From d510c37e911fe7fb50a5b8372ecb24179dac90d3 Mon Sep 17 00:00:00 2001
From: Andy Cheng <andy.cheng@richsoda.com>
Date: Wed, 14 Dec 2022 12:28:39 +0800
Subject: [PATCH] improve/dynamic_quantity: fix dynamic qty logic

---
 pkg/dynamicmetric/dynamic_quantity.go | 18 ++++++++++++------
 pkg/strategy/linregmaker/strategy.go  |  8 ++++----
 2 files changed, 16 insertions(+), 10 deletions(-)

diff --git a/pkg/dynamicmetric/dynamic_quantity.go b/pkg/dynamicmetric/dynamic_quantity.go
index 70e44797d..fa3182ada 100644
--- a/pkg/dynamicmetric/dynamic_quantity.go
+++ b/pkg/dynamicmetric/dynamic_quantity.go
@@ -19,10 +19,10 @@ func (d *DynamicQuantitySet) Initialize(symbol string, session *bbgo.ExchangeSes
 }
 
 // GetQuantity returns the quantity
-func (d *DynamicQuantitySet) GetQuantity() (fixedpoint.Value, error) {
+func (d *DynamicQuantitySet) GetQuantity(reverse bool) (fixedpoint.Value, error) {
 	quantity := fixedpoint.Zero
 	for i := range *d {
-		v, err := (*d)[i].getQuantity()
+		v, err := (*d)[i].getQuantity(reverse)
 		if err != nil {
 			return fixedpoint.Zero, err
 		}
@@ -50,10 +50,10 @@ func (d *DynamicQuantity) IsEnabled() bool {
 }
 
 // getQuantity returns quantity
-func (d *DynamicQuantity) getQuantity() (fixedpoint.Value, error) {
+func (d *DynamicQuantity) getQuantity(reverse bool) (fixedpoint.Value, error) {
 	switch {
 	case d.LinRegDynamicQuantity != nil:
-		return d.LinRegDynamicQuantity.getQuantity()
+		return d.LinRegDynamicQuantity.getQuantity(reverse)
 	default:
 		return fixedpoint.Zero, errors.New("dynamic quantity is not enabled")
 	}
@@ -84,8 +84,14 @@ func (d *DynamicQuantityLinReg) initialize(symbol string, session *bbgo.Exchange
 }
 
 // getQuantity returns quantity
-func (d *DynamicQuantityLinReg) getQuantity() (fixedpoint.Value, error) {
-	v, err := d.DynamicQuantityLinRegScale.Scale(d.QuantityLinReg.LastRatio())
+func (d *DynamicQuantityLinReg) getQuantity(reverse bool) (fixedpoint.Value, error) {
+	var linregRatio float64
+	if reverse {
+		linregRatio = -d.QuantityLinReg.LastRatio()
+	} else {
+		linregRatio = d.QuantityLinReg.LastRatio()
+	}
+	v, err := d.DynamicQuantityLinRegScale.Scale(linregRatio)
 	if err != nil {
 		return fixedpoint.Zero, err
 	}
diff --git a/pkg/strategy/linregmaker/strategy.go b/pkg/strategy/linregmaker/strategy.go
index d7342050e..478f6e168 100644
--- a/pkg/strategy/linregmaker/strategy.go
+++ b/pkg/strategy/linregmaker/strategy.go
@@ -334,7 +334,7 @@ func (s *Strategy) getOrderQuantities(askPrice fixedpoint.Value, bidPrice fixedp
 	switch {
 	case s.mainTrendCurrent == types.DirectionUp:
 		if len(s.DynamicQuantityIncrease) > 0 {
-			qty, err := s.DynamicQuantityIncrease.GetQuantity()
+			qty, err := s.DynamicQuantityIncrease.GetQuantity(false)
 			if err == nil {
 				buyQuantity = qty
 			} else {
@@ -343,7 +343,7 @@ func (s *Strategy) getOrderQuantities(askPrice fixedpoint.Value, bidPrice fixedp
 			}
 		}
 		if len(s.DynamicQuantityDecrease) > 0 {
-			qty, err := s.DynamicQuantityDecrease.GetQuantity()
+			qty, err := s.DynamicQuantityDecrease.GetQuantity(false)
 			if err == nil {
 				sellQuantity = qty
 			} else {
@@ -353,7 +353,7 @@ func (s *Strategy) getOrderQuantities(askPrice fixedpoint.Value, bidPrice fixedp
 		}
 	case s.mainTrendCurrent == types.DirectionDown:
 		if len(s.DynamicQuantityIncrease) > 0 {
-			qty, err := s.DynamicQuantityIncrease.GetQuantity()
+			qty, err := s.DynamicQuantityIncrease.GetQuantity(true)
 			if err == nil {
 				sellQuantity = qty
 			} else {
@@ -362,7 +362,7 @@ func (s *Strategy) getOrderQuantities(askPrice fixedpoint.Value, bidPrice fixedp
 			}
 		}
 		if len(s.DynamicQuantityDecrease) > 0 {
-			qty, err := s.DynamicQuantityDecrease.GetQuantity()
+			qty, err := s.DynamicQuantityDecrease.GetQuantity(true)
 			if err == nil {
 				buyQuantity = qty
 			} else {