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rename scale struct name to PriceVolumeScale

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This commit is contained in:
c9s 2021-02-28 14:51:24 +08:00
parent 83111c9eb9
commit da79920ca9
3 changed files with 9 additions and 8 deletions
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11
pkg/bbgo/scale.go
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@ -238,7 +238,8 @@ func (rule *SlideRule) Scale() (Scale, error) {
return nil, errors.New("no any scale is defined")
}
// ScaleQuantity defines the scale DSL for strategy, e.g.,
// PriceVolumeScale defines the scale DSL for strategy, e.g.,
//
// scaleQuantity:
// byPrice:
@ -253,12 +254,12 @@ func (rule *SlideRule) Scale() (Scale, error) {
// linear:
// domain: [10_000, 50_000]
// range: [0.01, 1.0]
type ScaleQuantity struct {
type PriceVolumeScale struct {
ByPrice *SlideRule `json:"byPrice"`
ByVolume *SlideRule `json:"byVolume"`
}
func (q *ScaleQuantity) Scale(price float64, volume float64) (quantity float64, err error) {
func (q *PriceVolumeScale) Scale(price float64, volume float64) (quantity float64, err error) {
if q.ByPrice != nil {
quantity, err = q.ScaleByPrice(price)
return
@ -271,7 +272,7 @@ func (q *ScaleQuantity) Scale(price float64, volume float64) (quantity float64,
}
// ScaleByPrice scale quantity by the given price
func (q *ScaleQuantity) ScaleByPrice(price float64) (float64, error) {
func (q *PriceVolumeScale) ScaleByPrice(price float64) (float64, error) {
if q.ByPrice == nil {
return 0, errors.New("byPrice scale is not defined")
}
@ -289,7 +290,7 @@ func (q *ScaleQuantity) ScaleByPrice(price float64) (float64, error) {
}
// ScaleByVolume scale quantity by the given volume
func (q *ScaleQuantity) ScaleByVolume(volume float64) (float64, error) {
func (q *PriceVolumeScale) ScaleByVolume(volume float64) (float64, error) {
if q.ByVolume == nil {
return 0, errors.New("byVolume scale is not defined")
}

4
pkg/strategy/grid/strategy.go
View File

@ -56,8 +56,8 @@ type Strategy struct {
LowerPrice fixedpoint.Value `json:"lowerPrice" yaml:"lowerPrice"`
// Quantity is the quantity you want to submit for each order.
Quantity fixedpoint.Value `json:"quantity,omitempty"`
ScaleQuantity *bbgo.ScaleQuantity `json:"scaleQuantity,omitempty"`
Quantity fixedpoint.Value `json:"quantity,omitempty"`
ScaleQuantity *bbgo.PriceVolumeScale `json:"scaleQuantity,omitempty"`
// FixedAmount is used for fixed amount (dynamic quantity) if you don't want to use fixed quantity.
FixedAmount fixedpoint.Value `json:"amount,omitempty" yaml:"amount"`

2
pkg/strategy/support/strategy.go
View File

@ -37,7 +37,7 @@ type Strategy struct {
MarginOrderSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
Targets []Target `json:"targets"`
ScaleQuantity *bbgo.ScaleQuantity `json:"scaleQuantity"`
ScaleQuantity *bbgo.PriceVolumeScale `json:"scaleQuantity"`
}
func (s *Strategy) ID() string {