init

demo/limits.go

@@ -0,0 +1,48 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/orm/ormo"
+	"github.com/banbox/banbot/strat"
+	"github.com/banbox/banexg/log"
+	"go.uber.org/zap"
+)
+
+func DemoV1(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	dirt := -1.0
+	limitRate := 0.001
+	slRate := 0.005
+	return &strat.TradeStrat{
+		WarmupNum: 30,
+		OnBar: func(s *strat.StratJob) {
+			if s.OrderNum == 0 {
+				price := s.Env.Close.Get(0)
+				limit := price * (1 - dirt*limitRate)
+				stopLoss := price * (1 - dirt*slRate)
+				err := s.OpenOrder(&strat.EnterReq{
+					Tag:      "enter",
+					Limit:    limit,
+					Short:    dirt < 0,
+					StopLoss: stopLoss,
+				})
+				if err != nil {
+					log.Error("open fail", zap.Error(err))
+				} else {
+					log.Info("new order", zap.Float64("limit", limit), zap.Float64("stopLoss", stopLoss))
+				}
+			}
+		},
+		OnCheckExit: func(s *strat.StratJob, od *ormo.InOutOrder) *strat.ExitReq {
+			price := s.Env.Close.Get(0)
+			stopLoss := price * (1 - dirt*slRate)
+			sl := od.GetStopLoss()
+			if sl != nil && (stopLoss-sl.Price)*dirt > 0 {
+				// 有盈利，调整跟踪止损
+				log.Info("set stoploss", zap.Float64("val", stopLoss))
+				sl.Price = stopLoss
+				od.DirtyInfo = true
+			}
+			return nil
+		},
+	}
+}