Merge pull request c9s#899 from c9s/fix/local-timezone

fix: fix localtime zone issue for the web-based backtest report
erlangzhang · Aug 29, 2022 · 251d1b7 · 251d1b7
2 parents 6314a31 + 179a9b1
commit 251d1b7
Show file tree

Hide file tree

Showing 3 changed files with 12 additions and 5 deletions.
diff --git a/pkg/bbgo/exit_roi_stop_loss.go b/pkg/bbgo/exit_roi_stop_loss.go
@@ -46,6 +46,7 @@ func (s *RoiStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *type
 	}
 
 	roi := position.ROI(closePrice)
+	// logrus.Debugf("ROIStopLoss: price=%f roi=%s stop=%s", closePrice.Float64(), roi.Percentage(), s.Percentage.Neg().Percentage())
 	if roi.Compare(s.Percentage.Neg()) < 0 {
 		// stop loss
 		Notify("[RoiStopLoss] %s stop loss triggered by ROI %s/%s, price: %f", position.Symbol, roi.Percentage(), s.Percentage.Neg().Percentage(), closePrice.Float64())

diff --git a/pkg/cmd/backtest.go b/pkg/cmd/backtest.go
@@ -148,7 +148,11 @@ var BacktestCmd = &cobra.Command{
 			endTime = now
 		}
 
-		log.Infof("starting backtest with startTime %s", startTime.Format(time.ANSIC))
+		// ensure that we're using local time
+		startTime = startTime.Local()
+		endTime = endTime.Local()
+
+		log.Infof("starting backtest with startTime %s", startTime.Format(time.RFC3339))
 
 		environ := bbgo.NewEnvironment()
 		if err := BootstrapBacktestEnvironment(ctx, environ); err != nil {
@@ -200,6 +204,8 @@ var BacktestCmd = &cobra.Command{
 			if syncFromTime.After(startTime) {
 				return fmt.Errorf("sync-from time %s can not be latter than the backtest start time %s", syncFromTime, startTime)
 			}
+
+			syncFromTime = syncFromTime.Local()
 		} else {
 			// we need at least 1 month backward data for EMA and last prices
 			syncFromTime = startTime.AddDate(0, -1, 0)
@@ -208,13 +214,13 @@ var BacktestCmd = &cobra.Command{
 
 		if wantSync {
 			log.Infof("starting synchronization: %v", userConfig.Backtest.Symbols)
-			if err := sync(ctx, userConfig, backtestService, sourceExchanges, syncFromTime.Local(), endTime.Local()); err != nil {
+			if err := sync(ctx, userConfig, backtestService, sourceExchanges, syncFromTime, endTime); err != nil {
 				return err
 			}
 			log.Info("synchronization done")
 
 			if shouldVerify {
-				err := verify(userConfig, backtestService, sourceExchanges, syncFromTime.Local(), endTime.Local())
+				err := verify(userConfig, backtestService, sourceExchanges, syncFromTime, endTime)
 				if err != nil {
 					return err
 				}

diff --git a/pkg/types/order.go b/pkg/types/order.go
@@ -281,8 +281,8 @@ func (o Order) CsvRecords() [][]string {
 			string(o.Status),
 			o.Price.String(),
 			o.Quantity.String(),
-			o.CreationTime.Time().Format(time.RFC1123),
-			o.UpdateTime.Time().Format(time.RFC1123),
+			o.CreationTime.Time().Local().Format(time.RFC1123),
+			o.UpdateTime.Time().Local().Format(time.RFC1123),
 			o.Tag,
 		},
 	}