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feature/dynamic_spread: rename DynamicSpreadAmp to DynamicAmpSpread

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This commit is contained in:
Andy Cheng 2022-12-15 17:12:04 +08:00
parent 5c7c125c99
commit 5b017cd361
1 changed files with 6 additions and 6 deletions
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12
pkg/risk/dynamic_spread.go
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@ -12,7 +12,7 @@ import (
type DynamicSpread struct {
// AmpSpread calculates spreads based on kline amplitude
AmpSpread *DynamicSpreadAmp `json:"amplitude"`
AmpSpread *DynamicAmpSpread `json:"amplitude"`
// WeightedBollWidthRatioSpread calculates spreads based on two Bollinger Bands
WeightedBollWidthRatioSpread *DynamicSpreadBollWidthRatio `json:"weightedBollWidth"`
@ -57,7 +57,7 @@ func (ds *DynamicSpread) GetBidSpread() (bidSpread float64, err error) {
}
// DynamicSpreadAmp uses kline amplitude to calculate spreads
type DynamicSpreadAmp struct {
type DynamicAmpSpread struct {
types.IntervalWindow
// AskSpreadScale is used to define the ask spread range with the given percentage.
@ -71,7 +71,7 @@ type DynamicSpreadAmp struct {
}
// initialize amplitude dynamic spread and preload SMAs
func (ds *DynamicSpreadAmp) initialize(symbol string, session *bbgo.ExchangeSession) {
func (ds *DynamicAmpSpread) initialize(symbol string, session *bbgo.ExchangeSession) {
ds.dynamicBidSpread = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: ds.Interval, Window: ds.Window}}
ds.dynamicAskSpread = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: ds.Interval, Window: ds.Window}}
@ -95,7 +95,7 @@ func (ds *DynamicSpreadAmp) initialize(symbol string, session *bbgo.ExchangeSess
}
// update amplitude dynamic spread with kline
func (ds *DynamicSpreadAmp) update(kline types.KLine) {
func (ds *DynamicAmpSpread) update(kline types.KLine) {
// ampl is the amplitude of kline
ampl := (kline.GetHigh().Float64() - kline.GetLow().Float64()) / kline.GetOpen().Float64()
@ -112,7 +112,7 @@ func (ds *DynamicSpreadAmp) update(kline types.KLine) {
}
}
func (ds *DynamicSpreadAmp) getAskSpread() (askSpread float64, err error) {
func (ds *DynamicAmpSpread) getAskSpread() (askSpread float64, err error) {
if ds.AskSpreadScale != nil && ds.dynamicAskSpread.Length() >= ds.Window {
askSpread, err = ds.AskSpreadScale.Scale(ds.dynamicAskSpread.Last())
if err != nil {
@ -126,7 +126,7 @@ func (ds *DynamicSpreadAmp) getAskSpread() (askSpread float64, err error) {
return 0, errors.New("incomplete dynamic spread settings or not enough data yet")
}
func (ds *DynamicSpreadAmp) getBidSpread() (bidSpread float64, err error) {
func (ds *DynamicAmpSpread) getBidSpread() (bidSpread float64, err error) {
if ds.BidSpreadScale != nil && ds.dynamicBidSpread.Length() >= ds.Window {
bidSpread, err = ds.BidSpreadScale.Scale(ds.dynamicBidSpread.Last())
if err != nil {