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Merge pull request #967 from zenixls2/fix/drift_tag

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fix: wrong tag in drift
This commit is contained in:
Yo-An Lin 2022-09-28 16:49:16 +08:00 committed by GitHub
commit 64751ac2b4
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1 changed files with 13 additions and 10 deletions
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23
pkg/strategy/drift/strategy.go
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@ -695,16 +695,16 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
)
s.DriftFilterPos = s.drift.Filter(func(i int, v float64) bool {
return v >= 0
}, 30).Mean(30)
}, 50).Mean(50)
s.DriftFilterNeg = s.drift.Filter(func(i int, v float64) bool {
return v <= 0
}, 30).Mean(30)
}, 50).Mean(50)
s.DDriftFilterPos = s.drift.drift.Filter(func(i int, v float64) bool {
return v >= 0
}, 30).Mean(30)
}, 50).Mean(50)
s.DDriftFilterNeg = s.drift.drift.Filter(func(i int, v float64) bool {
return v <= 0
}, 30).Mean(30)
}, 50).Mean(50)
shortCondition := (drift[1] >= s.DriftFilterNeg || ddrift[1] >= 0) && (driftPred <= s.DDriftFilterNeg || ddriftPred <= 0) || drift[1] < 0 && drift[0] < 0
longCondition := (drift[1] <= s.DriftFilterPos || ddrift[1] <= 0) && (driftPred >= s.DDriftFilterPos || ddriftPred >= 0) || drift[1] > 0 && drift[0] > 0
@ -715,9 +715,9 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
shortCondition = false
}
}
exitShortCondition := s.sellPrice > 0 && !shortCondition && !longCondition && (s.sellPrice*(1.+stoploss) <= highf ||
exitShortCondition := s.sellPrice > 0 && (s.sellPrice*(1.+stoploss) <= highf ||
s.trailingCheck(pricef, "short"))
exitLongCondition := s.buyPrice > 0 && !longCondition && !shortCondition && (s.buyPrice*(1.-stoploss) >= lowf ||
exitLongCondition := s.buyPrice > 0 && (s.buyPrice*(1.-stoploss) >= lowf ||
s.trailingCheck(pricef, "long"))
if exitShortCondition || exitLongCondition {
@ -727,6 +727,9 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
return
}
_ = s.ClosePosition(ctx, fixedpoint.One)
if longCondition || shortCondition {
s.positionLock.Lock()
}
}
if longCondition {
@ -787,7 +790,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine) {
opt := s.OpenPositionOptions
opt.Short = true
opt.Price = source
opt.Tags = []string{"long"}
opt.Tags = []string{"short"}
createdOrders, err := s.GeneralOrderExecutor.OpenPosition(ctx, opt)
if err != nil {
if _, ok := err.(types.ZeroAssetError); ok {
@ -1013,10 +1016,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
store.OnKLineClosed(func(kline types.KLine) {
s.minutesCounter = int(kline.StartTime.Time().Add(kline.Interval.Duration()).Sub(s.startTime).Minutes())
if kline.Interval == types.Interval1m {
s.klineHandler1m(ctx, kline)
} else if kline.Interval == s.Interval {
if kline.Interval == s.Interval {
s.klineHandler(ctx, kline)
} else if kline.Interval == types.Interval1m {
s.klineHandler1m(ctx, kline)
}
})