lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 06:53:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

xmaker: solve scale in the Initialize() call

Browse Source
This commit is contained in:
c9s 2024-11-20 15:09:18 +08:00
parent c0ee183426
commit f1f5f1ff3a
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 23 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

27
pkg/strategy/xmaker/strategy.go
View File

@ -320,6 +320,29 @@ func (s *Strategy) Initialize() error {
"exchange": s.MakerExchange, "exchange": s.MakerExchange,
"symbol": s.Symbol, "symbol": s.Symbol,
} }
if s.SignalReverseSideMarginScale != nil {
scale, err := s.SignalReverseSideMarginScale.Scale()
if err != nil {
return err
}
if solveErr := scale.Solve(); solveErr != nil {
return solveErr
}
}
if s.SignalTrendSideMarginScale != nil {
scale, err := s.SignalTrendSideMarginScale.Scale()
if err != nil {
return err
}
if solveErr := scale.Solve(); solveErr != nil {
return solveErr
}
}
return nil return nil
} }
@ -1805,10 +1828,6 @@ func (s *Strategy) CrossRun(
return err return err
} }
if solveErr := scale.Solve(); solveErr != nil {
return solveErr
}
minAdditionalMargin := scale.Call(0.0) minAdditionalMargin := scale.Call(0.0)
middleAdditionalMargin := scale.Call(1.0) middleAdditionalMargin := scale.Call(1.0)
maxAdditionalMargin := scale.Call(2.0) maxAdditionalMargin := scale.Call(2.0)