fix #7: remove trading history type

ponzi.go

@@ -171,7 +171,7 @@ func refreshStockData(sd *stockData) {
 	start := end.Add(-time.Hour * 24 * 30)
 
 	// Map from symbol to tradingHistory channel.
-	scm := map[string]chan tradingHistory{}
+	scm := map[string]chan []tradingSession{}
 
 	// Map from symbol to realTimeTradingData channel.
 	rcm := map[string]chan realTimeTradingData{}
@@ -185,14 +185,14 @@ func refreshStockData(sd *stockData) {
 		}
 
 		// Launch a go routine that will stuff the tradingHistory into the channel.
-		ch := make(chan tradingHistory)
+		ch := make(chan []tradingSession)
 		scm[s.symbol] = ch
-		go func(symbol string, ch chan tradingHistory) {
-			th, err := getTradingHistory(symbol, start, end)
+		go func(symbol string, ch chan []tradingSession) {
+			tss, err := getTradingSessions(symbol, start, end)
 			if err != nil {
-				log.Printf("getTradingHistory(%s): %v", symbol, err)
+				log.Printf("getTradingSessions(%s): %v", symbol, err)
 			}
-			ch <- th
+			ch <- tss
 		}(s.symbol, ch)
 
 		// Launch a go routine that will stuff the realTimeTradingData into the channel.
@@ -266,9 +266,9 @@ func refreshStockData(sd *stockData) {
 	sd.Unlock()
 }
 
-func convertTradingHistory(th tradingHistory) []stockTradingSession {
+func convertTradingHistory(tss []tradingSession) []stockTradingSession {
 	var sts []stockTradingSession
-	for _, ts := range th {
+	for _, ts := range tss {
 		sts = append(sts, stockTradingSession{
 			date:   ts.date,
 			close:  ts.close,

tradinghistory.go

@@ -16,24 +16,6 @@ import (
 	"time"
 )
 
-// tradingHistory is a sorted tradingSession slice with the most recent at the front.
-type tradingHistory []tradingSession
-
-// Len implements sort.Interface.
-func (th tradingHistory) Len() int {
-	return len(th)
-}
-
-// Less implements sort.Interface.
-func (th tradingHistory) Less(i, j int) bool {
-	return th[i].date.Before(th[j].date)
-}
-
-// Swap implements sort.Interface.
-func (th tradingHistory) Swap(i, j int) {
-	th[i], th[j] = th[j], th[i]
-}
-
 // tradingSession contains stats from a single trading session.
 type tradingSession struct {
 	date   time.Time
@@ -51,10 +33,10 @@ type realTimeTradingData struct {
 	percentChange float64
 }
 
-func getTradingHistory(symbol string, startDate, endDate time.Time) (tradingHistory, error) {
-	tradingFuncs := []func(symbol string, startDate, endDate time.Time) (tradingHistory, error){
-		getTradingHistoryFromGoogle,
-		getTradingHistoryFromYahoo,
+func getTradingSessions(symbol string, startDate, endDate time.Time) ([]tradingSession, error) {
+	tradingFuncs := []func(symbol string, startDate, endDate time.Time) ([]tradingSession, error){
+		getTradingSessionsFromGoogle,
+		getTradingSessionsFromYahoo,
 	}
 	for _, n := range rand.Perm(len(tradingFuncs)) {
 		th, err := tradingFuncs[n](symbol, startDate, endDate)
@@ -67,7 +49,7 @@ func getTradingHistory(symbol string, startDate, endDate time.Time) (tradingHist
 	return nil, fmt.Errorf("all %d tradingFuncs failed", len(tradingFuncs))
 }
 
-func getTradingHistoryFromGoogle(symbol string, startDate, endDate time.Time) (tradingHistory, error) {
+func getTradingSessionsFromGoogle(symbol string, startDate, endDate time.Time) ([]tradingSession, error) {
 	formatTime := func(date time.Time) string {
 		return date.Format("Jan 02, 2006")
 	}
@@ -91,7 +73,7 @@ func getTradingHistoryFromGoogle(symbol string, startDate, endDate time.Time) (t
 	}
 	defer resp.Body.Close()
 
-	var th tradingHistory
+	var tss []tradingSession
 	r := csv.NewReader(resp.Body)
 	for i := 0; ; i++ {
 		record, err := r.Read()
@@ -151,7 +133,7 @@ func getTradingHistoryFromGoogle(symbol string, startDate, endDate time.Time) (t
 				return nil, err
 			}
 
-			th = append(th, tradingSession{
+			tss = append(tss, tradingSession{
 				date:   date,
 				open:   open,
 				high:   high,
@@ -163,12 +145,12 @@ func getTradingHistoryFromGoogle(symbol string, startDate, endDate time.Time) (t
 	}
 
 	// Most recent trading sessions at the front.
-	sort.Reverse(th)
+	sort.Reverse(sortableTradingSessions(tss))
 
-	return th, nil
+	return tss, nil
 }
 
-func getTradingHistoryFromYahoo(symbol string, startDate, endDate time.Time) (tradingHistory, error) {
+func getTradingSessionsFromYahoo(symbol string, startDate, endDate time.Time) ([]tradingSession, error) {
 	v := url.Values{}
 	v.Set("s", symbol)
 	v.Set("a", strconv.Itoa(int(startDate.Month())-1))
@@ -193,7 +175,7 @@ func getTradingHistoryFromYahoo(symbol string, startDate, endDate time.Time) (tr
 	}
 	defer resp.Body.Close()
 
-	var th tradingHistory
+	var tss []tradingSession
 	r := csv.NewReader(resp.Body)
 	for i := 0; ; i++ {
 		record, err := r.Read()
@@ -255,7 +237,7 @@ func getTradingHistoryFromYahoo(symbol string, startDate, endDate time.Time) (tr
 
 			// Ignore adjusted close value to keep Google and Yahoo APIs the same.
 
-			th = append(th, tradingSession{
+			tss = append(tss, tradingSession{
 				date:   date,
 				open:   open,
 				high:   high,
@@ -267,9 +249,9 @@ func getTradingHistoryFromYahoo(symbol string, startDate, endDate time.Time) (tr
 	}
 
 	// Most recent trading sessions at the front.
-	sort.Reverse(th)
+	sort.Reverse(sortableTradingSessions(tss))
 
-	return th, nil
+	return tss, nil
 }
 
 func getRealTimeTradingData(symbol string) (realTimeTradingData, error) {
@@ -343,3 +325,21 @@ func getRealTimeTradingData(symbol string) (realTimeTradingData, error) {
 		percentChange: percentChange,
 	}, nil
 }
+
+// sortableTradingSessions is a sortable tradingSession slice.
+type sortableTradingSessions []tradingSession
+
+// Len implements sort.Interface.
+func (sts sortableTradingSessions) Len() int {
+	return len(sts)
+}
+
+// Less implements sort.Interface.
+func (sts sortableTradingSessions) Less(i, j int) bool {
+	return sts[i].date.Before(sts[j].date)
+}
+
+// Swap implements sort.Interface.
+func (sts sortableTradingSessions) Swap(i, j int) {
+	sts[i], sts[j] = sts[j], sts[i]
+}