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strategy: fix fixedpoint.Value compare to 0 problem

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Andy Cheng 2022-01-28 15:44:14 +08:00
parent 16f811f48f
commit a9b48ff138
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GPG Key ID: 936427CF651A9D28
1 changed files with 7 additions and 7 deletions
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14
pkg/strategy/support/strategy.go
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@ -377,7 +377,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.orderStore = bbgo.NewOrderStore(s.Symbol)
s.orderStore.BindStream(session.UserDataStream)
if s.TrailingStopTarget.TrailingStopCallBackRatio.Float64() != 0 {
if s.TrailingStopTarget.TrailingStopCallBackRatio != 0 {
s.trailingStopControl = &TrailingStopControl{
symbol: s.Symbol,
market: s.Market,
@ -396,7 +396,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)
if s.TrailingStopTarget.TrailingStopCallBackRatio.Float64() != 0 {
if s.TrailingStopTarget.TrailingStopCallBackRatio != 0 {
// Update trailing stop when the position changes
s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
if position.Base.Float64() > 0 { // Update order if we have a position
@ -408,7 +408,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Calculate minimum target price
var minTargetPrice = 0.0
if s.trailingStopControl.minimumProfitPercentage.Float64() > 0 {
if s.trailingStopControl.minimumProfitPercentage > 0 {
minTargetPrice = position.AverageCost.Float64() * (1 + s.trailingStopControl.minimumProfitPercentage.Float64())
}
@ -451,7 +451,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
highPriceF := kline.GetHigh()
highPrice := fixedpoint.NewFromFloat(highPriceF)
if s.TrailingStopTarget.TrailingStopCallBackRatio.Float64() > 0 {
if s.TrailingStopTarget.TrailingStopCallBackRatio > 0 {
if s.state.Position.Base.Float64() <= 0 { // Without a position
// Update trailing orders with current high price
s.trailingStopControl.CurrentHighestPrice = highPrice
@ -467,7 +467,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Calculate minimum target price
var minTargetPrice = 0.0
if s.trailingStopControl.minimumProfitPercentage.Float64() > 0 {
if s.trailingStopControl.minimumProfitPercentage > 0 {
minTargetPrice = s.state.Position.AverageCost.Float64() * (1 + s.trailingStopControl.minimumProfitPercentage.Float64())
}
@ -582,7 +582,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.Notify("%s position is saved", s.Symbol, s.state.Position)
}
if s.TrailingStopTarget.TrailingStopCallBackRatio.Float64() == 0 { // submit fixed target orders
if s.TrailingStopTarget.TrailingStopCallBackRatio == 0 { // submit fixed target orders
var targetOrders []types.SubmitOrder
for _, target := range s.Targets {
targetPrice := closePrice.Float64() * (1.0 + target.ProfitPercentage)
@ -623,7 +623,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
defer wg.Done()
// Cancel trailing stop order
if s.TrailingStopTarget.TrailingStopCallBackRatio.Float64() > 0 {
if s.TrailingStopTarget.TrailingStopCallBackRatio > 0 {
if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, session); err != nil {
log.WithError(err).Errorf("Can not cancel the trailing stop order!")
}