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fix: fix drift naming style, fix kline Copy -> Set

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zenix 2022-07-27 12:17:33 +09:00
parent 3f33111182
commit 84c7c0596d
1 changed files with 8 additions and 8 deletions
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16
pkg/strategy/drift/strategy.go
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@ -56,7 +56,7 @@ type Strategy struct {
midPrice fixedpoint.Value
lock sync.RWMutex
Source string `json:"source"`
Source string `json:"source,omitempty"`
TakeProfitFactor float64 `json:"takeProfitFactor"`
StopLoss fixedpoint.Value `json:"stoploss"`
CanvasPath string `json:"canvasPath"`
@ -185,8 +185,8 @@ func (s *Strategy) SourceFuncGenerator() SourceFunc {
case "open":
return func(kline *types.KLine) fixedpoint.Value { return kline.Open }
case "":
log.Infof("source not set, use hl2 by default")
return func(kline *types.KLine) fixedpoint.Value {
log.Infof("source not set, use hl2 by default")
return kline.High.Add(kline.Low).Div(Two)
}
default:
@ -223,7 +223,7 @@ func (s *DriftMA) ZeroPoint() float64 {
return s.drift.ZeroPoint()
}
func (s *Strategy) InitIndicators() error {
func (s *Strategy) initIndicators() error {
s.ma = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: 5}}
s.stdevHigh = &indicator.StdDev{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: 6}}
s.stdevLow = &indicator.StdDev{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: 6}}
@ -260,7 +260,7 @@ func (s *Strategy) InitIndicators() error {
return nil
}
func (s *Strategy) InitTickerFunctions(ctx context.Context) {
func (s *Strategy) initTickerFunctions(ctx context.Context) {
if s.IsBackTesting() {
s.getLastPrice = func() fixedpoint.Value {
lastPrice, ok := s.Session.LastPrice(s.Symbol)
@ -541,11 +541,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.lowestPrice = s.sellPrice
})
if err := s.InitIndicators(); err != nil {
log.WithError(err).Errorf("InitIndicator failed")
if err := s.initIndicators(); err != nil {
log.WithError(err).Errorf("initIndicator failed")
return nil
}
s.InitTickerFunctions(ctx)
s.initTickerFunctions(ctx)
dynamicKLine := &types.KLine{}
priceLine := types.NewQueue(300)
@ -598,7 +598,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
return
}
dynamicKLine.Copy(&kline)
dynamicKLine.Set(&kline)
source := s.getSource(dynamicKLine)
sourcef := source.Float64()