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pivotshort: fix open close price compare

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c9s 2022-07-01 17:43:51 +08:00
parent 178913dd1b
commit 9a11fd59ed
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1 changed files with 3 additions and 1 deletions
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4
pkg/strategy/pivotshort/breaklow.go
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@ -94,6 +94,7 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
openPrice := kline.Open
closePrice := kline.Close
// if previous low is not break, skip
if closePrice.Compare(breakPrice) >= 0 {
return
@ -101,11 +102,12 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
// we need the price cross the break line or we do nothing
if !(openPrice.Compare(breakPrice) > 0 && closePrice.Compare(breakPrice) < 0) {
log.Infof("%s kline is not between the break low price %f", kline.Symbol, breakPrice.Float64())
return
}
// force direction to be down
if closePrice.Compare(openPrice) > 0 {
if closePrice.Compare(openPrice) >= 0 {
log.Infof("%s price %f is closed higher than the open price %f, skip this break", kline.Symbol, closePrice.Float64(), openPrice.Float64())
// skip UP klines
return