From b8abc065de8a218f0473f50b3001ab85f5b19a7e Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Fri, 30 Aug 2024 17:15:12 +0800
Subject: [PATCH] xmaker: initialize bollinger band signal

---
 pkg/strategy/xmaker/signal_boll.go | 11 +++++------
 pkg/strategy/xmaker/signal_book.go |  4 ++--
 pkg/strategy/xmaker/strategy.go    | 22 ++++++++--------------
 3 files changed, 15 insertions(+), 22 deletions(-)

diff --git a/pkg/strategy/xmaker/signal_boll.go b/pkg/strategy/xmaker/signal_boll.go
index dedb03c56..c906ad709 100644
--- a/pkg/strategy/xmaker/signal_boll.go
+++ b/pkg/strategy/xmaker/signal_boll.go
@@ -63,11 +63,6 @@ func (s *BollingerBandTrendSignal) CalculateSignal(ctx context.Context) (float64
 	lastDownBand := fixedpoint.NewFromFloat(s.indicator.DownBand.Last(0))
 	lastUpBand := fixedpoint.NewFromFloat(s.indicator.UpBand.Last(0))
 
-	log.Infof("bollinger band: up/down = %f/%f, close price = %f",
-		lastUpBand.Float64(),
-		lastDownBand.Float64(),
-		closePrice.Float64())
-
 	// if the price is inside the band, do not vote
 	if closePrice.Compare(lastDownBand) > 0 && closePrice.Compare(lastUpBand) < 0 {
 		return 0.0, nil
@@ -82,6 +77,10 @@ func (s *BollingerBandTrendSignal) CalculateSignal(ctx context.Context) (float64
 		signal = closePrice.Sub(lastUpBand).Float64() / maxBandWidth * 2.0
 	}
 
-	log.Infof("bollinger signal: %f", signal)
+	log.Infof("[BollingerBandTrendSignal] %f up/down = %f/%f, close price = %f",
+		signal,
+		lastUpBand.Float64(),
+		lastDownBand.Float64(),
+		closePrice.Float64())
 	return signal, nil
 }
diff --git a/pkg/strategy/xmaker/signal_book.go b/pkg/strategy/xmaker/signal_book.go
index ee1cb9f76..0423026a7 100644
--- a/pkg/strategy/xmaker/signal_book.go
+++ b/pkg/strategy/xmaker/signal_book.go
@@ -49,8 +49,6 @@ func (s *OrderBookBestPriceVolumeSignal) CalculateSignal(ctx context.Context) (f
 		return 0.0, nil
 	}
 
-	log.Infof("OrderBookBestPriceVolumeSignal: bid/ask = %f/%f", bid.Volume.Float64(), ask.Volume.Float64())
-
 	// TODO: may use scale to define this
 	sumVol := bid.Volume.Add(ask.Volume)
 	bidRatio := bid.Volume.Div(sumVol)
@@ -65,6 +63,8 @@ func (s *OrderBookBestPriceVolumeSignal) CalculateSignal(ctx context.Context) (f
 		signal = -numerator.Div(denominator).Float64()
 	}
 
+	log.Infof("[OrderBookBestPriceVolumeSignal] %f bid/ask = %f/%f", signal, bid.Volume.Float64(), ask.Volume.Float64())
+
 	orderBookSignalMetrics.WithLabelValues(s.symbol).Set(signal)
 	return signal, nil
 }
diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index d51628902..0fd5743f6 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -1247,20 +1247,14 @@ func (s *Strategy) CrossRun(
 	s.book.BindStream(s.sourceSession.MarketDataStream)
 
 	for _, signalConfig := range s.SignalConfigList {
-		var sigAny any
-		switch {
-		case signalConfig.OrderBookBestPriceSignal != nil:
-			sig := signalConfig.OrderBookBestPriceSignal
-			sig.book = s.book
-			sigAny = sig
-
-		case signalConfig.BollingerBandTrendSignal != nil:
-
-		}
-
-		if sigAny != nil {
-			if binder, ok := sigAny.(SessionBinder); ok {
-				binder.Bind(ctx, s.sourceSession, s.Symbol)
+		if signalConfig.OrderBookBestPriceSignal != nil {
+			signalConfig.OrderBookBestPriceSignal.book = s.book
+			if err := signalConfig.OrderBookBestPriceSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
+				return err
+			}
+		} else if signalConfig.BollingerBandTrendSignal != nil {
+			if err := signalConfig.BollingerBandTrendSignal.Bind(ctx, s.sourceSession, s.Symbol); err != nil {
+				return err
 			}
 		}
 	}