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add context parameter to the strategy method

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This commit is contained in:
c9s 2020-10-13 14:50:59 +08:00
parent fe3ae14fc8
commit d1b618850d
4 changed files with 23 additions and 11 deletions
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14
pkg/bbgo/trader.go
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@ -6,7 +6,6 @@ import (
"time" "time"
"github.com/jmoiron/sqlx" "github.com/jmoiron/sqlx"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus" log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/accounting" "github.com/c9s/bbgo/pkg/accounting"
@ -18,11 +17,11 @@ import (
// SingleExchangeStrategy represents the single Exchange strategy // SingleExchangeStrategy represents the single Exchange strategy
type SingleExchangeStrategy interface { type SingleExchangeStrategy interface {
Run(trader types.Trader, session *ExchangeSession) error Run(ctx context.Context, trader types.Trader, session *ExchangeSession) error
} }
type CrossExchangeStrategy interface { type CrossExchangeStrategy interface {
Run(trader types.Trader, sessions map[string]*ExchangeSession) error Run(ctx context.Context, trader types.Trader, sessions map[string]*ExchangeSession) error
} }
// ExchangeSession presents the exchange connection session // ExchangeSession presents the exchange connection session
@ -199,13 +198,12 @@ func (trader *Trader) AddNotifier(notifier Notifier) {
// AttachStrategy attaches the single exchange strategy on an exchange session. // AttachStrategy attaches the single exchange strategy on an exchange session.
// Single exchange strategy is the default behavior. // Single exchange strategy is the default behavior.
func (trader *Trader) AttachStrategy(session string, strategy SingleExchangeStrategy) error { func (trader *Trader) AttachStrategy(session string, strategy SingleExchangeStrategy) {
if _, ok := trader.environment.sessions[session]; !ok { if _, ok := trader.environment.sessions[session]; !ok {
return errors.New("session not defined") log.Panicf("session %s is not defined", session)
} }
trader.exchangeStrategies[session] = append(trader.exchangeStrategies[session], strategy) trader.exchangeStrategies[session] = append(trader.exchangeStrategies[session], strategy)
return nil
} }
// AttachCrossExchangeStrategy attaches the cross exchange strategy // AttachCrossExchangeStrategy attaches the cross exchange strategy
@ -222,7 +220,7 @@ func (trader *Trader) Run(ctx context.Context) error {
// load and run session strategies // load and run session strategies
for session, strategies := range trader.exchangeStrategies { for session, strategies := range trader.exchangeStrategies {
for _, strategy := range strategies { for _, strategy := range strategies {
err := strategy.Run(trader, trader.environment.sessions[session]) err := strategy.Run(ctx, trader, trader.environment.sessions[session])
if err != nil { if err != nil {
return err return err
} }
@ -230,7 +228,7 @@ func (trader *Trader) Run(ctx context.Context) error {
} }
for _, strategy := range trader.crossExchangeStrategies { for _, strategy := range trader.crossExchangeStrategies {
if err := strategy.Run(trader, trader.environment.sessions); err != nil { if err := strategy.Run(ctx, trader, trader.environment.sessions); err != nil {
return err return err
} }
} }

19
pkg/strategy/buyandhold/main.go
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@ -1,6 +1,8 @@
package buyandhold package buyandhold
import ( import (
"context"
"github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
@ -15,10 +17,21 @@ func New(symbol string) *Strategy {
} }
} }
func (s *Strategy) Run(trader types.Trader, session *bbgo.ExchangeSession) error { func (s *Strategy) Run(ctx context.Context, trader types.Trader, session *bbgo.ExchangeSession) error {
session.Subscribe(types.KLineChannel, s.symbol, types.SubscribeOptions{}) session.Subscribe(types.KLineChannel, s.symbol, types.SubscribeOptions{ Interval: "1h" })
session.Stream.OnKLineClosed(func(kline types.KLine) { session.Stream.OnKLineClosed(func(kline types.KLine) {
// trader.SubmitOrder(ctx, ....) changePercentage := kline.GetChange() / kline.Open
// buy when price drops -10%
if changePercentage < -0.1 {
trader.SubmitOrder(ctx, &types.SubmitOrder{
Symbol: kline.Symbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: 1.0,
})
}
}) })
return nil return nil

1
pkg/types/kline.go
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@ -153,6 +153,7 @@ func (k KLine) GetBody() float64 {
return k.GetChange() return k.GetChange()
} }
// GetChange returns Close price - Open price.
func (k KLine) GetChange() float64 { func (k KLine) GetChange() float64 {
return k.Close - k.Open return k.Close - k.Open
} }

0
cmd/buyandhold/main.go → strategies/buyandhold/main.go
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