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scmaker: use dot import to use v2 indicator DSL

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c9s 2023-07-10 17:08:14 +08:00
parent 5853434aec
commit 630b0d476d
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1 changed files with 10 additions and 10 deletions
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20
pkg/strategy/scmaker/strategy.go
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@ -10,7 +10,7 @@ import (
"github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/fixedpoint"
indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2" . "github.com/c9s/bbgo/pkg/indicator/v2"
"github.com/c9s/bbgo/pkg/risk/riskcontrol" "github.com/c9s/bbgo/pkg/risk/riskcontrol"
"github.com/c9s/bbgo/pkg/strategy/common" "github.com/c9s/bbgo/pkg/strategy/common"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
@ -73,8 +73,8 @@ type Strategy struct {
liquidityScale bbgo.Scale liquidityScale bbgo.Scale
// indicators // indicators
ewma *indicatorv2.EWMAStream ewma *EWMAStream
boll *indicatorv2.BOLLStream boll *BOLLStream
intensity *IntensityStream intensity *IntensityStream
positionRiskControl *riskcontrol.PositionRiskControl positionRiskControl *riskcontrol.PositionRiskControl
@ -172,7 +172,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return nil return nil
} }
func (s *Strategy) preloadKLines(inc *indicatorv2.KLineStream, session *bbgo.ExchangeSession, symbol string, interval types.Interval) { func (s *Strategy) preloadKLines(inc *KLineStream, session *bbgo.ExchangeSession, symbol string, interval types.Interval) {
if store, ok := session.MarketDataStore(symbol); ok { if store, ok := session.MarketDataStore(symbol); ok {
if kLinesData, ok := store.KLinesOfInterval(interval); ok { if kLinesData, ok := store.KLinesOfInterval(interval); ok {
for _, k := range *kLinesData { for _, k := range *kLinesData {
@ -183,23 +183,23 @@ func (s *Strategy) preloadKLines(inc *indicatorv2.KLineStream, session *bbgo.Exc
} }
func (s *Strategy) initializeMidPriceEMA(session *bbgo.ExchangeSession) { func (s *Strategy) initializeMidPriceEMA(session *bbgo.ExchangeSession) {
kLines := indicatorv2.KLines(session.MarketDataStream, s.Symbol, s.MidPriceEMA.Interval) kLines := KLines(session.MarketDataStream, s.Symbol, s.MidPriceEMA.Interval)
s.ewma = indicatorv2.EWMA2(indicatorv2.ClosePrices(kLines), s.MidPriceEMA.Window) s.ewma = EWMA2(ClosePrices(kLines), s.MidPriceEMA.Window)
s.preloadKLines(kLines, session, s.Symbol, s.MidPriceEMA.Interval) s.preloadKLines(kLines, session, s.Symbol, s.MidPriceEMA.Interval)
} }
func (s *Strategy) initializeIntensityIndicator(session *bbgo.ExchangeSession) { func (s *Strategy) initializeIntensityIndicator(session *bbgo.ExchangeSession) {
kLines := indicatorv2.KLines(session.MarketDataStream, s.Symbol, s.StrengthInterval) kLines := KLines(session.MarketDataStream, s.Symbol, s.StrengthInterval)
s.intensity = Intensity(kLines, 10) s.intensity = Intensity(kLines, 10)
s.preloadKLines(kLines, session, s.Symbol, s.StrengthInterval) s.preloadKLines(kLines, session, s.Symbol, s.StrengthInterval)
} }
func (s *Strategy) initializePriceRangeBollinger(session *bbgo.ExchangeSession) { func (s *Strategy) initializePriceRangeBollinger(session *bbgo.ExchangeSession) {
kLines := indicatorv2.KLines(session.MarketDataStream, s.Symbol, s.PriceRangeBollinger.Interval) kLines := KLines(session.MarketDataStream, s.Symbol, s.PriceRangeBollinger.Interval)
closePrices := indicatorv2.ClosePrices(kLines) closePrices := ClosePrices(kLines)
s.boll = indicatorv2.BOLL(closePrices, s.PriceRangeBollinger.Window, s.PriceRangeBollinger.K) s.boll = BOLL(closePrices, s.PriceRangeBollinger.Window, s.PriceRangeBollinger.K)
s.preloadKLines(kLines, session, s.Symbol, s.PriceRangeBollinger.Interval) s.preloadKLines(kLines, session, s.Symbol, s.PriceRangeBollinger.Interval)
} }