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improve/linregmaker: rename MinProfitDisableOn to MinProfitActivationRate

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Andy Cheng 2023-01-19 12:09:32 +08:00
parent dd87d716ce
commit 5fc459d404
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2 changed files with 6 additions and 6 deletions
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4
config/linregmaker.yaml
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@ -168,8 +168,8 @@ exchangeStrategies:
# For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))
minProfitSpread: 0.1%
# minProfitDisableOn disables MinProfitSpread when position RoI drops below specified percentage
minProfitDisableOn: -10%
# minProfitActivationRate activates MinProfitSpread when position RoI higher than the specified percentage
minProfitActivationRate: -10%
exits:
# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)

8
pkg/strategy/linregmaker/strategy.go
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@ -123,8 +123,8 @@ type Strategy struct {
// For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))
MinProfitSpread fixedpoint.Value `json:"minProfitSpread"`
// MinProfitDisableOn disables MinProfitSpread when position RoI drops below specified percentage
MinProfitDisableOn fixedpoint.Value `json:"minProfitDisableOn"`
// MinProfitActivationRate activates MinProfitSpread when position RoI higher than the specified percentage
MinProfitActivationRate fixedpoint.Value `json:"minProfitActivationRate"`
// ExitMethods are various TP/SL methods
ExitMethods bbgo.ExitMethodSet `json:"exits"`
@ -499,7 +499,7 @@ func (s *Strategy) getCanBuySell(buyQuantity, bidPrice, sellQuantity, askPrice,
// Min profit
roi := s.Position.ROI(midPrice)
if roi.Compare(s.MinProfitDisableOn) >= 0 {
if roi.Compare(s.MinProfitActivationRate) >= 0 {
if s.Position.IsLong() && !s.Position.IsDust(askPrice) {
minProfitPrice := s.Position.AverageCost.Mul(fixedpoint.One.Add(s.MinProfitSpread))
if askPrice.Compare(minProfitPrice) < 0 {
@ -514,7 +514,7 @@ func (s *Strategy) getCanBuySell(buyQuantity, bidPrice, sellQuantity, askPrice,
}
}
} else {
log.Infof("position RoI %v is less than MinProfitDisableOn %v. disable min profit protection", roi, s.MinProfitDisableOn)
log.Infof("position RoI %v is less than minProfitActivationRate %v. min profit protection is not active", roi, s.MinProfitActivationRate)
}
// Check against account balance