strategy: fix irr

config/irr.yaml

@@ -13,22 +13,21 @@ sessions:
 
 exchangeStrategies:
 - on: binance
-  oneliner:
+  irr:
     symbol: BTCBUSD
-    interval: 1m
+    interval: 1s
     window: 120
     amount: 5_000.0
 
 backtest:
   sessions:
     - binance
-  startTime: "2021-01-01"
+  startTime: "2022-10-01"
-  endTime: "2022-09-30"
+  endTime: "2022-10-04"
   symbols:
     - BTCBUSD
   accounts:
     binance:
       takerFeeRate: 0.0
       balances:
-#        ETH: 1
         BUSD: 5_000.0

pkg/strategy/irr/strategy.go

@@ -213,9 +213,21 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 		// use kline direction to prevent reversing position too soon
 		if diffQty.Sign() > 0 { // && kline.Direction() >= 0
-			s.orderExecutor.OpenPosition(context.Background(), bbgo.OpenPositionOptions{Quantity: diffQty.Abs(), Long: true, LimitOrder: false})
+			_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
+				Symbol:   s.Symbol,
+				Side:     types.SideTypeBuy,
+				Quantity: diffQty.Abs(),
+				Type:     types.OrderTypeMarket,
+				Tag:      "irr buy more",
+			})
 		} else if diffQty.Sign() < 0 { // && kline.Direction() <= 0
-			s.orderExecutor.OpenPosition(context.Background(), bbgo.OpenPositionOptions{Quantity: diffQty.Abs(), Short: true, LimitOrder: false})
+			_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
+				Symbol:   s.Symbol,
+				Side:     types.SideTypeSell,
+				Quantity: diffQty.Abs(),
+				Type:     types.OrderTypeMarket,
+				Tag:      "irr sell more",
+			})
 		}
 
 	}))