mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 16:25:16 +00:00
fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests
This commit is contained in:
parent
eb70410f80
commit
8648528435
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@ -7,8 +7,8 @@ import (
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"strings"
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"strings"
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"sync"
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"sync"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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func zero(a float64) bool {
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func zero(a float64) bool {
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@ -7,8 +7,8 @@ import (
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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func TestStockManager(t *testing.T) {
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func TestStockManager(t *testing.T) {
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@ -39,4 +39,3 @@ func (s *Stream) Connect(ctx context.Context) error {
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func (s *Stream) Close() error {
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func (s *Stream) Close() error {
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return nil
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return nil
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}
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}
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@ -8,4 +8,3 @@ import (
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type Context struct {
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type Context struct {
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sync.Mutex
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sync.Mutex
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}
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}
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@ -3,4 +3,3 @@ package bbgo
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import "errors"
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import "errors"
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var ErrSessionAlreadyInitialized = errors.New("session is already initialized")
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var ErrSessionAlreadyInitialized = errors.New("session is already initialized")
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@ -8,9 +8,9 @@ import (
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"strconv"
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"strconv"
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"strings"
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"strings"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/interact"
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"github.com/c9s/bbgo/pkg/interact"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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)
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type PositionCloser interface {
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type PositionCloser interface {
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@ -3,8 +3,8 @@ package bbgo
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import (
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import (
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"testing"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/stretchr/testify/assert"
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)
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)
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func TestAdjustQuantityByMinAmount(t *testing.T) {
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func TestAdjustQuantityByMinAmount(t *testing.T) {
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@ -4,7 +4,6 @@ import (
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"testing"
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"testing"
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/assert"
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)
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)
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const Delta = 1e-9
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const Delta = 1e-9
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@ -200,4 +199,3 @@ func TestPercentageScale(t *testing.T) {
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assert.InDelta(t, 100.0, v, Delta)
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assert.InDelta(t, 100.0, v, Delta)
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})
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})
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}
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}
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@ -173,8 +173,8 @@ type ExchangeSession struct {
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// Withdrawal is used for enabling withdrawal functions
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// Withdrawal is used for enabling withdrawal functions
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Withdrawal bool `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
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Withdrawal bool `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
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MakerFeeRate fixedpoint.Value `json:"makerFeeRate,omitempty" yaml:"makerFeeRate,omitempty"`
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MakerFeeRate fixedpoint.Value `json:"makerFeeRate" yaml:"makerFeeRate"`
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TakerFeeRate fixedpoint.Value `json:"takerFeeRate,omitempty" yaml:"takerFeeRate,omitempty"`
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TakerFeeRate fixedpoint.Value `json:"takerFeeRate" yaml:"takerFeeRate"`
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PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`
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PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`
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Margin bool `json:"margin,omitempty" yaml:"margin"`
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Margin bool `json:"margin,omitempty" yaml:"margin"`
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@ -5,8 +5,8 @@ import (
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"github.com/stretchr/testify/assert"
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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@ -21,9 +21,9 @@ import (
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"github.com/c9s/bbgo/pkg/backtest"
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"github.com/c9s/bbgo/pkg/backtest"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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)
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type BackTestReport struct {
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type BackTestReport struct {
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@ -24,7 +24,6 @@ var balancesCmd = &cobra.Command{
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RunE: func(cmd *cobra.Command, args []string) error {
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RunE: func(cmd *cobra.Command, args []string) error {
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ctx := context.Background()
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ctx := context.Background()
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configFile, err := cmd.Flags().GetString("config")
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configFile, err := cmd.Flags().GetString("config")
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if err != nil {
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if err != nil {
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return err
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return err
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@ -39,7 +38,6 @@ var balancesCmd = &cobra.Command{
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return err
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return err
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}
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}
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// if config file exists, use the config loaded from the config file.
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// if config file exists, use the config loaded from the config file.
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// otherwise, use a empty config object
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// otherwise, use a empty config object
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var userConfig *bbgo.Config
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var userConfig *bbgo.Config
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@ -63,7 +61,6 @@ var balancesCmd = &cobra.Command{
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return err
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return err
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}
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}
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if len(sessionName) > 0 {
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if len(sessionName) > 0 {
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session, ok := environ.Session(sessionName)
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session, ok := environ.Session(sessionName)
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if !ok {
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if !ok {
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@ -89,7 +86,6 @@ var balancesCmd = &cobra.Command{
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}
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}
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}
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}
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return nil
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return nil
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},
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},
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}
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}
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@ -14,6 +14,7 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/pricedrop"
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_ "github.com/c9s/bbgo/pkg/strategy/pricedrop"
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_ "github.com/c9s/bbgo/pkg/strategy/rebalance"
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_ "github.com/c9s/bbgo/pkg/strategy/rebalance"
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_ "github.com/c9s/bbgo/pkg/strategy/schedule"
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_ "github.com/c9s/bbgo/pkg/strategy/schedule"
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_ "github.com/c9s/bbgo/pkg/strategy/skeleton"
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_ "github.com/c9s/bbgo/pkg/strategy/support"
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_ "github.com/c9s/bbgo/pkg/strategy/support"
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_ "github.com/c9s/bbgo/pkg/strategy/swing"
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_ "github.com/c9s/bbgo/pkg/strategy/swing"
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_ "github.com/c9s/bbgo/pkg/strategy/techsignal"
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_ "github.com/c9s/bbgo/pkg/strategy/techsignal"
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@ -22,5 +23,4 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xnav"
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_ "github.com/c9s/bbgo/pkg/strategy/xnav"
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_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
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_ "github.com/c9s/bbgo/pkg/strategy/skeleton"
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)
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)
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@ -85,7 +85,6 @@ var cancelOrderCmd = &cobra.Command{
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var sessions = environ.Sessions()
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var sessions = environ.Sessions()
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if len(sessionName) > 0 {
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if len(sessionName) > 0 {
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ses, ok := environ.Session(sessionName)
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ses, ok := environ.Session(sessionName)
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if !ok {
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if !ok {
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@ -164,7 +164,6 @@ func runConfig(basectx context.Context, cmd *cobra.Command, userConfig *bbgo.Con
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environ.BindSync(userConfig)
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environ.BindSync(userConfig)
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}
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}
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trader := bbgo.NewTrader(environ)
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trader := bbgo.NewTrader(environ)
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if err := trader.Configure(userConfig); err != nil {
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if err := trader.Configure(userConfig); err != nil {
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return err
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return err
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@ -58,8 +58,6 @@ var SyncCmd = &cobra.Command{
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return err
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return err
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}
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}
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sessionName, err := cmd.Flags().GetString("session")
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sessionName, err := cmd.Flags().GetString("session")
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if err != nil {
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if err != nil {
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return err
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return err
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@ -10,8 +10,8 @@ import (
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"github.com/spf13/cobra"
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"github.com/spf13/cobra"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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func init() {
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func init() {
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@ -6,8 +6,8 @@ import (
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"github.com/spf13/viper"
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"github.com/spf13/viper"
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"github.com/c9s/bbgo/pkg/exchange/ftx"
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"github.com/c9s/bbgo/pkg/exchange/ftx"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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func inQuoteAsset(balances types.BalanceMap, market types.Market, price fixedpoint.Value) fixedpoint.Value {
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func inQuoteAsset(balances types.BalanceMap, market types.Market, price fixedpoint.Value) fixedpoint.Value {
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@ -3,8 +3,8 @@
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package fixedpoint
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package fixedpoint
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import (
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import (
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"bytes"
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"database/sql/driver"
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"database/sql/driver"
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"encoding/json"
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"errors"
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"errors"
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"fmt"
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"fmt"
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"math"
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"math"
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@ -57,7 +57,7 @@ func (v Value) Value() (driver.Value, error) {
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func (v *Value) Scan(src interface{}) error {
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func (v *Value) Scan(src interface{}) error {
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switch d := src.(type) {
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switch d := src.(type) {
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case int64:
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case int64:
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*v = Value(d)
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*v = NewFromInt(d)
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return nil
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return nil
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case float64:
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case float64:
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@ -95,7 +95,8 @@ func (v Value) String() string {
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}
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}
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func (v Value) FormatString(prec int) string {
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func (v Value) FormatString(prec int) string {
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return strconv.FormatFloat(float64(v)/DefaultPow, 'f', prec, 64)
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result := strconv.FormatFloat(float64(v)/DefaultPow, 'f', prec+1, 64)
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return result[:len(result)-1]
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}
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}
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func (v Value) Percentage() string {
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func (v Value) Percentage() string {
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@ -109,7 +110,8 @@ func (v Value) FormatPercentage(prec int) string {
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if v == 0 {
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if v == 0 {
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return "0"
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return "0"
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}
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}
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return strconv.FormatFloat(float64(v)/DefaultPow*100., 'f', prec, 64) + "%"
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result := strconv.FormatFloat(float64(v)/DefaultPow*100., 'f', prec+1, 64)
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return result[:len(result)-1] + "%"
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}
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}
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func (v Value) SignedPercentage() string {
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func (v Value) SignedPercentage() string {
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@ -223,36 +225,21 @@ func (v Value) MarshalJSON() ([]byte, error) {
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}
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}
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func (v *Value) UnmarshalJSON(data []byte) error {
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func (v *Value) UnmarshalJSON(data []byte) error {
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var a interface{}
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if bytes.Compare(data, []byte{'n', 'u', 'l', 'l'}) == 0 {
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var err = json.Unmarshal(data, &a)
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*v = Zero
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if err != nil {
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return nil
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}
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if len(data) == 0 {
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*v = Zero
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return nil
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}
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var err error
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|
if data[0] == '"' {
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data = data[1 : len(data)-1]
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}
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if *v, err = NewFromString(string(data)); err != nil {
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return err
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return err
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}
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}
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|
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switch d := a.(type) {
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case float64:
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*v = NewFromFloat(d)
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case float32:
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*v = NewFromFloat(float64(d))
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|
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case int64:
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*v = NewFromInt(d)
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case int:
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*v = NewFromInt(int64(d))
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case string:
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v2, err := NewFromString(d)
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if err != nil {
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return err
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}
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|
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*v = v2
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|
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default:
|
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return fmt.Errorf("unsupported type: %T %v", d, d)
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|
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|
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}
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return nil
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return nil
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}
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}
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|
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@ -166,7 +166,7 @@ func NewFromFloat(f float64) Value {
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}
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}
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_, e := math.Frexp(f)
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_, e := math.Frexp(f)
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e = int(float32(e) / log2of10)
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e = int(float32(e) / log2of10)
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c := uint64(f / math.Pow(10, float64(e-16)))
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c := uint64(f/math.Pow10(e-16) + 0.5)
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return newNoSignCheck(sign, c, e)
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return newNoSignCheck(sign, c, e)
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}
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}
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@ -995,8 +995,9 @@ func (v *Value) UnmarshalYAML(unmarshal func(a interface{}) error) (err error) {
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return err
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return err
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}
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}
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|
|
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// FIXME: should we limit to 8 prec?
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func (v Value) MarshalJSON() ([]byte, error) {
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func (v Value) MarshalJSON() ([]byte, error) {
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return []byte(v.String()), nil
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return []byte(v.FormatString(8)), nil
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}
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}
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|
|
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func (v *Value) UnmarshalJSON(data []byte) error {
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func (v *Value) UnmarshalJSON(data []byte) error {
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|
|
|
@ -1,12 +1,12 @@
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package indicator
|
package indicator
|
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|
|
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import (
|
import (
|
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|
"encoding/json"
|
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"math"
|
"math"
|
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"testing"
|
"testing"
|
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"encoding/json"
|
|
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|
|
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"github.com/c9s/bbgo/pkg/types"
|
|
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
|
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|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
// generated from:
|
// generated from:
|
||||||
|
@ -1030,7 +1030,7 @@ func Test_calculateEWMA(t *testing.T) {
|
||||||
priceF KLinePriceMapper
|
priceF KLinePriceMapper
|
||||||
window int
|
window int
|
||||||
}
|
}
|
||||||
var input []fixedpoint.Value;
|
var input []fixedpoint.Value
|
||||||
if err := json.Unmarshal(ethusdt5m, &input); err != nil {
|
if err := json.Unmarshal(ethusdt5m, &input); err != nil {
|
||||||
panic(err)
|
panic(err)
|
||||||
}
|
}
|
||||||
|
|
|
@ -1,12 +1,12 @@
|
||||||
package indicator
|
package indicator
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"encoding/json"
|
||||||
"math"
|
"math"
|
||||||
"testing"
|
"testing"
|
||||||
"encoding/json"
|
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
/*
|
/*
|
||||||
|
|
|
@ -1,13 +1,13 @@
|
||||||
package indicator
|
package indicator
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"testing"
|
|
||||||
"encoding/json"
|
"encoding/json"
|
||||||
|
"testing"
|
||||||
|
|
||||||
"github.com/stretchr/testify/assert"
|
"github.com/stretchr/testify/assert"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
const Delta = 1e-9
|
const Delta = 1e-9
|
||||||
|
@ -53,7 +53,7 @@ func Test_calculateOBV(t *testing.T) {
|
||||||
obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
|
obv := OBV{IntervalWindow: types.IntervalWindow{Window: tt.window}}
|
||||||
obv.calculateAndUpdate(tt.kLines)
|
obv.calculateAndUpdate(tt.kLines)
|
||||||
assert.Equal(t, len(obv.Values), len(tt.want))
|
assert.Equal(t, len(obv.Values), len(tt.want))
|
||||||
for i, v := range(obv.Values) {
|
for i, v := range obv.Values {
|
||||||
assert.InDelta(t, v, tt.want[i], Delta)
|
assert.InDelta(t, v, tt.want[i], Delta)
|
||||||
}
|
}
|
||||||
})
|
})
|
||||||
|
|
|
@ -1,13 +1,13 @@
|
||||||
package indicator
|
package indicator
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"encoding/json"
|
||||||
"math"
|
"math"
|
||||||
"testing"
|
"testing"
|
||||||
"time"
|
"time"
|
||||||
"encoding/json"
|
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
/*
|
/*
|
||||||
|
|
|
@ -1,13 +1,14 @@
|
||||||
package indicator
|
package indicator
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"encoding/json"
|
||||||
"math"
|
"math"
|
||||||
"testing"
|
"testing"
|
||||||
"encoding/json"
|
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
var trivialPrices = []byte(`[0]`)
|
var trivialPrices = []byte(`[0]`)
|
||||||
var trivialVolumes = []byte(`[1]`)
|
var trivialVolumes = []byte(`[1]`)
|
||||||
var easyPrices = []byte(`[1, 2, 3]`)
|
var easyPrices = []byte(`[1, 2, 3]`)
|
||||||
|
|
|
@ -1,4 +1,4 @@
|
||||||
// +build web
|
//go:build web
|
||||||
|
|
||||||
package server
|
package server
|
||||||
|
|
||||||
|
|
|
@ -1,4 +1,4 @@
|
||||||
// +build !web
|
//go:build !web
|
||||||
|
|
||||||
package server
|
package server
|
||||||
|
|
||||||
|
|
|
@ -22,7 +22,6 @@ type Strategy struct {
|
||||||
|
|
||||||
Notifiability *bbgo.Notifiability
|
Notifiability *bbgo.Notifiability
|
||||||
|
|
||||||
|
|
||||||
TotalAmount fixedpoint.Value `json:"totalAmount,omitempty"`
|
TotalAmount fixedpoint.Value `json:"totalAmount,omitempty"`
|
||||||
|
|
||||||
// Interval is the period that you want to submit order
|
// Interval is the period that you want to submit order
|
||||||
|
|
|
@ -9,9 +9,9 @@ import (
|
||||||
log "github.com/sirupsen/logrus"
|
log "github.com/sirupsen/logrus"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/bbgo"
|
"github.com/c9s/bbgo/pkg/bbgo"
|
||||||
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
"github.com/c9s/bbgo/pkg/indicator"
|
"github.com/c9s/bbgo/pkg/indicator"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
||||||
)
|
)
|
||||||
|
|
||||||
const ID = "flashcrash"
|
const ID = "flashcrash"
|
||||||
|
|
|
@ -4,8 +4,8 @@ import (
|
||||||
"context"
|
"context"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/bbgo"
|
"github.com/c9s/bbgo/pkg/bbgo"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
const ID = "pricealert"
|
const ID = "pricealert"
|
||||||
|
|
|
@ -6,11 +6,12 @@ import (
|
||||||
"github.com/sirupsen/logrus"
|
"github.com/sirupsen/logrus"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/bbgo"
|
"github.com/c9s/bbgo/pkg/bbgo"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
const ID = "skeleton"
|
const ID = "skeleton"
|
||||||
|
|
||||||
var log = logrus.WithField("strategy", ID)
|
var log = logrus.WithField("strategy", ID)
|
||||||
|
|
||||||
func init() {
|
func init() {
|
||||||
|
@ -25,7 +26,6 @@ func (s *Strategy) ID() string {
|
||||||
return ID
|
return ID
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
|
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
|
||||||
log.Infof("subscribe %s", s.Symbol)
|
log.Infof("subscribe %s", s.Symbol)
|
||||||
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
|
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
|
||||||
|
|
|
@ -7,8 +7,8 @@ import (
|
||||||
log "github.com/sirupsen/logrus"
|
log "github.com/sirupsen/logrus"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/bbgo"
|
"github.com/c9s/bbgo/pkg/bbgo"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
|
||||||
const ID = "swing"
|
const ID = "swing"
|
||||||
|
|
|
@ -130,7 +130,6 @@ func (s *Strategy) listenToFundingRate(ctx context.Context, exchange *binance.Ex
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
previousIndex = index
|
previousIndex = index
|
||||||
if fundingRate24HoursLowIndex != nil {
|
if fundingRate24HoursLowIndex != nil {
|
||||||
if fundingRate24HoursLowIndex.Time.Before(time.Now().Add(24 * time.Hour)) {
|
if fundingRate24HoursLowIndex.Time.Before(time.Now().Add(24 * time.Hour)) {
|
||||||
|
|
|
@ -467,6 +467,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
|
||||||
|
|
||||||
var lastPriceModifier = fixedpoint.NewFromFloat(1.001)
|
var lastPriceModifier = fixedpoint.NewFromFloat(1.001)
|
||||||
var minGap = fixedpoint.NewFromFloat(1.02)
|
var minGap = fixedpoint.NewFromFloat(1.02)
|
||||||
|
|
||||||
func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
|
func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
|
||||||
side := types.SideTypeBuy
|
side := types.SideTypeBuy
|
||||||
if pos.IsZero() {
|
if pos.IsZero() {
|
||||||
|
|
|
@ -1,2 +1 @@
|
||||||
package xnav
|
package xnav
|
||||||
|
|
||||||
|
|
|
@ -1,2 +1 @@
|
||||||
package types
|
package types
|
||||||
|
|
||||||
|
|
|
@ -32,4 +32,3 @@ func IsFiatCurrency(currency string) bool {
|
||||||
}
|
}
|
||||||
return false
|
return false
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
|
@ -1,8 +1,8 @@
|
||||||
package types
|
package types
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"time"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"time"
|
||||||
)
|
)
|
||||||
|
|
||||||
type DepositStatus string
|
type DepositStatus string
|
||||||
|
|
|
@ -6,8 +6,8 @@ import (
|
||||||
|
|
||||||
"github.com/slack-go/slack"
|
"github.com/slack-go/slack"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/util"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/util"
|
||||||
)
|
)
|
||||||
|
|
||||||
type Direction int
|
type Direction int
|
||||||
|
@ -137,7 +137,6 @@ func (k KLine) GetAmplification() fixedpoint.Value {
|
||||||
return k.GetMaxChange().Div(k.GetLow())
|
return k.GetMaxChange().Div(k.GetLow())
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
// GetThickness returns the thickness of the kline. 1 => thick, 0.1 => thin
|
// GetThickness returns the thickness of the kline. 1 => thick, 0.1 => thin
|
||||||
func (k KLine) GetThickness() fixedpoint.Value {
|
func (k KLine) GetThickness() fixedpoint.Value {
|
||||||
out := k.GetChange().Div(k.GetMaxChange())
|
out := k.GetChange().Div(k.GetMaxChange())
|
||||||
|
|
|
@ -1,9 +1,9 @@
|
||||||
package types
|
package types
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"testing"
|
|
||||||
"github.com/stretchr/testify/assert"
|
|
||||||
"encoding/json"
|
"encoding/json"
|
||||||
|
"github.com/stretchr/testify/assert"
|
||||||
|
"testing"
|
||||||
)
|
)
|
||||||
|
|
||||||
func TestKLineWindow_Tail(t *testing.T) {
|
func TestKLineWindow_Tail(t *testing.T) {
|
||||||
|
|
|
@ -5,8 +5,8 @@ import (
|
||||||
"testing"
|
"testing"
|
||||||
"time"
|
"time"
|
||||||
|
|
||||||
"github.com/stretchr/testify/assert"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/stretchr/testify/assert"
|
||||||
)
|
)
|
||||||
|
|
||||||
var s func(string) fixedpoint.Value = fixedpoint.MustNewFromString
|
var s func(string) fixedpoint.Value = fixedpoint.MustNewFromString
|
||||||
|
|
|
@ -10,8 +10,8 @@ import (
|
||||||
"github.com/pkg/errors"
|
"github.com/pkg/errors"
|
||||||
"github.com/slack-go/slack"
|
"github.com/slack-go/slack"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/util"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/util"
|
||||||
)
|
)
|
||||||
|
|
||||||
func init() {
|
func init() {
|
||||||
|
|
|
@ -3,8 +3,8 @@ package types
|
||||||
import (
|
import (
|
||||||
"testing"
|
"testing"
|
||||||
|
|
||||||
"github.com/stretchr/testify/assert"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/stretchr/testify/assert"
|
||||||
)
|
)
|
||||||
|
|
||||||
func TestPriceVolumeSlice_Remove(t *testing.T) {
|
func TestPriceVolumeSlice_Remove(t *testing.T) {
|
||||||
|
|
|
@ -33,10 +33,12 @@ type Reward struct {
|
||||||
}
|
}
|
||||||
|
|
||||||
type RewardSlice []Reward
|
type RewardSlice []Reward
|
||||||
|
|
||||||
func (s RewardSlice) Len() int { return len(s) }
|
func (s RewardSlice) Len() int { return len(s) }
|
||||||
func (s RewardSlice) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
|
func (s RewardSlice) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
|
||||||
|
|
||||||
type RewardSliceByCreationTime RewardSlice
|
type RewardSliceByCreationTime RewardSlice
|
||||||
|
|
||||||
func (s RewardSliceByCreationTime) Len() int { return len(s) }
|
func (s RewardSliceByCreationTime) Len() int { return len(s) }
|
||||||
func (s RewardSliceByCreationTime) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
|
func (s RewardSliceByCreationTime) Swap(i, j int) { s[i], s[j] = s[j], s[i] }
|
||||||
|
|
||||||
|
|
|
@ -1,8 +1,8 @@
|
||||||
package types
|
package types
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"time"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"time"
|
||||||
)
|
)
|
||||||
|
|
||||||
type Ticker struct {
|
type Ticker struct {
|
||||||
|
|
|
@ -146,7 +146,6 @@ func (trade Trade) PlainText() string {
|
||||||
|
|
||||||
var slackTradeTextTemplate = ":handshake: Trade {{ .Symbol }} {{ .Side }} {{ .Quantity }} @ {{ .Price }}"
|
var slackTradeTextTemplate = ":handshake: Trade {{ .Symbol }} {{ .Side }} {{ .Quantity }} @ {{ .Price }}"
|
||||||
|
|
||||||
|
|
||||||
func exchangeFooterIcon(exName ExchangeName) string {
|
func exchangeFooterIcon(exName ExchangeName) string {
|
||||||
footerIcon := ""
|
footerIcon := ""
|
||||||
|
|
||||||
|
|
|
@ -29,9 +29,9 @@ func Test_trimTrailingZero(t *testing.T) {
|
||||||
{
|
{
|
||||||
name: "non trailing zero",
|
name: "non trailing zero",
|
||||||
args: args{
|
args: args{
|
||||||
a: "1.0001234567",
|
a: "1.00012345",
|
||||||
},
|
},
|
||||||
want: "1.0001234567",
|
want: "1.00012345",
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
name: "integer",
|
name: "integer",
|
||||||
|
|
|
@ -2,8 +2,8 @@ package types
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"fmt"
|
"fmt"
|
||||||
"time"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"time"
|
||||||
)
|
)
|
||||||
|
|
||||||
type Withdraw struct {
|
type Withdraw struct {
|
||||||
|
@ -35,4 +35,3 @@ type WithdrawalOptions struct {
|
||||||
Network string
|
Network string
|
||||||
AddressTag string
|
AddressTag string
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
|
@ -1,9 +1,9 @@
|
||||||
package util
|
package util
|
||||||
|
|
||||||
import (
|
import (
|
||||||
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
"math"
|
"math"
|
||||||
"strconv"
|
"strconv"
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
||||||
)
|
)
|
||||||
|
|
||||||
const MaxDigits = 18 // MAX_INT64 ~ 9 * 10^18
|
const MaxDigits = 18 // MAX_INT64 ~ 9 * 10^18
|
||||||
|
|
|
@ -30,4 +30,3 @@ func TestReonce_DoAndReset(t *testing.T) {
|
||||||
time.Sleep(time.Second)
|
time.Sleep(time.Second)
|
||||||
assert.Equal(t, 2, cnt)
|
assert.Equal(t, 2, cnt)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
|
@ -33,7 +33,3 @@ func ParseTimeWithFormats(strTime string, formats []string) (time.Time, error) {
|
||||||
}
|
}
|
||||||
return time.Time{}, fmt.Errorf("failed to parse time %s, valid formats are %+v", strTime, formats)
|
return time.Time{}, fmt.Errorf("failed to parse time %s, valid formats are %+v", strTime, formats)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue
Block a user