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Merge pull request #597 from andycheng123/improve/bollmaker-control

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strategy: Update bollmaker to support new strategy controller
This commit is contained in:
Yo-An Lin 2022-05-06 17:50:49 +08:00 committed by GitHub
commit 02b22afd72
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1 changed files with 26 additions and 43 deletions
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69
pkg/strategy/bollmaker/strategy.go
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@ -168,7 +168,7 @@ type Strategy struct {
neutralBoll *indicator.BOLL
// StrategyController
status types.StrategyStatus
bbgo.StrategyController
}
func (s *Strategy) ID() string {
@ -252,45 +252,6 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
return err
}
// StrategyController
func (s *Strategy) GetStatus() types.StrategyStatus {
return s.status
}
func (s *Strategy) Suspend(ctx context.Context) error {
s.status = types.StrategyStatusStopped
// Cancel all order
if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error")
s.Notify("graceful cancel order error")
} else {
s.Notify("All orders are cancelled.")
}
s.tradeCollector.Process()
return s.Persistence.Sync(s)
}
func (s *Strategy) Resume(ctx context.Context) error {
s.status = types.StrategyStatusRunning
return nil
}
func (s *Strategy) EmergencyStop(ctx context.Context) error {
// Close 100% position
percentage, _ := fixedpoint.NewFromString("100%")
err := s.ClosePosition(ctx, percentage)
// Suspend strategy
_ = s.Suspend(ctx)
return err
}
// Deprecated: LoadState method is migrated to the persistence struct tag.
func (s *Strategy) LoadState() error {
var state State
@ -544,7 +505,29 @@ func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.Subm
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
// StrategyController
s.status = types.StrategyStatusRunning
s.Status = types.StrategyStatusRunning
s.OnSuspend(func() {
s.Status = types.StrategyStatusStopped
// Cancel all order
if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error")
s.Notify("graceful cancel order error")
} else {
s.Notify("All orders are cancelled.")
}
s.tradeCollector.Process()
_ = s.Persistence.Sync(s)
})
s.OnEmergencyStop(func() {
// Close 100% position
percentage := fixedpoint.NewFromFloat(1.0)
_ = s.ClosePosition(ctx, percentage)
})
if s.DisableShort {
s.Long = &[]bool{true}[0]
@ -616,7 +599,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
// StrategyController
if s.status != types.StrategyStatusRunning {
if s.Status != types.StrategyStatusRunning {
return
}
@ -666,7 +649,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
// StrategyController
if s.status != types.StrategyStatusRunning {
if s.Status != types.StrategyStatusRunning {
return
}