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Merge pull request #1269 from andycheng123/fix/supertrend

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FIX: supertrend uses strconv instead of fmt
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c9s 2023-08-04 18:13:16 +08:00 committed by GitHub
commit f1a0ab42f3
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1 changed files with 11 additions and 9 deletions
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20
pkg/strategy/supertrend/strategy.go
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@ -4,6 +4,7 @@ import (
"context"
"fmt"
"os"
"strconv"
"sync"
"github.com/pkg/errors"
@ -365,15 +366,16 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Add strategy parameters to report
if s.TrackParameters && s.ProfitStatsTracker.AccumulatedProfitReport != nil {
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("window", fmt.Sprintf("%d", s.Window))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("multiplier", fmt.Sprintf("%f", s.SupertrendMultiplier))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("fastDEMA", fmt.Sprintf("%d", s.FastDEMAWindow))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("slowDEMA", fmt.Sprintf("%d", s.SlowDEMAWindow))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("takeProfitAtrMultiplier", fmt.Sprintf("%f", s.TakeProfitAtrMultiplier))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopLossByTriggeringK", fmt.Sprintf("%t", s.StopLossByTriggeringK))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedSupertrend", fmt.Sprintf("%t", s.StopByReversedSupertrend))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedDema", fmt.Sprintf("%t", s.StopByReversedDema))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedLinGre", fmt.Sprintf("%t", s.StopByReversedLinGre))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("window", strconv.Itoa(s.Window))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("multiplier", strconv.FormatFloat(s.SupertrendMultiplier, 'f', 2, 64))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("fastDEMA", strconv.Itoa(s.FastDEMAWindow))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("slowDEMA", strconv.Itoa(s.SlowDEMAWindow))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("linReg", strconv.Itoa(s.LinearRegression.Window))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("takeProfitAtrMultiplier", strconv.FormatFloat(s.TakeProfitAtrMultiplier, 'f', 2, 64))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopLossByTriggeringK", strconv.FormatBool(s.StopLossByTriggeringK))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedSupertrend", strconv.FormatBool(s.StopByReversedSupertrend))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedDema", strconv.FormatBool(s.StopByReversedDema))
s.ProfitStatsTracker.AccumulatedProfitReport.AddStrategyParameter("stopByReversedLinGre", strconv.FormatBool(s.StopByReversedLinGre))
}
s.ProfitStatsTracker.Bind(s.session, s.orderExecutor.TradeCollector())