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pivotshort: add trendEMA and add stopEMA subscribe

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c9s 2022-07-13 10:49:52 +08:00
parent 7daa73917c
commit f5f6fabe07
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1 changed files with 10 additions and 0 deletions
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10
pkg/strategy/pivotshort/breaklow.go
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@ -29,6 +29,8 @@ type BreakLow struct {
StopEMARange fixedpoint.Value `json:"stopEMARange"` StopEMARange fixedpoint.Value `json:"stopEMARange"`
StopEMA *types.IntervalWindow `json:"stopEMA"` StopEMA *types.IntervalWindow `json:"stopEMA"`
TrendEMA *types.IntervalWindow `json:"trendEMA"`
lastLow fixedpoint.Value lastLow fixedpoint.Value
pivot *indicator.Pivot pivot *indicator.Pivot
stopEWMA *indicator.EWMA stopEWMA *indicator.EWMA
@ -41,6 +43,14 @@ type BreakLow struct {
func (s *BreakLow) Subscribe(session *bbgo.ExchangeSession) { 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: s.Interval})
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m}) 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) { func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {