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Merge pull request #513 from andycheng123/fix/support

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minor fixes of support strategy
This commit is contained in:
Zenix 2022-04-10 03:49:56 +09:00 committed by GitHub
commit 57d9577c65
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1 changed files with 13 additions and 4 deletions
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17
pkg/strategy/support/strategy.go
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@ -331,7 +331,9 @@ func (s *Strategy) LoadState() error {
if s.trailingStopControl != nil { if s.trailingStopControl != nil {
if s.state.CurrentHighestPrice == nil { if s.state.CurrentHighestPrice == nil {
s.trailingStopControl.CurrentHighestPrice = fixedpoint.NewFromInt(0) s.trailingStopControl.CurrentHighestPrice = fixedpoint.Zero
} else {
s.trailingStopControl.CurrentHighestPrice = *s.state.CurrentHighestPrice
} }
s.state.CurrentHighestPrice = &s.trailingStopControl.CurrentHighestPrice s.state.CurrentHighestPrice = &s.trailingStopControl.CurrentHighestPrice
} }
@ -579,7 +581,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if s.state.Position.Base.Compare(s.Market.MinQuantity) <= 0 { // Without a position if s.state.Position.Base.Compare(s.Market.MinQuantity) <= 0 { // Without a position
// Update trailing orders with current high price // Update trailing orders with current high price
s.trailingStopControl.CurrentHighestPrice = highPrice s.trailingStopControl.CurrentHighestPrice = highPrice
} else if s.trailingStopControl.CurrentHighestPrice.Compare(highPrice) < 0 { // With a position } else if s.trailingStopControl.CurrentHighestPrice.Compare(highPrice) < 0 || s.trailingStopControl.OrderID == 0 { // With a position or no trailing stop order yet
// Update trailing orders with current high price if it's higher // Update trailing orders with current high price if it's higher
s.trailingStopControl.CurrentHighestPrice = highPrice s.trailingStopControl.CurrentHighestPrice = highPrice
@ -599,11 +601,18 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if s.trailingStopControl.IsHigherThanMin(minTargetPrice) { if s.trailingStopControl.IsHigherThanMin(minTargetPrice) {
orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base) orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base)
orders, err := s.submitOrders(ctx, orderExecutor, orderForm) orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil { if err != nil || orders == nil {
log.WithError(err).Errorf("submit %s profit trailing stop order error", s.Symbol) log.WithError(err).Errorf("submit %s profit trailing stop order error", s.Symbol)
s.Notify("submit %s profit trailing stop order error", s.Symbol) s.Notify("submit %s profit trailing stop order error", s.Symbol)
} else { } else {
s.trailingStopControl.OrderID = orders.IDs()[0] orderIds := orders.IDs()
if len(orderIds) > 0 {
s.trailingStopControl.OrderID = orderIds[0]
} else {
log.Error("submit profit trailing stop order error. unknown error")
s.Notify("submit %s profit trailing stop order error", s.Symbol)
s.trailingStopControl.OrderID = 0
}
} }
} }
} }