lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pivotshort: add BreakInterval config

Browse Source
This commit is contained in:
c9s 2022-08-31 12:59:28 +08:00
parent 3598550d3f
commit 149b1e1444
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 13 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
pkg/strategy/pivotshort/failedbreakhigh.go
View File

@ -14,8 +14,13 @@ import (
type FailedBreakHigh struct {
Symbol string
Market types.Market
// IntervalWindow is used for finding the pivot high
types.IntervalWindow
// BreakInterval is used for checking failed break
BreakInterval types.Interval `json:"breakInterval"`
Enabled bool `json:"enabled"`
// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
@ -44,8 +49,13 @@ type FailedBreakHigh struct {
}
func (s *FailedBreakHigh) Subscribe(session *bbgo.ExchangeSession) {
if s.BreakInterval == "" {
s.BreakInterval = types.Interval1m
}
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.BreakInterval})
if s.StopEMA != nil {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.StopEMA.Interval})
@ -73,7 +83,7 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
if s.VWMA != nil {
s.vwma = standardIndicator.VWMA(types.IntervalWindow{
Interval: s.Interval,
Interval: s.BreakInterval,
Window: s.VWMA.Window,
})
}
@ -108,7 +118,7 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
// if the position is already opened, and we just break the low, this checks if the kline closed above the low,
// so that we can close the position earlier
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(k types.KLine) {
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.BreakInterval, func(k types.KLine) {
if !s.Enabled {
return
}
@ -135,7 +145,7 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
}
}))
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.BreakInterval, func(kline types.KLine) {
if len(s.PivotHighPrices) == 0 || s.lastHigh.IsZero() {
log.Infof("currently there is no pivot high prices, can not check failed break high...")
return