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pivotshort: trendema add length check

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This commit is contained in:
ankion 2022-08-12 00:54:40 +08:00
parent 1b0f653450
commit 65218d8920
1 changed files with 4 additions and 2 deletions
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6
pkg/strategy/pivotshort/trendema.go
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@ -22,8 +22,10 @@ func (s *TrendEMA) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
symbol := orderExecutor.Position().Symbol
s.trendEWMA = session.StandardIndicatorSet(symbol).EWMA(s.IntervalWindow)
session.MarketDataStream.OnStart(func() {
s.trendEWMALast = s.trendEWMA.Values[s.trendEWMA.Length()-2]
s.trendEWMACurrent = s.trendEWMA.Last()
if s.trendEWMA.Length() > 1 {
s.trendEWMALast = s.trendEWMA.Values[s.trendEWMA.Length()-2]
s.trendEWMACurrent = s.trendEWMA.Last()
}
})
session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
s.trendEWMALast = s.trendEWMACurrent