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FIX: deactivate exit when position in closing

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root 2023-11-29 18:26:01 +08:00
parent 4bf93b3bfa
commit a4ccad9463
6 changed files with 6 additions and 8 deletions
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3
pkg/bbgo/exit_cumulated_volume_take_profit.go
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@ -15,7 +15,6 @@ import (
// To query the historical quote volume, use the following query: // To query the historical quote volume, use the following query:
// //
// > SELECT start_time, `interval`, quote_volume, open, close FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' ORDER BY quote_volume DESC LIMIT 20; // > SELECT start_time, `interval`, quote_volume, open, close FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' ORDER BY quote_volume DESC LIMIT 20;
//
type CumulatedVolumeTakeProfit struct { type CumulatedVolumeTakeProfit struct {
Symbol string `json:"symbol"` Symbol string `json:"symbol"`
@ -39,7 +38,7 @@ func (s *CumulatedVolumeTakeProfit) Bind(session *ExchangeSession, orderExecutor
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) { session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
closePrice := kline.Close closePrice := kline.Close
openPrice := kline.Open openPrice := kline.Open
if position.IsClosed() || position.IsDust(closePrice) { if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
return return
} }

2
pkg/bbgo/exit_hh_ll_stop.go
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@ -62,7 +62,7 @@ func (s *HigherHighLowerLowStop) Subscribe(session *ExchangeSession) {
// determine whether this stop should be activated // determine whether this stop should be activated
func (s *HigherHighLowerLowStop) updateActivated(position *types.Position, closePrice fixedpoint.Value) { func (s *HigherHighLowerLowStop) updateActivated(position *types.Position, closePrice fixedpoint.Value) {
// deactivate when no position // deactivate when no position
if position.IsClosed() || position.IsDust(closePrice) { if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
s.activated = false s.activated = false
return return

3
pkg/bbgo/exit_lower_shadow_take_profit.go
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@ -30,11 +30,10 @@ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *Ge
stdIndicatorSet := session.StandardIndicatorSet(s.Symbol) stdIndicatorSet := session.StandardIndicatorSet(s.Symbol)
ewma := stdIndicatorSet.EWMA(s.IntervalWindow) ewma := stdIndicatorSet.EWMA(s.IntervalWindow)
position := orderExecutor.Position() position := orderExecutor.Position()
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) { session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
closePrice := kline.Close closePrice := kline.Close
if position.IsClosed() || position.IsDust(closePrice) { if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
return return
} }

2
pkg/bbgo/exit_roi_stop_loss.go
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@ -45,7 +45,7 @@ func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrder
} }
func (s *RoiStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *types.Position) { func (s *RoiStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *types.Position) {
if position.IsClosed() || position.IsDust(closePrice) { if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
return return
} }

2
pkg/bbgo/exit_roi_take_profit.go
View File

@ -29,7 +29,7 @@ func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
position := orderExecutor.Position() position := orderExecutor.Position()
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) { session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
closePrice := kline.Close closePrice := kline.Close
if position.IsClosed() || position.IsDust(closePrice) { if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
return return
} }

2
pkg/bbgo/exit_trailing_stop.go
View File

@ -93,7 +93,7 @@ func (s *TrailingStop2) getRatio(price fixedpoint.Value, position *types.Positio
} }
func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.Position) error { func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.Position) error {
if position.IsClosed() || position.IsDust(price) { if position.IsClosed() || position.IsDust(price) || position.IsClosing() {
return nil return nil
} }