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feature/dynamic_*: move dynamic_* to risk/dynamicrisk package

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This commit is contained in:
Andy Cheng 2022-12-16 11:51:52 +08:00
parent e39b94cf51
commit d5e37f03e2
4 changed files with 8 additions and 8 deletions
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2
pkg/dynamicmetric/dynamic_exposure.go → pkg/risk/dynamicrisk/dynamic_exposure.go
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@ -1,4 +1,4 @@
package dynamicmetric package dynamicrisk
import ( import (
"github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/bbgo"

2
pkg/dynamicmetric/dynamic_quantity.go → pkg/risk/dynamicrisk/dynamic_quantity.go
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@ -1,4 +1,4 @@
package dynamicmetric package dynamicrisk
import ( import (
"github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/bbgo"

2
pkg/dynamicmetric/dynamic_spread.go → pkg/risk/dynamicrisk/dynamic_spread.go
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@ -1,4 +1,4 @@
package dynamicmetric package dynamicrisk
import ( import (
"github.com/pkg/errors" "github.com/pkg/errors"

10
pkg/strategy/linregmaker/strategy.go
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@ -3,7 +3,7 @@ package linregmaker
import ( import (
"context" "context"
"fmt" "fmt"
"github.com/c9s/bbgo/pkg/dynamicmetric" "github.com/c9s/bbgo/pkg/risk/dynamicrisk"
"sync" "sync"
"github.com/c9s/bbgo/pkg/indicator" "github.com/c9s/bbgo/pkg/indicator"
@ -97,7 +97,7 @@ type Strategy struct {
// DynamicSpread enables the automatic adjustment to bid and ask spread. // DynamicSpread enables the automatic adjustment to bid and ask spread.
// Overrides Spread, BidSpread, and AskSpread // Overrides Spread, BidSpread, and AskSpread
DynamicSpread dynamicmetric.DynamicSpread `json:"dynamicSpread,omitempty"` DynamicSpread dynamicrisk.DynamicSpread `json:"dynamicSpread,omitempty"`
// MaxExposurePosition is the maximum position you can hold // MaxExposurePosition is the maximum position you can hold
// 10 means you can hold 10 ETH long/short position by maximum // 10 means you can hold 10 ETH long/short position by maximum
@ -105,15 +105,15 @@ type Strategy struct {
// DynamicExposure is used to define the exposure position range with the given percentage. // DynamicExposure is used to define the exposure position range with the given percentage.
// When DynamicExposure is set, your MaxExposurePosition will be calculated dynamically // When DynamicExposure is set, your MaxExposurePosition will be calculated dynamically
DynamicExposure dynamicmetric.DynamicExposure `json:"dynamicExposure"` DynamicExposure dynamicrisk.DynamicExposure `json:"dynamicExposure"`
bbgo.QuantityOrAmount bbgo.QuantityOrAmount
// DynamicQuantityIncrease calculates the increase position order quantity dynamically // DynamicQuantityIncrease calculates the increase position order quantity dynamically
DynamicQuantityIncrease dynamicmetric.DynamicQuantitySet `json:"dynamicQuantityIncrease"` DynamicQuantityIncrease dynamicrisk.DynamicQuantitySet `json:"dynamicQuantityIncrease"`
// DynamicQuantityDecrease calculates the decrease position order quantity dynamically // DynamicQuantityDecrease calculates the decrease position order quantity dynamically
DynamicQuantityDecrease dynamicmetric.DynamicQuantitySet `json:"dynamicQuantityDecrease"` DynamicQuantityDecrease dynamicrisk.DynamicQuantitySet `json:"dynamicQuantityDecrease"`
// UseDynamicQuantityAsAmount calculates amount instead of quantity // UseDynamicQuantityAsAmount calculates amount instead of quantity
UseDynamicQuantityAsAmount bool `json:"useDynamicQuantityAsAmount"` UseDynamicQuantityAsAmount bool `json:"useDynamicQuantityAsAmount"`