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Merge pull request #791 from c9s/strategy/pivotshort
strategy: pivotshort: refactor breaklow logics
This commit is contained in:
Yo-An Lin
GitHub
commit
f2ba901b51
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@ -65,7 +65,7 @@ func (e *GeneralOrderExecutor) BindProfitStats(profitStats *types.ProfitStats) {
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}
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profitStats.AddProfit(*profit)
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Notify(&profitStats)
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Notify(profitStats)
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})
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}
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@ -215,18 +215,6 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
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return s.orderExecutor.ClosePosition(ctx, percentage)
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}
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// Deprecated: LoadState method is migrated to the persistence struct tag.
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func (s *Strategy) LoadState() error {
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var state State
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// load position
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if err := s.Persistence.Load(&state, ID, s.Symbol, stateKey); err == nil {
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s.state = &state
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}
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return nil
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}
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func (s *Strategy) getCurrentAllowedExposurePosition(bandPercentage float64) (fixedpoint.Value, error) {
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if s.DynamicExposurePositionScale != nil {
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v, err := s.DynamicExposurePositionScale.Scale(bandPercentage)
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@ -505,17 +493,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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// If position is nil, we need to allocate a new position for calculation
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if s.Position == nil {
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// restore state (legacy)
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if err := s.LoadState(); err != nil {
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return err
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}
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// fallback to the legacy position struct in the state
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if s.state != nil && s.state.Position != nil && !s.state.Position.Base.IsZero() {
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s.Position = s.state.Position
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} else {
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s.Position = types.NewPositionFromMarket(s.Market)
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}
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s.Position = types.NewPositionFromMarket(s.Market)
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}
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if s.session.MakerFeeRate.Sign() > 0 || s.session.TakerFeeRate.Sign() > 0 {
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@ -526,13 +504,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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if s.ProfitStats == nil {
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if s.state != nil {
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// copy profit stats
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p2 := s.state.ProfitStats
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s.ProfitStats = &p2
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} else {
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s.ProfitStats = types.NewProfitStats(s.Market)
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}
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s.ProfitStats = types.NewProfitStats(s.Market)
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}
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// Always update the position fields
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193
pkg/strategy/pivotshort/breaklow.go
Normal file
193
pkg/strategy/pivotshort/breaklow.go
Normal file
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@ -0,0 +1,193 @@
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package pivotshort
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import (
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"context"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/indicator"
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"github.com/c9s/bbgo/pkg/types"
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)
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// BreakLow -- when price breaks the previous pivot low, we set a trade entry
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type BreakLow struct {
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Symbol string
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Market types.Market
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types.IntervalWindow
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// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
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Ratio fixedpoint.Value `json:"ratio"`
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// MarketOrder is the option to enable market order short.
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MarketOrder bool `json:"marketOrder"`
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// BounceRatio is a ratio used for placing the limit order sell price
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// limit sell price = breakLowPrice * (1 + BounceRatio)
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BounceRatio fixedpoint.Value `json:"bounceRatio"`
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Quantity fixedpoint.Value `json:"quantity"`
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StopEMARange fixedpoint.Value `json:"stopEMARange"`
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StopEMA *types.IntervalWindow `json:"stopEMA"`
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lastLow fixedpoint.Value
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pivot *indicator.Pivot
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stopEWMA *indicator.EWMA
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pivotLowPrices []fixedpoint.Value
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orderExecutor *bbgo.GeneralOrderExecutor
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session *bbgo.ExchangeSession
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}
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func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
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s.session = session
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s.orderExecutor = orderExecutor
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position := orderExecutor.Position()
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symbol := position.Symbol
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store, _ := session.MarketDataStore(symbol)
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standardIndicator, _ := session.StandardIndicatorSet(symbol)
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s.lastLow = fixedpoint.Zero
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s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
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s.pivot.Bind(store)
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preloadPivot(s.pivot, store)
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if s.StopEMA != nil {
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s.stopEWMA = standardIndicator.EWMA(*s.StopEMA)
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}
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// update pivot low data
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session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
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lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
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if lastLow.IsZero() {
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return
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}
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if lastLow.Compare(s.lastLow) != 0 {
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log.Infof("new pivot low detected: %f %s", s.pivot.LastLow(), kline.EndTime.Time())
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}
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s.lastLow = lastLow
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s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
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}))
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session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, types.Interval1m, func(kline types.KLine) {
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if position.IsOpened(kline.Close) {
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return
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}
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if len(s.pivotLowPrices) == 0 {
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log.Infof("currently there is no pivot low prices, skip placing orders...")
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return
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}
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previousLow := s.pivotLowPrices[len(s.pivotLowPrices)-1]
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// truncate the pivot low prices
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if len(s.pivotLowPrices) > 10 {
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s.pivotLowPrices = s.pivotLowPrices[len(s.pivotLowPrices)-10:]
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}
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ratio := fixedpoint.One.Add(s.Ratio)
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breakPrice := previousLow.Mul(ratio)
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openPrice := kline.Open
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closePrice := kline.Close
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// if previous low is not break, skip
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if closePrice.Compare(breakPrice) >= 0 {
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return
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}
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// we need the price cross the break line or we do nothing
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if !(openPrice.Compare(breakPrice) > 0 && closePrice.Compare(breakPrice) < 0) {
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log.Infof("%s kline is not between the break low price %f", kline.Symbol, breakPrice.Float64())
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return
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}
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// force direction to be down
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if closePrice.Compare(openPrice) >= 0 {
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log.Infof("%s price %f is closed higher than the open price %f, skip this break", kline.Symbol, closePrice.Float64(), openPrice.Float64())
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// skip UP klines
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return
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}
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log.Infof("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
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// stop EMA protection
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if s.stopEWMA != nil {
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ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
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if ema.IsZero() {
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return
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}
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emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.StopEMARange))
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if closePrice.Compare(emaStopShortPrice) < 0 {
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log.Infof("stopEMA protection: close price %f < EMA(%v) = %f", closePrice.Float64(), s.StopEMA, ema.Float64())
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return
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}
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}
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ctx := context.Background()
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// graceful cancel all active orders
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_ = orderExecutor.GracefulCancel(ctx)
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quantity := s.useQuantityOrBaseBalance(s.Quantity)
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if s.MarketOrder {
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bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting market sell to open a short position", symbol, kline.Close.Float64(), previousLow.Float64(), s.Ratio.Float64())
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_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
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Symbol: s.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeMarket,
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Quantity: quantity,
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MarginSideEffect: types.SideEffectTypeMarginBuy,
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Tag: "breakLowMarket",
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})
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} else {
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sellPrice := previousLow.Mul(fixedpoint.One.Add(s.BounceRatio))
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bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", symbol, kline.Close.Float64(), previousLow.Float64(), s.Ratio.Float64(), sellPrice.Float64())
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_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
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Symbol: kline.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimit,
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Price: sellPrice,
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Quantity: quantity,
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MarginSideEffect: types.SideEffectTypeMarginBuy,
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Tag: "breakLowLimit",
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})
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}
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}))
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if !bbgo.IsBackTesting {
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// use market trade to submit short order
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session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
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})
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}
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}
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func (s *BreakLow) useQuantityOrBaseBalance(quantity fixedpoint.Value) fixedpoint.Value {
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if s.session.Margin || s.session.IsolatedMargin || s.session.Futures || s.session.IsolatedFutures {
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return quantity
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}
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balance, hasBalance := s.session.Account.Balance(s.Market.BaseCurrency)
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if hasBalance {
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if quantity.IsZero() {
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bbgo.Notify("sell quantity is not set, submitting sell with all base balance: %s", balance.Available.String())
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quantity = balance.Available
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} else {
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quantity = fixedpoint.Min(quantity, balance.Available)
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}
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}
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if quantity.IsZero() {
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log.Errorf("quantity is zero, can not submit sell order, please check settings")
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}
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return quantity
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}
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@ -2,6 +2,7 @@ package pivotshort
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import (
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"context"
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"sort"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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@ -120,12 +121,12 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
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log.Infof("placing bounce short order #%d: price = %f, quantity = %f", i, price.Float64(), quantity.Float64())
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orderForms = append(orderForms, types.SubmitOrder{
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Symbol: s.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimitMaker,
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Price: price,
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Quantity: quantity,
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Tag: "resistanceShort",
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Symbol: s.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimitMaker,
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Price: price,
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Quantity: quantity,
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Tag: "resistanceShort",
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MarginSideEffect: types.SideEffectTypeMarginBuy,
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})
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@ -144,3 +145,28 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
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}
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s.activeOrders.Add(createdOrders...)
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}
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func findPossibleResistancePrices(closePrice float64, minDistance float64, lows []float64) []float64 {
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// sort float64 in increasing order
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// lower to higher prices
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sort.Float64s(lows)
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var resistancePrices []float64
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for _, low := range lows {
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if low < closePrice {
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continue
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}
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last := closePrice
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if len(resistancePrices) > 0 {
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last = resistancePrices[len(resistancePrices)-1]
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}
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if (low / last) < (1.0 + minDistance) {
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continue
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}
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resistancePrices = append(resistancePrices, low)
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}
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return resistancePrices
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}
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@ -4,7 +4,6 @@ import (
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"context"
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"fmt"
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"os"
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"sort"
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"sync"
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"github.com/sirupsen/logrus"
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@ -31,23 +30,6 @@ type IntervalWindowSetting struct {
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types.IntervalWindow
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}
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// BreakLow -- when price breaks the previous pivot low, we set a trade entry
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type BreakLow struct {
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// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
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Ratio fixedpoint.Value `json:"ratio"`
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// MarketOrder is the option to enable market order short.
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MarketOrder bool `json:"marketOrder"`
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// BounceRatio is a ratio used for placing the limit order sell price
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// limit sell price = breakLowPrice * (1 + BounceRatio)
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BounceRatio fixedpoint.Value `json:"bounceRatio"`
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Quantity fixedpoint.Value `json:"quantity"`
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StopEMARange fixedpoint.Value `json:"stopEMARange"`
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StopEMA *types.IntervalWindow `json:"stopEMA"`
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}
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type Strategy struct {
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Environment *bbgo.Environment
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Symbol string `json:"symbol"`
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@ -62,7 +44,7 @@ type Strategy struct {
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TradeStats *types.TradeStats `persistence:"trade_stats"`
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// BreakLow is one of the entry method
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BreakLow BreakLow `json:"breakLow"`
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BreakLow *BreakLow `json:"breakLow"`
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// ResistanceShort is one of the entry method
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ResistanceShort *ResistanceShort `json:"resistanceShort"`
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@ -72,12 +54,6 @@ type Strategy struct {
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session *bbgo.ExchangeSession
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orderExecutor *bbgo.GeneralOrderExecutor
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lastLow fixedpoint.Value
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pivot *indicator.Pivot
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resistancePivot *indicator.Pivot
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stopEWMA *indicator.EWMA
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pivotLowPrices []fixedpoint.Value
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// StrategyController
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bbgo.StrategyController
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}
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@ -95,6 +71,10 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.ResistanceShort.Interval})
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}
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if s.BreakLow != nil {
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dynamic.InheritStructValues(s.BreakLow, s)
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}
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if !bbgo.IsBackTesting {
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session.Subscribe(types.MarketTradeChannel, s.Symbol, types.SubscribeOptions{})
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}
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@ -129,8 +109,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.TradeStats = &types.TradeStats{}
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}
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s.lastLow = fixedpoint.Zero
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// StrategyController
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s.Status = types.StrategyStatusRunning
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@ -157,32 +135,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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})
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s.orderExecutor.Bind()
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store, _ := session.MarketDataStore(s.Symbol)
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standardIndicator, _ := session.StandardIndicatorSet(s.Symbol)
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s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
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s.pivot.Bind(store)
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preloadPivot(s.pivot, store)
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// update pivot low data
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session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
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lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
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if lastLow.IsZero() {
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return
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}
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if lastLow.Compare(s.lastLow) != 0 {
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log.Infof("new pivot low detected: %f %s", s.pivot.LastLow(), kline.EndTime.Time())
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}
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s.lastLow = lastLow
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s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
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}))
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if s.BreakLow.StopEMA != nil {
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s.stopEWMA = standardIndicator.EWMA(*s.BreakLow.StopEMA)
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}
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for _, method := range s.ExitMethods {
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method.Bind(session, s.orderExecutor)
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}
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@ -191,83 +143,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.ResistanceShort.Bind(session, s.orderExecutor)
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}
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session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
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if s.Status != types.StrategyStatusRunning {
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return
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}
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if s.Position.IsOpened(kline.Close) {
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return
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}
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if len(s.pivotLowPrices) == 0 {
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log.Infof("currently there is no pivot low prices, skip placing orders...")
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return
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}
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previousLow := s.pivotLowPrices[len(s.pivotLowPrices)-1]
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// truncate the pivot low prices
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if len(s.pivotLowPrices) > 10 {
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s.pivotLowPrices = s.pivotLowPrices[len(s.pivotLowPrices)-10:]
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}
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ratio := fixedpoint.One.Add(s.BreakLow.Ratio)
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breakPrice := previousLow.Mul(ratio)
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openPrice := kline.Open
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closePrice := kline.Close
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// if previous low is not break, skip
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if closePrice.Compare(breakPrice) >= 0 {
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return
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}
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|
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// we need the price cross the break line or we do nothing
|
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if !(openPrice.Compare(breakPrice) > 0 && closePrice.Compare(breakPrice) < 0) {
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return
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}
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log.Infof("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
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// stop EMA protection
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if s.stopEWMA != nil {
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ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
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if ema.IsZero() {
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return
|
||||
}
|
||||
|
||||
emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.BreakLow.StopEMARange))
|
||||
if closePrice.Compare(emaStopShortPrice) < 0 {
|
||||
log.Infof("stopEMA protection: close price %f < EMA(%v) = %f", closePrice.Float64(), s.BreakLow.StopEMA, ema.Float64())
|
||||
return
|
||||
}
|
||||
}
|
||||
|
||||
// graceful cancel all active orders
|
||||
_ = s.orderExecutor.GracefulCancel(ctx)
|
||||
|
||||
quantity := s.useQuantityOrBaseBalance(s.BreakLow.Quantity)
|
||||
if s.BreakLow.MarketOrder {
|
||||
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting market sell to open a short position", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64())
|
||||
s.placeMarketSell(ctx, quantity, "breakLowMarket")
|
||||
} else {
|
||||
sellPrice := previousLow.Mul(fixedpoint.One.Add(s.BreakLow.BounceRatio))
|
||||
|
||||
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64(), sellPrice.Float64())
|
||||
s.placeLimitSell(ctx, sellPrice, quantity, "breakLowLimit")
|
||||
}
|
||||
}))
|
||||
|
||||
if !bbgo.IsBackTesting {
|
||||
// use market trade to submit short order
|
||||
session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
|
||||
|
||||
})
|
||||
if s.BreakLow != nil {
|
||||
s.BreakLow.Bind(session, s.orderExecutor)
|
||||
}
|
||||
|
||||
bbgo.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
|
||||
defer wg.Done()
|
||||
|
||||
|
||||
_, _ = fmt.Fprintln(os.Stderr, s.TradeStats.String())
|
||||
_ = s.orderExecutor.GracefulCancel(ctx)
|
||||
})
|
||||
|
|
@ -275,97 +157,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
|||
return nil
|
||||
}
|
||||
|
||||
func (s *Strategy) findHigherPivotLow(price fixedpoint.Value) (fixedpoint.Value, bool) {
|
||||
for l := len(s.pivotLowPrices) - 1; l > 0; l-- {
|
||||
if s.pivotLowPrices[l].Compare(price) > 0 {
|
||||
return s.pivotLowPrices[l], true
|
||||
}
|
||||
}
|
||||
|
||||
return price, false
|
||||
}
|
||||
|
||||
func (s *Strategy) placeOrder(ctx context.Context, price fixedpoint.Value, quantity fixedpoint.Value) {
|
||||
_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
|
||||
Symbol: s.Symbol,
|
||||
Side: types.SideTypeSell,
|
||||
Type: types.OrderTypeLimitMaker,
|
||||
Price: price,
|
||||
Quantity: quantity,
|
||||
})
|
||||
}
|
||||
|
||||
func (s *Strategy) useQuantityOrBaseBalance(quantity fixedpoint.Value) fixedpoint.Value {
|
||||
if s.session.Margin || s.session.IsolatedMargin || s.session.Futures || s.session.IsolatedFutures {
|
||||
return quantity
|
||||
}
|
||||
|
||||
balance, hasBalance := s.session.Account.Balance(s.Market.BaseCurrency)
|
||||
|
||||
if hasBalance {
|
||||
if quantity.IsZero() {
|
||||
bbgo.Notify("sell quantity is not set, submitting sell with all base balance: %s", balance.Available.String())
|
||||
quantity = balance.Available
|
||||
} else {
|
||||
quantity = fixedpoint.Min(quantity, balance.Available)
|
||||
}
|
||||
}
|
||||
|
||||
if quantity.IsZero() {
|
||||
log.Errorf("quantity is zero, can not submit sell order, please check settings")
|
||||
}
|
||||
|
||||
return quantity
|
||||
}
|
||||
|
||||
func (s *Strategy) placeLimitSell(ctx context.Context, price, quantity fixedpoint.Value, tag string) {
|
||||
_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
|
||||
Symbol: s.Symbol,
|
||||
Price: price,
|
||||
Side: types.SideTypeSell,
|
||||
Type: types.OrderTypeLimit,
|
||||
Quantity: quantity,
|
||||
MarginSideEffect: types.SideEffectTypeMarginBuy,
|
||||
Tag: tag,
|
||||
})
|
||||
}
|
||||
|
||||
func (s *Strategy) placeMarketSell(ctx context.Context, quantity fixedpoint.Value, tag string) {
|
||||
_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
|
||||
Symbol: s.Symbol,
|
||||
Side: types.SideTypeSell,
|
||||
Type: types.OrderTypeMarket,
|
||||
Quantity: quantity,
|
||||
MarginSideEffect: types.SideEffectTypeMarginBuy,
|
||||
Tag: tag,
|
||||
})
|
||||
}
|
||||
|
||||
func findPossibleResistancePrices(closePrice float64, minDistance float64, lows []float64) []float64 {
|
||||
// sort float64 in increasing order
|
||||
// lower to higher prices
|
||||
sort.Float64s(lows)
|
||||
|
||||
var resistancePrices []float64
|
||||
for _, low := range lows {
|
||||
if low < closePrice {
|
||||
continue
|
||||
}
|
||||
|
||||
last := closePrice
|
||||
if len(resistancePrices) > 0 {
|
||||
last = resistancePrices[len(resistancePrices)-1]
|
||||
}
|
||||
|
||||
if (low / last) < (1.0 + minDistance) {
|
||||
continue
|
||||
}
|
||||
resistancePrices = append(resistancePrices, low)
|
||||
}
|
||||
|
||||
return resistancePrices
|
||||
}
|
||||
|
||||
func preloadPivot(pivot *indicator.Pivot, store *bbgo.MarketDataStore) *types.KLine {
|
||||
klines, ok := store.KLinesOfInterval(pivot.Interval)
|
||||
if !ok {
|
||||
|
|
|
|||
|
|
@ -204,14 +204,14 @@ type ProfitStats struct {
|
|||
QuoteCurrency string `json:"quoteCurrency"`
|
||||
BaseCurrency string `json:"baseCurrency"`
|
||||
|
||||
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
|
||||
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
|
||||
AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
|
||||
AccumulatedGrossProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
|
||||
AccumulatedGrossLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
|
||||
AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
|
||||
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
|
||||
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
|
||||
|
||||
TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
|
||||
TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
|
||||
TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"`
|
||||
TodayGrossProfit fixedpoint.Value `json:"todayProfit,omitempty"`
|
||||
TodayGrossLoss fixedpoint.Value `json:"todayLoss,omitempty"`
|
||||
|
|
@ -279,11 +279,11 @@ func (s *ProfitStats) PlainText() string {
|
|||
return fmt.Sprintf("%s Profit Today\n"+
|
||||
"Profit %s %s\n"+
|
||||
"Net profit %s %s\n"+
|
||||
"Trade Loss %s %s\n"+
|
||||
"Gross Loss %s %s\n"+
|
||||
"Summary:\n"+
|
||||
"Accumulated Profit %s %s\n"+
|
||||
"Accumulated Net Profit %s %s\n"+
|
||||
"Accumulated Trade Loss %s %s\n"+
|
||||
"Accumulated Gross Loss %s %s\n"+
|
||||
"Since %s",
|
||||
s.Symbol,
|
||||
s.TodayPnL.String(), s.QuoteCurrency,
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user