Merge pull request #395 from crypto-chassis/dev

fix: rewrite internal date functions
crypto-chassis · Jun 21, 2023 · 1d5b9f2 · 1d5b9f2
2 parents f46e5a7 + b923509
commit 1d5b9f2
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Showing 22 changed files with 160 additions and 5,628 deletions.
diff --git a/app/CMakeLists.txt b/app/CMakeLists.txt
@@ -37,6 +37,6 @@ if (WIN32)
   set(ADDITIONAL_LINK_LIBRARIES ws2_32)
 endif()
 link_libraries(OpenSSL::Crypto OpenSSL::SSL ${ADDITIONAL_LINK_LIBRARIES})
-add_compile_options(-Wno-deprecated)
+add_compile_options(-Wno-deprecated -Wno-nonnull -Wno-deprecated-declarations)
 add_subdirectory(src/spot_market_making)
 add_subdirectory(src/single_order_execution)
diff --git a/app/include/app/common.h b/app/include/app/common.h
@@ -81,6 +81,7 @@
 #include <random>
 #include <string>
 
+#include "ccapi_cpp/ccapi_logger.h"
 #include "ccapi_cpp/ccapi_util_private.h"
 namespace ccapi {
 class AppUtil {

diff --git a/app/include/app/historical_market_data_event_processor.h b/app/include/app/historical_market_data_event_processor.h
@@ -17,7 +17,7 @@ class HistoricalMarketDataEventProcessor {
     bool shouldContinueTrade{true};
     std::vector<std::string> previousSplittedMarketDepth;
     while (currentDateTp < this->historicalMarketDataEndDateTp) {
-      const auto& currentDateISO = UtilTime::getISOTimestamp(currentDateTp, "%F");
+      const auto& currentDateISO = UtilTime::getISOTimestamp<std::chrono::seconds>(currentDateTp).substr(0, 10);
       APP_LOGGER_INFO("Start processing " + currentDateISO + ".");
       std::string fileNameWithDirBase = this->historicalMarketDataDirectory + "/" + this->historicalMarketDataFilePrefix + this->exchange + "__" +
                                         this->baseAsset + "-" + this->quoteAsset + "__" + currentDateISO + "__";

diff --git a/app/src/single_order_execution/main.cpp b/app/src/single_order_execution/main.cpp
@@ -100,11 +100,11 @@ int main(int argc, char** argv) {
     eventHandler.marketImpfactFactor = UtilSystem::getEnvAsDouble("MARKET_IMPACT_FACTOR");
   }
   if (eventHandler.tradingMode == EventHandlerBase::TradingMode::BACKTEST) {
-    eventHandler.historicalMarketDataStartDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_START_DATE"), "%F");
+    eventHandler.historicalMarketDataStartDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_START_DATE"));
     if (startTimeStr.empty()) {
       eventHandler.startTimeTp = eventHandler.historicalMarketDataStartDateTp;
     }
-    eventHandler.historicalMarketDataEndDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_END_DATE"), "%F");
+    eventHandler.historicalMarketDataEndDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_END_DATE"));
     if (totalDurationSecondsStr.empty()) {
       eventHandler.totalDurationSeconds =
           std::chrono::duration_cast<std::chrono::seconds>(eventHandler.historicalMarketDataEndDateTp - eventHandler.historicalMarketDataStartDateTp).count();

diff --git a/app/src/spot_market_making/main.cpp b/app/src/spot_market_making/main.cpp
@@ -147,11 +147,11 @@ int main(int argc, char** argv) {
     eventHandler.marketImpfactFactor = UtilSystem::getEnvAsDouble("MARKET_IMPACT_FACTOR");
   }
   if (eventHandler.tradingMode == EventHandlerBase::TradingMode::BACKTEST) {
-    eventHandler.historicalMarketDataStartDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_START_DATE"), "%F");
+    eventHandler.historicalMarketDataStartDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_START_DATE"));
     if (startTimeStr.empty()) {
       eventHandler.startTimeTp = eventHandler.historicalMarketDataStartDateTp;
     }
-    eventHandler.historicalMarketDataEndDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_END_DATE"), "%F");
+    eventHandler.historicalMarketDataEndDateTp = UtilTime::parse(UtilSystem::getEnvAsString("HISTORICAL_MARKET_DATA_END_DATE"));
     if (totalDurationSecondsStr.empty()) {
       eventHandler.totalDurationSeconds =
           std::chrono::duration_cast<std::chrono::seconds>(eventHandler.historicalMarketDataEndDateTp - eventHandler.historicalMarketDataStartDateTp).count();

diff --git a/binding/CMakeLists.txt b/binding/CMakeLists.txt
@@ -105,5 +105,5 @@ include(UseSWIG)
 if(BUILD_TEST)
   include(CTest)
 endif()
-add_compile_options(-Wno-deprecated)
+add_compile_options(-Wno-deprecated -Wno-nonnull -Wno-deprecated-declarations)
 add_subdirectory(python)
diff --git a/example/CMakeLists.txt b/example/CMakeLists.txt
@@ -31,7 +31,7 @@ if (WIN32)
   set(ADDITIONAL_LINK_LIBRARIES ws2_32)
 endif()
 link_libraries(OpenSSL::Crypto OpenSSL::SSL ${ADDITIONAL_LINK_LIBRARIES})
-add_compile_options(-Wno-deprecated)
+add_compile_options(-Wno-deprecated -Wno-nonnull -Wno-deprecated-declarations)
 add_subdirectory(src/market_data_simple_request)
 add_subdirectory(src/market_data_simple_subscription)
 add_subdirectory(src/market_data_advanced_request)