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pivotshort: rename pivotBuffer to pivotLowPrices
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commit
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@ -66,8 +66,8 @@ type Strategy struct {
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session *bbgo.ExchangeSession
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session *bbgo.ExchangeSession
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pivot *indicator.Pivot
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pivot *indicator.Pivot
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pivotBuffer []fixedpoint.Value
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pivotLowPrices []fixedpoint.Value
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// StrategyController
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// StrategyController
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bbgo.StrategyController
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bbgo.StrategyController
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@ -187,9 +187,9 @@ func canClosePosition(position *types.Position, signal fixedpoint.Value, price f
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// get last available pivot low, the most recent pivot point higher than current price
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// get last available pivot low, the most recent pivot point higher than current price
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func (s *Strategy) getValidPivotLow(price fixedpoint.Value) fixedpoint.Value {
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func (s *Strategy) getValidPivotLow(price fixedpoint.Value) fixedpoint.Value {
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for l := len(s.pivotBuffer) - 1; l > 0; l-- {
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for l := len(s.pivotLowPrices) - 1; l > 0; l-- {
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if s.pivotBuffer[l].Compare(price) > 0 {
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if s.pivotLowPrices[l].Compare(price) > 0 {
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return s.pivotBuffer[l]
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return s.pivotLowPrices[l]
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}
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}
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}
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}
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return price
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return price
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@ -341,7 +341,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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if !s.LastLow.IsZero() {
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if !s.LastLow.IsZero() {
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s.pivotBuffer = append(s.pivotBuffer, s.LastLow)
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s.pivotLowPrices = append(s.pivotLowPrices, s.LastLow)
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if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
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if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
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log.WithError(err).Errorf("graceful cancel order error")
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log.WithError(err).Errorf("graceful cancel order error")
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