From 371db8e7d1cb272f1a30160dcfb21410ba0f4598 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Fri, 30 Aug 2024 17:18:29 +0800
Subject: [PATCH] xmaker: update signal conditions to metrics

---
 pkg/strategy/xmaker/signal_boll.go | 13 +++++++------
 pkg/strategy/xmaker/signal_book.go |  8 +++-----
 2 files changed, 10 insertions(+), 11 deletions(-)

diff --git a/pkg/strategy/xmaker/signal_boll.go b/pkg/strategy/xmaker/signal_boll.go
index c906ad709..f40cd1edc 100644
--- a/pkg/strategy/xmaker/signal_boll.go
+++ b/pkg/strategy/xmaker/signal_boll.go
@@ -63,15 +63,14 @@ func (s *BollingerBandTrendSignal) CalculateSignal(ctx context.Context) (float64
 	lastDownBand := fixedpoint.NewFromFloat(s.indicator.DownBand.Last(0))
 	lastUpBand := fixedpoint.NewFromFloat(s.indicator.UpBand.Last(0))
 
-	// if the price is inside the band, do not vote
-	if closePrice.Compare(lastDownBand) > 0 && closePrice.Compare(lastUpBand) < 0 {
-		return 0.0, nil
-	}
-
 	maxBandWidth := s.indicator.StdDev.Last(0) * s.MaxBandWidth
 
 	signal := 0.0
-	if closePrice.Compare(lastDownBand) < 0 {
+
+	// if the price is inside the band, do not vote
+	if closePrice.Compare(lastDownBand) > 0 && closePrice.Compare(lastUpBand) < 0 {
+		signal = 0.0
+	} else if closePrice.Compare(lastDownBand) < 0 {
 		signal = lastDownBand.Sub(closePrice).Float64() / maxBandWidth * -2.0
 	} else if closePrice.Compare(lastUpBand) > 0 {
 		signal = closePrice.Sub(lastUpBand).Float64() / maxBandWidth * 2.0
@@ -82,5 +81,7 @@ func (s *BollingerBandTrendSignal) CalculateSignal(ctx context.Context) (float64
 		lastUpBand.Float64(),
 		lastDownBand.Float64(),
 		closePrice.Float64())
+
+	bollingerBandSignalMetrics.WithLabelValues(s.symbol).Set(signal)
 	return signal, nil
 }
diff --git a/pkg/strategy/xmaker/signal_book.go b/pkg/strategy/xmaker/signal_book.go
index 0423026a7..ac7288e51 100644
--- a/pkg/strategy/xmaker/signal_book.go
+++ b/pkg/strategy/xmaker/signal_book.go
@@ -45,17 +45,15 @@ func (s *OrderBookBestPriceVolumeSignal) CalculateSignal(ctx context.Context) (f
 		return 0.0, nil
 	}
 
-	if bid.Volume.Compare(s.MinVolume) < 0 && ask.Volume.Compare(s.MinVolume) < 0 {
-		return 0.0, nil
-	}
-
 	// TODO: may use scale to define this
 	sumVol := bid.Volume.Add(ask.Volume)
 	bidRatio := bid.Volume.Div(sumVol)
 	askRatio := ask.Volume.Div(sumVol)
 	denominator := fixedpoint.One.Sub(s.RatioThreshold)
 	signal := 0.0
-	if bidRatio.Compare(s.RatioThreshold) >= 0 {
+	if bid.Volume.Compare(s.MinVolume) < 0 && ask.Volume.Compare(s.MinVolume) < 0 {
+		signal = 0.0
+	} else if bidRatio.Compare(s.RatioThreshold) >= 0 {
 		numerator := bidRatio.Sub(s.RatioThreshold)
 		signal = numerator.Div(denominator).Float64()
 	} else if askRatio.Compare(s.RatioThreshold) >= 0 {