init

surge/max_vol.go

@@ -0,0 +1,43 @@
+package surge
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+type volSta struct {
+	rate float64
+}
+
+func goMaxVol(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum:  100,
+		BatchInOut: true,
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = &volSta{}
+		},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			more, _ := s.More.(*volSta)
+			bigVolMa := ta.SMA(e.Volume, 100).Get(0)
+			more.rate = e.Volume.Get(0)/bigVolMa - 1
+		},
+		OnBatchJobs: func(jobs []*strat.StratJob) {
+			var maxIn, maxOut *strat.StratJob
+			var inVal, outVal float64
+			for _, j := range jobs {
+				sta, _ := j.More.(*volSta)
+				if sta.rate < outVal {
+					outVal = sta.rate
+					maxOut = j
+				} else if sta.rate > inVal {
+					inVal = sta.rate
+					maxIn = j
+				}
+			}
+			fmt.Printf("%v %v", maxIn, maxOut)
+		},
+	}
+}