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xalign: support percentage string

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c9s 2023-06-21 15:59:15 +08:00
parent 76884a4ddf
commit f6128b9bdc
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 4 additions and 3 deletions
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7
pkg/strategy/xalign/strategy.go
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@ -40,7 +40,7 @@ type Strategy struct {
ExpectedBalances map[string]fixedpoint.Value `json:"expectedBalances"`
UseTakerOrder bool `json:"useTakerOrder"`
DryRun bool `json:"dryRun"`
BalanceToleranceRange float64 `json:"balanceToleranceRange"`
BalanceToleranceRange fixedpoint.Value `json:"balanceToleranceRange"`
Duration types.Duration `json:"for"`
faultBalanceRecords map[string][]TimeBalance
@ -74,7 +74,7 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
}
func (s *Strategy) Defaults() error {
s.BalanceToleranceRange = 0.01
s.BalanceToleranceRange = fixedpoint.NewFromFloat(0.01)
return nil
}
@ -292,7 +292,8 @@ func (s *Strategy) recordBalance(totalBalances types.BalanceMap) {
for currency, expectedBalance := range s.ExpectedBalances {
q := s.calculateRefillQuantity(totalBalances, currency, expectedBalance)
rf := q.Div(expectedBalance).Abs().Float64()
if rf > s.BalanceToleranceRange {
tr := s.BalanceToleranceRange.Float64()
if rf > tr {
balance := totalBalances[currency]
s.faultBalanceRecords[currency] = append(s.faultBalanceRecords[currency], TimeBalance{
Time: now,