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fix error when bollinger settings is not set
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a91685920e
commit
731fa9af7e
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@ -67,6 +67,16 @@ func (s *Strategy) Validate() error {
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if err := s.QuantityOrAmount.Validate(); err != nil {
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if err := s.QuantityOrAmount.Validate(); err != nil {
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return err
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return err
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}
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}
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if s.Bollinger != nil {
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if s.Bollinger.Interval == "" {
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return fmt.Errorf("bollinger interval is required")
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}
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if s.Bollinger.BandWidth <= 0 {
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return fmt.Errorf("bollinger band width must be greater than 0")
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}
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}
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return nil
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return nil
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}
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}
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@ -78,13 +88,17 @@ func (s *Strategy) Defaults() error {
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}
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
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if s.Bollinger != nil {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
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}
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}
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}
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func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
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s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
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s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
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if s.Bollinger != nil {
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s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
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}
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s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
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s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
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s.autobuy(ctx)
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s.autobuy(ctx)
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@ -130,7 +144,7 @@ func (s *Strategy) autobuy(ctx context.Context) {
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side := types.SideTypeBuy
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side := types.SideTypeBuy
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price := s.PriceType.Map(ticker, side)
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price := s.PriceType.Map(ticker, side)
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if price.Float64() > s.boll.UpBand.Last(0) {
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if s.boll != nil && price.Float64() > s.boll.UpBand.Last(0) {
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log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
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log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
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return
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return
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}
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}
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