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

improve/supertrend: adding opposite position amount to the order amount instead of closing opposite position

Browse Source
This commit is contained in:
Andy Cheng 2023-04-20 17:53:20 +08:00
parent 6ea49f98c2
commit 4b8adf6ed5
No known key found for this signature in database
GPG Key ID: 936427CF651A9D28
1 changed files with 11 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

21
pkg/strategy/supertrend/strategy.go
View File

@ -621,18 +621,19 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// The default value of side is an empty string. Unless side is set by the checks above, the result of the following condition is false
if side == types.SideTypeSell || side == types.SideTypeBuy {
bbgo.Notify("open %s position for signal %v", s.Symbol, side)
// Close opposite position if any
if !s.Position.IsDust(closePrice) {
if (side == types.SideTypeSell && s.Position.IsLong()) || (side == types.SideTypeBuy && s.Position.IsShort()) {
bbgo.Notify("close existing %s position before open a new position", s.Symbol)
_ = s.ClosePosition(ctx, fixedpoint.One)
} else {
bbgo.Notify("existing %s position has the same direction with the signal", s.Symbol)
return
}
amount := s.calculateQuantity(ctx, closePrice, side)
// Add opposite position amount if any
if (side == types.SideTypeSell && s.Position.IsLong()) || (side == types.SideTypeBuy && s.Position.IsShort()) {
bbgo.Notify("add existing opposite position amount of %s to the amount of open new position order", s.Symbol)
amount = amount + s.Position.GetQuantity()
} else if !s.Position.IsDust(closePrice) {
bbgo.Notify("existing %s position has the same direction as the signal", s.Symbol)
return
}
orderForm := s.generateOrderForm(side, s.calculateQuantity(ctx, closePrice, side), types.SideEffectTypeMarginBuy)
orderForm := s.generateOrderForm(side, amount, types.SideEffectTypeMarginBuy)
log.Infof("submit open position order %v", orderForm)
_, err := s.orderExecutor.SubmitOrders(ctx, orderForm)
if err != nil {