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fix: drift pnl and cumpnl

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This commit is contained in:
zenix 2022-08-16 12:45:40 +09:00
parent 9f8b8d97d0
commit 14aa667d59
1 changed files with 5 additions and 2 deletions
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7
pkg/strategy/drift/strategy.go
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@ -397,9 +397,11 @@ func (s *Strategy) initTickerFunctions(ctx context.Context) {
var err error
if numPending, err = s.smartCancel(ctx, pricef, atr); err != nil {
log.WithError(err).Errorf("cannot cancel orders")
s.positionLock.Unlock()
return
}
if numPending > 0 {
s.positionLock.Unlock()
return
}
@ -645,9 +647,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
method.Bind(session, s.GeneralOrderExecutor)
}
profit := types.Float64Slice{1.}
profit := types.Float64Slice{1., 1.}
price, _ := s.Session.LastPrice(s.Symbol)
cumProfit := types.Float64Slice{s.CalcAssetValue(price).Float64()}
initAsset := s.CalcAssetValue(price).Float64()
cumProfit := types.Float64Slice{initAsset, initAsset}
modify := func(p float64) float64 {
return p
}