add NewBarEnv

Author: anyongjin

core.go

@@ -8,6 +8,23 @@ import (
 	"sync"
 )
 
+func NewBarEnv(exgName, market, symbol, timeframe string) (*BarEnv, error) {
+	tfSecs, err := ParseTimeFrame(timeframe)
+	if err != nil {
+		return nil, err
+	}
+	return &BarEnv{
+		Exchange:   exgName,
+		MarketType: market,
+		Symbol:     symbol,
+		TimeFrame:  timeframe,
+		TFMSecs:    int64(tfSecs * 1000),
+		MaxCache:   1500,
+		Data:       make(map[string]interface{}),
+		Items:      make(map[int]*Series),
+	}, nil
+}
+
 func (e *BarEnv) OnBar(barMs int64, open, high, low, close, volume, info float64) error {
 	if e.TimeStop > barMs {
 		return fmt.Errorf("%s/%s old Bar Receive: %d, Current: %d", e.Symbol, e.TimeFrame, barMs, e.TimeStop)

core_test.go

@@ -15,12 +15,7 @@ type CaseItem struct {
 	Run     func(e *BarEnv) float64
 }
 
-var env = &BarEnv{
-	TimeFrame:  "1d",
-	TFMSecs:    86400000,
-	Exchange:   "binance",
-	MarketType: "future",
-}
+var env, _ = NewBarEnv("binance", "spot", "", "1d")
 
 func runIndCases(t *testing.T, items []CaseItem) {
 	var fails = make(map[string]int)
@@ -141,23 +136,18 @@ func TestSeries(t *testing.T) {
 
 // TestConcurrent 测试多线程并发访问
 func TestConcurrent(t *testing.T) {
-	testEnv := &BarEnv{
-		TimeFrame:  "1d",
-		TFMSecs:    86400000,
-		Exchange:   "binance",
-		MarketType: "future",
-	}
-	
+	testEnv, _ := NewBarEnv("binance", "spot", "", "1d")
+
 	// 先加载一些数据
 	for i := 0; i < 20; i++ {
 		k := DataKline[i]
 		testEnv.OnBar(k.Time, k.Open, k.High, k.Low, k.Close, k.Volume, k.Info)
 	}
-	
+
 	// 并发读取和计算
 	var wg sync.WaitGroup
 	goroutineNum := 10
-	
+
 	for i := 0; i < goroutineNum; i++ {
 		wg.Add(1)
 		go func() {
@@ -166,21 +156,21 @@ func TestConcurrent(t *testing.T) {
 			_ = testEnv.Close.Get(0)
 			_ = testEnv.High.Get(1)
 			_ = testEnv.Low.Get(2)
-			
+
 			// 测试计算操作
 			_ = testEnv.Close.Add(100).Get(0)
 			_ = testEnv.Close.Sub(50).Get(0)
 			_ = testEnv.Close.Mul(1.1).Get(0)
 			_ = testEnv.High.Sub(testEnv.Low).Abs().Get(0)
-			
+
 			// 测试交叉计算
 			_ = testEnv.Close.Cross(30000)
-			
+
 			// 测试范围操作
 			_ = testEnv.Close.Range(0, 5)
 		}()
 	}
-	
+
 	wg.Wait()
 	t.Log("Concurrent test passed")
 }

utils.go

@@ -1,8 +1,10 @@
 package banta
 
 import (
+	"errors"
 	"fmt"
 	"math"
+	"strconv"
 )
 
 const thresFloat64Eq = 1e-9
@@ -68,3 +70,55 @@ func RemoveFromArr[T comparable](arr []T, it T, num int) []T {
 	}
 	return res
 }
+
+const (
+	SecsMin  = 60
+	SecsHour = SecsMin * 60
+	SecsDay  = SecsHour * 24
+	SecsWeek = SecsDay * 7
+	SecsMon  = SecsDay * 30
+	SecsQtr  = SecsMon * 3
+	SecsYear = SecsDay * 365
+)
+
+var (
+	errTfTooShort = errors.New("timeframe string too short")
+)
+
+func ParseTimeFrame(timeframe string) (int, error) {
+	if len(timeframe) < 2 {
+		return 0, errTfTooShort
+	}
+
+	amountStr := timeframe[:len(timeframe)-1]
+	unit := timeframe[len(timeframe)-1]
+
+	amount, err := strconv.Atoi(amountStr)
+	if err != nil {
+		return 0, err
+	}
+
+	var scale int
+	switch unit {
+	case 'y', 'Y':
+		scale = SecsYear
+	case 'q', 'Q':
+		scale = SecsQtr
+	case 'M':
+		scale = SecsMon
+	case 'w', 'W':
+		scale = SecsWeek
+	case 'd', 'D':
+		scale = SecsDay
+	case 'h', 'H':
+		scale = SecsHour
+	case 'm':
+		scale = SecsMin
+	case 's', 'S':
+		scale = 1
+	default:
+		return 0, fmt.Errorf("timeframe unit %v is not supported", string(unit))
+	}
+
+	return amount * scale, nil
+}