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Merge pull request #501 from andycheng123/fix-support

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strategy: fix wrong support condition
This commit is contained in:
Yo-An Lin 2022-04-06 18:57:39 +08:00 committed by GitHub
commit ed0384c85a
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1 changed files with 6 additions and 4 deletions
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10
pkg/strategy/support/strategy.go
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@ -531,12 +531,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil {
log.WithError(err).Error("submit profit trailing stop order error")
s.Notify("submit %s profit trailing stop order error", s.Symbol)
} else {
orderIds := orders.IDs()
if len(orderIds) > 0 {
s.trailingStopControl.OrderID = orderIds[0]
} else {
log.Error("submit profit trailing stop order error. unknown error")
s.Notify("submit %s profit trailing stop order error", s.Symbol)
s.trailingStopControl.OrderID = 0
}
}
@ -598,7 +600,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base)
orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil {
log.WithError(err).Error("submit profit trailing stop order error")
log.WithError(err).Errorf("submit %s profit trailing stop order error", s.Symbol)
s.Notify("submit %s profit trailing stop order error", s.Symbol)
} else {
s.trailingStopControl.OrderID = orders.IDs()[0]
}
@ -607,8 +610,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Save state
if err := s.SaveState(); err != nil {
log.WithError(err).Errorf("can not save state: %+v", s.state)
} else {
s.Notify("%s position is saved", s.Symbol, s.state.Position)
}
}
@ -644,7 +645,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return
}
if s.triggerEMA != nil && closePrice.Float64() < s.triggerEMA.Last() {
if s.triggerEMA != nil && closePrice.Float64() > s.triggerEMA.Last() {
s.Notify("%s: closed price is above the trigger moving average line %f, skipping this support",
s.Symbol,
s.triggerEMA.Last(),
@ -734,6 +735,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if _, err := s.submitOrders(ctx, orderExecutor, targetOrders...); err != nil {
log.WithError(err).Error("submit profit target order error")
s.Notify("submit %s profit trailing stop order error", s.Symbol)
return
}
}