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support: fix long term ema kline subscription

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This commit is contained in:
c9s 2021-08-17 11:06:41 +08:00
parent f97eb8914a
commit 01de2c5f66
1 changed files with 6 additions and 1 deletions
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7
pkg/strategy/support/strategy.go
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@ -20,6 +20,8 @@ const stateKey = "state-v1"
var log = logrus.WithField("strategy", ID) var log = logrus.WithField("strategy", ID)
var zeroiw = types.IntervalWindow{}
func init() { func init() {
bbgo.RegisterStrategy(ID, &Strategy{}) bbgo.RegisterStrategy(ID, &Strategy{})
} }
@ -98,6 +100,10 @@ func (s *Strategy) Validate() error {
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: string(s.Interval)}) session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: string(s.Interval)})
if s.LongTermMovingAverage != zeroiw {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: string(s.LongTermMovingAverage.Interval)})
}
} }
func (s *Strategy) SaveState() error { func (s *Strategy) SaveState() error {
@ -280,7 +286,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return fmt.Errorf("standardIndicatorSet is nil, symbol %s", s.Symbol) return fmt.Errorf("standardIndicatorSet is nil, symbol %s", s.Symbol)
} }
var zeroiw = types.IntervalWindow{}
if s.LongTermMovingAverage != zeroiw { if s.LongTermMovingAverage != zeroiw {
s.longTermEMA = standardIndicatorSet.EWMA(s.LongTermMovingAverage) s.longTermEMA = standardIndicatorSet.EWMA(s.LongTermMovingAverage)
} }