mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-26 08:45:16 +00:00
37 lines
731 B
Go
37 lines
731 B
Go
package bbgo
|
|
|
|
import "github.com/c9s/bbgo/pkg/types"
|
|
|
|
type TradingContext struct {
|
|
KLineWindowSize int
|
|
KLineWindows map[string]types.KLineWindow
|
|
|
|
Symbol string
|
|
|
|
// Market is the market configuration of a symbol
|
|
Market Market
|
|
|
|
AverageBidPrice float64
|
|
CurrentPrice float64
|
|
|
|
ProfitAndLossCalculator *ProfitAndLossCalculator
|
|
}
|
|
|
|
func (c *TradingContext) SetCurrentPrice(price float64) {
|
|
c.CurrentPrice = price
|
|
c.ProfitAndLossCalculator.SetCurrentPrice(price)
|
|
}
|
|
|
|
func (c *TradingContext) AddKLine(kline types.KLine) types.KLineWindow {
|
|
var klineWindow = c.KLineWindows[kline.Interval]
|
|
klineWindow.Add(kline)
|
|
|
|
if c.KLineWindowSize > 0 {
|
|
klineWindow.Truncate(c.KLineWindowSize)
|
|
}
|
|
|
|
return klineWindow
|
|
}
|
|
|
|
|