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Merge pull request #933 from COLDTURNIP/fix/bollmaker_dyn_spread_setting_backward_compatibility

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bollmaker: fix backward compatibility of dynamic spread settings
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Yo-An Lin 2022-09-11 23:20:24 +08:00 committed by GitHub
commit 1ea8b79654
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1 changed files with 7 additions and 1 deletions
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8
pkg/strategy/bollmaker/dynamic_spread.go
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@ -30,7 +30,13 @@ type DynamicSpreadSettings struct {
func (ds *DynamicSpreadSettings) Initialize(symbol string, session *bbgo.ExchangeSession, neutralBoll, defaultBoll *indicator.BOLL) { func (ds *DynamicSpreadSettings) Initialize(symbol string, session *bbgo.ExchangeSession, neutralBoll, defaultBoll *indicator.BOLL) {
switch { switch {
case ds.Enabled != nil && !*ds.Enabled: case ds.Enabled != nil && !*ds.Enabled:
// do nothing // backward compatibility
ds.AmpSpreadSettings = &DynamicSpreadAmpSettings{
IntervalWindow: ds.IntervalWindow,
AskSpreadScale: ds.AskSpreadScale,
BidSpreadScale: ds.BidSpreadScale,
}
ds.AmpSpreadSettings.initialize(symbol, session)
case ds.AmpSpreadSettings != nil: case ds.AmpSpreadSettings != nil:
ds.AmpSpreadSettings.initialize(symbol, session) ds.AmpSpreadSettings.initialize(symbol, session)
case ds.WeightedBollWidthRatioSpreadSettings != nil: case ds.WeightedBollWidthRatioSpreadSettings != nil: