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rename kline trend to direction

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This commit is contained in:
c9s 2020-12-04 10:18:51 +08:00
parent 22771288eb
commit 936650d879
3 changed files with 21 additions and 21 deletions
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6
pkg/backtest/matching.go
View File

@ -400,8 +400,8 @@ func (m *SimplePriceMatching) SellToPrice(price fixedpoint.Value) (closedOrders
func (m *SimplePriceMatching) processKLine(kline types.KLine) {
m.CurrentTime = kline.EndTime
switch kline.GetTrend() {
case types.TrendDown:
switch kline.Direction() {
case types.DirectionDown:
if kline.High > kline.Open {
m.BuyToPrice(fixedpoint.NewFromFloat(kline.High))
}
@ -413,7 +413,7 @@ func (m *SimplePriceMatching) processKLine(kline types.KLine) {
m.SellToPrice(fixedpoint.NewFromFloat(kline.Close))
}
case types.TrendUp:
case types.DirectionUp:
if kline.Low < kline.Open {
m.SellToPrice(fixedpoint.NewFromFloat(kline.Low))
}

6
pkg/strategy/swing/strategy.go
View File

@ -119,9 +119,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
changePercentage := kline.GetChange() / kline.Open
quantity := s.BaseQuantity * (1.0 + math.Abs(changePercentage))
trend := kline.GetTrend()
trend := kline.Direction()
switch trend {
case types.TrendUp:
case types.DirectionUp:
// if it goes up and it's above the moving average price, then we sell
if closePrice > movingAveragePrice {
s.notify(":chart_with_upwards_trend: closePrice %f is above movingAveragePrice %f, submitting SELL order", closePrice, movingAveragePrice)
@ -137,7 +137,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Error("submit order error")
}
}
case types.TrendDown:
case types.DirectionDown:
// if it goes down and it's below the moving average price, then we buy
if closePrice < movingAveragePrice {
s.notify(":chart_with_downwards_trend: closePrice %f is below movingAveragePrice %f, submitting BUY order", closePrice, movingAveragePrice)

30
pkg/types/kline.go
View File

@ -10,15 +10,15 @@ import (
"github.com/c9s/bbgo/pkg/util"
)
type Trend int
type Direction int
const TrendUp = 1
const TrendFlat = 0
const TrendDown = -1
const DirectionUp = 1
const DirectionNone = 0
const DirectionDown = -1
type KLineOrWindow interface {
GetInterval() string
GetTrend() int
Direction() Direction
GetChange() float64
GetMaxChange() float64
GetThickness() float64
@ -86,27 +86,27 @@ func (k KLine) Mid() float64 {
// green candle with open and close near high price
func (k KLine) BounceUp() bool {
mid := k.Mid()
trend := k.GetTrend()
trend := k.Direction()
return trend > 0 && k.Open > mid && k.Close > mid
}
// red candle with open and close near low price
func (k KLine) BounceDown() bool {
mid := k.Mid()
trend := k.GetTrend()
trend := k.Direction()
return trend > 0 && k.Open < mid && k.Close < mid
}
func (k KLine) GetTrend() Trend {
func (k KLine) Direction() Direction {
o := k.GetOpen()
c := k.GetClose()
if c > o {
return TrendUp
return DirectionUp
} else if c < o {
return TrendDown
return DirectionDown
}
return TrendFlat
return DirectionNone
}
func (k KLine) GetHigh() float64 {
@ -175,9 +175,9 @@ func (k KLine) String() string {
}
func (k KLine) Color() string {
if k.GetTrend() > 0 {
if k.Direction() > 0 {
return Green
} else if k.GetTrend() < 0 {
} else if k.Direction() < 0 {
return Red
}
return "#f0f0f0"
@ -282,7 +282,7 @@ func (k KLineWindow) GetMaxChange() float64 {
func (k KLineWindow) AllDrop() bool {
for _, n := range k {
if n.GetTrend() >= 0 {
if n.Direction() >= 0 {
return false
}
}
@ -291,7 +291,7 @@ func (k KLineWindow) AllDrop() bool {
func (k KLineWindow) AllRise() bool {
for _, n := range k {
if n.GetTrend() <= 0 {
if n.Direction() <= 0 {
return false
}
}