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bollmaker: pull out functions
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parent
1a85299204
commit
50d7d235a4
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@ -477,7 +477,7 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
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}
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for i := range submitOrders {
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submitOrders[i] = s.adjustOrderQuantity(submitOrders[i])
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submitOrders[i] = adjustOrderQuantity(submitOrders[i], s.Market)
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}
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createdOrders, err := orderExecutor.SubmitOrders(ctx, submitOrders...)
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@ -496,43 +496,6 @@ func (s *Strategy) hasShortSet() bool {
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return s.Short != nil && *s.Short
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}
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type PriceTrend string
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const (
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NeutralTrend PriceTrend = "neutral"
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UpTrend PriceTrend = "upTrend"
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DownTrend PriceTrend = "downTrend"
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UnknownTrend PriceTrend = "unknown"
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)
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func detectPriceTrend(inc *indicator.BOLL, price float64) PriceTrend {
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if inBetween(price, inc.LastDownBand(), inc.LastUpBand()) {
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return NeutralTrend
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}
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if price < inc.LastDownBand() {
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return DownTrend
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}
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if price > inc.LastUpBand() {
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return UpTrend
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}
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return UnknownTrend
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}
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func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.SubmitOrder {
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if submitOrder.Quantity.Mul(submitOrder.Price).Compare(s.Market.MinNotional) < 0 {
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submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, s.Market.MinNotional.Mul(notionModifier))
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}
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if submitOrder.Quantity.Compare(s.Market.MinQuantity) < 0 {
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submitOrder.Quantity = fixedpoint.Max(submitOrder.Quantity, s.Market.MinQuantity)
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}
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return submitOrder
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}
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func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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// StrategyController
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s.Status = types.StrategyStatusRunning
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@ -774,3 +737,15 @@ func calculateBandPercentage(up, down, sma, midPrice float64) float64 {
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func inBetween(x, a, b float64) bool {
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return a < x && x < b
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}
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func adjustOrderQuantity(submitOrder types.SubmitOrder, market types.Market) types.SubmitOrder {
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if submitOrder.Quantity.Mul(submitOrder.Price).Compare(market.MinNotional) < 0 {
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submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, market.MinNotional.Mul(notionModifier))
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}
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if submitOrder.Quantity.Compare(market.MinQuantity) < 0 {
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submitOrder.Quantity = fixedpoint.Max(submitOrder.Quantity, market.MinQuantity)
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}
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return submitOrder
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}
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28
pkg/strategy/bollmaker/trend.go
Normal file
28
pkg/strategy/bollmaker/trend.go
Normal file
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@ -0,0 +1,28 @@
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package bollmaker
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import "github.com/c9s/bbgo/pkg/indicator"
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type PriceTrend string
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const (
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NeutralTrend PriceTrend = "neutral"
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UpTrend PriceTrend = "upTrend"
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DownTrend PriceTrend = "downTrend"
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UnknownTrend PriceTrend = "unknown"
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)
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func detectPriceTrend(inc *indicator.BOLL, price float64) PriceTrend {
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if inBetween(price, inc.LastDownBand(), inc.LastUpBand()) {
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return NeutralTrend
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}
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if price < inc.LastDownBand() {
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return DownTrend
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}
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if price > inc.LastUpBand() {
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return UpTrend
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}
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return UnknownTrend
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}
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