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pivotshort: rename ClosedKLineStop to fake break stop

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c9s 2022-07-27 12:04:54 +08:00
parent 7438798390
commit 4c6fe11796
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1 changed files with 6 additions and 6 deletions
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12
pkg/strategy/pivotshort/breaklow.go
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@ -19,7 +19,7 @@ type TrendEMA struct {
types.IntervalWindow
}
type ClosedKLineStop struct {
type FakeBreakStop struct {
types.IntervalWindow
}
@ -46,7 +46,7 @@ type BreakLow struct {
TrendEMA *TrendEMA `json:"trendEMA"`
ClosedKLineStop *ClosedKLineStop `json:"closedKLineStop"`
FakeBreakStop *FakeBreakStop `json:"fakeBreakStop"`
lastLow fixedpoint.Value
@ -77,8 +77,8 @@ func (s *BreakLow) Subscribe(session *bbgo.ExchangeSession) {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.TrendEMA.Interval})
}
if s.ClosedKLineStop != nil {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.ClosedKLineStop.Interval})
if s.FakeBreakStop != nil {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.FakeBreakStop.Interval})
}
}
@ -127,10 +127,10 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
}
}))
if s.ClosedKLineStop != nil {
if s.FakeBreakStop != nil {
// if the position is already opened, and we just break the low, this checks if the kline closed above the low,
// so that we can close the position earlier
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.ClosedKLineStop.Interval, func(k types.KLine) {
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.FakeBreakStop.Interval, func(k types.KLine) {
// make sure the position is opened, and it's a short position
if !position.IsOpened(k.Close) || !position.IsShort() {
return