lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 23:05:15 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

pivotshort: rename pivotBuffer to pivotLowPrices

Browse Source
This commit is contained in:
c9s 2022-06-05 12:56:40 +08:00
parent 32f324761e
commit 74ee92832b
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 6 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
pkg/strategy/pivotshort/strategy.go
View File

@ -67,7 +67,7 @@ type Strategy struct {
session *bbgo.ExchangeSession session *bbgo.ExchangeSession
pivot *indicator.Pivot pivot *indicator.Pivot
pivotBuffer []fixedpoint.Value pivotLowPrices []fixedpoint.Value
// StrategyController // StrategyController
bbgo.StrategyController bbgo.StrategyController
@ -187,9 +187,9 @@ func canClosePosition(position *types.Position, signal fixedpoint.Value, price f
// get last available pivot low, the most recent pivot point higher than current price // get last available pivot low, the most recent pivot point higher than current price
func (s *Strategy) getValidPivotLow(price fixedpoint.Value) fixedpoint.Value { func (s *Strategy) getValidPivotLow(price fixedpoint.Value) fixedpoint.Value {
for l := len(s.pivotBuffer) - 1; l > 0; l-- { for l := len(s.pivotLowPrices) - 1; l > 0; l-- {
if s.pivotBuffer[l].Compare(price) > 0 { if s.pivotLowPrices[l].Compare(price) > 0 {
return s.pivotBuffer[l] return s.pivotLowPrices[l]
} }
} }
return price return price
@ -341,7 +341,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if !s.LastLow.IsZero() { if !s.LastLow.IsZero() {
s.pivotBuffer = append(s.pivotBuffer, s.LastLow) s.pivotLowPrices = append(s.pivotLowPrices, s.LastLow)
if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil { if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error") log.WithError(err).Errorf("graceful cancel order error")