fix: remove backup file in schedule strategy

pkg/strategy/schedule/strategy.go

@@ -129,7 +129,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			}
 
 			if !match {
-				s.Notifiability.Notify("skip, the %s closed price %f is below or above moving average", s.Symbol, closePrice.Float64())
+				s.Notifiability.Notify("skip, the %s closed price %v is below or above moving average", s.Symbol, closePrice)
 				return
 			}
 		}

pkg/strategy/schedule/strategy_back

@@ -1,192 +0,0 @@
-package schedule
-
-import (
-	"context"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/pkg/errors"
-	log "github.com/sirupsen/logrus"
-
-	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-const ID = "schedule"
-
-func init() {
-	bbgo.RegisterStrategy(ID, &Strategy{})
-}
-
-
-type Strategy struct {
-	Market types.Market
-
-	Notifiability *bbgo.Notifiability
-
-	// StandardIndicatorSet contains the standard indicators of a market (symbol)
-	// This field will be injected automatically since we defined the Symbol field.
-	*bbgo.StandardIndicatorSet
-
-	// Interval is the period that you want to submit order
-	Interval types.Interval `json:"interval"`
-
-	// Symbol is the symbol of the market
-	Symbol string `json:"symbol"`
-
-	// Side is the order side type, which can be buy or sell
-	Side types.SideType `json:"side"`
-
-	// Quantity is the quantity of the submit order
-	Quantity fixedpoint.Value `json:"quantity,omitempty"`
-
-	Amount fixedpoint.Value `json:"amount,omitempty"`
-
-	BelowMovingAverage *bbgo.MovingAverageSettings `json:"belowMovingAverage,omitempty"`
-
-	AboveMovingAverage *bbgo.MovingAverageSettings `json:"aboveMovingAverage,omitempty"`
-}
-
-func (s *Strategy) ID() string {
-	return ID
-}
-
-func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
-	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})
-	if s.BelowMovingAverage != nil {
-		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.BelowMovingAverage.Interval.String()})
-	}
-	if s.AboveMovingAverage != nil {
-		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.AboveMovingAverage.Interval.String()})
-	}
-}
-
-func (s *Strategy) Validate() error {
-	if s.Quantity == 0 && s.Amount == 0 {
-		return errors.New("either quantity or amount can not be empty")
-	}
-
-	return nil
-}
-
-func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	if s.StandardIndicatorSet == nil {
-		return errors.New("StandardIndicatorSet can not be nil, injection failed?")
-	}
-
-	var belowMA types.Float64Indicator
-	var aboveMA types.Float64Indicator
-	var err error
-	if s.BelowMovingAverage != nil {
-		belowMA, err = s.BelowMovingAverage.Indicator(s.StandardIndicatorSet)
-		if err != nil {
-			return err
-		}
-	}
-
-	if s.AboveMovingAverage != nil {
-		aboveMA, err = s.AboveMovingAverage.Indicator(s.StandardIndicatorSet)
-		if err != nil {
-			return err
-		}
-	}
-
-	session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
-		if kline.Symbol != s.Symbol {
-			return
-		}
-
-		if kline.Interval != s.Interval {
-			return
-		}
-
-		closePrice := fixedpoint.NewFromFloat(kline.Close)
-
-		quantity := s.Quantity
-		amount := s.Amount
-
-		side := s.Side
-
-		if s.BelowMovingAverage != nil || s.AboveMovingAverage != nil {
-
-			match := false
-			// if any of the conditions satisfies then we execute order
-			if belowMA != nil && closePrice.Float64() < belowMA.Last() {
-				match = true
-				if s.BelowMovingAverage != nil {
-					if s.BelowMovingAverage.Side != nil {
-						side = *s.BelowMovingAverage.Side
-					}
-
-					// override the default quantity or amount
-					if s.BelowMovingAverage.Quantity != nil {
-						quantity = *s.BelowMovingAverage.Quantity
-					} else if s.BelowMovingAverage.Amount != nil {
-						amount = *s.BelowMovingAverage.Amount
-					}
-
-				}
-			} else if aboveMA != nil && closePrice.Float64() > aboveMA.Last() {
-				match = true
-				if s.AboveMovingAverage != nil {
-					if s.AboveMovingAverage.Side != nil {
-						side = *s.AboveMovingAverage.Side
-					}
-
-					// override the default quantity or amount
-					if s.AboveMovingAverage.Quantity != nil {
-						quantity = *s.AboveMovingAverage.Quantity
-					} else if s.AboveMovingAverage.Amount != nil {
-						amount = *s.AboveMovingAverage.Amount
-					}
-				}
-			}
-
-			if !match {
-				s.Notifiability.Notify("skip, the %s closed price %f is below or above moving average", s.Symbol, closePrice.Float64())
-				return
-			}
-		}
-
-		// execute orders
-		switch side {
-		case types.SideTypeBuy:
-			quoteBalance, ok := session.Account.Balance(s.Market.QuoteCurrency)
-			if !ok {
-				return
-			}
-			log.Errorf("quoteBalance %f", quoteBalance.Available.Float64())
-		    quantity = amount
-			if quoteBalance.Available < quantity {
-				s.Notifiability.Notify("Quote balance %s is not enough: %f < %f", s.Market.QuoteCurrency, quoteBalance.Available.Float64(), amount)
-				return
-			}
-
-		case types.SideTypeSell:
-			baseBalance, ok := session.Account.Balance(s.Market.BaseCurrency)
-			if !ok {
-				return
-			}
-			log.Errorf("baseBalance %f", baseBalance.Available.Float64())
-            quantity = amount.Div(closePrice)
-			if baseBalance.Available < quantity {
-				s.Notifiability.Notify("Base balance %s is not enough: %f < %f", s.Market.QuoteCurrency, baseBalance.Available.Float64(), quantity.Float64())
-				return
-			}
-
-		}
-
-		s.Notifiability.Notify("Submitting scheduled order %s quantity %f at price %f", s.Symbol, quantity.Float64(), closePrice.Float64())
-		_, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
-			Symbol:   s.Symbol,
-			Side:     side,
-			Type:     types.OrderTypeMarket,
-			Price:    closePrice.Float64(),
-			Quantity: quantity.Float64(),
-		})
-
-		if err != nil {
-			log.WithError(err).Error("submit order error")
-		}
-	})
-
-	return nil
-}