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bbgo: fix init band width setup

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c9s 2022-05-01 01:12:57 +08:00
parent d0b400f0da
commit 486cf50a9c
1 changed files with 5 additions and 3 deletions
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8
pkg/bbgo/session.go
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@ -84,9 +84,11 @@ func NewStandardIndicatorSet(symbol string, store *MarketDataStore) *StandardInd
// setup boll indicator, we may refactor boll indicator by subscribing SMA indicator,
// however, since general used BOLLINGER band use window 21, which is not in the existing SMA indicator sets.
// Pull out the bandwidth configuration as the boll Key
iwTmp := types.IntervalWindow{Interval: interval, Window: 21}
iwb := types.IntervalWindowBandWidth{IntervalWindow: iwTmp, BandWidth: 1.0}
set.boll[iwb] = &indicator.BOLL{IntervalWindow: iwTmp, K: 1.0}
iw := types.IntervalWindow{Interval: interval, Window: 21}
// set efault band width to 2.0
iwb := types.IntervalWindowBandWidth{IntervalWindow: iw, BandWidth: 2.0}
set.boll[iwb] = &indicator.BOLL{IntervalWindow: iw, K: iwb.BandWidth}
set.boll[iwb].Bind(store)
}