feat: add requiredHistory to warm up the strategy

Open-Trader · May 21, 2024 · 4736389 · 4736389
1 parent 2c5af9b
commit 4736389
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Showing 8 changed files with 280 additions and 73 deletions.
diff --git a/packages/bot-processor/src/types/bot/bot-template.type.ts b/packages/bot-processor/src/types/bot/bot-template.type.ts
@@ -1,6 +1,7 @@
 import type { TBotContext } from "./bot-context.type";
 import type { IBotConfiguration } from "./bot-configuration.interface";
 
-export type BotTemplate<T extends IBotConfiguration> = (
-  ctx: TBotContext<T>,
-) => Generator<unknown, unknown>;
+export interface BotTemplate<T extends IBotConfiguration> {
+  (ctx: TBotContext<T>): Generator<unknown, unknown>;
+  requiredHistory?: number;
+}
diff --git a/packages/bot-templates/src/templates/test/debug.ts b/packages/bot-templates/src/templates/test/debug.ts
@@ -33,6 +33,12 @@ export function* debug(ctx: TBotContext<DebugStrategyConfig>) {
   }
 
   logger.info(`[DebugStrategy] Run bot template`);
+  logger.info(
+    ctx.market.candles.map((candle) =>
+      new Date(candle.timestamp).toISOString(),
+    ),
+    `[DebugStrategy] Candles`,
+  );
 
   logger.info(`[DebugStrategy] Bot template executed successfully`);
 }
@@ -41,6 +47,7 @@ debug.displayName = "Debug Strategy";
 debug.schema = z.object({
   fetchSymbols: z.boolean().optional(),
 });
+debug.requiredHistory = 15;
 
 export type DebugStrategyConfig = IBotConfiguration<
   z.infer<typeof debug.schema>

diff --git a/packages/bot-templates/src/templates/test/rsi.ts b/packages/bot-templates/src/templates/test/rsi.ts
@@ -24,3 +24,6 @@ export function* testRsi(ctx: TBotContext<any>) {
     logger.info(`[TestRsi] RSI is in no trend. Do nothing.`);
   }
 }
+
+testRsi.displayName = "Test RSI";
+testRsi.requiredHistory = 15;
diff --git a/packages/bot/package.json b/packages/bot/package.json
@@ -22,6 +22,7 @@
     "typescript": "^5.2.2"
   },
   "dependencies": {
+    "@opentrader/bot-templates": "workspace:*",
     "@opentrader/db": "workspace:*",
     "@opentrader/exchanges": "workspace:*",
     "@opentrader/logger": "workspace:*",