lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 14:55:16 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

refactor calculateArithmeticPins

Browse Source
This commit is contained in:
c9s 2022-11-07 13:51:44 +08:00
parent 725c624281
commit 75c088eb9c
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 12 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
pkg/strategy/grid2/grid.go
View File

@ -14,6 +14,9 @@ type Grid struct {
// Size is the number of total grids
Size fixedpoint.Value `json:"size"`
// TickSize is the price tick size, this is used for truncating price
TickSize fixedpoint.Value `json:"tickSize"`
// Pins are the pinned grid prices, from low to high
Pins []Pin `json:"pins"`
@ -22,10 +25,7 @@ type Grid struct {
type Pin fixedpoint.Value
func calculateArithmeticPins(lower, upper, size, tickSize fixedpoint.Value) []Pin {
var height = upper.Sub(lower)
var spread = height.Div(size)
func calculateArithmeticPins(lower, upper, spread, tickSize fixedpoint.Value) []Pin {
var pins []Pin
for p := lower; p.Compare(upper) <= 0; p = p.Add(spread) {
// tickSize here = 0.01
@ -46,16 +46,16 @@ func buildPinCache(pins []Pin) map[Pin]struct{} {
}
func NewGrid(lower, upper, size, tickSize fixedpoint.Value) *Grid {
var pins = calculateArithmeticPins(lower, upper, size, tickSize)
grid := &Grid{
UpperPrice: upper,
LowerPrice: lower,
Size: size,
Pins: pins,
pinsCache: buildPinCache(pins),
TickSize: tickSize,
}
var spread = grid.Spread()
var pins = calculateArithmeticPins(lower, upper, spread, tickSize)
grid.addPins(pins)
return grid
}
@ -80,10 +80,6 @@ func (g *Grid) OutOfRange(price fixedpoint.Value) bool {
return price.Compare(g.LowerPrice) < 0 || price.Compare(g.UpperPrice) > 0
}
func (g *Grid) updatePinsCache() {
g.pinsCache = buildPinCache(g.Pins)
}
func (g *Grid) HasPin(pin Pin) (ok bool) {
_, ok = g.pinsCache[pin]
return ok
@ -126,3 +122,7 @@ func (g *Grid) addPins(pins []Pin) {
g.updatePinsCache()
}
func (g *Grid) updatePinsCache() {
g.pinsCache = buildPinCache(g.Pins)
}