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bbgo: add partial option to the trailingStop

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c9s 2022-09-14 13:11:51 +08:00
parent 1ea52e03c6
commit e7de96ca3c
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1 changed files with 11 additions and 0 deletions
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11
pkg/bbgo/exit_trailing_stop.go
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@ -19,8 +19,13 @@ type TrailingStop2 struct {
ActivationRatio fixedpoint.Value `json:"activationRatio,omitempty"` ActivationRatio fixedpoint.Value `json:"activationRatio,omitempty"`
// ClosePosition is a percentage of the position to be closed // ClosePosition is a percentage of the position to be closed
// Deprecated: please use Partial instead
ClosePosition fixedpoint.Value `json:"closePosition,omitempty"` ClosePosition fixedpoint.Value `json:"closePosition,omitempty"`
// Partial is a percentage of the position to be closed
// 50% means you will close halt the position
Partial fixedpoint.Value `json:"partial,omitempty"`
// MinProfit is the percentage of the minimum profit ratio. // MinProfit is the percentage of the minimum profit ratio.
// Stop order will be activated only when the price reaches above this threshold. // Stop order will be activated only when the price reaches above this threshold.
MinProfit fixedpoint.Value `json:"minProfit,omitempty"` MinProfit fixedpoint.Value `json:"minProfit,omitempty"`
@ -177,9 +182,15 @@ func (s *TrailingStop2) triggerStop(price fixedpoint.Value) error {
Notify("[TrailingStop] %s stop loss triggered. price: %f callback rate: %f", s.Symbol, price.Float64(), s.CallbackRate.Float64()) Notify("[TrailingStop] %s stop loss triggered. price: %f callback rate: %f", s.Symbol, price.Float64(), s.CallbackRate.Float64())
ctx := context.Background() ctx := context.Background()
p := fixedpoint.One p := fixedpoint.One
// this is for legacy
if !s.ClosePosition.IsZero() { if !s.ClosePosition.IsZero() {
p = s.ClosePosition p = s.ClosePosition
} }
if !s.Partial.IsZero() {
p = s.Partial
}
return s.orderExecutor.ClosePosition(ctx, p, "trailingStop") return s.orderExecutor.ClosePosition(ctx, p, "trailingStop")
} }