[fix] 修复文件

config/ccinr.yaml

@@ -21,13 +21,9 @@ exchangeStrategies:
         - OPUSDT
         - OMUSDT
         - WIFUSDT
-#        - BNBUSDT
+        - DYDXUSDT
-#        - BTCUSDT
+        - XRPUSDT
-#        - ETHUSDT
+        - PEOPLEUSDT
-#        - SOLUSDT
-#        - DYDXUSDT
-#        - XRPUSDT
-#        - PEOPLEUSDT
 #        - STXUSDT
 #        - WLDUSDT
 #        - FILUSDT
@@ -35,9 +31,14 @@ exchangeStrategies:
 #        - MKRUSDT
 #        - NOTUSDT
 #        - ENSUSDT
+#        - BNBUSDT
+#        - BTCUSDT
+#        - ETHUSDT
+#        - SOLUSDT
+
       interval: 1m
-      nrInterval: 5m
+      nrInterval: 1m
-      cciInterval: 15m
+      cciInterval: 5m
       atrInterval: 1h
       nrCount: 4
       cciWindow: 20
@@ -53,6 +54,7 @@ exchangeStrategies:
       amount: 20
       placePriceType: 2
       lossType: 1
+      profitOrderType: 0
 #      recalculate: false
 #      dry_run: false
 #      #      quantity: 3

pkg/strategy/ccinr/strategy.go

@@ -10,6 +10,7 @@ import (
 	"git.qtrade.icu/lychiyu/qbtrade/pkg/strategy/common"
 	"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
 	log "github.com/sirupsen/logrus"
+	"strconv"
 	"strings"
 	"sync"
 )
@@ -37,6 +38,7 @@ type Strategy struct {
 	StrictMode      bool             `json:"strictMode"`
 	PlacePriceType  int              `json:"placePriceType"`
 	LossType        int              `json:"lossType"`
+	ProfitOrderType int              `json:"profitOrderType"`
 	DryRun          bool             `json:"dryRun"`
 	CCIWindow       int              `json:"cciWindow"`
 	ATRWindow       int              `json:"atrWindow"`
@@ -162,7 +164,7 @@ func (s *Strategy) getPlacePrice(ctx context.Context, kline types.KLine) fixedpo
 	symbol := kline.Symbol
 
 	placePrice := fixedpoint.Value(0)
-	midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
+	midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.One * 2)
 	switch s.PlacePriceType {
 	case 0:
 		if s.TradeType[symbol] == "long" {
@@ -200,32 +202,43 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	// 获取下单价格
 	placePrice := s.getPlacePrice(ctx, kline)
 
+	// 止盈订单类型
+	profitOrderType := types.OrderTypeTakeProfitMarket
+	if s.ProfitOrderType == 1 {
+		profitOrderType = types.OrderTypeStopMarket
+	}
+
 	// 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)
-	lastATR := s.atr[symbol].Last(0)
+	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")
+		lastATR = 0.0
+	}
 	if s.TradeType[symbol] == "long" {
-		if s.LossType == 0 {
+		if s.LossType == 0 || s.atr[symbol].Last(0) == 0.0 {
 			lossPrice = placePrice.Sub(placePrice.Mul(s.LossRange))
 			profitPrice = placePrice.Add(placePrice.Mul(s.ProfitRange))
 		} else if s.LossType == 1 {
-			lossPrice = placePrice.Sub(fixedpoint.Value(lastATR))
+			lossPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR))
-			profitPrice = placePrice.Add(fixedpoint.Value(lastATR * 2))
+			profitPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR * 2))
 		}
 	} else if s.TradeType[symbol] == "short" {
-		if s.LossType == 0 {
+		if s.LossType == 0 || s.atr[symbol].Last(0) == 0.0 {
 			lossPrice = placePrice.Add(placePrice.Mul(s.LossRange))
 			profitPrice = placePrice.Sub(placePrice.Mul(s.ProfitRange))
 		} else if s.LossType == 1 {
-			lossPrice = placePrice.Add(fixedpoint.Value(lastATR))
+			lossPrice = placePrice.Add(fixedpoint.Value(1e8 * lastATR))
-			profitPrice = placePrice.Sub(fixedpoint.Value(lastATR * 2))
+			profitPrice = placePrice.Sub(fixedpoint.Value(1e8 * lastATR * 2))
 		}
 	}
 
 	// 下单数量
 	placeQuantity := s.QuantityOrAmount.CalculateQuantity(placePrice).Mul(s.Leverage)
-	log.Infof(fmt.Sprintf("will place order, price %v, quantity %v, lossprice %v, profitprice: %v",
+	log.Infof(fmt.Sprintf("will place order, price %v, quantity %v, lossprice %v, profitprice: %v, atr: %v",
-		placePrice.Float64(), placeQuantity.Float64(), lossPrice.Float64(), profitPrice.Float64()))
+		placePrice.Float64(), placeQuantity.Float64(), lossPrice.Float64(), profitPrice.Float64(),
+		lastATR))
 
 	s.ShortOrder[symbol] = types.SubmitOrder{
 		Symbol:       symbol,
@@ -241,7 +254,7 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	s.ShortProfitOrder[symbol] = types.SubmitOrder{
 		Symbol:        symbol,
 		Side:          types.SideTypeBuy,
-		Type:          types.OrderTypeStopMarket,
+		Type:          profitOrderType,
 		PositionSide:  types.PositionSideTypeShort,
 		StopPrice:     profitPrice,
 		TimeInForce:   types.TimeInForceGTC,
@@ -274,7 +287,7 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
 	s.LongProfitOrder[symbol] = types.SubmitOrder{
 		Symbol:        symbol,
 		Side:          types.SideTypeSell,
-		Type:          types.OrderTypeStopMarket,
+		Type:          profitOrderType,
 		PositionSide:  types.PositionSideTypeLong,
 		StopPrice:     profitPrice,
 		TimeInForce:   types.TimeInForceGTC,