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strategy:irr: fix logical error

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This commit is contained in:
austin362667 2022-10-19 22:08:44 +08:00
parent 778a3d8be1
commit 6e29359c85
1 changed files with 4 additions and 4 deletions
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8
pkg/strategy/irr/strategy.go
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@ -377,18 +377,18 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if s.currentTradePrice > 0 {
s.closePrice = float64(s.currentTradePrice)
log.Infof("Close Price: %f", float64(s.closePrice))
log.Infof("Close Price: %f", s.closePrice)
if s.closePrice > 0 && s.openPrice > 0 {
direction := s.closePrice - s.openPrice
klinDirections.Update(float64(direction))
klinDirections.Update(direction)
regimeShift := klinDirections.Index(0)*klinDirections.Index(1) < 0
if regimeShift && !started {
boxOpenPrice = float64(s.openPrice)
boxOpenPrice = s.openPrice
started = true
boxCounter = 0
log.Infof("box started at price: %f", boxOpenPrice)
} else if regimeShift && started {
boxClosePrice = float64(s.openPrice)
boxClosePrice = s.closePrice
started = false
log.Infof("box ended at price: %f with time length: %d", boxClosePrice, boxCounter)
// box ending, should re-balance position