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120 lines
3.4 KiB
Go
120 lines
3.4 KiB
Go
package bbgo
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import (
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"bytes"
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"encoding/json"
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"reflect"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/dynamic"
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)
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type ExitMethodSet []ExitMethod
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func (s *ExitMethodSet) SetAndSubscribe(session *ExchangeSession, parent interface{}) {
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for i := range *s {
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m := (*s)[i]
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// manually inherit configuration from strategy
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m.Inherit(parent)
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m.Subscribe(session)
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}
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}
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func (s *ExitMethodSet) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
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for _, method := range *s {
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method.Bind(session, orderExecutor)
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}
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}
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type ExitMethod struct {
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RoiStopLoss *RoiStopLoss `json:"roiStopLoss"`
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ProtectiveStopLoss *ProtectiveStopLoss `json:"protectiveStopLoss"`
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RoiTakeProfit *RoiTakeProfit `json:"roiTakeProfit"`
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LowerShadowTakeProfit *LowerShadowTakeProfit `json:"lowerShadowTakeProfit"`
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CumulatedVolumeTakeProfit *CumulatedVolumeTakeProfit `json:"cumulatedVolumeTakeProfit"`
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TrailingStop *TrailingStop2 `json:"trailingStop"`
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}
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func (e ExitMethod) String() string {
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var buf bytes.Buffer
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if e.RoiStopLoss != nil {
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b, _ := json.Marshal(e.RoiStopLoss)
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buf.WriteString("roiStopLoss: " + string(b) + ", ")
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}
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if e.ProtectiveStopLoss != nil {
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b, _ := json.Marshal(e.ProtectiveStopLoss)
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buf.WriteString("protectiveStopLoss: " + string(b) + ", ")
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}
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if e.RoiTakeProfit != nil {
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b, _ := json.Marshal(e.RoiTakeProfit)
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buf.WriteString("rioTakeProft: " + string(b) + ", ")
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}
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if e.LowerShadowTakeProfit != nil {
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b, _ := json.Marshal(e.LowerShadowTakeProfit)
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buf.WriteString("lowerShadowTakeProft: " + string(b) + ", ")
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}
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if e.CumulatedVolumeTakeProfit != nil {
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b, _ := json.Marshal(e.CumulatedVolumeTakeProfit)
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buf.WriteString("cumulatedVolumeTakeProfit: " + string(b) + ", ")
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}
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if e.TrailingStop != nil {
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b, _ := json.Marshal(e.TrailingStop)
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buf.WriteString("trailingStop: " + string(b) + ", ")
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}
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return buf.String()
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}
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// Inherit is used for inheriting properties from the given strategy struct
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// for example, some exit method requires the default interval and symbol name from the strategy param object
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func (m *ExitMethod) Inherit(parent interface{}) {
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// we need to pass some information from the strategy configuration to the exit methods, like symbol, interval and window
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rt := reflect.TypeOf(m).Elem()
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rv := reflect.ValueOf(m).Elem()
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for j := 0; j < rv.NumField(); j++ {
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if !rt.Field(j).IsExported() {
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continue
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}
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fieldValue := rv.Field(j)
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if fieldValue.Kind() == reflect.Ptr && fieldValue.IsNil() {
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continue
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}
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dynamic.InheritStructValues(fieldValue.Interface(), parent)
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}
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}
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func (m *ExitMethod) Subscribe(session *ExchangeSession) {
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if err := dynamic.CallStructFieldsMethod(m, "Subscribe", session); err != nil {
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panic(errors.Wrap(err, "dynamic Subscribe call failed"))
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}
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}
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func (m *ExitMethod) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
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if m.ProtectiveStopLoss != nil {
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m.ProtectiveStopLoss.Bind(session, orderExecutor)
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}
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if m.RoiStopLoss != nil {
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m.RoiStopLoss.Bind(session, orderExecutor)
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}
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if m.RoiTakeProfit != nil {
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m.RoiTakeProfit.Bind(session, orderExecutor)
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}
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if m.LowerShadowTakeProfit != nil {
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m.LowerShadowTakeProfit.Bind(session, orderExecutor)
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}
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if m.CumulatedVolumeTakeProfit != nil {
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m.CumulatedVolumeTakeProfit.Bind(session, orderExecutor)
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}
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if m.TrailingStop != nil {
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m.TrailingStop.Bind(session, orderExecutor)
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}
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}
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