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exits/protectivestoploss: fix shouldStop()

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This commit is contained in:
Andy Cheng 2022-08-08 17:57:05 +08:00
parent 5455ae810b
commit 6c2fc3fee0
1 changed files with 9 additions and 3 deletions
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12
pkg/bbgo/exit_protective_stop_loss.go
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@ -79,12 +79,18 @@ func (s *ProtectiveStopLoss) placeStopOrder(ctx context.Context, position *types
return err return err
} }
func (s *ProtectiveStopLoss) shouldStop(closePrice fixedpoint.Value) bool { func (s *ProtectiveStopLoss) shouldStop(closePrice fixedpoint.Value, position *types.Position) bool {
if s.stopLossPrice.IsZero() { if s.stopLossPrice.IsZero() {
return false return false
} }
return closePrice.Compare(s.stopLossPrice) >= 0 if position.IsShort() {
return closePrice.Compare(s.stopLossPrice) >= 0
} else if position.IsLong() {
return closePrice.Compare(s.stopLossPrice) <= 0
}
return false
} }
func (s *ProtectiveStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) { func (s *ProtectiveStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
@ -187,7 +193,7 @@ func (s *ProtectiveStopLoss) checkStopPrice(closePrice fixedpoint.Value, positio
return return
} }
if s.shouldStop(closePrice) { if s.shouldStop(closePrice, position) {
log.Infof("[ProtectiveStopLoss] protection stop order is triggered at price %f, position = %+v", closePrice.Float64(), position) log.Infof("[ProtectiveStopLoss] protection stop order is triggered at price %f, position = %+v", closePrice.Float64(), position)
if err := s.orderExecutor.ClosePosition(context.Background(), one, "protectiveStopLoss"); err != nil { if err := s.orderExecutor.ClosePosition(context.Background(), one, "protectiveStopLoss"); err != nil {
log.WithError(err).Errorf("failed to close position") log.WithError(err).Errorf("failed to close position")