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exits/trailingstop: more logs

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Andy Cheng 2023-04-11 14:55:32 +08:00
parent 1f3579e3ec
commit afc262da8b
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GPG Key ID: 936427CF651A9D28
1 changed files with 4 additions and 2 deletions
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6
pkg/bbgo/exit_hh_ll_stop.go
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@ -93,11 +93,13 @@ func (s *HigherHighLowerLowStop) updateActivated(position *types.Position, close
func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) { func (s *HigherHighLowerLowStop) updateHighLowNumber(kline types.KLine) {
s.klines.Truncate(s.Window - 1) s.klines.Truncate(s.Window - 1)
if s.klines.Len() > 0 { if s.klines.Len() >= s.Window-1 {
if s.klines.GetHigh().Compare(kline.GetHigh()) < 0 { if s.klines.GetHigh().Compare(kline.GetHigh()) < 0 {
s.highLows = append(s.highLows, types.DirectionUp) s.highLows = append(s.highLows, types.DirectionUp)
log.Debugf("[hhllStop] new higher high for %s", s.Symbol)
} else if s.klines.GetLow().Compare(kline.GetLow()) > 0 { } else if s.klines.GetLow().Compare(kline.GetLow()) > 0 {
s.highLows = append(s.highLows, types.DirectionDown) s.highLows = append(s.highLows, types.DirectionDown)
log.Debugf("[hhllStop] new lower low for %s", s.Symbol)
} else { } else {
s.highLows = append(s.highLows, types.DirectionNone) s.highLows = append(s.highLows, types.DirectionNone)
} }
@ -164,7 +166,7 @@ func (s *HigherHighLowerLowStop) Bind(session *ExchangeSession, orderExecutor *G
s.updateHighLowNumber(kline) s.updateHighLowNumber(kline)
// Close position & reset // Close position & reset
if s.activated && s.shouldStop(position) { if s.shouldStop(position) {
err := s.orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "hhllStop") err := s.orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "hhllStop")
if err != nil { if err != nil {
Notify("[hhllStop] Stop of %s triggered but failed to close %s position:", s.Symbol, err) Notify("[hhllStop] Stop of %s triggered but failed to close %s position:", s.Symbol, err)