Merge pull request #1566 from c9s/c9s/xdepthmaker-pnl-fixer

FIX: [xdepthmaker] fix crash

pkg/strategy/xdepthmaker/profitfixer.go

@@ -47,6 +47,7 @@ func (f *ProfitFixer) batchQueryTrades(
 }
 
 func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, stats *types.ProfitStats, position *types.Position) error {
+	log.Infof("starting profitFixer with time range %s <=> %s", since, until)
 	var mu sync.Mutex
 	var allTrades = make([]types.Trade, 0, 1000)
 
@@ -76,9 +77,13 @@ func (f *ProfitFixer) Fix(ctx context.Context, since, until time.Time, stats *ty
 
 	allTrades = types.SortTradesAscending(allTrades)
 	for _, trade := range allTrades {
-		stats.AddTrade(trade)
-		position.AddTrade(trade)
+		profit, netProfit, madeProfit := position.AddTrade(trade)
+		if madeProfit {
+			p := position.NewProfit(trade, profit, netProfit)
+			stats.AddProfit(p)
+		}
 	}
 
+	log.Infof("profitFixer done: profitStats and position are updated from %d trades", len(allTrades))
 	return nil
 }

pkg/strategy/xdepthmaker/strategy.go

@@ -320,21 +320,35 @@ func (s *Strategy) CrossRun(
 	log.Infof("makerSession: %s hedgeSession: %s", makerSession.Name, hedgeSession.Name)
 
 	if s.ProfitFixerConfig != nil {
+		bbgo.Notify("Fixing %s profitStats and position...", s.Symbol)
+
+		log.Infof("profitFixer is enabled, checking checkpoint: %+v", s.ProfitFixerConfig.TradesSince)
+
 		if s.ProfitFixerConfig.TradesSince.Time().IsZero() {
 			return errors.New("tradesSince time can not be zero")
 		}
 
-		fixer := NewProfitFixer(s.makerMarket)
-		fixer.AddExchange(makerSession.Name, makerSession.Exchange.(types.ExchangeTradeHistoryService))
-		fixer.AddExchange(hedgeSession.Name, hedgeSession.Exchange.(types.ExchangeTradeHistoryService))
-
-		makerMarket, _ := s.makerSession.Market(s.Symbol)
+		makerMarket, _ := makerSession.Market(s.Symbol)
 		s.CrossExchangeMarketMakingStrategy.Position = types.NewPositionFromMarket(makerMarket)
 		s.CrossExchangeMarketMakingStrategy.ProfitStats = types.NewProfitStats(makerMarket)
 
+		fixer := NewProfitFixer(makerMarket)
+		if ss, ok := makerSession.Exchange.(types.ExchangeTradeHistoryService); ok {
+			log.Infof("adding makerSession %s to profitFixer", makerSession.Name)
+			fixer.AddExchange(makerSession.Name, ss)
+		}
+
+		if ss, ok := hedgeSession.Exchange.(types.ExchangeTradeHistoryService); ok {
+			log.Infof("adding hedgeSession %s to profitFixer", hedgeSession.Name)
+			fixer.AddExchange(hedgeSession.Name, ss)
+		}
+
 		if err2 := fixer.Fix(ctx, s.ProfitFixerConfig.TradesSince.Time(), time.Now(), s.CrossExchangeMarketMakingStrategy.ProfitStats, s.CrossExchangeMarketMakingStrategy.Position); err2 != nil {
 			return err2
 		}
+
+		bbgo.Notify("Fixed %s position", s.Symbol, s.CrossExchangeMarketMakingStrategy.Position)
+		bbgo.Notify("Fixed %s profitStats", s.Symbol, s.CrossExchangeMarketMakingStrategy.ProfitStats)
 	}
 
 	if err := s.CrossExchangeMarketMakingStrategy.Initialize(ctx,