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 }, } }