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Fix: nil pointer exception in indicator creation, add stoch util func
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parent
9c331063f4
commit
3d2a27fc10
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@ -16,15 +16,16 @@ import (
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"github.com/c9s/bbgo/pkg/util"
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)
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var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
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var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP", "BUSD"}
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type StandardIndicatorSet struct {
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Symbol string
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// Standard indicators
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// interval -> window
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sma map[types.IntervalWindow]*indicator.SMA
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ewma map[types.IntervalWindow]*indicator.EWMA
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boll map[types.IntervalWindow]*indicator.BOLL
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sma map[types.IntervalWindow]*indicator.SMA
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ewma map[types.IntervalWindow]*indicator.EWMA
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boll map[types.IntervalWindow]*indicator.BOLL
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stoch map[types.IntervalWindow]*indicator.STOCH
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store *MarketDataStore
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}
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@ -35,6 +36,7 @@ func NewStandardIndicatorSet(symbol string, store *MarketDataStore) *StandardInd
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sma: make(map[types.IntervalWindow]*indicator.SMA),
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ewma: make(map[types.IntervalWindow]*indicator.EWMA),
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boll: make(map[types.IntervalWindow]*indicator.BOLL),
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stoch: make(map[types.IntervalWindow]*indicator.STOCH),
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store: store,
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}
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@ -65,7 +67,7 @@ func NewStandardIndicatorSet(symbol string, store *MarketDataStore) *StandardInd
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func (set *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64) *indicator.BOLL {
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inc, ok := set.boll[iw]
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if !ok {
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inc := &indicator.BOLL{IntervalWindow: iw, K: bandWidth}
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inc = &indicator.BOLL{IntervalWindow: iw, K: bandWidth}
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inc.Bind(set.store)
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set.boll[iw] = inc
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}
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@ -77,7 +79,7 @@ func (set *StandardIndicatorSet) BOLL(iw types.IntervalWindow, bandWidth float64
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func (set *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA {
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inc, ok := set.sma[iw]
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if !ok {
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inc := &indicator.SMA{IntervalWindow: iw}
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inc = &indicator.SMA{IntervalWindow: iw}
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inc.Bind(set.store)
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set.sma[iw] = inc
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}
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@ -89,7 +91,7 @@ func (set *StandardIndicatorSet) SMA(iw types.IntervalWindow) *indicator.SMA {
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func (set *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
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inc, ok := set.ewma[iw]
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if !ok {
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inc := &indicator.EWMA{IntervalWindow: iw}
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inc = &indicator.EWMA{IntervalWindow: iw}
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inc.Bind(set.store)
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set.ewma[iw] = inc
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}
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@ -97,6 +99,17 @@ func (set *StandardIndicatorSet) EWMA(iw types.IntervalWindow) *indicator.EWMA {
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return inc
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}
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func (set *StandardIndicatorSet) STOCH(iw types.IntervalWindow) *indicator.STOCH {
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inc, ok := set.stoch[iw]
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if !ok {
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inc = &indicator.STOCH{IntervalWindow: iw}
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inc.Bind(set.store)
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set.stoch[iw] = inc
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}
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return inc
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}
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// ExchangeSession presents the exchange connection Session
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// It also maintains and collects the data returned from the stream.
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type ExchangeSession struct {
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@ -385,7 +398,7 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
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var lastPriceTime time.Time
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for interval := range usedKLineIntervals {
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// avoid querying the last unclosed kline
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endTime := environ.startTime.Add(- interval.Duration())
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endTime := environ.startTime.Add(-interval.Duration())
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kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
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EndTime: &endTime,
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Limit: 1000, // indicators need at least 100
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@ -536,7 +549,7 @@ func (session *ExchangeSession) FormatOrder(order types.SubmitOrder) (types.Subm
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}
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func (session *ExchangeSession) UpdatePrices(ctx context.Context) (err error) {
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if session.lastPriceUpdatedAt.After(time.Now().Add(- time.Hour)) {
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if session.lastPriceUpdatedAt.After(time.Now().Add(-time.Hour)) {
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return nil
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}
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