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dukapp.go
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dukapp.go
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package main
import (
"errors"
"fmt"
"os"
"path/filepath"
"sort"
"strings"
"sync"
"time"
"./bi5"
"./core"
"./csv"
"./fxt4"
"./hst"
"./misc"
)
var (
log = misc.NewLogger("App", 2)
supportsFormats = []string{"csv", "fxt", "hst"}
)
// DukaApp used to download source tick data
//
type DukaApp struct {
option AppOption
outputs []core.Converter
}
// AppOption download options
//
type AppOption struct {
Start time.Time
End time.Time
Symbol string
Format string
Folder string
Periods string
Spread uint32
Mode uint32
Local bool
CsvHeader bool
}
// ParseOption parse input command line
//
func ParseOption(args argsList) (*AppOption, error) {
var err error
opt := AppOption{
CsvHeader: args.Header,
Local: args.Local,
Format: args.Format,
Symbol: strings.ToUpper(args.Symbol),
Spread: uint32(args.Spread),
Mode: uint32(args.Model),
}
if args.Symbol == "" {
err = fmt.Errorf("Invalid symbol parameter")
return nil, err
}
// check format
{
bSupport, format := false, strings.ToLower(args.Format)
for _, sformat := range supportsFormats {
if format == sformat {
bSupport = true
break
}
}
if !bSupport {
err = fmt.Errorf("not supported output format")
return nil, err
}
opt.Format = format
}
if opt.Start, err = time.ParseInLocation("2006-01-02", args.Start, time.UTC); err != nil {
err = fmt.Errorf("invalid start parameter")
return nil, err
}
if opt.End, err = time.ParseInLocation("2006-01-02", args.End, time.UTC); err != nil {
err = fmt.Errorf("invalid end parameter")
return nil, nil
}
if opt.End.Unix() <= opt.Start.Unix() {
err = fmt.Errorf("invalid end parameter which shouldn't early then start")
return nil, err
}
if opt.Folder, err = filepath.Abs(args.Output); err != nil {
err = fmt.Errorf("invalid destination folder")
return nil, err
}
if err = os.MkdirAll(opt.Folder, 666); err != nil {
err = fmt.Errorf("create destination folder failed: %v", err)
return nil, err
}
if args.Period != "" {
args.Period = strings.ToUpper(args.Period)
if !core.TimeframeRegx.MatchString(args.Period) {
err = fmt.Errorf("invalid timeframe value: %s", args.Period)
return nil, err
}
opt.Periods = args.Period
}
return &opt, nil
}
// NewOutputs create timeframe instance
//
func NewOutputs(opt *AppOption) []core.Converter {
outs := make([]core.Converter, 0)
for _, period := range strings.Split(opt.Periods, ",") {
var format core.Converter
timeframe, _ := core.ParseTimeframe(strings.Trim(period, " \t\r\n"))
switch opt.Format {
case "csv":
format = csv.New(opt.Start, opt.End, opt.CsvHeader, opt.Symbol, opt.Folder)
break
case "fxt":
format = fxt4.NewFxtFile(timeframe, opt.Spread, opt.Mode, opt.Folder, opt.Symbol)
break
case "hst":
format = hst.NewHST(timeframe, opt.Spread, opt.Symbol, opt.Folder)
break
default:
log.Error("unsupported format %s.", opt.Format)
return nil
}
outs = append(outs, core.NewTimeframe(period, opt.Symbol, format))
}
return outs
}
// NewApp create an application instance by input arguments
//
func NewApp(opt *AppOption) *DukaApp {
return &DukaApp{
option: *opt,
outputs: NewOutputs(opt),
}
}
type hReader struct {
Bi5 *bi5.Bi5
DayH time.Time
Data []byte
}
// Execute download source bi5 tick data from dukascopy
//
func (app *DukaApp) Execute() error {
var (
err error
opt = app.option
startTime = time.Now()
)
if len(app.outputs) < 1 {
log.Error("No valid output format")
return errors.New("no valid output format")
}
//
// 创建输出目录
// Create an output directory
//
if _, err := os.Stat(opt.Folder); os.IsNotExist(err) {
if err = os.MkdirAll(opt.Folder, 666); err != nil {
log.Error("Create folder (%s) failed: %v.", opt.Folder, err)
return err
}
}
//
// 按天下载,每天24小时的数据由24个goroutine并行下载
// Download by day, 24 hours a day data is downloaded in parallel by 24 goroutines
//
for day := opt.Start; day.Unix() < opt.End.Unix(); day = day.Add(24 * time.Hour) {
//
// 周六没数据,跳过
// No data on Saturday, skip
//
if day.Weekday() == time.Saturday {
log.Warn("Skip Saturday %s.", day.Format("2006-01-02"))
continue
}
//
// 下载,解析,存储
// Download, parse, store
//
if err = app.saveData(day, app.fetchDay(day)); err != nil {
break
}
log.Info("%s %s finished.", opt.Symbol, day.Format("2006-01-02"))
}
//
// flush all output file
//
var wg sync.WaitGroup
for _, output := range app.outputs {
wg.Add(1)
go func(o core.Converter) {
defer wg.Done()
o.Finish()
}(output)
}
wg.Wait()
log.Info("Time cost: %v.", time.Since(startTime))
return err
}
// fetchDay 现在一天24小时的tick数据,24个goroutine并行下载,返回数据并不一定按时间顺序排序
// 转换端需要按天对tick数据排序。
// fetchDay now 24 hours a day tick data, 24 goroutine downloads in parallel, return data is not necessarily sorted in chronological order
// The conversion side needs to sort the tick data by day.
func (app *DukaApp) fetchDay(day time.Time) <-chan *hReader {
ch := make(chan *hReader, 24)
opt := app.option
go func() {
defer close(ch)
var wg sync.WaitGroup
for hour := 0; hour < 24; hour++ {
wg.Add(1)
go func(h int) {
defer wg.Done()
dayH := day.Add(time.Duration(h) * time.Hour)
bi5File := bi5.New(dayH, opt.Symbol, opt.Folder)
var (
str string
err error
data []byte
)
if opt.Local {
str = "Load Bi5"
data, err = bi5File.Load()
} else {
str = "Download Bi5"
data, err = bi5File.Download()
}
if err != nil {
log.Error("%s, %s failed: %v.", str, dayH.Format("2006-01-02:15H"), err)
return
}
if len(data) > 0 {
select {
case ch <- &hReader{Data: data[:], DayH: dayH, Bi5: bi5File}:
//log.Trace("%s %s", str, dayH.Format("2006-01-02:15H"))
break
}
}
}(hour)
}
wg.Wait()
log.Trace("%s %s loaded.", opt.Symbol, day.Format("2006-01-02"))
}()
return ch
}
// sortAndOutput 按时间戳,从前到后排序当天tick数据
// Sort the tick data of the day from front to back by timestamp
//
func (app *DukaApp) sortAndOutput(day time.Time, ticks []*core.TickData) error {
if len(ticks) == 0 {
return nil
}
// sort
sort.Slice(ticks, func(i, j int) bool {
return ticks[i].Timestamp < ticks[j].Timestamp
})
// 输出到文件
for _, out := range app.outputs {
timestamp := uint32(day.Unix())
out.PackTicks(timestamp, ticks[:])
}
//firstTick := ticks[0].Timestamp
//tm := time.Unix(firstTick/1000, 0).UTC()
//log.Trace("%s sort and output day %v.", app.option.Format, tm)
return nil
}
// saveData
func (app *DukaApp) saveData(day time.Time, chData <-chan *hReader) error {
var (
err error
opt = app.option
)
nDay := -1
dayTicks := make([]*core.TickData, 0, 2048)
for data := range chData {
// save bi5 by hour
bi5File := data.Bi5
var ticks []*core.TickData
// 解析 bi5 成 TickData 数据
// Parsing bi5 into TickData data
if ticks, err = bi5File.Decode(data.Data[:]); err != nil {
log.Error("Decode bi5 %s: %s failed: %v.", opt.Symbol, data.DayH.Format("2006-01-02:15H"), err)
continue
}
// 保留 bi5 数据
// Keep bi5 data
if err := bi5File.Save(data.Data[:]); err != nil {
log.Error("Save Bi5 %s: %s failed: %v.", opt.Symbol, data.DayH.Format("2006-01-02:15H"), err)
continue
}
// 新的一天开始
if nDay != day.Day() {
app.sortAndOutput(day, dayTicks[:])
dayTicks = dayTicks[:0]
nDay = day.Day()
}
dayTicks = append(dayTicks, ticks...)
}
if len(dayTicks) > 0 {
app.sortAndOutput(day, dayTicks[:])
}
log.Trace("%s %s converted.", opt.Symbol, day.Format("2006-01-02"))
return err
}