Documentation
¶
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
This section is empty.
Types ¶
type RiskController ¶
type RiskController struct { PositionHardLimit fixedpoint.Value `json:"positionHardLimit"` MaxPositionQuantity fixedpoint.Value `json:"maxPositionQuantity"` CircuitBreakLossThreshold fixedpoint.Value `json:"circuitBreakLossThreshold"` CircuitBreakEMA types.IntervalWindow `json:"circuitBreakEMA"` // contains filtered or unexported fields }
type Strategy ¶
type Strategy struct { Position *types.Position `json:"position,omitempty" persistence:"position"` ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` Environ *bbgo.Environment Session *bbgo.ExchangeSession OrderExecutor *bbgo.GeneralOrderExecutor RiskController // contains filtered or unexported fields }
Strategy provides the core functionality that is required by a long/short strategy.
func (*Strategy) Initialize ¶
func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string)
Click to show internal directories.
Click to hide internal directories.