bbgo_origin/pkg/bbgo/exit.go

78 lines
2.2 KiB
Go

package bbgo
import (
"reflect"
"github.com/pkg/errors"
"github.com/c9s/bbgo/pkg/dynamic"
)
type ExitMethodSet []ExitMethod
func (s *ExitMethodSet) SetAndSubscribe(session *ExchangeSession, parent interface{}) {
for i := range *s {
m := (*s)[i]
// manually inherit configuration from strategy
m.Inherit(parent)
m.Subscribe(session)
}
}
type ExitMethod struct {
RoiStopLoss *RoiStopLoss `json:"roiStopLoss"`
ProtectiveStopLoss *ProtectiveStopLoss `json:"protectiveStopLoss"`
RoiTakeProfit *RoiTakeProfit `json:"roiTakeProfit"`
LowerShadowTakeProfit *LowerShadowTakeProfit `json:"lowerShadowTakeProfit"`
CumulatedVolumeTakeProfit *CumulatedVolumeTakeProfit `json:"cumulatedVolumeTakeProfit"`
}
// Inherit is used for inheriting properties from the given strategy struct
// for example, some exit method requires the default interval and symbol name from the strategy param object
func (m *ExitMethod) Inherit(parent interface{}) {
// we need to pass some information from the strategy configuration to the exit methods, like symbol, interval and window
rt := reflect.TypeOf(m).Elem()
rv := reflect.ValueOf(m).Elem()
for j := 0; j < rv.NumField(); j++ {
if !rt.Field(j).IsExported() {
continue
}
fieldValue := rv.Field(j)
if fieldValue.Kind() == reflect.Ptr && fieldValue.IsNil() {
continue
}
dynamic.InheritStructValues(fieldValue.Interface(), parent)
}
}
func (m *ExitMethod) Subscribe(session *ExchangeSession) {
if err := dynamic.CallStructFieldsMethod(m, "Subscribe", session); err != nil {
panic(errors.Wrap(err, "dynamic Subscribe call failed"))
}
}
func (m *ExitMethod) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
if m.ProtectiveStopLoss != nil {
m.ProtectiveStopLoss.Bind(session, orderExecutor)
}
if m.RoiStopLoss != nil {
m.RoiStopLoss.Bind(session, orderExecutor)
}
if m.RoiTakeProfit != nil {
m.RoiTakeProfit.Bind(session, orderExecutor)
}
if m.LowerShadowTakeProfit != nil {
m.LowerShadowTakeProfit.Bind(session, orderExecutor)
}
if m.CumulatedVolumeTakeProfit != nil {
m.CumulatedVolumeTakeProfit.Bind(session, orderExecutor)
}
}