From 2e00e584421b9235713295fd4e063960afc70cbb Mon Sep 17 00:00:00 2001
From: Andy Cheng <andy.cheng@richsoda.com>
Date: Thu, 16 Mar 2023 18:39:27 +0800
Subject: [PATCH] exits/hhllstop: add hhllstop to exits

---
 pkg/bbgo/exit.go            | 20 +++++++++++++++-----
 pkg/bbgo/exit_hh_ll_stop.go | 14 +++++++-------
 2 files changed, 22 insertions(+), 12 deletions(-)

diff --git a/pkg/bbgo/exit.go b/pkg/bbgo/exit.go
index e4a59e6e0..aedc936d6 100644
--- a/pkg/bbgo/exit.go
+++ b/pkg/bbgo/exit.go
@@ -29,16 +29,17 @@ func (s *ExitMethodSet) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
 }
 
 type ExitMethod struct {
-	RoiStopLoss               *RoiStopLoss               `json:"roiStopLoss"`
-	ProtectiveStopLoss        *ProtectiveStopLoss        `json:"protectiveStopLoss"`
-	RoiTakeProfit             *RoiTakeProfit             `json:"roiTakeProfit"`
-	TrailingStop              *TrailingStop2             `json:"trailingStop"`
+	RoiStopLoss            *RoiStopLoss            `json:"roiStopLoss"`
+	ProtectiveStopLoss     *ProtectiveStopLoss     `json:"protectiveStopLoss"`
+	RoiTakeProfit          *RoiTakeProfit          `json:"roiTakeProfit"`
+	TrailingStop           *TrailingStop2          `json:"trailingStop"`
+	HigherHighLowerLowStop *HigherHighLowerLowStop `json:"higherHighLowerLowStopLoss"`
 
 	// Exit methods for short positions
 	// =================================================
 	LowerShadowTakeProfit     *LowerShadowTakeProfit     `json:"lowerShadowTakeProfit"`
 	CumulatedVolumeTakeProfit *CumulatedVolumeTakeProfit `json:"cumulatedVolumeTakeProfit"`
-	SupportTakeProfit         *SupportTakeProfit       `json:"supportTakeProfit"`
+	SupportTakeProfit         *SupportTakeProfit         `json:"supportTakeProfit"`
 }
 
 func (e ExitMethod) String() string {
@@ -78,6 +79,11 @@ func (e ExitMethod) String() string {
 		buf.WriteString("supportTakeProfit: " + string(b) + ", ")
 	}
 
+	if e.HigherHighLowerLowStop != nil {
+		b, _ := json.Marshal(e.HigherHighLowerLowStop)
+		buf.WriteString("hhllStop: " + string(b) + ", ")
+	}
+
 	return buf.String()
 }
 
@@ -135,4 +141,8 @@ func (m *ExitMethod) Bind(session *ExchangeSession, orderExecutor *GeneralOrderE
 	if m.TrailingStop != nil {
 		m.TrailingStop.Bind(session, orderExecutor)
 	}
+
+	if m.HigherHighLowerLowStop != nil {
+		m.HigherHighLowerLowStop.Bind(session, orderExecutor)
+	}
 }
diff --git a/pkg/bbgo/exit_hh_ll_stop.go b/pkg/bbgo/exit_hh_ll_stop.go
index 7c3c0270d..0b3d57fdd 100644
--- a/pkg/bbgo/exit_hh_ll_stop.go
+++ b/pkg/bbgo/exit_hh_ll_stop.go
@@ -8,7 +8,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type HigherHighLowerLowStopLoss struct {
+type HigherHighLowerLowStop struct {
 	Symbol string `json:"symbol"`
 
 	Side types.SideType `json:"side"`
@@ -45,14 +45,14 @@ type HigherHighLowerLowStopLoss struct {
 }
 
 // Subscribe required k-line stream
-func (s *HigherHighLowerLowStopLoss) Subscribe(session *ExchangeSession) {
+func (s *HigherHighLowerLowStop) Subscribe(session *ExchangeSession) {
 	// use 1m kline to handle roi stop
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }
 
 // updateActivated checks the position cost against the close price, activation ratio, and deactivation ratio to
 // determine whether this stop should be activated
-func (s *HigherHighLowerLowStopLoss) updateActivated(position *types.Position, closePrice fixedpoint.Value) {
+func (s *HigherHighLowerLowStop) updateActivated(position *types.Position, closePrice fixedpoint.Value) {
 	if position.IsClosed() || position.IsDust(closePrice) {
 		s.activated = false
 	} else if s.activated {
@@ -88,7 +88,7 @@ func (s *HigherHighLowerLowStopLoss) updateActivated(position *types.Position, c
 	}
 }
 
-func (s *HigherHighLowerLowStopLoss) updateHighLowNumber(kline types.KLine) {
+func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) {
 	if !s.activated {
 		s.reset()
 		return
@@ -116,7 +116,7 @@ func (s *HigherHighLowerLowStopLoss) updateHighLowNumber(kline types.KLine) {
 	s.klines.Truncate(s.Window - 1)
 }
 
-func (s *HigherHighLowerLowStopLoss) shouldStop(position *types.Position) bool {
+func (s *HigherHighLowerLowStop) shouldStop(position *types.Position) bool {
 	if s.activated {
 		highs := 0
 		lows := 0
@@ -146,12 +146,12 @@ func (s *HigherHighLowerLowStopLoss) shouldStop(position *types.Position) bool {
 	return false
 }
 
-func (s *HigherHighLowerLowStopLoss) reset() {
+func (s *HigherHighLowerLowStop) reset() {
 	s.highLows = []types.Direction{}
 	s.klines.Truncate(0)
 }
 
-func (s *HigherHighLowerLowStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
+func (s *HigherHighLowerLowStop) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
 	s.session = session
 	s.orderExecutor = orderExecutor