lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

xmaker: rename to aggTradeVolume

Browse Source
This commit is contained in:
c9s 2024-09-04 16:09:58 +08:00
parent 656112de45
commit 9fc3a1b44a
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
pkg/strategy/xmaker/signal_trade.go
View File

@ -75,7 +75,7 @@ func (s *TradeVolumeWindowSignal) filterTrades(now time.Time) []types.Trade {
return trades
}
func (s *TradeVolumeWindowSignal) calculateTradeVolume(trades []types.Trade) (buyVolume, sellVolume float64) {
func (s *TradeVolumeWindowSignal) aggTradeVolume(trades []types.Trade) (buyVolume, sellVolume float64) {
for _, td := range trades {
if td.IsBuyer {
buyVolume += td.Quantity.Float64()
@ -87,10 +87,10 @@ func (s *TradeVolumeWindowSignal) calculateTradeVolume(trades []types.Trade) (bu
return buyVolume, sellVolume
}
func (s *TradeVolumeWindowSignal) CalculateSignal(ctx context.Context) (float64, error) {
func (s *TradeVolumeWindowSignal) CalculateSignal(_ context.Context) (float64, error) {
now := time.Now()
trades := s.filterTrades(now)
buyVolume, sellVolume := s.calculateTradeVolume(trades)
buyVolume, sellVolume := s.aggTradeVolume(trades)
totalVolume := buyVolume + sellVolume
threshold := s.Threshold.Float64()