From 2288f0ffe2ab6ae18ae151fb0de2f7cd1b94f440 Mon Sep 17 00:00:00 2001
From: ying liu <yingliu@yingdeMacBook-Pro.local>
Date: Mon, 29 Jul 2024 18:35:12 +0800
Subject: [PATCH] [fix] notife

---
 config/ccinr.yaml              |  1 +
 pkg/strategy/ccinr/strategy.go | 21 ++++++++++++++++-----
 2 files changed, 17 insertions(+), 5 deletions(-)

diff --git a/config/ccinr.yaml b/config/ccinr.yaml
index 129ac1e..b0d1a97 100644
--- a/config/ccinr.yaml
+++ b/config/ccinr.yaml
@@ -47,6 +47,7 @@ exchangeStrategies:
       profitRange: 2%
       lossRange: 1%
       amount: 20
+      place: true
 #      recalculate: false
 #      dry_run: false
 #      #      quantity: 3
diff --git a/pkg/strategy/ccinr/strategy.go b/pkg/strategy/ccinr/strategy.go
index 7a3ebb6..2cbcfef 100644
--- a/pkg/strategy/ccinr/strategy.go
+++ b/pkg/strategy/ccinr/strategy.go
@@ -32,6 +32,7 @@ type Strategy struct {
 	Interval    types.Interval   `json:"interval"`
 	NrCount     int              `json:"nrCount"`
 	StrictMode  bool             `json:"strictMode"`
+	Place       bool             `json:"place"`
 	DryRun      bool             `json:"dryRun"`
 	CCIWindow   int              `json:"cciWindow"`
 	LongCCI     fixedpoint.Value `json:"longCCI"`
@@ -39,6 +40,7 @@ type Strategy struct {
 	Leverage    fixedpoint.Value `json:"leverage"`
 	ProfitRange fixedpoint.Value `json:"profitRange"`
 	LossRange   fixedpoint.Value `json:"lossRange"`
+
 	qbtrade.QuantityOrAmount
 
 	//Position        *types.Position               `persistence:"position"`
@@ -151,10 +153,19 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	//midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
 	//midP := (kline.High + kline.Low) / 2
 	if s.TradeType[symbol] == "long" {
-		placePrice = kline.High
+		if s.Place {
+			placePrice = kline.High
+		} else {
+			placePrice = kline.Low
+		}
 		//placePrice = midP
 	} else if s.TradeType[symbol] == "short" {
-		placePrice = kline.Low
+		if s.Place {
+			placePrice = kline.Low
+		} else {
+			placePrice = kline.High
+		}
+
 		//placePrice = midP
 	} else {
 		return orders, nil
@@ -290,7 +301,7 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	}
 
 	msg := fmt.Sprintf("交易完成：\n 币种: %s, 方向：%v, 收益：%v, 手续费：%v \n Trade详情：\n  开仓Trade：\n   %s\n  清仓Trade：\n   %s",
-		symbol, s.TradeType, profit, free.Float64(), strings.Join(openMsgs, "\n"), strings.Join(endMsgs, "\n"))
+		symbol, s.TradeType[symbol], profit, free.Float64(), strings.Join(openMsgs, "\n"), strings.Join(endMsgs, "\n"))
 	log.Infof(msg)
 	qbtrade.Notify(msg)
 
@@ -412,7 +423,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 					order, order.OrderID, orderSymbol, order.Type, order.Status)
 				s.Traded[orderSymbol] = true
 				s.TradeRetry[orderSymbol] = 0
-				qbtrade.Notify("订单成交通知：\n 币种：%s, 方向：%s, 价格：%s, 数量：%s", order.Symbol, s.TradeType,
+				qbtrade.Notify("订单成交通知：\n 币种：%s, 方向：%s, 价格：%s, 数量：%s", order.Symbol, s.TradeType[orderSymbol],
 					order.Price, order.Quantity)
 			}
 			if order.Type == types.OrderTypeLimit && order.Side == types.SideTypeSell {
@@ -420,7 +431,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 					order, order.OrderID, orderSymbol, order.Type, order.Status)
 				s.Traded[orderSymbol] = true
 				s.TradeRetry[orderSymbol] = 0
-				qbtrade.Notify("订单成交通知：\n 币种：%s, 方向：%s, 价格：%s, 数量：%s", order.Symbol, s.TradeType,
+				qbtrade.Notify("订单成交通知：\n 币种：%s, 方向：%s, 价格：%s, 数量：%s", order.Symbol, s.TradeType[orderSymbol],
 					order.Price, order.Quantity)
 			}