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add precesion in the format message

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This commit is contained in:
c9s 2020-06-24 22:25:06 +08:00
parent 14d2cc0faf
commit e6aca05a51
1 changed files with 8 additions and 8 deletions
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16
bbgo/kline_detector.go
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@ -175,12 +175,12 @@ func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reaso
}
if NotZero(d.MaxMaxPriceChange) && maxChange > d.MaxMaxPriceChange {
return fmt.Sprintf("exceeded max price change %f > %f", maxChange, d.MaxMaxPriceChange), kline, false
return fmt.Sprintf("exceeded max price change %.4f > %.4f", maxChange, d.MaxMaxPriceChange), kline, false
}
if d.EnableMinThickness {
if kline.GetThickness() < d.MinThickness {
return fmt.Sprintf("kline too thin. %f < min kline thickness %f", kline.GetThickness(), d.MinThickness), kline, false
return fmt.Sprintf("kline too thin. %.4f < min kline thickness %.4f", kline.GetThickness(), d.MinThickness), kline, false
}
}
@ -188,22 +188,22 @@ func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reaso
if d.EnableMaxShadowRatio {
if trend > 0 {
if kline.GetUpperShadowRatio() > d.MaxShadowRatio {
return fmt.Sprintf("kline upper shadow ratio too high. %f > %f (MaxShadowRatio)", kline.GetUpperShadowRatio(), d.MaxShadowRatio), kline, false
return fmt.Sprintf("kline upper shadow ratio too high. %.4f > %.4f (MaxShadowRatio)", kline.GetUpperShadowRatio(), d.MaxShadowRatio), kline, false
}
} else if trend < 0 {
if kline.GetLowerShadowRatio() > d.MaxShadowRatio {
return fmt.Sprintf("kline lower shadow ratio too high. %f > %f (MaxShadowRatio)", kline.GetLowerShadowRatio(), d.MaxShadowRatio), kline, false
return fmt.Sprintf("kline lower shadow ratio too high. %.4f > %.4f (MaxShadowRatio)", kline.GetLowerShadowRatio(), d.MaxShadowRatio), kline, false
}
}
}
if trend > 0 && kline.BounceUp() { // trend up, ignore bounce up
return fmt.Sprintf("bounce up, do not sell, kline mid: %f", kline.Mid()), kline, false
return fmt.Sprintf("bounce up, do not sell, kline mid: %.4f", kline.Mid()), kline, false
} else if trend < 0 && kline.BounceDown() { // trend down, ignore bounce down
return fmt.Sprintf("bounce down, do not buy, kline mid: %f", kline.Mid()), kline, false
return fmt.Sprintf("bounce down, do not buy, kline mid: %.4f", kline.Mid()), kline, false
}
@ -211,12 +211,12 @@ func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reaso
// do not buy too early if it's greater than the average bid price + min profit tick
if trend < 0 && kline.GetClose() > (tradingCtx.AverageBidPrice-d.MinProfitPriceTick) {
return fmt.Sprintf("price %f is greater than the average price + min profit tick %f", kline.GetClose(), (tradingCtx.AverageBidPrice - d.MinProfitPriceTick)), kline, false
return fmt.Sprintf("price %f is greater than the average price + min profit tick %f", kline.GetClose(), tradingCtx.AverageBidPrice - d.MinProfitPriceTick), kline, false
}
// do not sell too early if it's less than the average bid price + min profit tick
if trend > 0 && kline.GetClose() < (tradingCtx.AverageBidPrice+d.MinProfitPriceTick) {
return fmt.Sprintf("price %f is less than the average price + min profit tick %f", kline.GetClose(), (tradingCtx.AverageBidPrice + d.MinProfitPriceTick)), kline, false
return fmt.Sprintf("price %f is less than the average price + min profit tick %f", kline.GetClose(), tradingCtx.AverageBidPrice + d.MinProfitPriceTick), kline, false
}
}