From 1f94ae1c19b16a306c96bb2b5b89e3361d2d753e Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Thu, 26 Aug 2021 11:32:39 +0800
Subject: [PATCH] bbgo: move moving average settings struct into bbgo

---
 pkg/bbgo/moving_average_settings.go | 47 +++++++++++++++++++++++++++++
 pkg/strategy/schedule/strategy.go   | 45 ++-------------------------
 2 files changed, 49 insertions(+), 43 deletions(-)
 create mode 100644 pkg/bbgo/moving_average_settings.go

diff --git a/pkg/bbgo/moving_average_settings.go b/pkg/bbgo/moving_average_settings.go
new file mode 100644
index 000000000..2b1f209bb
--- /dev/null
+++ b/pkg/bbgo/moving_average_settings.go
@@ -0,0 +1,47 @@
+package bbgo
+
+import (
+	"fmt"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/strategy/schedule"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type MovingAverageSettings struct {
+	Type     string         `json:"type"`
+	Interval types.Interval `json:"interval"`
+	Window   int            `json:"window"`
+
+	Side     *types.SideType   `json:"side"`
+	Quantity *fixedpoint.Value `json:"quantity"`
+	Amount   *fixedpoint.Value `json:"amount"`
+}
+
+func (settings MovingAverageSettings) IntervalWindow() types.IntervalWindow {
+	var window = 99
+	if settings.Window > 0 {
+		window = settings.Window
+	}
+
+	return types.IntervalWindow{
+		Interval: settings.Interval,
+		Window:   window,
+	}
+}
+
+func (settings *MovingAverageSettings) Indicator(indicatorSet *StandardIndicatorSet) (inc schedule.Float64Indicator, err error) {
+	var iw = settings.IntervalWindow()
+
+	switch settings.Type {
+	case "SMA":
+		inc = indicatorSet.SMA(iw)
+
+	case "EWMA", "EMA":
+		inc = indicatorSet.EWMA(iw)
+
+	default:
+		return nil, fmt.Errorf("unsupported moving average type: %s", settings.Type)
+	}
+
+	return inc, nil
+}
diff --git a/pkg/strategy/schedule/strategy.go b/pkg/strategy/schedule/strategy.go
index c15579a94..0ba01f1c8 100644
--- a/pkg/strategy/schedule/strategy.go
+++ b/pkg/strategy/schedule/strategy.go
@@ -2,8 +2,6 @@ package schedule
 
 import (
 	"context"
-	"fmt"
-
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/pkg/errors"
 	log "github.com/sirupsen/logrus"
@@ -23,45 +21,6 @@ type Float64Indicator interface {
 	Last() float64
 }
 
-type MovingAverageSettings struct {
-	Type     string         `json:"type"`
-	Interval types.Interval `json:"interval"`
-	Window   int            `json:"window"`
-
-	Side     *types.SideType   `json:"side"`
-	Quantity *fixedpoint.Value `json:"quantity"`
-	Amount   *fixedpoint.Value `json:"amount"`
-}
-
-func (settings MovingAverageSettings) IntervalWindow() types.IntervalWindow {
-	var window = 99
-	if settings.Window > 0 {
-		window = settings.Window
-	}
-
-	return types.IntervalWindow{
-		Interval: settings.Interval,
-		Window:   window,
-	}
-}
-
-func (settings *MovingAverageSettings) Indicator(indicatorSet *bbgo.StandardIndicatorSet) (inc Float64Indicator, err error) {
-	var iw = settings.IntervalWindow()
-
-	switch settings.Type {
-	case "SMA":
-		inc = indicatorSet.SMA(iw)
-
-	case "EWMA", "EMA":
-		inc = indicatorSet.EWMA(iw)
-
-	default:
-		return nil, fmt.Errorf("unsupported moving average type: %s", settings.Type)
-	}
-
-	return inc, nil
-}
-
 type Strategy struct {
 	Market types.Market
 
@@ -85,9 +44,9 @@ type Strategy struct {
 
 	Amount fixedpoint.Value `json:"amount,omitempty"`
 
-	BelowMovingAverage *MovingAverageSettings `json:"belowMovingAverage,omitempty"`
+	BelowMovingAverage *bbgo.MovingAverageSettings `json:"belowMovingAverage,omitempty"`
 
-	AboveMovingAverage *MovingAverageSettings `json:"aboveMovingAverage,omitempty"`
+	AboveMovingAverage *bbgo.MovingAverageSettings `json:"aboveMovingAverage,omitempty"`
 }
 
 func (s *Strategy) ID() string {