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https://github.com/c9s/bbgo.git
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backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
This commit is contained in:
parent
9631a2e551
commit
10d5a8a4f2
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@ -124,7 +124,8 @@ func (m *SimplePriceMatching) CancelOrder(o types.Order) (types.Order, error) {
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return o, nil
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return o, nil
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}
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}
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func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (closedOrders *types.Order, trades *types.Trade, err error) {
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// PlaceOrder returns the created order object, executed trade (if any) and error
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func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (*types.Order, *types.Trade, error) {
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// price for checking account balance, default price
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// price for checking account balance, default price
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price := o.Price
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price := o.Price
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@ -135,7 +136,7 @@ func (m *SimplePriceMatching) PlaceOrder(o types.SubmitOrder) (closedOrders *typ
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}
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}
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price = m.LastPrice
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price = m.LastPrice
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case types.OrderTypeLimit, types.OrderTypeLimitMaker:
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case types.OrderTypeLimit, types.OrderTypeStopLimit, types.OrderTypeLimitMaker:
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price = o.Price
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price = o.Price
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}
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}
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@ -301,11 +302,42 @@ func (m *SimplePriceMatching) newTradeFromOrder(order *types.Order, isMaker bool
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}
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}
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}
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}
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// BuyToPrice means price go up and the limit sell should be triggered
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func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade) {
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func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders []types.Order, trades []types.Trade) {
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klineMatchingLogger.Debugf("kline buy to price %s", price.String())
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klineMatchingLogger.Debugf("kline buy to price %s", price.String())
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var askOrders []types.Order
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var bidOrders []types.Order
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for _, o := range m.bidOrders {
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switch o.Type {
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case types.OrderTypeStopLimit:
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// should we trigger the order?
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if price.Compare(o.StopPrice) <= 0 {
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bidOrders = append(bidOrders, o)
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break
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}
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// convert this order to limit order
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// we use value object here, so it's a copy
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o.Type = types.OrderTypeLimit
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// is it a taker order?
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// higher than the current price, then it's a taker order
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if o.Price.Compare(price) >= 0 {
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// taker order, move it to the closed order
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o.ExecutedQuantity = o.Quantity
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o.Status = types.OrderStatusFilled
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closedOrders = append(closedOrders, o)
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} else {
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// keep it as a maker order
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bidOrders = append(bidOrders, o)
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}
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default:
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bidOrders = append(bidOrders, o)
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}
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}
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m.bidOrders = bidOrders
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var askOrders []types.Order
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for _, o := range m.askOrders {
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for _, o := range m.askOrders {
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switch o.Type {
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switch o.Type {
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@ -333,10 +365,13 @@ func (m *SimplePriceMatching) BuyToPrice(price fixedpoint.Value) (closedOrders [
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o.Type = types.OrderTypeLimit
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o.Type = types.OrderTypeLimit
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// is it a taker order?
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// is it a taker order?
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if price.Compare(o.Price) >= 0 {
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// higher than the current price, then it's a taker order
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if o.Price.Compare(price) >= 0 {
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// price protection, added by @zenix
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if o.Price.Compare(m.LastKLine.Low) < 0 {
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if o.Price.Compare(m.LastKLine.Low) < 0 {
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o.Price = m.LastKLine.Low
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o.Price = m.LastKLine.Low
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}
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}
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o.ExecutedQuantity = o.Quantity
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o.ExecutedQuantity = o.Quantity
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o.Status = types.OrderStatusFilled
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o.Status = types.OrderStatusFilled
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closedOrders = append(closedOrders, o)
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closedOrders = append(closedOrders, o)
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@ -386,6 +421,37 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
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klineMatchingLogger.Debugf("kline sell to price %s", price.String())
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klineMatchingLogger.Debugf("kline sell to price %s", price.String())
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var sellPrice = price
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var sellPrice = price
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var askOrders []types.Order
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for _, o := range m.askOrders {
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switch o.Type {
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case types.OrderTypeStopLimit:
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// if the price is lower than the stop price
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// we should trigger the stop sell order
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if sellPrice.Compare(o.StopPrice) > 0 {
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askOrders = append(askOrders, o)
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break
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}
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o.Type = types.OrderTypeLimit
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// if the order price is lower than the current price
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// it's a taker order
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if o.Price.Compare(sellPrice) <= 0 {
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o.ExecutedQuantity = o.Quantity
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o.Status = types.OrderStatusFilled
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closedOrders = append(closedOrders, o)
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} else {
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askOrders = append(askOrders, o)
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}
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default:
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askOrders = append(askOrders, o)
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}
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}
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m.askOrders = askOrders
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var bidOrders []types.Order
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var bidOrders []types.Order
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for _, o := range m.bidOrders {
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for _, o := range m.bidOrders {
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switch o.Type {
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switch o.Type {
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@ -402,11 +468,12 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
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}
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}
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case types.OrderTypeStopLimit:
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case types.OrderTypeStopLimit:
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// should we trigger the order
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// if the price is lower than the stop price
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// we should trigger the stop order
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if sellPrice.Compare(o.StopPrice) <= 0 {
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if sellPrice.Compare(o.StopPrice) <= 0 {
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o.Type = types.OrderTypeLimit
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o.Type = types.OrderTypeLimit
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if sellPrice.Compare(o.Price) <= 0 {
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if o.Price.Compare(sellPrice) <= 0 {
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if o.Price.Compare(m.LastKLine.High) > 0 {
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if o.Price.Compare(m.LastKLine.High) > 0 {
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o.Price = m.LastKLine.High
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o.Price = m.LastKLine.High
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}
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}
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@ -151,17 +151,7 @@ func newKLine(symbol string, interval types.Interval, startTime time.Time, o, h,
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}
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}
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}
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}
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func TestSimplePriceMatching_PlaceLimitOrder(t *testing.T) {
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func getTestMarket() types.Market {
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account := &types.Account{
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MakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
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TakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
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}
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account.UpdateBalances(types.BalanceMap{
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"USDT": {Currency: "USDT", Available: fixedpoint.NewFromFloat(1000000.0)},
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"BTC": {Currency: "BTC", Available: fixedpoint.NewFromFloat(100.0)},
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})
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market := types.Market{
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market := types.Market{
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Symbol: "BTCUSDT",
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Symbol: "BTCUSDT",
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PricePrecision: 8,
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PricePrecision: 8,
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@ -172,7 +162,98 @@ func TestSimplePriceMatching_PlaceLimitOrder(t *testing.T) {
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MinAmount: fixedpoint.MustNewFromString("10.0"),
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MinAmount: fixedpoint.MustNewFromString("10.0"),
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MinQuantity: fixedpoint.MustNewFromString("0.001"),
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MinQuantity: fixedpoint.MustNewFromString("0.001"),
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}
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}
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return market
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}
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func getTestAccount() *types.Account {
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account := &types.Account{
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MakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
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TakerFeeRate: fixedpoint.NewFromFloat(0.075 * 0.01),
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}
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account.UpdateBalances(types.BalanceMap{
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"USDT": {Currency: "USDT", Available: fixedpoint.NewFromFloat(1000000.0)},
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"BTC": {Currency: "BTC", Available: fixedpoint.NewFromFloat(100.0)},
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})
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return account
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}
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func TestSimplePriceMatching_StopLimitOrderBuy(t *testing.T) {
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account := getTestAccount()
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market := getTestMarket()
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engine := &SimplePriceMatching{
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Account: account,
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Market: market,
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closedOrders: make(map[uint64]types.Order),
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LastPrice: fixedpoint.NewFromFloat(19000.0),
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}
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stopOrder := types.SubmitOrder{
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Symbol: market.Symbol,
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Side: types.SideTypeBuy,
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Type: types.OrderTypeStopLimit,
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Quantity: fixedpoint.NewFromFloat(0.1),
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Price: fixedpoint.NewFromFloat(22000.0),
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StopPrice: fixedpoint.NewFromFloat(21000.0),
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TimeInForce: types.TimeInForceGTC,
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}
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createdOrder, trade, err := engine.PlaceOrder(stopOrder)
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assert.NoError(t, err)
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assert.Nil(t, trade, "place stop order should not trigger the stop buy")
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assert.NotNil(t, createdOrder, "place stop order should not trigger the stop buy")
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closedOrders, trades := engine.BuyToPrice(fixedpoint.NewFromFloat(20000.0))
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assert.Len(t, closedOrders, 0, "price change far from the price should not trigger the stop buy")
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assert.Len(t, trades, 0, "price change far from the price should not trigger the stop buy")
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closedOrders, trades = engine.BuyToPrice(fixedpoint.NewFromFloat(21001.0))
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assert.Len(t, closedOrders, 1, "should trigger the stop buy order")
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assert.Len(t, trades, 1, "should have stop order trade executed")
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assert.Equal(t, types.OrderStatusFilled, closedOrders[0].Status)
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assert.Equal(t, types.OrderTypeLimit, closedOrders[0].Type)
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assert.Equal(t, stopOrder.Price, trades[0].Price)
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}
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func TestSimplePriceMatching_StopLimitOrderSell(t *testing.T) {
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account := getTestAccount()
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market := getTestMarket()
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engine := &SimplePriceMatching{
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Account: account,
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Market: market,
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closedOrders: make(map[uint64]types.Order),
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LastPrice: fixedpoint.NewFromFloat(22000.0),
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}
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stopOrder := types.SubmitOrder{
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Symbol: market.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeStopLimit,
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Quantity: fixedpoint.NewFromFloat(0.1),
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Price: fixedpoint.NewFromFloat(20000.0),
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StopPrice: fixedpoint.NewFromFloat(21000.0),
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TimeInForce: types.TimeInForceGTC,
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}
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createdOrder, trade, err := engine.PlaceOrder(stopOrder)
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assert.NoError(t, err)
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assert.Nil(t, trade, "place stop order should not trigger the stop sell")
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assert.NotNil(t, createdOrder, "place stop order should not trigger the stop sell")
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closedOrders, trades := engine.SellToPrice(fixedpoint.NewFromFloat(21500.0))
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assert.Len(t, closedOrders, 0, "price change far from the price should not trigger the stop buy")
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assert.Len(t, trades, 0, "price change far from the price should not trigger the stop buy")
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closedOrders, trades = engine.SellToPrice(fixedpoint.NewFromFloat(20990.0))
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assert.Len(t, closedOrders, 1, "should trigger the stop sell order")
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assert.Len(t, trades, 1, "should have stop order trade executed")
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assert.Equal(t, types.OrderStatusFilled, closedOrders[0].Status)
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assert.Equal(t, types.OrderTypeLimit, closedOrders[0].Type)
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assert.Equal(t, stopOrder.Price, trades[0].Price)
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}
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func TestSimplePriceMatching_PlaceLimitOrder(t *testing.T) {
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account := getTestAccount()
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market := getTestMarket()
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engine := &SimplePriceMatching{
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engine := &SimplePriceMatching{
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Account: account,
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Account: account,
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Market: market,
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Market: market,
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@ -220,16 +220,38 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.orderExecutor.Bind()
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s.orderExecutor.Bind()
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store, _ := session.MarketDataStore(s.Symbol)
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store, _ := session.MarketDataStore(s.Symbol)
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standardIndicator, _ := session.StandardIndicatorSet(s.Symbol)
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s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
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s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
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s.pivot.Bind(store)
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s.pivot.Bind(store)
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if kLinesP, ok := store.KLinesOfInterval(s.IntervalWindow.Interval); ok {
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s.pivot.Update(*kLinesP)
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}
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// update pivot low data
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session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
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if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
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return
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}
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lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
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if lastLow.IsZero() {
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return
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}
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if lastLow.Compare(s.lastLow) != 0 {
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log.Infof("new pivot low detected: %f %s", s.pivot.LastLow(), kline.EndTime.Time())
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}
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s.lastLow = lastLow
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s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
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})
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if s.BounceShort != nil && s.BounceShort.Enabled {
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if s.BounceShort != nil && s.BounceShort.Enabled {
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s.resistancePivot = &indicator.Pivot{IntervalWindow: s.BounceShort.IntervalWindow}
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s.resistancePivot = &indicator.Pivot{IntervalWindow: s.BounceShort.IntervalWindow}
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s.resistancePivot.Bind(store)
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s.resistancePivot.Bind(store)
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}
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}
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standardIndicator, _ := session.StandardIndicatorSet(s.Symbol)
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if s.BreakLow.StopEMA != nil {
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if s.BreakLow.StopEMA != nil {
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s.stopEWMA = standardIndicator.EWMA(*s.BreakLow.StopEMA)
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s.stopEWMA = standardIndicator.EWMA(*s.BreakLow.StopEMA)
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}
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}
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@ -298,6 +320,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.pivotLowPrices = s.pivotLowPrices[len(s.pivotLowPrices)-10:]
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s.pivotLowPrices = s.pivotLowPrices[len(s.pivotLowPrices)-10:]
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}
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}
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ratio := fixedpoint.One.Add(s.BreakLow.Ratio)
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breakPrice := previousLow.Mul(ratio)
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closePrice := kline.Close
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// if previous low is not break, skip
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if closePrice.Compare(breakPrice) >= 0 {
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return
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}
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log.Infof("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
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// stop EMA protection
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// stop EMA protection
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if s.stopEWMA != nil && !s.BreakLow.StopEMARange.IsZero() {
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if s.stopEWMA != nil && !s.BreakLow.StopEMARange.IsZero() {
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ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
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ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
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@ -306,19 +339,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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}
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emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.BreakLow.StopEMARange))
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emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.BreakLow.StopEMARange))
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if kline.Close.Compare(emaStopShortPrice) < 0 {
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if closePrice.Compare(emaStopShortPrice) < 0 {
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log.Infof("stopEMA protection: close price %f < EMA(%v) = %f", closePrice.Float64(), s.BreakLow.StopEMA, ema.Float64())
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return
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return
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}
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}
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}
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}
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ratio := fixedpoint.One.Add(s.BreakLow.Ratio)
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breakPrice := previousLow.Mul(ratio)
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// if previous low is not break, skip
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if kline.Close.Compare(breakPrice) >= 0 {
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return
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}
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_ = s.orderExecutor.GracefulCancel(ctx)
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_ = s.orderExecutor.GracefulCancel(ctx)
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quantity := s.useQuantityOrBaseBalance(s.BreakLow.Quantity)
|
quantity := s.useQuantityOrBaseBalance(s.BreakLow.Quantity)
|
||||||
|
@ -374,27 +400,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
||||||
})
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
|
|
||||||
// StrategyController
|
|
||||||
if s.Status != types.StrategyStatusRunning {
|
|
||||||
return
|
|
||||||
}
|
|
||||||
|
|
||||||
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
|
|
||||||
return
|
|
||||||
}
|
|
||||||
|
|
||||||
if s.pivot.LastLow() > 0.0 {
|
|
||||||
lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
|
|
||||||
if lastLow.Compare(s.lastLow) != 0 {
|
|
||||||
log.Infof("new pivot low detected: %f %s", s.pivot.LastLow(), kline.EndTime.Time())
|
|
||||||
}
|
|
||||||
|
|
||||||
s.lastLow = lastLow
|
|
||||||
s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
|
|
||||||
}
|
|
||||||
})
|
|
||||||
|
|
||||||
s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
|
s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
|
||||||
_, _ = fmt.Fprintln(os.Stderr, s.TradeStats.String())
|
_, _ = fmt.Fprintln(os.Stderr, s.TradeStats.String())
|
||||||
wg.Done()
|
wg.Done()
|
||||||
|
|
|
@ -271,7 +271,7 @@ func (o Order) String() string {
|
||||||
orderID = strconv.FormatUint(o.OrderID, 10)
|
orderID = strconv.FormatUint(o.OrderID, 10)
|
||||||
}
|
}
|
||||||
|
|
||||||
return fmt.Sprintf("ORDER %s | %s | %s | %s | %s %-4s | %s/%s @ %s | %s",
|
desc := fmt.Sprintf("ORDER %s | %s | %s | %s | %s %-4s | %s/%s @ %s",
|
||||||
o.Exchange.String(),
|
o.Exchange.String(),
|
||||||
o.CreationTime.Time().Local().Format(time.RFC1123),
|
o.CreationTime.Time().Local().Format(time.RFC1123),
|
||||||
orderID,
|
orderID,
|
||||||
|
@ -280,8 +280,13 @@ func (o Order) String() string {
|
||||||
o.Side,
|
o.Side,
|
||||||
o.ExecutedQuantity.String(),
|
o.ExecutedQuantity.String(),
|
||||||
o.Quantity.String(),
|
o.Quantity.String(),
|
||||||
o.Price.String(),
|
o.Price.String())
|
||||||
o.Status)
|
|
||||||
|
if o.Type == OrderTypeStopLimit {
|
||||||
|
desc += " Stop @ " + o.StopPrice.String()
|
||||||
|
}
|
||||||
|
|
||||||
|
return desc + " | " + string(o.Status)
|
||||||
}
|
}
|
||||||
|
|
||||||
// PlainText is used for telegram-styled messages
|
// PlainText is used for telegram-styled messages
|
||||||
|
|
Loading…
Reference in New Issue
Block a user