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improve kline report

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This commit is contained in:
c9s 2020-06-19 16:03:15 +08:00
parent 0eeb2382f9
commit 5d14687af7
1 changed files with 10 additions and 10 deletions
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20
bbgo/kline_detector.go
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@ -153,8 +153,8 @@ func (d *KLineDetector) NewOrder(e *KLineEvent, tradingCtx *TradingContext) Orde
}
}
func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reason string, ok bool) {
var kline types.KLine = e.KLine
func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reason string, kline types.KLine, ok bool) {
kline = e.KLine
// if the 3m trend is drop, do not buy, let 5m window handle it.
if d.EnableLookBack {
@ -174,16 +174,16 @@ func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reaso
var maxChange = math.Abs(kline.GetMaxChange())
if maxChange < d.MinPriceChange {
return "", false
return "", kline, false
}
if NotZero(d.MaxPriceChange) && maxChange > d.MaxPriceChange {
return fmt.Sprintf("1m lookback window (x %d) exceeded max price change %f > %f", d.LookBackFrames, maxChange, d.MaxPriceChange), false
return fmt.Sprintf("exceeded max price change %f > %f", d.LookBackFrames, maxChange, d.MaxPriceChange), kline, false
}
if d.EnableMinThickness {
if kline.GetThickness() < d.MinThickness {
return fmt.Sprintf("kline too thin. %f < min kline thickness %f", kline.GetThickness(), d.MinThickness), false
return fmt.Sprintf("kline too thin. %f < min kline thickness %f", kline.GetThickness(), d.MinThickness), kline, false
}
}
@ -191,22 +191,22 @@ func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reaso
if d.EnableMaxShadowRatio {
if trend > 0 {
if kline.GetUpperShadowRatio() > d.MaxShadowRatio {
return fmt.Sprintf("kline upper shadow ratio too high. %f > %f (MaxShadowRatio)", kline.GetUpperShadowRatio(), d.MaxShadowRatio), false
return fmt.Sprintf("kline upper shadow ratio too high. %f > %f (MaxShadowRatio)", kline.GetUpperShadowRatio(), d.MaxShadowRatio), kline, false
}
} else if trend < 0 {
if kline.GetLowerShadowRatio() > d.MaxShadowRatio {
return fmt.Sprintf("kline lower shadow ratio too high. %f > %f (MaxShadowRatio)", kline.GetLowerShadowRatio(), d.MaxShadowRatio), false
return fmt.Sprintf("kline lower shadow ratio too high. %f > %f (MaxShadowRatio)", kline.GetLowerShadowRatio(), d.MaxShadowRatio), kline, false
}
}
}
if trend > 0 && kline.BounceUp() { // trend up, ignore bounce up
return fmt.Sprintf("bounce up, do not sell, kline mid: %f", kline.Mid()), false
return fmt.Sprintf("bounce up, do not sell, kline mid: %f", kline.Mid()), kline, false
} else if trend < 0 && kline.BounceDown() { // trend down, ignore bounce down
return fmt.Sprintf("bounce down, do not buy, kline mid: %f", kline.Mid()), false
return fmt.Sprintf("bounce down, do not buy, kline mid: %f", kline.Mid()), kline, false
}
@ -217,5 +217,5 @@ func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reaso
*/
return "", true
return "", kline, true
}