From 29bd6ff6ebcd546995ea3d4f59730c0e1c45f841 Mon Sep 17 00:00:00 2001
From: lychiyu <lychiyu@gmail.com>
Date: Tue, 30 Jul 2024 22:58:03 +0800
Subject: [PATCH] zero

---
 pkg/strategy/ccinr/strategy.go | 28 ++++++++++++++--------------
 1 file changed, 14 insertions(+), 14 deletions(-)

diff --git a/pkg/strategy/ccinr/strategy.go b/pkg/strategy/ccinr/strategy.go
index 9d5a1d7..cce2bd9 100644
--- a/pkg/strategy/ccinr/strategy.go
+++ b/pkg/strategy/ccinr/strategy.go
@@ -163,7 +163,7 @@ func (s *Strategy) placeOrders(ctx context.Context, kline types.KLine) {
 func (s *Strategy) getPlacePrice(ctx context.Context, kline types.KLine) fixedpoint.Value {
 	symbol := kline.Symbol
 
-	placePrice := fixedpoint.Value(0)
+	placePrice := fixedpoint.Zero
 	midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.One * 2)
 	switch s.PlacePriceType {
 	case 0:
@@ -209,8 +209,8 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	}
 
 	// 计算止损止盈价格，以ATR为基准或者固定百分比
-	lossPrice := fixedpoint.Value(0)
-	profitPrice := fixedpoint.Value(0)
+	lossPrice := fixedpoint.Zero
+	profitPrice := fixedpoint.Zero
 	lastATR, err := strconv.ParseFloat(strconv.FormatFloat(s.atr[symbol].Last(0), 'f', 6, 64), 64)
 	if err != nil {
 		log.WithError(err).Error("failed parse atr last value float")
@@ -331,10 +331,10 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	if s.EndQuantity[symbol] != s.OpenQuantity[symbol] {
 		return
 	}
-	profit := fixedpoint.Value(0)
-	openProfit := fixedpoint.Value(0)
-	endProfit := fixedpoint.Value(0)
-	free := fixedpoint.Value(0)
+	profit := fixedpoint.Zero
+	openProfit := fixedpoint.Zero
+	endProfit := fixedpoint.Zero
+	free := fixedpoint.Zero
 
 	var openMsgs []string
 	var endMsgs []string
@@ -371,7 +371,7 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	s.TotalProfit = s.TotalProfit.Add(profit)
 	s.TotalFree = s.TotalFree.Add(free)
 	s.TotalOrderCount += 1
-	if profit > fixedpoint.Value(0) {
+	if profit > fixedpoint.Zero {
 		s.TotalProfitCount += 1
 	} else {
 		s.TotalLossCount += 1
@@ -383,8 +383,8 @@ func (s *Strategy) notifyProfit(ctx context.Context, symbol string) {
 	// 重置
 	s.OpenTrade[symbol] = []types.Trade{}
 	s.EndTrade[symbol] = []types.Trade{}
-	s.OpenQuantity[symbol] = fixedpoint.Value(0)
-	s.EndQuantity[symbol] = fixedpoint.Value(0)
+	s.OpenQuantity[symbol] = fixedpoint.Zero
+	s.EndQuantity[symbol] = fixedpoint.Zero
 
 	// 记得取消订单
 	s.cancelOrders(ctx, symbol)
@@ -420,8 +420,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 	s.cci = make(map[string]*indicatorv2.CCIStream)
 	s.atr = make(map[string]*indicatorv2.ATRStream)
 
-	s.TotalProfit = fixedpoint.Value(0)
-	s.TotalFree = fixedpoint.Value(0)
+	s.TotalProfit = fixedpoint.Zero
+	s.TotalFree = fixedpoint.Zero
 	s.TotalOrderCount = 0
 	s.TotalProfitCount = 0
 	s.TotalLossCount = 0
@@ -545,11 +545,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
 
 		if (trade.Side == types.SideTypeBuy && s.TradeType[symbol] == "long") || (trade.Side == types.SideTypeSell && s.TradeType[symbol] == "short") {
 			s.OpenTrade[symbol] = append(s.OpenTrade[symbol], trade)
-			s.OpenQuantity[symbol] += trade.Quantity
+			s.OpenQuantity[symbol] = s.OpenQuantity[symbol].Add(trade.Quantity)
 		}
 		if (trade.Side == types.SideTypeSell && s.TradeType[symbol] == "long") || (trade.Side == types.SideTypeBuy && s.TradeType[symbol] == "short") {
 			s.EndTrade[symbol] = append(s.EndTrade[symbol], trade)
-			s.EndQuantity[symbol] += trade.Quantity
+			s.EndQuantity[symbol] = s.EndQuantity[symbol].Add(trade.Quantity)
 			s.notifyProfit(ctx, symbol)
 		}
 		log.Infof("trade: symbol %s, side %s, price %f, fee %f, quantity %f, buyer %v, maker %v",