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32 lines
665 B
Go
32 lines
665 B
Go
package bbgo
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import "time"
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type TradingContext struct {
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KLineWindowSize int
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KLineWindows map[string]KLineWindow
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AverageBidPrice float64
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Stock float64
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Profit float64
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CurrentPrice float64
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Trades []Trade
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TradeStartTime time.Time
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Symbol string
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}
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func (c *TradingContext) AddKLine(kline KLine) KLineWindow {
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var klineWindow = c.KLineWindows[kline.Interval]
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klineWindow.Add(kline)
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if c.KLineWindowSize > 0 {
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klineWindow.Truncate(c.KLineWindowSize)
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}
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return klineWindow
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}
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func (c *TradingContext) UpdatePnL() {
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c.AverageBidPrice, c.Stock, c.Profit, _ = CalculateCostAndProfit(c.Trades, c.CurrentPrice)
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}
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