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use types.KLineWith to wrap callbacks

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c9s 2022-07-01 01:06:10 +08:00
parent a4af4776d2
commit 454036b166
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2 changed files with 18 additions and 19 deletions
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26
pkg/strategy/pivotshort/strategy.go
View File

@ -91,18 +91,14 @@ func (s *ResistanceShort) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
s.findNextResistancePriceAndPlaceOrders(lastKLine.Close)
}
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
return
}
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
position := s.orderExecutor.Position()
if position.IsOpened(kline.Close) {
return
}
s.findNextResistancePriceAndPlaceOrders(kline.Close)
})
}))
}
func (s *ResistanceShort) findNextResistancePriceAndPlaceOrders(closePrice fixedpoint.Value) {
@ -302,11 +298,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
preloadPivot(s.pivot, store)
// update pivot low data
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
return
}
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
if lastLow.IsZero() {
return
@ -318,7 +310,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.lastLow = lastLow
s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
})
}))
if s.BreakLow.StopEMA != nil {
s.stopEWMA = standardIndicator.EWMA(*s.BreakLow.StopEMA)
@ -333,16 +325,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
// Always check whether you can open a short position or not
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
if s.Status != types.StrategyStatusRunning {
return
}
if kline.Symbol != s.Symbol || kline.Interval != types.Interval1m {
return
}
if !s.Position.IsClosed() && !s.Position.IsDust(kline.Close) {
if s.Position.IsOpened(kline.Close) {
return
}
@ -402,7 +390,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64(), sellPrice.Float64())
s.placeLimitSell(ctx, sellPrice, quantity, "breakLowLimit")
}
})
}))
if !bbgo.IsBackTesting {
// use market trade to submit short order

11
pkg/types/kline.go
View File

@ -604,3 +604,14 @@ func (k *KLineSeries) Length() int {
}
var _ Series = &KLineSeries{}
type KLineCallBack func(k KLine)
func KLineWith(symbol string, interval Interval, callback KLineCallBack) KLineCallBack {
return func(k KLine) {
if k.Symbol != symbol || k.Interval != interval {
return
}
callback(k)
}
}