %w", inst.ID, err)
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}
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out = append(out, bars...)
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}
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sort.Slice(out, func(i, j int) bool {
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if out[i].Timestamp.Equal(out[j].Timestamp) {
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return out[i].InstrumentID < out[j].InstrumentID
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}
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return out[i].Timestamp.Before(out[j].Timestamp)
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})
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return out, nil
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}
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