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strategy: Validate()

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This commit is contained in:
Andy Cheng 2022-05-30 16:22:13 +08:00
parent 0e1e5369f2
commit 07fe68d740
1 changed files with 12 additions and 7 deletions
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19
pkg/strategy/supertrend/strategy.go
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@ -20,8 +20,6 @@ const ID = "supertrend"
const stateKey = "state-v1"
var NotionalModifier = fixedpoint.NewFromFloat(1.0001)
var log = logrus.WithField("strategy", ID)
func init() {
@ -163,7 +161,14 @@ func (s *Strategy) Validate() error {
return errors.New("symbol is required")
}
// TODO: Validate DEMA window and ATR window
if len(s.Interval) == 0 {
return errors.New("interval is required")
}
if s.Leverage == 0.0 {
return errors.New("leverage is required")
}
return nil
}
@ -184,12 +189,12 @@ func (s *Strategy) SetupIndicators() {
s.SlowDEMA = &indicator.DEMA{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.SlowDEMAWindow}}
if s.SuperTrend.AverageTrueRangeWindow == 0 {
s.SuperTrend.AverageTrueRangeWindow = 43
s.SuperTrend.AverageTrueRangeWindow = 39
}
s.SuperTrend.AverageTrueRange = &indicator.ATR{IntervalWindow: types.IntervalWindow{Window: s.SuperTrend.AverageTrueRangeWindow, Interval: s.Interval}}
s.SuperTrend.trend = types.DirectionUp
if s.SuperTrend.AverageTrueRangeMultiplier == 0 {
s.SuperTrend.AverageTrueRangeMultiplier = 4
s.SuperTrend.AverageTrueRangeMultiplier = 3
}
}
@ -290,7 +295,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if side == types.SideTypeBuy || side == types.SideTypeSell {
orderForm := s.GenerateOrderForm(side, quantity)
log.Infof("submit TP/SL order %v", orderForm)
order, err := s.session.Exchange.SubmitOrders(ctx, orderForm)
order, err := orderExecutor.SubmitOrders(ctx, orderForm)
if err != nil {
log.WithError(err).Errorf("can not place TP/SL order")
}
@ -309,7 +314,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if side == types.SideTypeSell || side == types.SideTypeBuy {
orderForm := s.GenerateOrderForm(side, s.CalculateQuantity(kline.GetClose()))
log.Infof("submit open position order %v", orderForm)
order, err := s.session.Exchange.SubmitOrders(ctx, orderForm)
order, err := orderExecutor.SubmitOrders(ctx, orderForm)
if err != nil {
log.WithError(err).Errorf("can not place open position order")
}