mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 01:05:15 +00:00
499 lines
17 KiB
Go
499 lines
17 KiB
Go
package supertrend
|
|
|
|
import (
|
|
"bufio"
|
|
"context"
|
|
"fmt"
|
|
"github.com/c9s/bbgo/pkg/risk"
|
|
"github.com/fatih/color"
|
|
"os"
|
|
"sync"
|
|
|
|
"github.com/pkg/errors"
|
|
"github.com/sirupsen/logrus"
|
|
|
|
"github.com/c9s/bbgo/pkg/bbgo"
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/indicator"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
const ID = "supertrend"
|
|
|
|
var log = logrus.WithField("strategy", ID)
|
|
|
|
// TODO: limit order for ATR TP
|
|
func init() {
|
|
// Register the pointer of the strategy struct,
|
|
// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
|
|
// Note: built-in strategies need to imported manually in the bbgo cmd package.
|
|
bbgo.RegisterStrategy(ID, &Strategy{})
|
|
}
|
|
|
|
type Strategy struct {
|
|
Environment *bbgo.Environment
|
|
Market types.Market
|
|
|
|
// persistence fields
|
|
Position *types.Position `persistence:"position"`
|
|
ProfitStats *types.ProfitStats `persistence:"profit_stats"`
|
|
TradeStats *types.TradeStats `persistence:"trade_stats"`
|
|
|
|
// Symbol is the market symbol you want to trade
|
|
Symbol string `json:"symbol"`
|
|
|
|
types.IntervalWindow
|
|
|
|
// Double DEMA
|
|
doubleDema *DoubleDema
|
|
// FastDEMAWindow DEMA window for checking breakout
|
|
FastDEMAWindow int `json:"fastDEMAWindow"`
|
|
// SlowDEMAWindow DEMA window for checking breakout
|
|
SlowDEMAWindow int `json:"slowDEMAWindow"`
|
|
|
|
// SuperTrend indicator
|
|
Supertrend *indicator.Supertrend
|
|
// SupertrendMultiplier ATR multiplier for calculation of supertrend
|
|
SupertrendMultiplier float64 `json:"supertrendMultiplier"`
|
|
|
|
// LinearRegression Use linear regression as trend confirmation
|
|
LinearRegression *LinReg `json:"linearRegression,omitempty"`
|
|
|
|
// Leverage uses the account net value to calculate the order qty
|
|
Leverage fixedpoint.Value `json:"leverage"`
|
|
// Quantity sets the fixed order qty, takes precedence over Leverage
|
|
Quantity fixedpoint.Value `json:"quantity"`
|
|
AccountValueCalculator *risk.AccountValueCalculator
|
|
|
|
// TakeProfitAtrMultiplier TP according to ATR multiple, 0 to disable this
|
|
TakeProfitAtrMultiplier float64 `json:"takeProfitAtrMultiplier"`
|
|
|
|
// StopLossByTriggeringK Set SL price to the low/high of the triggering Kline
|
|
StopLossByTriggeringK bool `json:"stopLossByTriggeringK"`
|
|
|
|
// StopByReversedSupertrend TP/SL by reversed supertrend signal
|
|
StopByReversedSupertrend bool `json:"stopByReversedSupertrend"`
|
|
|
|
// StopByReversedDema TP/SL by reversed DEMA signal
|
|
StopByReversedDema bool `json:"stopByReversedDema"`
|
|
|
|
// StopByReversedLinGre TP/SL by reversed linear regression signal
|
|
StopByReversedLinGre bool `json:"stopByReversedLinGre"`
|
|
|
|
// ExitMethods Exit methods
|
|
ExitMethods bbgo.ExitMethodSet `json:"exits"`
|
|
|
|
session *bbgo.ExchangeSession
|
|
orderExecutor *bbgo.GeneralOrderExecutor
|
|
currentTakeProfitPrice fixedpoint.Value
|
|
currentStopLossPrice fixedpoint.Value
|
|
|
|
// StrategyController
|
|
bbgo.StrategyController
|
|
|
|
// Accumulated profit report
|
|
accumulatedProfit fixedpoint.Value
|
|
accumulatedProfitMA *indicator.SMA
|
|
// AccumulatedProfitMAWindow Accumulated profit SMA window
|
|
AccumulatedProfitMAWindow int `json:"accumulatedProfitMAWindow"`
|
|
dailyAccumulatedProfits types.Float64Slice
|
|
lastDayAccumulatedProfit fixedpoint.Value
|
|
// AccumulatedProfitLastPeriodWindow Last period window of accumulated profit
|
|
AccumulatedProfitLastPeriodWindow int `json:"accumulatedProfitLastPeriodWindow"`
|
|
}
|
|
|
|
func (s *Strategy) ID() string {
|
|
return ID
|
|
}
|
|
|
|
func (s *Strategy) InstanceID() string {
|
|
return fmt.Sprintf("%s:%s", ID, s.Symbol)
|
|
}
|
|
|
|
func (s *Strategy) Validate() error {
|
|
if len(s.Symbol) == 0 {
|
|
return errors.New("symbol is required")
|
|
}
|
|
|
|
if len(s.Interval) == 0 {
|
|
return errors.New("interval is required")
|
|
}
|
|
|
|
return nil
|
|
}
|
|
|
|
func (s *Strategy) 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.LinearRegression.Interval})
|
|
|
|
s.ExitMethods.SetAndSubscribe(session, s)
|
|
|
|
// Accumulated profit report
|
|
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1d})
|
|
}
|
|
|
|
// Position control
|
|
|
|
func (s *Strategy) CurrentPosition() *types.Position {
|
|
return s.Position
|
|
}
|
|
|
|
func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
|
|
base := s.Position.GetBase()
|
|
if base.IsZero() {
|
|
return fmt.Errorf("no opened %s position", s.Position.Symbol)
|
|
}
|
|
|
|
// make it negative
|
|
quantity := base.Mul(percentage).Abs()
|
|
side := types.SideTypeBuy
|
|
if base.Sign() > 0 {
|
|
side = types.SideTypeSell
|
|
}
|
|
|
|
if quantity.Compare(s.Market.MinQuantity) < 0 {
|
|
return fmt.Errorf("%s order quantity %v is too small, less than %v", s.Symbol, quantity, s.Market.MinQuantity)
|
|
}
|
|
|
|
orderForm := s.generateOrderForm(side, quantity, types.SideEffectTypeAutoRepay)
|
|
|
|
bbgo.Notify("submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, orderForm)
|
|
|
|
_, err := s.orderExecutor.SubmitOrders(ctx, orderForm)
|
|
if err != nil {
|
|
log.WithError(err).Errorf("can not place %s position close order", s.Symbol)
|
|
bbgo.Notify("can not place %s position close order", s.Symbol)
|
|
}
|
|
|
|
return err
|
|
}
|
|
|
|
// setupIndicators initializes indicators
|
|
func (s *Strategy) setupIndicators() {
|
|
// K-line store for indicators
|
|
kLineStore, _ := s.session.MarketDataStore(s.Symbol)
|
|
|
|
// Double DEMA
|
|
s.doubleDema = newDoubleDema(kLineStore, s.Interval, s.FastDEMAWindow, s.SlowDEMAWindow)
|
|
|
|
// Supertrend
|
|
if s.Window == 0 {
|
|
s.Window = 39
|
|
}
|
|
if s.SupertrendMultiplier == 0 {
|
|
s.SupertrendMultiplier = 3
|
|
}
|
|
s.Supertrend = &indicator.Supertrend{IntervalWindow: types.IntervalWindow{Window: s.Window, Interval: s.Interval}, ATRMultiplier: s.SupertrendMultiplier}
|
|
s.Supertrend.AverageTrueRange = &indicator.ATR{IntervalWindow: types.IntervalWindow{Window: s.Window, Interval: s.Interval}}
|
|
s.Supertrend.BindK(s.session.MarketDataStream, s.Symbol, s.Supertrend.Interval)
|
|
if klines, ok := kLineStore.KLinesOfInterval(s.Supertrend.Interval); ok {
|
|
s.Supertrend.LoadK((*klines)[0:])
|
|
}
|
|
|
|
// Linear Regression
|
|
if s.LinearRegression != nil {
|
|
if s.LinearRegression.Window == 0 {
|
|
s.LinearRegression = nil
|
|
} else if s.LinearRegression.Interval == "" {
|
|
s.LinearRegression = nil
|
|
} else {
|
|
s.LinearRegression.BindK(s.session.MarketDataStream, s.Symbol, s.LinearRegression.Interval)
|
|
if klines, ok := kLineStore.KLinesOfInterval(s.LinearRegression.Interval); ok {
|
|
s.LinearRegression.LoadK((*klines)[0:])
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
func (s *Strategy) shouldStop(kline types.KLine, stSignal types.Direction, demaSignal types.Direction, lgSignal types.Direction) bool {
|
|
stopNow := false
|
|
base := s.Position.GetBase()
|
|
baseSign := base.Sign()
|
|
|
|
if s.StopLossByTriggeringK && !s.currentStopLossPrice.IsZero() && ((baseSign < 0 && kline.GetClose().Compare(s.currentStopLossPrice) > 0) || (baseSign > 0 && kline.GetClose().Compare(s.currentStopLossPrice) < 0)) {
|
|
// SL by triggering Kline low/high
|
|
bbgo.Notify("%s stop loss by triggering the kline low/high", s.Symbol)
|
|
stopNow = true
|
|
} else if s.TakeProfitAtrMultiplier > 0 && !s.currentTakeProfitPrice.IsZero() && ((baseSign < 0 && kline.GetClose().Compare(s.currentTakeProfitPrice) < 0) || (baseSign > 0 && kline.GetClose().Compare(s.currentTakeProfitPrice) > 0)) {
|
|
// TP by multiple of ATR
|
|
bbgo.Notify("%s take profit by multiple of ATR", s.Symbol)
|
|
stopNow = true
|
|
} else if s.StopByReversedSupertrend && ((baseSign < 0 && stSignal == types.DirectionUp) || (baseSign > 0 && stSignal == types.DirectionDown)) {
|
|
// Use supertrend signal to TP/SL
|
|
bbgo.Notify("%s stop by the reversed signal of Supertrend", s.Symbol)
|
|
stopNow = true
|
|
} else if s.StopByReversedDema && ((baseSign < 0 && demaSignal == types.DirectionUp) || (baseSign > 0 && demaSignal == types.DirectionDown)) {
|
|
// Use DEMA signal to TP/SL
|
|
bbgo.Notify("%s stop by the reversed signal of DEMA", s.Symbol)
|
|
stopNow = true
|
|
} else if s.StopByReversedLinGre && ((baseSign < 0 && lgSignal == types.DirectionUp) || (baseSign > 0 && lgSignal == types.DirectionDown)) {
|
|
// Use linear regression signal to TP/SL
|
|
bbgo.Notify("%s stop by the reversed signal of linear regression", s.Symbol)
|
|
stopNow = true
|
|
}
|
|
|
|
return stopNow
|
|
}
|
|
|
|
func (s *Strategy) getSide(stSignal types.Direction, demaSignal types.Direction, lgSignal types.Direction) types.SideType {
|
|
var side types.SideType
|
|
|
|
if stSignal == types.DirectionUp && demaSignal == types.DirectionUp && (s.LinearRegression == nil || lgSignal == types.DirectionUp) {
|
|
side = types.SideTypeBuy
|
|
} else if stSignal == types.DirectionDown && demaSignal == types.DirectionDown && (s.LinearRegression == nil || lgSignal == types.DirectionDown) {
|
|
side = types.SideTypeSell
|
|
}
|
|
|
|
return side
|
|
}
|
|
|
|
func (s *Strategy) generateOrderForm(side types.SideType, quantity fixedpoint.Value, marginOrderSideEffect types.MarginOrderSideEffectType) types.SubmitOrder {
|
|
orderForm := types.SubmitOrder{
|
|
Symbol: s.Symbol,
|
|
Market: s.Market,
|
|
Side: side,
|
|
Type: types.OrderTypeMarket,
|
|
Quantity: quantity,
|
|
MarginSideEffect: marginOrderSideEffect,
|
|
}
|
|
|
|
return orderForm
|
|
}
|
|
|
|
// calculateQuantity returns leveraged quantity
|
|
func (s *Strategy) calculateQuantity(ctx context.Context, currentPrice fixedpoint.Value, side types.SideType) fixedpoint.Value {
|
|
// Quantity takes precedence
|
|
if !s.Quantity.IsZero() {
|
|
return s.Quantity
|
|
}
|
|
|
|
usingLeverage := s.session.Margin || s.session.IsolatedMargin || s.session.Futures || s.session.IsolatedFutures
|
|
|
|
if bbgo.IsBackTesting { // Backtesting
|
|
balance, ok := s.session.GetAccount().Balance(s.Market.QuoteCurrency)
|
|
if !ok {
|
|
log.Errorf("can not update %s quote balance from exchange", s.Symbol)
|
|
return fixedpoint.Zero
|
|
}
|
|
|
|
return balance.Available.Mul(fixedpoint.Min(s.Leverage, fixedpoint.One)).Div(currentPrice)
|
|
} else if !usingLeverage && side == types.SideTypeSell { // Spot sell
|
|
balance, ok := s.session.GetAccount().Balance(s.Market.BaseCurrency)
|
|
if !ok {
|
|
log.Errorf("can not update %s base balance from exchange", s.Symbol)
|
|
return fixedpoint.Zero
|
|
}
|
|
|
|
return balance.Available.Mul(fixedpoint.Min(s.Leverage, fixedpoint.One))
|
|
} else { // Using leverage or spot buy
|
|
quoteQty, err := risk.CalculateQuoteQuantity(s.session, ctx, s.Market.QuoteCurrency, s.Leverage)
|
|
if err != nil {
|
|
log.WithError(err).Errorf("can not update %s quote balance from exchange", s.Symbol)
|
|
return fixedpoint.Zero
|
|
}
|
|
|
|
return quoteQty.Div(currentPrice)
|
|
}
|
|
}
|
|
|
|
// PrintResult prints accumulated profit status
|
|
func (s *Strategy) PrintResult(o *os.File) {
|
|
f := bufio.NewWriter(o)
|
|
defer f.Flush()
|
|
hiyellow := color.New(color.FgHiYellow).FprintfFunc()
|
|
hiyellow(f, "------ %s Accumulated Profit Results ------\n", s.InstanceID())
|
|
hiyellow(f, "Symbol: %v\n", s.Symbol)
|
|
hiyellow(f, "Accumulated Profit: %v\n", s.accumulatedProfit)
|
|
hiyellow(f, "Accumulated Profit %dMA: %f\n", s.AccumulatedProfitMAWindow, s.accumulatedProfitMA.Last())
|
|
hiyellow(f, "Last %d day(s) Accumulated Profit: %f\n", s.AccumulatedProfitLastPeriodWindow, s.dailyAccumulatedProfits.Sum())
|
|
hiyellow(f, "\n")
|
|
}
|
|
|
|
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
|
|
s.session = session
|
|
|
|
s.currentStopLossPrice = fixedpoint.Zero
|
|
s.currentTakeProfitPrice = fixedpoint.Zero
|
|
|
|
// calculate group id for orders
|
|
instanceID := s.InstanceID()
|
|
|
|
// If position is nil, we need to allocate a new position for calculation
|
|
if s.Position == nil {
|
|
s.Position = types.NewPositionFromMarket(s.Market)
|
|
}
|
|
// Always update the position fields
|
|
s.Position.Strategy = ID
|
|
s.Position.StrategyInstanceID = s.InstanceID()
|
|
|
|
// Profit stats
|
|
if s.ProfitStats == nil {
|
|
s.ProfitStats = types.NewProfitStats(s.Market)
|
|
}
|
|
|
|
if s.TradeStats == nil {
|
|
s.TradeStats = types.NewTradeStats(s.Symbol)
|
|
}
|
|
|
|
// Interval profit report
|
|
if bbgo.IsBackTesting {
|
|
startTime := s.Environment.StartTime()
|
|
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1d, startTime))
|
|
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1w, startTime))
|
|
s.TradeStats.SetIntervalProfitCollector(types.NewIntervalProfitCollector(types.Interval1mo, startTime))
|
|
}
|
|
|
|
// Set fee rate
|
|
if s.session.MakerFeeRate.Sign() > 0 || s.session.TakerFeeRate.Sign() > 0 {
|
|
s.Position.SetExchangeFeeRate(s.session.ExchangeName, types.ExchangeFee{
|
|
MakerFeeRate: s.session.MakerFeeRate,
|
|
TakerFeeRate: s.session.TakerFeeRate,
|
|
})
|
|
}
|
|
|
|
// Setup order executor
|
|
s.orderExecutor = bbgo.NewGeneralOrderExecutor(session, s.Symbol, ID, instanceID, s.Position)
|
|
s.orderExecutor.BindEnvironment(s.Environment)
|
|
s.orderExecutor.BindProfitStats(s.ProfitStats)
|
|
s.orderExecutor.BindTradeStats(s.TradeStats)
|
|
s.orderExecutor.Bind()
|
|
|
|
// AccountValueCalculator
|
|
s.AccountValueCalculator = risk.NewAccountValueCalculator(s.session, s.Market.QuoteCurrency)
|
|
|
|
// Accumulated profit report
|
|
if s.AccumulatedProfitMAWindow <= 0 {
|
|
s.AccumulatedProfitMAWindow = 60
|
|
}
|
|
s.accumulatedProfitMA = &indicator.SMA{IntervalWindow: types.IntervalWindow{Interval: s.Interval, Window: s.AccumulatedProfitMAWindow}}
|
|
s.orderExecutor.TradeCollector().OnProfit(func(trade types.Trade, profit *types.Profit) {
|
|
if profit == nil {
|
|
return
|
|
}
|
|
|
|
s.accumulatedProfit = s.accumulatedProfit.Add(profit.Profit)
|
|
s.accumulatedProfitMA.Update(s.accumulatedProfit.Float64())
|
|
})
|
|
if s.AccumulatedProfitLastPeriodWindow <= 0 {
|
|
s.AccumulatedProfitLastPeriodWindow = 7
|
|
}
|
|
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1d, func(kline types.KLine) {
|
|
s.dailyAccumulatedProfits.Update(s.accumulatedProfit.Sub(s.lastDayAccumulatedProfit).Float64())
|
|
s.dailyAccumulatedProfits = s.dailyAccumulatedProfits.Tail(s.AccumulatedProfitLastPeriodWindow)
|
|
s.lastDayAccumulatedProfit = s.accumulatedProfit
|
|
}))
|
|
|
|
// Sync position to redis on trade
|
|
s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
|
|
bbgo.Sync(s)
|
|
})
|
|
|
|
// StrategyController
|
|
s.Status = types.StrategyStatusRunning
|
|
s.OnSuspend(func() {
|
|
_ = s.orderExecutor.GracefulCancel(ctx)
|
|
bbgo.Sync(s)
|
|
})
|
|
s.OnEmergencyStop(func() {
|
|
_ = s.orderExecutor.GracefulCancel(ctx)
|
|
// Close 100% position
|
|
_ = s.ClosePosition(ctx, fixedpoint.One)
|
|
})
|
|
|
|
// Setup indicators
|
|
s.setupIndicators()
|
|
|
|
// Exit methods
|
|
for _, method := range s.ExitMethods {
|
|
method.Bind(session, s.orderExecutor)
|
|
}
|
|
|
|
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
|
|
// StrategyController
|
|
if s.Status != types.StrategyStatusRunning {
|
|
return
|
|
}
|
|
|
|
closePrice := kline.GetClose()
|
|
openPrice := kline.GetOpen()
|
|
closePrice64 := closePrice.Float64()
|
|
openPrice64 := openPrice.Float64()
|
|
|
|
// Supertrend signal
|
|
stSignal := s.Supertrend.GetSignal()
|
|
|
|
// DEMA signal
|
|
demaSignal := s.doubleDema.getDemaSignal(openPrice64, closePrice64)
|
|
|
|
// Linear Regression signal
|
|
var lgSignal types.Direction
|
|
if s.LinearRegression != nil {
|
|
lgSignal = s.LinearRegression.GetSignal()
|
|
}
|
|
|
|
// TP/SL if there's non-dust position and meets the criteria
|
|
if !s.Market.IsDustQuantity(s.Position.GetBase().Abs(), closePrice) && s.shouldStop(kline, stSignal, demaSignal, lgSignal) {
|
|
if err := s.ClosePosition(ctx, fixedpoint.One); err == nil {
|
|
s.currentStopLossPrice = fixedpoint.Zero
|
|
s.currentTakeProfitPrice = fixedpoint.Zero
|
|
}
|
|
}
|
|
|
|
// Get order side
|
|
side := s.getSide(stSignal, demaSignal, lgSignal)
|
|
// Set TP/SL price if needed
|
|
if side == types.SideTypeBuy {
|
|
if s.StopLossByTriggeringK {
|
|
s.currentStopLossPrice = kline.GetLow()
|
|
}
|
|
if s.TakeProfitAtrMultiplier > 0 {
|
|
s.currentTakeProfitPrice = closePrice.Add(fixedpoint.NewFromFloat(s.Supertrend.AverageTrueRange.Last() * s.TakeProfitAtrMultiplier))
|
|
}
|
|
} else if side == types.SideTypeSell {
|
|
if s.StopLossByTriggeringK {
|
|
s.currentStopLossPrice = kline.GetHigh()
|
|
}
|
|
if s.TakeProfitAtrMultiplier > 0 {
|
|
s.currentTakeProfitPrice = closePrice.Sub(fixedpoint.NewFromFloat(s.Supertrend.AverageTrueRange.Last() * s.TakeProfitAtrMultiplier))
|
|
}
|
|
}
|
|
|
|
// Open position
|
|
// The default value of side is an empty string. Unless side is set by the checks above, the result of the following condition is false
|
|
if side == types.SideTypeSell || side == types.SideTypeBuy {
|
|
bbgo.Notify("open %s position for signal %v", s.Symbol, side)
|
|
// Close opposite position if any
|
|
if !s.Position.IsDust(closePrice) {
|
|
if (side == types.SideTypeSell && s.Position.IsLong()) || (side == types.SideTypeBuy && s.Position.IsShort()) {
|
|
bbgo.Notify("close existing %s position before open a new position", s.Symbol)
|
|
_ = s.ClosePosition(ctx, fixedpoint.One)
|
|
} else {
|
|
bbgo.Notify("existing %s position has the same direction with the signal", s.Symbol)
|
|
return
|
|
}
|
|
}
|
|
|
|
orderForm := s.generateOrderForm(side, s.calculateQuantity(ctx, closePrice, side), types.SideEffectTypeMarginBuy)
|
|
log.Infof("submit open position order %v", orderForm)
|
|
_, err := s.orderExecutor.SubmitOrders(ctx, orderForm)
|
|
if err != nil {
|
|
log.WithError(err).Errorf("can not place %s open position order", s.Symbol)
|
|
bbgo.Notify("can not place %s open position order", s.Symbol)
|
|
}
|
|
}
|
|
}))
|
|
|
|
// Graceful shutdown
|
|
bbgo.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
|
|
defer wg.Done()
|
|
|
|
// Print accumulated profit report
|
|
defer s.PrintResult(os.Stdout)
|
|
|
|
_ = s.orderExecutor.GracefulCancel(ctx)
|
|
_, _ = fmt.Fprintln(os.Stderr, s.TradeStats.String())
|
|
})
|
|
|
|
return nil
|
|
}
|