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pivotshort: bind supportTakeProfit method

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c9s 2022-07-03 17:22:29 +08:00
parent 278fbb7b51
commit 81f9639c85
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 8 additions and 1 deletions
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9
pkg/strategy/pivotshort/strategy.go
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@ -48,7 +48,6 @@ func (s *SupportTakeProfit) Subscribe(session *bbgo.ExchangeSession) {
func (s *SupportTakeProfit) updateSupportPrice(closePrice fixedpoint.Value) bool {
supportPrices := findPossibleSupportPrices(closePrice.Float64(), 0.05, s.pivot.Lows)
if len(supportPrices) == 0 {
return false
}
@ -58,12 +57,14 @@ func (s *SupportTakeProfit) updateSupportPrice(closePrice fixedpoint.Value) bool
currentBuyPrice := s.currentSupportPrice.Mul(one.Add(s.Ratio))
if s.currentSupportPrice.IsZero() {
log.Infof("setup next support take profit price at %f", nextSupportPrice.Float64())
s.currentSupportPrice = nextSupportPrice
return true
}
// the close price is already lower than the support price, than we should update
if closePrice.Compare(currentBuyPrice) < 0 || nextSupportPrice.Compare(s.currentSupportPrice) > 0 {
log.Infof("setup next support take profit price at %f", nextSupportPrice.Float64())
s.currentSupportPrice = nextSupportPrice
return true
}
@ -106,7 +107,9 @@ func (s *SupportTakeProfit) Bind(session *bbgo.ExchangeSession, orderExecutor *b
Type: types.OrderTypeLimitMaker,
Price: buyPrice,
Quantity: quantity,
Tag: "supportTakeProfit",
})
if err != nil {
log.WithError(err).Errorf("can not submit orders: %+v", createdOrders)
}
@ -240,6 +243,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.BreakLow.Bind(session, s.orderExecutor)
}
for _, m := range s.SupportTakeProfit {
m.Bind(session, s.orderExecutor)
}
bbgo.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
defer wg.Done()