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fix: drift pnl and cumpnl
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parent
9f8b8d97d0
commit
14aa667d59
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@ -397,9 +397,11 @@ func (s *Strategy) initTickerFunctions(ctx context.Context) {
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var err error
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if numPending, err = s.smartCancel(ctx, pricef, atr); err != nil {
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log.WithError(err).Errorf("cannot cancel orders")
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s.positionLock.Unlock()
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return
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}
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if numPending > 0 {
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s.positionLock.Unlock()
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return
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}
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@ -645,9 +647,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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method.Bind(session, s.GeneralOrderExecutor)
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}
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profit := types.Float64Slice{1.}
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profit := types.Float64Slice{1., 1.}
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price, _ := s.Session.LastPrice(s.Symbol)
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cumProfit := types.Float64Slice{s.CalcAssetValue(price).Float64()}
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initAsset := s.CalcAssetValue(price).Float64()
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cumProfit := types.Float64Slice{initAsset, initAsset}
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modify := func(p float64) float64 {
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return p
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}
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