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Fix backtest driver

stable
Denis Tereshkin 5 years ago
parent
commit
b86a52a8bc
  1. 10
      src/ATrade/Driver/Backtest.hs

10
src/ATrade/Driver/Backtest.hs

@ -96,8 +96,8 @@ feedArgParser = eitherReader (\s -> case splitOn ":" s of @@ -96,8 +96,8 @@ feedArgParser = eitherReader (\s -> case splitOn ":" s of
[tid, fpath] -> Right $ Feed (T.pack tid) fpath
_ -> Left $ "Unable to parse feed id: " ++ s)
backtestMain :: (FromJSON c, StateHasPositions s) => DiffTime -> s -> Maybe (InitializationCallback c) -> EventCallback c s -> IO ()
backtestMain _dataDownloadDelta defaultState initCallback callback = do
backtestMain :: (FromJSON c, StateHasPositions s) => DiffTime -> s -> EventCallback c s -> IO ()
backtestMain _dataDownloadDelta defaultState callback = do
params <- execParser opts
(tickerList, config) <- loadStrategyConfig params
@ -108,15 +108,11 @@ backtestMain _dataDownloadDelta defaultState initCallback callback = do @@ -108,15 +108,11 @@ backtestMain _dataDownloadDelta defaultState initCallback callback = do
tickers = tickerList,
strategyQTISEp = Nothing }
updatedConfig <- case initCallback of
Just cb -> cb config instanceParams
Nothing -> return config
feeds <- loadFeeds (paramsFeeds params)
bars <- makeBars (T.pack $ qtisEndpoint params) tickerList
runBacktestDriver feeds updatedConfig bars
runBacktestDriver feeds config bars
where
opts = info (helper <*> paramsParser)
( fullDesc <> header "ATrade strategy backtesting framework" )

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