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scmaker: preload indicators

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c9s 2023-06-19 17:03:38 +08:00
parent 9b8c2b5ba4
commit de00e5fa88
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1 changed files with 16 additions and 0 deletions
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16
pkg/strategy/scmaker/strategy.go
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@ -179,20 +179,36 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return nil
}
func (s *Strategy) preloadKLines(inc *indicator.KLineStream, session *bbgo.ExchangeSession, symbol string, interval types.Interval) {
if store, ok := session.MarketDataStore(symbol); ok {
if kLinesData, ok := store.KLinesOfInterval(interval); ok {
for _, k := range *kLinesData {
inc.EmitUpdate(k)
}
}
}
}
func (s *Strategy) initializeMidPriceEMA(session *bbgo.ExchangeSession) {
kLines := indicator.KLines(session.MarketDataStream, s.Symbol, s.MidPriceEMA.Interval)
s.ewma = indicator.EWMA2(indicator.ClosePrices(kLines), s.MidPriceEMA.Window)
s.preloadKLines(kLines, session, s.Symbol, s.MidPriceEMA.Interval)
}
func (s *Strategy) initializeIntensityIndicator(session *bbgo.ExchangeSession) {
kLines := indicator.KLines(session.MarketDataStream, s.Symbol, s.StrengthInterval)
s.intensity = Intensity(kLines, 10)
s.preloadKLines(kLines, session, s.Symbol, s.StrengthInterval)
}
func (s *Strategy) initializePriceRangeBollinger(session *bbgo.ExchangeSession) {
kLines := indicator.KLines(session.MarketDataStream, s.Symbol, s.PriceRangeBollinger.Interval)
closePrices := indicator.ClosePrices(kLines)
s.boll = indicator.BOLL2(closePrices, s.PriceRangeBollinger.Window, s.PriceRangeBollinger.K)
s.preloadKLines(kLines, session, s.Symbol, s.PriceRangeBollinger.Interval)
}
func (s *Strategy) placeAdjustmentOrders(ctx context.Context) {