From 6abb320bce7f0e8481c7f397768b3c4475ba8715 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Tue, 7 Nov 2023 11:17:08 +0800
Subject: [PATCH] emacross: clean up and update config

---
 config/emacross.yaml              | 37 +++++++++++++++++++++++++++++++
 pkg/strategy/emacross/strategy.go | 16 +++++--------
 2 files changed, 43 insertions(+), 10 deletions(-)
 create mode 100644 config/emacross.yaml

diff --git a/config/emacross.yaml b/config/emacross.yaml
new file mode 100644
index 000000000..c1ce36a46
--- /dev/null
+++ b/config/emacross.yaml
@@ -0,0 +1,37 @@
+persistence:
+  json:
+    directory: var/data
+  redis:
+    host: 127.0.0.1
+    port: 6379
+    db: 0
+
+sessions:
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+exchangeStrategies:
+- on: binance
+  emacross:
+    symbol: BTCUSDT
+    # interval: 5m
+    # fastWindow: 6
+    # slowWindow: 18
+    # quantity: 0.01
+    leverage: 2
+
+backtest:
+  startTime: "2022-01-01"
+  endTime: "2022-03-01"
+  symbols:
+  - BTCUSDT
+  sessions: [max,binance]
+  # syncSecKLines: true
+  accounts:
+    binance:
+      makerFeeRate: 0.0%
+      takerFeeRate: 0.075%
+      balances:
+        BTC: 0.0
+        USDT: 10_000.0
diff --git a/pkg/strategy/emacross/strategy.go b/pkg/strategy/emacross/strategy.go
index 2778fb687..1ece94b76 100644
--- a/pkg/strategy/emacross/strategy.go
+++ b/pkg/strategy/emacross/strategy.go
@@ -47,8 +47,7 @@ func (s *Strategy) InstanceID() string {
 }
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval5m})
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
@@ -59,8 +58,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 		s.lastKLine = k
 	}))
 
-	fastEMA := session.Indicators(s.Symbol).EWMA(types.IntervalWindow{Interval: types.Interval5m, Window: 7})
-	slowEMA := session.Indicators(s.Symbol).EWMA(types.IntervalWindow{Interval: types.Interval5m, Window: 14})
+	fastEMA := session.Indicators(s.Symbol).EWMA(types.IntervalWindow{Interval: s.Interval, Window: s.FastWindow})
+	slowEMA := session.Indicators(s.Symbol).EWMA(types.IntervalWindow{Interval: s.Interval, Window: s.SlowWindow})
+
 	cross := indicatorv2.Cross(fastEMA, slowEMA)
 	cross.OnUpdate(func(v float64) {
 		switch indicatorv2.CrossType(v) {
@@ -79,14 +79,10 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 			opts.Tags = []string{"emaCrossOver"}
 
 			_, err := s.Strategy.OrderExecutor.OpenPosition(ctx, opts)
-			if err != nil {
-				log.WithError(err).Errorf("unable to submit buy order")
-			}
+			logErr(err, "unable to open position")
 		case indicatorv2.CrossUnder:
 			err := s.Strategy.OrderExecutor.ClosePosition(ctx, fixedpoint.One)
-			if err != nil {
-				log.WithError(err).Errorf("unable to submit sell order")
-			}
+			logErr(err, "unable to submit close position order")
 		}
 	})