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strategy/linregmaker: fix faster decrease logic

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This commit is contained in:
Andy Cheng 2022-12-14 11:52:15 +08:00
parent 2ecdae6530
commit 2b8a5fe755
1 changed files with 5 additions and 7 deletions
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12
pkg/strategy/linregmaker/strategy.go
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@ -374,14 +374,12 @@ func (s *Strategy) getOrderQuantities(askPrice fixedpoint.Value, bidPrice fixedp
log.Infof("%s caculated buy qty %v, sell qty %v", s.Symbol, buyQuantity, sellQuantity)
// Faster position decrease
if s.isAllowOppositePosition() {
if s.mainTrendCurrent == types.DirectionUp {
sellQuantity = sellQuantity.Mul(s.FasterDecreaseRatio)
} else if s.mainTrendCurrent == types.DirectionDown {
buyQuantity = buyQuantity.Mul(s.FasterDecreaseRatio)
}
log.Infof("%s faster position decrease: buy qty %v, sell qty %v", s.Symbol, buyQuantity, sellQuantity)
if s.mainTrendCurrent == types.DirectionUp && s.SlowLinReg.Last() < 0 {
sellQuantity = sellQuantity.Mul(s.FasterDecreaseRatio)
} else if s.mainTrendCurrent == types.DirectionDown && s.SlowLinReg.Last() > 0 {
buyQuantity = buyQuantity.Mul(s.FasterDecreaseRatio)
}
log.Infof("%s faster position decrease: buy qty %v, sell qty %v", s.Symbol, buyQuantity, sellQuantity)
// Reduce order qty to fit current position
if !s.isAllowOppositePosition() {