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Update for libatrade-0.9

Some fixes in tick/bar handling
stable
Denis Tereshkin 6 years ago
parent
commit
d258bc42ef
  1. 2
      robocom-zero.cabal
  2. 2
      src/ATrade/BarAggregator.hs
  3. 2
      src/ATrade/Driver/Real/QuoteSourceThread.hs

2
robocom-zero.cabal

@ -29,7 +29,7 @@ library
, ATrade.Driver.Backtest , ATrade.Driver.Backtest
, ATrade.BarAggregator , ATrade.BarAggregator
build-depends: base >= 4.7 && < 5 build-depends: base >= 4.7 && < 5
, libatrade >= 0.8.0.0 && < 0.9.0.0 , libatrade >= 0.9.0.0 && < 0.10.0.0
, text , text
, text-icu , text-icu
, errors , errors

2
src/ATrade/BarAggregator.hs

@ -227,7 +227,7 @@ handleBar bar = runState $ do
emptyBarFrom bar' = Bar { emptyBarFrom bar' = Bar {
barSecurity = barSecurity bar', barSecurity = barSecurity bar',
barTimestamp = barTimestamp bar', barTimestamp = 0.000001 `addUTCTime` barTimestamp bar',
barOpen = barClose bar', barOpen = barClose bar',
barHigh = barClose bar', barHigh = barClose bar',
barLow = barClose bar', barLow = barClose bar',

2
src/ATrade/Driver/Real/QuoteSourceThread.hs

@ -28,7 +28,7 @@ import System.ZMQ4 hiding (Event)
startQuoteSourceThread :: Context -> T.Text -> Strategy c s -> BoundedChan Event -> IORef BarAggregator -> (Tick -> Bool) -> Maybe Int -> IO ThreadId startQuoteSourceThread :: Context -> T.Text -> Strategy c s -> BoundedChan Event -> IORef BarAggregator -> (Tick -> Bool) -> Maybe Int -> IO ThreadId
startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTimeframe = forkIO $ do startQuoteSourceThread ctx qsEp strategy eventChan agg tickFilter maybeSourceTimeframe = forkIO $ do
tickChan <- newBoundedChan 1000 tickChan <- newBoundedChan 1000
bracket (startQuoteSourceClient tickChan (fmap applyTimeframeSpec tickersList) ctx qsEp) bracket (startQuoteSourceClient tickChan tickersList ctx qsEp defaultClientSecurityParams)
(\qs -> do (\qs -> do
stopQuoteSourceClient qs stopQuoteSourceClient qs
debugM "Strategy" "Quotesource client: stop") debugM "Strategy" "Quotesource client: stop")

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