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grid2: pull out calculate pins call

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c9s 2022-11-09 18:56:33 +08:00
parent 32b6299b93
commit a8cbe0e488
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GPG Key ID: 7385E7E464CB0A54
3 changed files with 10 additions and 1 deletions
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1
pkg/strategy/grid2/grid.go
View File

@ -60,7 +60,6 @@ func NewGrid(lower, upper, size, tickSize fixedpoint.Value) *Grid {
Spread: spread, Spread: spread,
} }
grid.CalculatePins()
return grid return grid
} }

9
pkg/strategy/grid2/grid_test.go
View File

@ -28,6 +28,8 @@ func TestNewGrid(t *testing.T) {
lower := fixedpoint.NewFromFloat(100.0) lower := fixedpoint.NewFromFloat(100.0)
size := fixedpoint.NewFromFloat(100.0) size := fixedpoint.NewFromFloat(100.0)
grid := NewGrid(lower, upper, size, number(0.01)) grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculatePins()
assert.Equal(t, upper, grid.UpperPrice) assert.Equal(t, upper, grid.UpperPrice)
assert.Equal(t, lower, grid.LowerPrice) assert.Equal(t, lower, grid.LowerPrice)
assert.Equal(t, fixedpoint.NewFromFloat(4), grid.Spread) assert.Equal(t, fixedpoint.NewFromFloat(4), grid.Spread)
@ -42,6 +44,7 @@ func TestGrid_HasPin(t *testing.T) {
lower := fixedpoint.NewFromFloat(100.0) lower := fixedpoint.NewFromFloat(100.0)
size := fixedpoint.NewFromFloat(100.0) size := fixedpoint.NewFromFloat(100.0)
grid := NewGrid(lower, upper, size, number(0.01)) grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculatePins()
assert.True(t, grid.HasPin(Pin(number(100.0)))) assert.True(t, grid.HasPin(Pin(number(100.0))))
assert.True(t, grid.HasPin(Pin(number(500.0)))) assert.True(t, grid.HasPin(Pin(number(500.0))))
@ -53,6 +56,8 @@ func TestGrid_ExtendUpperPrice(t *testing.T) {
lower := number(100.0) lower := number(100.0)
size := number(4.0) size := number(4.0)
grid := NewGrid(lower, upper, size, number(0.01)) grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculatePins()
originalSpread := grid.Spread originalSpread := grid.Spread
t.Logf("pins: %+v", grid.Pins) t.Logf("pins: %+v", grid.Pins)
@ -71,6 +76,7 @@ func TestGrid_ExtendLowerPrice(t *testing.T) {
lower := fixedpoint.NewFromFloat(2000.0) lower := fixedpoint.NewFromFloat(2000.0)
size := fixedpoint.NewFromFloat(10.0) size := fixedpoint.NewFromFloat(10.0)
grid := NewGrid(lower, upper, size, number(0.01)) grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculatePins()
assert.Equal(t, Pin(number(2000.0)), grid.BottomPin(), "bottom pin should be 1000.0") assert.Equal(t, Pin(number(2000.0)), grid.BottomPin(), "bottom pin should be 1000.0")
assert.Equal(t, Pin(number(3000.0)), grid.TopPin(), "top pin should be 3000.0") assert.Equal(t, Pin(number(3000.0)), grid.TopPin(), "top pin should be 3000.0")
@ -105,6 +111,8 @@ func TestGrid_NextLowerPin(t *testing.T) {
lower := number(100.0) lower := number(100.0)
size := number(4.0) size := number(4.0)
grid := NewGrid(lower, upper, size, number(0.01)) grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculatePins()
t.Logf("pins: %+v", grid.Pins) t.Logf("pins: %+v", grid.Pins)
next, ok := grid.NextLowerPin(number(200.0)) next, ok := grid.NextLowerPin(number(200.0))
@ -121,6 +129,7 @@ func TestGrid_NextHigherPin(t *testing.T) {
lower := number(100.0) lower := number(100.0)
size := number(4.0) size := number(4.0)
grid := NewGrid(lower, upper, size, number(0.01)) grid := NewGrid(lower, upper, size, number(0.01))
grid.CalculatePins()
t.Logf("pins: %+v", grid.Pins) t.Logf("pins: %+v", grid.Pins)
next, ok := grid.NextHigherPin(number(100.0)) next, ok := grid.NextHigherPin(number(100.0))

1
pkg/strategy/grid2/strategy.go
View File

@ -126,6 +126,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize) s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
s.grid.CalculatePins()
s.orderStore = bbgo.NewOrderStore(s.Symbol) s.orderStore = bbgo.NewOrderStore(s.Symbol)
s.orderStore.BindStream(session.UserDataStream) s.orderStore.BindStream(session.UserDataStream)