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bollmaker: fix MinNotional adjustment

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c9s 2022-01-27 19:56:10 +08:00
parent eec26663c5
commit f49b7165d8
2 changed files with 1 additions and 13 deletions
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12
config/bollmaker.yaml
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@ -74,18 +74,6 @@ exchangeStrategies:
# THe short here means you might sell some of your existing inventory.
disableShort: true
# strongUptrendSkew is the order quantity skew for strong uptrend band.
# when the bollinger band detect a strong uptrend, what's the order quantity skew we want to use.
# greater than 1.0 means when placing buy order, place sell order with less quantity
# less than 1.0 means when placing sell order, place buy order with less quantity
strongUptrendSkew: 0.3
# strongDowntrendSkew is the order quantity skew for strong downtrend band.
# when the bollinger band detect a strong downtrend, what's the order quantity skew we want to use.
# greater than 1.0 means when placing buy order, place sell order with less quantity
# less than 1.0 means when placing sell order, place buy order with less quantity
strongDowntrendSkew: 2.0
# uptrendSkew, like the strongUptrendSkew, but the price is still in the default band.
uptrendSkew: 0.8

2
pkg/strategy/bollmaker/strategy.go
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@ -461,7 +461,7 @@ func (s *Strategy) detectPriceTrend(inc *indicator.BOLL, price float64) PriceTre
func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.SubmitOrder {
if submitOrder.Quantity*submitOrder.Price < s.market.MinNotional {
submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, s.market.MinNotional)
submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, s.market.MinNotional * 1.1)
}
if submitOrder.Quantity < s.market.MinQuantity {