Merge commit 'a3464483ea429aafa5049b32886490f2373a6a5e' into stable

robocom-zero.cabal

@@ -28,6 +28,8 @@ library
                      , ATrade.Driver.Real
                      , ATrade.Driver.Backtest
                      , ATrade.BarAggregator
+                     , ATrade.RoboCom
+  other-modules:       Paths_robocom_zero
   build-depends:       base >= 4.7 && < 5
                      , libatrade >= 0.9.0.0 && < 0.10.0.0
                      , text

src/ATrade/BarAggregator.hs

@@ -186,51 +186,26 @@ updateTime tick = runState $ do
 
 handleBar :: Bar -> BarAggregator -> (Maybe Bar, BarAggregator)
 handleBar bar = runState $ do
-  tws <- gets tickTimeWindows
   mybars <- gets bars
-  if (any (isInTimeInterval bar) tws)
+  case M.lookup (barSecurity bar) mybars of
-    then
+    Just series -> case bsBars series of
-      case M.lookup (barSecurity bar) mybars of
+      (_:bs) -> do
-        Just series -> case bsBars series of
+        lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : bar : bs }
-          (b:bs) -> do
+        return . Just $ bar
-            let currentBn = barNumber (barTimestamp b) (tfSeconds $ bsTimeframe series)
+      _      -> do
-            if
+        lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : [bar] }
-              | currentBn == barNumber (barTimestamp bar) (tfSeconds $ bsTimeframe series) -> do
+        return Nothing
-                lBars %= M.insert (barSecurity bar) series { bsBars = updateBar b bar : bs }
+    _ -> return Nothing
-                return Nothing
-              | currentBn < barNumber (barTimestamp bar) (tfSeconds $ bsTimeframe series) -> do
-                if barEndTime b (tfSeconds $ bsTimeframe series) == barTimestamp bar
-                  then do
-                    lBars %= M.insert (barSecurity bar) series { bsBars = emptyBarFrom bar : (updateBar b bar : bs) }
-                    return . Just $ updateBar b bar
-                  else do
-                    lBars %= M.insert (barSecurity bar) series { bsBars = bar : b : bs }
-                    return . Just $ b
-              | otherwise -> return Nothing
-          _      -> do
-            lBars %= M.insert (barSecurity bar) series { bsBars = [bar] }
-            return Nothing
-        _ -> return Nothing
-    else
-      return Nothing
   where
-    isInTimeInterval bar' (a, b) = (utctDayTime . barTimestamp) bar' >= a && (utctDayTime . barTimestamp) bar' <= b
+    emptyBarFrom bar' = newBar
-    updateBar !bar' newbar =
+      where
-      let newHigh = max (barHigh bar') (barHigh newbar)
+        newBar = Bar {
-          newLow = min (barLow bar') (barLow newbar) in
-        bar' {
-            barTimestamp = barTimestamp newbar,
-            barHigh = newHigh,
-            barLow = newLow,
-            barClose = barClose newbar,
-            barVolume = barVolume bar' + (abs . barVolume $ newbar) }
-
-    emptyBarFrom bar' = Bar {
           barSecurity = barSecurity bar',
-          barTimestamp = 0.000001 `addUTCTime` barTimestamp bar',
+          barTimestamp = barTimestamp bar',
           barOpen = barClose bar',
           barHigh = barClose bar',
           barLow = barClose bar',
           barClose = barClose bar',
           barVolume = 0 }
 
+

src/ATrade/Driver/Real/QuoteSourceThread.hs

@@ -31,7 +31,7 @@ startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTim
   bracket (startQuoteSourceClient tickChan tickersList ctx qsEp defaultClientSecurityParams)
     (\qs -> do
       stopQuoteSourceClient qs
-      debugM "Strategy" "Quotesource client: stop")
+      debugM "QSThread" "Quotesource client: stop")
     (\_ -> forever $ do
       qdata <- readChan tickChan
       case qdata of
@@ -46,6 +46,7 @@ startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTim
             Just _ -> return ()
         QDBar (incomingTf, bar) -> do
           aggValue <- readIORef agg
+          -- debugM "QSThread" $ "Incoming bar: " ++ show incomingTf ++ ": " ++ show bar
           case maybeSourceTimeframe of
             Just tf -> when (tf == unBarTimeframe incomingTf) $
               case handleBar bar aggValue of

src/ATrade/RoboCom.hs

@@ -0,0 +1,26 @@
+{-# LANGUAGE TemplateHaskell #-}
+
+module ATrade.RoboCom
+(
+  robocom_version
+) where
+
+import           Data.Version
+import           Paths_robocom_zero
+
+import           Development.GitRev
+
+robocom_version :: Version
+robocom_version = version
+
+robocom_gitrev :: String
+robocom_gitrev = concat [ "robocom-zero-",
+                            $(gitBranch),
+                            "@",
+                            $(gitHash),
+                            dirty ]
+  where
+    dirty | $(gitDirty) = "+"
+          | otherwise   = ""
+
+