From a7325e86f037c26aabc8c72dd1bdb398fdbb75c6 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Thu, 29 Oct 2020 13:42:53 +0800
Subject: [PATCH] document swing strategy

---
 pkg/strategy/swing/strategy.go | 75 ++++++++++++++++++++++++----------
 1 file changed, 54 insertions(+), 21 deletions(-)

diff --git a/pkg/strategy/swing/strategy.go b/pkg/strategy/swing/strategy.go
index 3043aaa6a..b6c4a466f 100644
--- a/pkg/strategy/swing/strategy.go
+++ b/pkg/strategy/swing/strategy.go
@@ -11,31 +11,69 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+// The indicators (SMA and EWMA) that we want to use are returning float64 data.
+type Float64Indicator interface {
+	Last() float64
+}
+
 func init() {
+	// Register the pointer of the strategy struct,
+	// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
+	// Note: built-in strategies need to imported manually in the bbgo cmd package.
 	bbgo.RegisterStrategy("swing", &Strategy{})
 }
 
 type Strategy struct {
 	// The notification system will be injected into the strategy automatically.
+	// This field will be injected automatically since it's a single exchange strategy.
 	*bbgo.Notifiability
-	*bbgo.MarketDataStore
-	types.Market
 
-	// OrderExecutor is an interface for submitting order
+	// OrderExecutor is an interface for submitting order.
+	// This field will be injected automatically since it's a single exchange strategy.
 	bbgo.OrderExecutor
 
-	// These fields will be filled from the config file (it translates YAML to JSON)
-	Symbol                string         `json:"symbol"`
-	Interval              string         `json:"interval"`
-	MinChange             float64        `json:"minChange"`
-	BaseQuantity          float64        `json:"baseQuantity"`
-	MovingAverageType     string         `json:"movingAverageType"`
-	MovingAverageInterval types.Interval `json:"movingAverageInterval"`
-	MovingAverageWindow   int            `json:"movingAverageWindow"`
-}
+	// if Symbol string field is defined, bbgo will know it's a symbol-based strategy
+	// The following embedded fields will be injected with the corresponding instances.
 
-type Float64Indicator interface {
-	Last() float64
+	// MarketDataStore is a pointer only injection field. public trades, k-lines (candlestick)
+	// and order book updates are maintained in the market data store.
+	// This field will be injected automatically since we defined the Symbol field.
+	*bbgo.MarketDataStore
+
+	// StandardIndicatorSet contains the standard indicators of a market (symbol)
+	// This field will be injected automatically since we defined the Symbol field.
+	*bbgo.StandardIndicatorSet
+
+	// Market stores the configuration of the market, for example, VolumePrecision, PricePrecision, MinLotSize... etc
+	// This field will be injected automatically since we defined the Symbol field.
+	types.Market
+
+	// These fields will be filled from the config file (it translates YAML to JSON)
+	Symbol string `json:"symbol"`
+
+	// Interval is the interval of the kline channel we want to subscribe,
+	// the kline event will trigger the strategy to check if we need to submit order.
+	Interval string `json:"interval"`
+
+	// MinChange filters out the k-lines with small changes. so that our strategy will only be triggered
+	// in specific events.
+	MinChange float64 `json:"minChange"`
+
+	// BaseQuantity is the base quantity of the submit order. for both BUY and SELL, market order will be used.
+	BaseQuantity float64 `json:"baseQuantity"`
+
+	// MovingAverageType is the moving average indicator type that we want to use,
+	// it could be SMA or EWMA
+	MovingAverageType string `json:"movingAverageType"`
+
+	// MovingAverageInterval is the interval of k-lines for the moving average indicator to calculate,
+	// it could be "1m", "5m", "1h" and so on.  note that, the moving averages are calculated from
+	// the k-line data we subscribed
+	MovingAverageInterval types.Interval `json:"movingAverageInterval"`
+
+	// MovingAverageWindow is the number of the window size of the moving average indicator.
+	// The number of k-lines in the window. generally used window sizes are 7, 25 and 99 in the TradingView.
+	MovingAverageWindow int `json:"movingAverageWindow"`
 }
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
@@ -43,20 +81,15 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	indicatorSet, ok := session.StandardIndicatorSet(s.Symbol)
-	if !ok {
-		return errors.Errorf("indicatorSet of %s is not configured", s.Symbol)
-	}
-
 	var inc Float64Indicator
 	var iw = types.IntervalWindow{Interval: s.MovingAverageInterval, Window: s.MovingAverageWindow}
 
 	switch s.MovingAverageType {
 	case "SMA":
-		inc = indicatorSet.GetSMA(iw)
+		inc = s.StandardIndicatorSet.GetSMA(iw)
 
 	case "EWMA", "EMA":
-		inc = indicatorSet.GetEWMA(iw)
+		inc = s.StandardIndicatorSet.GetEWMA(iw)
 
 	default:
 		return errors.Errorf("unsupported moving average type: %s", s.MovingAverageType)