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trailingstop: add default case

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This commit is contained in:
Andy Cheng 2022-08-11 17:23:42 +08:00
parent 8d3dfd17c7
commit 8527d4996e
1 changed files with 3 additions and 3 deletions
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6
pkg/bbgo/exit_trailing_stop.go
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@ -80,7 +80,7 @@ func (s *TrailingStop2) getRatio(price fixedpoint.Value, position *types.Positio
return position.AverageCost.Sub(price).Div(position.AverageCost), nil
case types.SideTypeSell:
return price.Sub(position.AverageCost).Div(position.AverageCost), nil
case types.SideTypeBoth:
default:
if position.IsLong() {
return price.Sub(position.AverageCost).Div(position.AverageCost), nil
} else if position.IsShort() {
@ -123,7 +123,7 @@ func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.P
s.latestHigh = fixedpoint.Min(price, s.latestHigh)
case types.SideTypeSell:
s.latestHigh = fixedpoint.Max(price, s.latestHigh)
case types.SideTypeBoth:
default:
if position.IsLong() {
s.latestHigh = fixedpoint.Max(price, s.latestHigh)
} else if position.IsShort() {
@ -149,7 +149,7 @@ func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.P
// submit order
return s.triggerStop(price)
}
case types.SideTypeBoth:
default:
if position.IsLong() {
change := s.latestHigh.Sub(price).Div(s.latestHigh)
if change.Compare(s.CallbackRate) >= 0 {