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pivotshort: rename pivotBuffer to pivotLowPrices

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c9s 2022-06-05 12:56:40 +08:00
parent 32f324761e
commit 74ee92832b
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1 changed files with 6 additions and 6 deletions
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12
pkg/strategy/pivotshort/strategy.go
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@ -66,8 +66,8 @@ type Strategy struct {
session *bbgo.ExchangeSession
pivot *indicator.Pivot
pivotBuffer []fixedpoint.Value
pivot *indicator.Pivot
pivotLowPrices []fixedpoint.Value
// 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
func (s *Strategy) getValidPivotLow(price fixedpoint.Value) fixedpoint.Value {
for l := len(s.pivotBuffer) - 1; l > 0; l-- {
if s.pivotBuffer[l].Compare(price) > 0 {
return s.pivotBuffer[l]
for l := len(s.pivotLowPrices) - 1; l > 0; l-- {
if s.pivotLowPrices[l].Compare(price) > 0 {
return s.pivotLowPrices[l]
}
}
return price
@ -341,7 +341,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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 {
log.WithError(err).Errorf("graceful cancel order error")