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pull out trend types

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This commit is contained in:
c9s 2020-10-29 17:03:36 +08:00
parent a7325e86f0
commit b0cc128b79
2 changed files with 12 additions and 7 deletions
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4
pkg/strategy/swing/strategy.go
View File

@ -121,7 +121,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
trend := kline.GetTrend()
switch trend {
case 1:
case types.TrendUp:
// if it goes up and it's above the moving average price, then we sell
if closePrice > movingAveragePrice {
s.notify(":chart_with_upwards_trend: closePrice %f is above movingAveragePrice %f, submitting SELL order", closePrice, movingAveragePrice)
@ -137,7 +137,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Error("submit order error")
}
}
case -1:
case types.TrendDown:
// if it goes down and it's below the moving average price, then we buy
if closePrice < movingAveragePrice {
s.notify(":chart_with_downwards_trend: closePrice %f is below movingAveragePrice %f, submitting BUY order", closePrice, movingAveragePrice)

15
pkg/types/kline.go
View File

@ -10,6 +10,12 @@ import (
"github.com/c9s/bbgo/pkg/util"
)
type Trend int
const TrendUp = 1
const TrendFlat = 0
const TrendDown = -1
type KLineOrWindow interface {
GetInterval() string
GetTrend() int
@ -87,16 +93,16 @@ func (k KLine) BounceDown() bool {
return trend > 0 && k.Open < mid && k.Close < mid
}
func (k KLine) GetTrend() int {
func (k KLine) GetTrend() Trend {
o := k.GetOpen()
c := k.GetClose()
if c > o {
return 1
return TrendUp
} else if c < o {
return -1
return TrendDown
}
return 0
return TrendFlat
}
func (k KLine) GetHigh() float64 {
@ -442,4 +448,3 @@ func (k KLineWindow) SlackAttachment() slack.Attachment {
}
type KLineCallback func(kline KLine)