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pivotshort: add more logs and check

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c9s 2022-07-21 12:05:05 +08:00
parent 0a08cc21df
commit b6d0482517
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1 changed files with 25 additions and 4 deletions
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29
pkg/strategy/pivotshort/breaklow.go
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@ -96,11 +96,28 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
} }
if lastLow.Compare(s.lastLow) != 0 { if lastLow.Compare(s.lastLow) != 0 {
bbgo.Notify("%s new pivot low detected: %f", s.Symbol, s.pivot.LastLow()) bbgo.Notify("%s found new pivot low: %f", s.Symbol, s.pivot.LastLow())
} }
s.lastLow = lastLow s.lastLow = lastLow
s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow) s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
log.Infof("pilot calculation for max position: last low = %f, quantity = %f, leverage = %f",
s.lastLow.Float64(),
s.Quantity.Float64(),
s.Leverage.Float64())
quantity, err := useQuantityOrBaseBalance(s.session, s.Market, s.lastLow, s.Quantity, s.Leverage)
if err != nil {
log.WithError(err).Errorf("quantity calculation error")
}
if quantity.IsZero() {
log.WithError(err).Errorf("quantity is zero, can not submit order")
return
}
bbgo.Notify("%s %f quantity will be used for shorting", s.Symbol, quantity.Float64())
}) })
session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) { session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
@ -110,7 +127,7 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
} }
if lastLow.Compare(s.lastLow) != 0 { if lastLow.Compare(s.lastLow) != 0 {
bbgo.Notify("%s new pivot low detected: %f %s", s.Symbol, s.pivot.LastLow()) bbgo.Notify("%s new pivot low: %f", s.Symbol, s.pivot.LastLow())
} }
s.lastLow = lastLow s.lastLow = lastLow
@ -237,10 +254,14 @@ func useQuantityOrBaseBalance(session *bbgo.ExchangeSession, market types.Market
baseBalance, _ := session.Account.Balance(market.BaseCurrency) baseBalance, _ := session.Account.Balance(market.BaseCurrency)
quoteBalance, _ := session.Account.Balance(market.QuoteCurrency) quoteBalance, _ := session.Account.Balance(market.QuoteCurrency)
log.Infof("calculating quantity: base balance = %+v, quote balance = %+v", baseBalance, quoteBalance)
// calculate the quantity automatically // calculate the quantity automatically
if session.Margin || session.IsolatedMargin { if session.Margin || session.IsolatedMargin {
baseBalanceValue := baseBalance.Total().Mul(price) baseBalanceValue := baseBalance.Net().Mul(price)
accountValue := baseBalanceValue.Add(quoteBalance.Total()) accountValue := baseBalanceValue.Add(quoteBalance.Net())
log.Infof("calculated account value %f %s", accountValue.Float64(), market.QuoteCurrency)
if session.IsolatedMargin { if session.IsolatedMargin {
originLeverage := leverage originLeverage := leverage