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pivotshort: make preload pivot as a pure function
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9733eec280
commit
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@ -188,7 +188,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
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s.pivot.Bind(store)
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lastKLine := s.preloadPivot(s.pivot, store)
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lastKLine := preloadPivot(s.pivot, store)
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// update pivot low data
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session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
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@ -224,7 +224,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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if s.ResistanceShort != nil && s.ResistanceShort.Enabled {
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if s.resistancePivot != nil {
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s.preloadPivot(s.resistancePivot, store)
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preloadPivot(s.resistancePivot, store)
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}
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session.UserDataStream.OnStart(func() {
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@ -435,23 +435,6 @@ func (s *Strategy) placeOrder(ctx context.Context, price fixedpoint.Value, quant
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})
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}
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func (s *Strategy) preloadPivot(pivot *indicator.Pivot, store *bbgo.MarketDataStore) *types.KLine {
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klines, ok := store.KLinesOfInterval(pivot.Interval)
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if !ok {
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return nil
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}
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last := (*klines)[len(*klines)-1]
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log.Debugf("updating pivot indicator: %d klines", len(*klines))
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for i := pivot.Window; i < len(*klines); i++ {
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pivot.Update((*klines)[0 : i+1])
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}
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log.Infof("found %s %v previous lows: %v", s.Symbol, pivot.IntervalWindow, pivot.Lows)
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log.Infof("found %s %v previous highs: %v", s.Symbol, pivot.IntervalWindow, pivot.Highs)
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return &last
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}
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func (s *Strategy) useQuantityOrBaseBalance(quantity fixedpoint.Value) fixedpoint.Value {
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balance, hasBalance := s.session.Account.Balance(s.Market.BaseCurrency)
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@ -518,3 +501,21 @@ func findPossibleResistancePrices(closePrice float64, minDistance float64, lows
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return resistancePrices
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}
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func preloadPivot(pivot *indicator.Pivot, store *bbgo.MarketDataStore) *types.KLine {
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klines, ok := store.KLinesOfInterval(pivot.Interval)
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if !ok {
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return nil
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}
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last := (*klines)[len(*klines)-1]
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log.Debugf("updating pivot indicator: %d klines", len(*klines))
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for i := pivot.Window; i < len(*klines); i++ {
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pivot.Update((*klines)[0 : i+1])
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}
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log.Debugf("found %v previous lows: %v", pivot.IntervalWindow, pivot.Lows)
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log.Debugf("found %v previous highs: %v", pivot.IntervalWindow, pivot.Highs)
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return &last
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}
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