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grid2: improve ExtendLowerPrice

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c9s 2022-11-06 10:12:50 +08:00
parent e675a084e2
commit d6f751c027
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1 changed files with 16 additions and 16 deletions
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32
pkg/strategy/grid2/grid.go
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@ -2,6 +2,7 @@ package grid2
import (
"math"
"sort"
"github.com/c9s/bbgo/pkg/fixedpoint"
)
@ -108,24 +109,23 @@ func (g *Grid) ExtendUpperPrice(upper fixedpoint.Value) (newPins []Pin) {
func (g *Grid) ExtendLowerPrice(lower fixedpoint.Value) (newPins []Pin) {
spread := g.Spread()
g.LowerPrice = lower
height := g.Height()
// since the grid is extended, the size should be updated as well
g.Size = height.Div(spread).Floor()
firstPinPrice := fixedpoint.Value(g.Pins[0])
numToAdd := (firstPinPrice.Sub(g.LowerPrice)).Div(spread).Floor()
if numToAdd == 0 {
return newPins
}
for p := firstPinPrice.Sub(spread.Mul(numToAdd)); p.Compare(firstPinPrice) < 0; p = p.Add(spread) {
startPrice := g.LowerPrice.Sub(spread)
for p := startPrice; p.Compare(lower) >= 0; p = p.Sub(spread) {
newPins = append(newPins, Pin(p))
}
g.Pins = append(newPins, g.Pins...)
g.updatePinsCache()
g.addPins(newPins)
return newPins
}
func (g *Grid) addPins(pins []Pin) {
g.Pins = append(g.Pins, pins...)
sort.Slice(g.Pins, func(i, j int) bool {
a := fixedpoint.Value(g.Pins[i])
b := fixedpoint.Value(g.Pins[j])
return a.Compare(b) < 0
})
g.updatePinsCache()
}