[fix] trade kline replace with nr kline
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e0657fc9b4
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@ -52,7 +52,6 @@ type Strategy struct {
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Traded map[string]bool
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Traded map[string]bool
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TradeType map[string]string
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TradeType map[string]string
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TradeKLine map[string]types.KLine
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TradeRetry map[string]int
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TradeRetry map[string]int
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// orders
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// orders
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@ -311,7 +310,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
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s.Traded = make(map[string]bool)
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s.Traded = make(map[string]bool)
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s.TradeType = make(map[string]string)
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s.TradeType = make(map[string]string)
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s.TradeKLine = make(map[string]types.KLine)
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s.TradeRetry = make(map[string]int)
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s.TradeRetry = make(map[string]int)
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s.ShortOrder = make(map[string]types.SubmitOrder)
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s.ShortOrder = make(map[string]types.SubmitOrder)
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@ -372,7 +370,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
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s.TradeRetry[symbol] = s.TradeRetry[symbol] + 1
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s.TradeRetry[symbol] = s.TradeRetry[symbol] + 1
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}
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}
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}
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}
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s.TradeKLine[symbol] = k
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}
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}
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})
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})
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@ -394,7 +391,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
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sym, s.TradeType[sym], s.nr[sym].NrKLine.GetStartTime(), s.nr[sym].NrKLine.High.Float64(),
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sym, s.TradeType[sym], s.nr[sym].NrKLine.GetStartTime(), s.nr[sym].NrKLine.High.Float64(),
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s.nr[sym].NrKLine.Low.Float64(), cciV)
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s.nr[sym].NrKLine.Low.Float64(), cciV)
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qbtrade.Notify(msg)
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qbtrade.Notify(msg)
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tk := s.TradeKLine[sym]
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tk := s.nr[sym].NrKLine
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s.placeOrders(ctx, tk)
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s.placeOrders(ctx, tk)
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})
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})
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}
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}
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