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pivotshort: use bbgo notify instead of just info log

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c9s 2022-07-30 18:14:53 +08:00
parent 8873101752
commit 55a128ea90
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GPG Key ID: 7385E7E464CB0A54
2 changed files with 9 additions and 5 deletions
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10
pkg/strategy/pivotshort/breaklow.go
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@ -173,25 +173,25 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
// force direction to be down
if closePrice.Compare(openPrice) >= 0 {
log.Infof("%s price %f is closed higher than the open price %f, skip this break", kline.Symbol, closePrice.Float64(), openPrice.Float64())
bbgo.Notify("%s price %f is closed higher than the open price %f, skip this break", kline.Symbol, closePrice.Float64(), openPrice.Float64())
// skip UP klines
return
}
log.Infof("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
bbgo.Notify("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
if s.lastBreakLow.IsZero() || previousLow.Compare(s.lastBreakLow) < 0 {
s.lastBreakLow = previousLow
}
if position.IsOpened(kline.Close) {
log.Infof("position is already opened, skip short")
bbgo.Notify("position is already opened, skip")
return
}
// trend EMA protection
if s.TrendEMA != nil && !s.TrendEMA.GradientAllowed() {
log.Infof("trendEMA protection: close price %f", kline.Close.Float64())
bbgo.Notify("trendEMA protection: close price %f, gradient %f", kline.Close.Float64(), s.TrendEMA.Gradient())
return
}
@ -205,7 +205,7 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.StopEMA.Range))
if closePrice.Compare(emaStopShortPrice) < 0 {
log.Infof("stopEMA protection: close price %f < EMA(%v %f) * (1 - RANGE %f) = %f", closePrice.Float64(), s.StopEMA, ema.Float64(), s.StopEMA.Range.Float64(), emaStopShortPrice.Float64())
bbgo.Notify("stopEMA protection: close price %f < EMA(%v %f) * (1 - RANGE %f) = %f", closePrice.Float64(), s.StopEMA, ema.Float64(), s.StopEMA.Range.Float64(), emaStopShortPrice.Float64())
return
}
}

4
pkg/strategy/pivotshort/trendema.go
View File

@ -27,6 +27,10 @@ func (s *TrendEMA) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
}))
}
func (s *TrendEMA) Gradient() float64 {
return s.trendGradient
}
func (s *TrendEMA) GradientAllowed() bool {
if s.trendEWMALast > 0.0 && s.trendEWMACurrent > 0.0 {
s.trendGradient = s.trendEWMALast / s.trendEWMACurrent