Documentation
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Index ¶
- Constants
- func KLineAmplitudeMapper(k types.KLine) float64
- func KLineHighPriceMapper(k types.KLine) float64
- func KLineLowPriceMapper(k types.KLine) float64
- type A18
- type A2
- type A3
- type A34
- type IntervalWindowSetting
- type KLineValueMapper
- type R
- type S0
- type S1
- type S2
- type S3
- type S4
- type S5
- type S6
- type S7
- type Strategy
- func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error
- func (s *Strategy) ID() string
- func (s *Strategy) InstanceID() string
- func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, ...) error
- func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
Constants ¶
View Source
const ID = "fmaker"
Variables ¶
This section is empty.
Functions ¶
func KLineAmplitudeMapper ¶
func KLineHighPriceMapper ¶
func KLineLowPriceMapper ¶
Types ¶
type A18 ¶
type A18 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*A18) Bind ¶
func (inc *A18) Bind(updater indicator.KLineWindowUpdater)
func (*A18) EmitUpdate ¶
type A2 ¶
type A2 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*A2) Bind ¶
func (inc *A2) Bind(updater indicator.KLineWindowUpdater)
func (*A2) EmitUpdate ¶
type A3 ¶
type A3 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*A3) Bind ¶
func (inc *A3) Bind(updater indicator.KLineWindowUpdater)
func (*A3) EmitUpdate ¶
type A34 ¶
type A34 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*A34) Bind ¶
func (inc *A34) Bind(updater indicator.KLineWindowUpdater)
func (*A34) EmitUpdate ¶
type IntervalWindowSetting ¶
type IntervalWindowSetting struct {
types.IntervalWindow
}
type KLineValueMapper ¶
type R ¶
type R struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*R) Bind ¶
func (inc *R) Bind(updater indicator.KLineWindowUpdater)
func (*R) EmitUpdate ¶
type S0 ¶
type S0 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*S0) Bind ¶
func (inc *S0) Bind(updater indicator.KLineWindowUpdater)
func (*S0) EmitUpdate ¶
type S1 ¶
type S1 struct {
types.IntervalWindow
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(value float64)
}
func (*S1) Bind ¶
func (inc *S1) Bind(updater indicator.KLineWindowUpdater)
func (*S1) EmitUpdate ¶
type S2 ¶
type S2 struct {
types.IntervalWindow
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(value float64)
}
func (*S2) Bind ¶
func (inc *S2) Bind(updater indicator.KLineWindowUpdater)
func (*S2) EmitUpdate ¶
type S3 ¶
type S3 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*S3) Bind ¶
func (inc *S3) Bind(updater indicator.KLineWindowUpdater)
func (*S3) EmitUpdate ¶
type S4 ¶
type S4 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*S4) Bind ¶
func (inc *S4) Bind(updater indicator.KLineWindowUpdater)
func (*S4) EmitUpdate ¶
type S5 ¶
type S5 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*S5) Bind ¶
func (inc *S5) Bind(updater indicator.KLineWindowUpdater)
func (*S5) EmitUpdate ¶
type S6 ¶
type S6 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*S6) Bind ¶
func (inc *S6) Bind(updater indicator.KLineWindowUpdater)
func (*S6) EmitUpdate ¶
type S7 ¶
type S7 struct {
types.IntervalWindow
// Values
Values types.Float64Slice
EndTime time.Time
UpdateCallbacks []func(val float64)
}
func (*S7) Bind ¶
func (inc *S7) Bind(updater indicator.KLineWindowUpdater)
func (*S7) EmitUpdate ¶
type Strategy ¶
type Strategy struct {
*bbgo.Graceful
*bbgo.Notifiability
*bbgo.Persistence
Environment *bbgo.Environment
Symbol string `json:"symbol"`
Market types.Market
Interval types.Interval `json:"interval"`
Quantity fixedpoint.Value `json:"quantity"`
// persistence fields
Position *types.Position `json:"position,omitempty" persistence:"position"`
ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
Spread fixedpoint.Value `json:"spread" persistence:"spread"`
bbgo.QuantityOrAmount
S0 *S0
S1 *S1
S2 *S2
S3 *S3
S4 *S4
S5 *S5
S6 *S6
S7 *S7
A2 *A2
A3 *A3
A18 *A18
A34 *A34
R *R
// StrategyController
bbgo.StrategyController
// contains filtered or unexported fields
}
func (*Strategy) ClosePosition ¶
func (*Strategy) InstanceID ¶
func (*Strategy) Run ¶
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error
func (*Strategy) Subscribe ¶
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)
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