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xmaker: use v2 indicator boll

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c9s 2024-08-24 13:28:32 +08:00
parent 1c1959b8a8
commit 0df56ad6e7
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1 changed files with 5 additions and 16 deletions
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21
pkg/strategy/xmaker/strategy.go
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@ -13,7 +13,7 @@ import (
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/core"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/indicator"
indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
"github.com/c9s/bbgo/pkg/pricesolver"
"github.com/c9s/bbgo/pkg/risk/circuitbreaker"
"github.com/c9s/bbgo/pkg/types"
@ -96,7 +96,7 @@ type Strategy struct {
makerMarket, sourceMarket types.Market
// boll is the BOLLINGER indicator we used for predicting the price.
boll *indicator.BOLL
boll *indicatorv2.BOLLStream
state *State
@ -769,24 +769,16 @@ func (s *Strategy) CrossRun(
return fmt.Errorf("maker session market %s is not defined", s.Symbol)
}
standardIndicatorSet := s.sourceSession.StandardIndicatorSet(s.Symbol)
indicators := s.sourceSession.Indicators(s.Symbol)
if !ok {
return fmt.Errorf("%s standard indicator set not found", s.Symbol)
}
s.boll = standardIndicatorSet.BOLL(types.IntervalWindow{
s.boll = indicators.BOLL(types.IntervalWindow{
Interval: s.BollBandInterval,
Window: 21,
}, 1.0)
if store, ok := s.sourceSession.MarketDataStore(s.Symbol); ok {
if klines, ok2 := store.KLinesOfInterval(s.BollBandInterval); ok2 {
for i := 0; i < len(*klines); i++ {
s.boll.CalculateAndUpdate((*klines)[0 : i+1])
}
}
}
// restore state
instanceID := s.InstanceID()
s.groupID = util.FNV32(instanceID)
@ -956,10 +948,7 @@ func (s *Strategy) CrossRun(
// wait for the quoter to stop
time.Sleep(s.UpdateInterval.Duration())
shutdownCtx, cancelShutdown := context.WithTimeout(context.TODO(), time.Minute)
defer cancelShutdown()
if err := s.activeMakerOrders.GracefulCancel(shutdownCtx, s.makerSession.Exchange); err != nil {
if err := s.activeMakerOrders.GracefulCancel(ctx, s.makerSession.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel error")
}