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[fix] notife

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ying liu 2024-07-29 18:35:12 +08:00
parent 7bb439f8d3
commit 2288f0ffe2
2 changed files with 17 additions and 5 deletions
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1
config/ccinr.yaml
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@ -47,6 +47,7 @@ exchangeStrategies:
profitRange: 2% profitRange: 2%
lossRange: 1% lossRange: 1%
amount: 20 amount: 20
place: true
# recalculate: false # recalculate: false
# dry_run: false # dry_run: false
# # quantity: 3 # # quantity: 3

17
pkg/strategy/ccinr/strategy.go
View File

@ -32,6 +32,7 @@ type Strategy struct {
Interval types.Interval `json:"interval"` Interval types.Interval `json:"interval"`
NrCount int `json:"nrCount"` NrCount int `json:"nrCount"`
StrictMode bool `json:"strictMode"` StrictMode bool `json:"strictMode"`
Place bool `json:"place"`
DryRun bool `json:"dryRun"` DryRun bool `json:"dryRun"`
CCIWindow int `json:"cciWindow"` CCIWindow int `json:"cciWindow"`
LongCCI fixedpoint.Value `json:"longCCI"` LongCCI fixedpoint.Value `json:"longCCI"`
@ -39,6 +40,7 @@ type Strategy struct {
Leverage fixedpoint.Value `json:"leverage"` Leverage fixedpoint.Value `json:"leverage"`
ProfitRange fixedpoint.Value `json:"profitRange"` ProfitRange fixedpoint.Value `json:"profitRange"`
LossRange fixedpoint.Value `json:"lossRange"` LossRange fixedpoint.Value `json:"lossRange"`
qbtrade.QuantityOrAmount qbtrade.QuantityOrAmount
//Position *types.Position `persistence:"position"` //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)) //midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
//midP := (kline.High + kline.Low) / 2 //midP := (kline.High + kline.Low) / 2
if s.TradeType[symbol] == "long" { if s.TradeType[symbol] == "long" {
if s.Place {
placePrice = kline.High placePrice = kline.High
} else {
placePrice = kline.Low
}
//placePrice = midP //placePrice = midP
} else if s.TradeType[symbol] == "short" { } else if s.TradeType[symbol] == "short" {
if s.Place {
placePrice = kline.Low placePrice = kline.Low
} else {
placePrice = kline.High
}
//placePrice = midP //placePrice = midP
} else { } else {
return orders, nil 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", 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) log.Infof(msg)
qbtrade.Notify(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) order, order.OrderID, orderSymbol, order.Type, order.Status)
s.Traded[orderSymbol] = true s.Traded[orderSymbol] = true
s.TradeRetry[orderSymbol] = 0 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) order.Price, order.Quantity)
} }
if order.Type == types.OrderTypeLimit && order.Side == types.SideTypeSell { 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) order, order.OrderID, orderSymbol, order.Type, order.Status)
s.Traded[orderSymbol] = true s.Traded[orderSymbol] = true
s.TradeRetry[orderSymbol] = 0 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) order.Price, order.Quantity)
} }