lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

xdepthmaker: replace AtomicAdd with Add

Browse Source
This commit is contained in:
c9s 2023-12-08 00:21:53 +08:00
parent ab3579700f
commit 3048a13f0b
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
2 changed files with 6 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
pkg/fixedpoint/dec.go
View File

@ -1197,7 +1197,7 @@ func align(x, y *Value) bool {
}
yshift = e
// check(0 <= yshift && yshift <= 20)
//y.coef = (y.coef + halfpow10[yshift]) / pow10[yshift]
// y.coef = (y.coef + halfpow10[yshift]) / pow10[yshift]
y.coef = (y.coef) / pow10[yshift]
// check(int(y.exp)+yshift == int(x.exp))
return true

7
pkg/strategy/xdepthmaker/strategy.go
View File

@ -148,7 +148,8 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
// 1) short position -> reduce short position
// 2) short position -> increase short position
if trade.Exchange == s.hedgeSession.ExchangeName {
s.CoveredPosition.AtomicAdd(c)
// TODO: make this atomic
s.CoveredPosition = s.CoveredPosition.Add(c)
}
s.ProfitStats.AddTrade(trade)
@ -557,9 +558,9 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
// if the hedge is on sell side, then we should add positive position
switch side {
case types.SideTypeSell:
s.CoveredPosition.AtomicAdd(quantity)
s.CoveredPosition = s.CoveredPosition.Add(quantity)
case types.SideTypeBuy:
s.CoveredPosition.AtomicAdd(quantity.Neg())
s.CoveredPosition = s.CoveredPosition.Add(quantity.Neg())
}
}