lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 08:11:08 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pivotshort: add trendEMA and add stopEMA subscribe

Browse Source
This commit is contained in:
c9s 2022-07-13 10:49:52 +08:00
parent 7daa73917c
commit f5f6fabe07
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 10 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
pkg/strategy/pivotshort/breaklow.go
View File

@ -29,6 +29,8 @@ type BreakLow struct {
StopEMARange fixedpoint.Value `json:"stopEMARange"`
StopEMA *types.IntervalWindow `json:"stopEMA"`
TrendEMA *types.IntervalWindow `json:"trendEMA"`
lastLow fixedpoint.Value
pivot *indicator.Pivot
stopEWMA *indicator.EWMA
@ -41,6 +43,14 @@ type BreakLow struct {
func (s *BreakLow) Subscribe(session *bbgo.ExchangeSession) {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
if s.StopEMA != nil {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.StopEMA.Interval})
}
if s.TrendEMA != nil {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.TrendEMA.Interval})
}
}
func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {