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strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy

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This commit is contained in:
Andy Cheng 2022-01-24 12:06:25 +08:00
parent 2a8938fce0
commit f673fc30ad
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GPG Key ID: 936427CF651A9D28
1 changed files with 11 additions and 15 deletions
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26
pkg/strategy/support/strategy.go
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@ -95,18 +95,14 @@ type TrailingStopControl struct {
}
func NewTrailingStopControl(symbol string, market types.Market, marginSideEffect types.MarginOrderSideEffectType, trailingStopCallBackRatio float64, minimumProfitPercentage float64) *TrailingStopControl {
var control TrailingStopControl
control.symbol = symbol
control.market = market
control.marginSideEffect = marginSideEffect
control.CurrentHighestPrice = fixedpoint.NewFromInt(0)
control.trailingStopCallBackRatio = trailingStopCallBackRatio
control.minimumProfitPercentage = minimumProfitPercentage
return &control
return &TrailingStopControl{
symbol: symbol,
market: market,
marginSideEffect: marginSideEffect,
CurrentHighestPrice: fixedpoint.NewFromInt(0),
trailingStopCallBackRatio: trailingStopCallBackRatio,
minimumProfitPercentage: minimumProfitPercentage,
}
}
func (control *TrailingStopControl) IsHigherThanMin(minTargetPrice float64) bool {
@ -115,7 +111,7 @@ func (control *TrailingStopControl) IsHigherThanMin(minTargetPrice float64) bool
return targetPrice >= minTargetPrice
}
func (control *TrailingStopControl) GenerateTrailingStopOrder(quantity float64) types.SubmitOrder {
func (control *TrailingStopControl) GenerateStopOrder(quantity float64) types.SubmitOrder {
targetPrice := control.CurrentHighestPrice.Float64() * (1 - control.trailingStopCallBackRatio)
orderForm := types.SubmitOrder{
@ -414,7 +410,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Place new order if the target price is higher than the minimum target price
if s.trailingStopControl.IsHigherThanMin(minTargetPrice) {
orderForm := s.trailingStopControl.GenerateTrailingStopOrder(position.Base.Float64())
orderForm := s.trailingStopControl.GenerateStopOrder(position.Base.Float64())
ids, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil {
log.WithError(err).Error("submit profit trailing stop order error")
@ -467,7 +463,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Place new order if the target price is higher than the minimum target price
if s.trailingStopControl.IsHigherThanMin(minTargetPrice) {
orderForm := s.trailingStopControl.GenerateTrailingStopOrder(s.state.Position.Base.Float64())
orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base.Float64())
ids, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil {
log.WithError(err).Error("submit profit trailing stop order error")