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Merge pull request #475 from andycheng123/fix-support

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fix support strategy
This commit is contained in:
Yo-An Lin 2022-03-15 16:50:03 +08:00 committed by GitHub
commit ab447a152f
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GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 13 additions and 3 deletions
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16
pkg/strategy/support/strategy.go
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@ -207,6 +207,10 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
}
}
func (s *Strategy) CurrentPosition() *types.Position {
return s.state.Position
}
func (s *Strategy) SaveState() error {
if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil {
return err
@ -408,7 +412,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if !s.TrailingStopTarget.TrailingStopCallbackRatio.IsZero() {
// Update trailing stop when the position changes
s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
if position.Base.Sign() > 0 { // Update order if we have a position
if position.Base.Compare(s.Market.MinQuantity) > 0 { // Update order if we have a position
// Cancel the original order
if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, session); err != nil {
log.WithError(err).Errorf("Can not cancel the original trailing stop order!")
@ -428,7 +432,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if err != nil {
log.WithError(err).Error("submit profit trailing stop order error")
} else {
s.trailingStopControl.OrderID = orders.IDs()[0]
orderIds := orders.IDs()
if len(orderIds) > 0 {
s.trailingStopControl.OrderID = orderIds[0]
} else {
log.Error("submit profit trailing stop order error. unknown error")
s.trailingStopControl.OrderID = 0
}
}
}
}
@ -459,7 +469,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
highPrice := kline.GetHigh()
if s.TrailingStopTarget.TrailingStopCallbackRatio.Sign() > 0 {
if s.state.Position.Base.Sign() <= 0 { // Without a position
if s.state.Position.Base.Compare(s.Market.MinQuantity) <= 0 { // Without a position
// Update trailing orders with current high price
s.trailingStopControl.CurrentHighestPrice = highPrice
} else if s.trailingStopControl.CurrentHighestPrice.Compare(highPrice) < 0 { // With a position