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