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improve support strategy

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This commit is contained in:
c9s 2021-02-15 01:26:46 +08:00
parent bea750ca97
commit 0c9ca851e5
2 changed files with 25 additions and 23 deletions
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2
pkg/cmd/builtin.go
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@ -8,7 +8,7 @@ import (
_ "github.com/c9s/bbgo/pkg/strategy/grid"
_ "github.com/c9s/bbgo/pkg/strategy/mirrormaker"
_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
_ "github.com/c9s/bbgo/pkg/strategy/sat"
_ "github.com/c9s/bbgo/pkg/strategy/support"
_ "github.com/c9s/bbgo/pkg/strategy/swing"
_ "github.com/c9s/bbgo/pkg/strategy/trailingstop"
_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"

46
pkg/strategy/sat/strategy.go → pkg/strategy/support/strategy.go
View File

@ -1,4 +1,4 @@
package sat
package support
import (
"context"
@ -11,8 +11,8 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
// sat -- support and targets
const ID = "supportAndTargets"
// support -- support and targets
const ID = "support"
var log = logrus.WithField("strategy", ID)
@ -21,17 +21,19 @@ func init() {
}
type Target struct {
ProfitPercentage float64 `json:"profitPercentage"`
QuantityPercentage float64 `json:"quantityPercentage"`
ProfitPercentage float64 `json:"profitPercentage"`
QuantityPercentage float64 `json:"quantityPercentage"`
MarginOrderSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
}
type Strategy struct {
Symbol string `json:"symbol"`
Interval types.Interval `json:"interval"`
MovingAverageWindow int `json:"movingAverageWindow"`
Quantity fixedpoint.Value `json:"quantity"`
MinVolume fixedpoint.Value `json:"minVolume"`
Targets []Target `json:"targets"`
Symbol string `json:"symbol"`
Interval types.Interval `json:"interval"`
MovingAverageWindow int `json:"movingAverageWindow"`
Quantity fixedpoint.Value `json:"quantity"`
MinVolume fixedpoint.Value `json:"minVolume"`
MarginOrderSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
Targets []Target `json:"targets"`
}
func (s *Strategy) ID() string {
@ -92,16 +94,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.Infof("found support: close price %f is under EMA %f, volume %f > minimum volume %f", closePrice, ema.Last(), kline.Volume, s.MinVolume.Float64())
quantity := s.Quantity.Float64()
_, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: s.Symbol,
Market: market,
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: quantity,
// This is for Long position.
MarginSideEffect: types.SideEffectTypeMarginBuy,
})
orderForm := types.SubmitOrder{
Symbol: s.Symbol,
Market: market,
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: quantity,
MarginSideEffect: s.MarginOrderSideEffect,
}
_, err := orderExecutor.SubmitOrders(ctx, orderForm)
if err != nil {
log.WithError(err).Error("submit order error")
return
@ -120,8 +123,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
Price: targetPrice,
Quantity: targetQuantity,
// This is for Long position.
MarginSideEffect: types.SideEffectTypeAutoRepay,
MarginSideEffect: target.MarginOrderSideEffect,
TimeInForce: "GTC",
})
}