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pivotshort: add kline event handler and a todo

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c9s 2022-06-05 12:48:54 +08:00
parent b20e1335c2
commit e7078edacd
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1 changed files with 4 additions and 1 deletions
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5
pkg/strategy/pivotshort/strategy.go
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@ -300,6 +300,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
})
session.MarketDataStream.OnKLine(func(kline types.KLine) {
// TODO: handle stop loss here, faster than closed kline
})
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
if kline.Symbol != s.Symbol || kline.Interval != s.Interval {
return
@ -341,7 +345,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
limitPrice := s.getValidPivotLow(kline.Close)
log.Infof("%s place limit sell start from %f adds up to %f percent with %d layers of orders", s.Symbol, limitPrice.Float64(), s.Entry.CatBounceRatio.Mul(fixedpoint.NewFromInt(100)).Float64(), s.Entry.NumLayers)
s.placeBounceSellOrders(ctx, s.LastLow, limitPrice, kline.Close, orderExecutor)
// s.placeOrder(ctx, lastLow.Mul(fixedpoint.One.Add(s.CatBounceRatio)), s.Quantity, orderExecutor)
}
})