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pivotshort: make preload pivot as a pure function

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c9s 2022-06-29 18:00:50 +08:00
parent 9733eec280
commit ab3341d5ae
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1 changed files with 20 additions and 19 deletions
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39
pkg/strategy/pivotshort/strategy.go
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@ -188,7 +188,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
s.pivot.Bind(store)
lastKLine := s.preloadPivot(s.pivot, store)
lastKLine := preloadPivot(s.pivot, store)
// update pivot low data
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
@ -224,7 +224,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if s.ResistanceShort != nil && s.ResistanceShort.Enabled {
if s.resistancePivot != nil {
s.preloadPivot(s.resistancePivot, store)
preloadPivot(s.resistancePivot, store)
}
session.UserDataStream.OnStart(func() {
@ -435,23 +435,6 @@ func (s *Strategy) placeOrder(ctx context.Context, price fixedpoint.Value, quant
})
}
func (s *Strategy) preloadPivot(pivot *indicator.Pivot, store *bbgo.MarketDataStore) *types.KLine {
klines, ok := store.KLinesOfInterval(pivot.Interval)
if !ok {
return nil
}
last := (*klines)[len(*klines)-1]
log.Debugf("updating pivot indicator: %d klines", len(*klines))
for i := pivot.Window; i < len(*klines); i++ {
pivot.Update((*klines)[0 : i+1])
}
log.Infof("found %s %v previous lows: %v", s.Symbol, pivot.IntervalWindow, pivot.Lows)
log.Infof("found %s %v previous highs: %v", s.Symbol, pivot.IntervalWindow, pivot.Highs)
return &last
}
func (s *Strategy) useQuantityOrBaseBalance(quantity fixedpoint.Value) fixedpoint.Value {
balance, hasBalance := s.session.Account.Balance(s.Market.BaseCurrency)
@ -518,3 +501,21 @@ func findPossibleResistancePrices(closePrice float64, minDistance float64, lows
return resistancePrices
}
func preloadPivot(pivot *indicator.Pivot, store *bbgo.MarketDataStore) *types.KLine {
klines, ok := store.KLinesOfInterval(pivot.Interval)
if !ok {
return nil
}
last := (*klines)[len(*klines)-1]
log.Debugf("updating pivot indicator: %d klines", len(*klines))
for i := pivot.Window; i < len(*klines); i++ {
pivot.Update((*klines)[0 : i+1])
}
log.Debugf("found %v previous lows: %v", pivot.IntervalWindow, pivot.Lows)
log.Debugf("found %v previous highs: %v", pivot.IntervalWindow, pivot.Highs)
return &last
}