[fix] midprice fix
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4cb31648ad
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@ -149,11 +149,14 @@ func (s *Strategy) generateOrders(ctx context.Context, kline types.KLine) ([]typ
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log.Infof(fmt.Sprintf("place order keline info: symbol %s, high %v, low %v, open %v, close %v", symbol,
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kline.High.Float64(), kline.Low.Float64(), kline.Open.Float64(), kline.Close.Float64()))
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placePrice := fixedpoint.Value(0)
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midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
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//midPrice := (kline.High.Add(kline.Low)).Div(fixedpoint.Value(2.0))
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//midP := (kline.High + kline.Low) / 2
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if s.TradeType[symbol] == "long" {
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placePrice = midPrice
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placePrice = kline.Low
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//placePrice = midP
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} else if s.TradeType[symbol] == "short" {
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placePrice = midPrice
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placePrice = kline.High
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//placePrice = midP
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} else {
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return orders, nil
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}
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@ -360,12 +363,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
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if !s.Traded[symbol] {
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// 如若在下一根k线未成交 则取消订单
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if s.TradeType[symbol] != "" && s.TradeRetry[symbol] > 1 {
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if s.TradeType[symbol] != "" && s.TradeRetry[symbol] > 10 {
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qbtrade.Notify(fmt.Sprintf("交易信号未成交,取消订单: %s", symbol))
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s.cancelOrders(ctx, symbol)
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}
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if s.TradeType[symbol] != "" && s.TradeRetry[symbol] <= 1 {
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if s.TradeType[symbol] != "" && s.TradeRetry[symbol] <= 10 {
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s.TradeRetry[symbol] = s.TradeRetry[symbol] + 1
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}
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}
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