fix: trailing stop properly works on both long and short positions #872
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Codecov Report
@@ Coverage Diff @@
## main #872 +/- ##
==========================================
- Coverage 19.85% 19.82% -0.03%
==========================================
Files 385 385
Lines 28825 28846 +21
==========================================
- Hits 5723 5719 -4
- Misses 22563 22588 +25
Partials 539 539
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c9s
reviewed
Aug 11, 2022
pkg/bbgo/exit_trailing_stop.go
Outdated
| if err != nil { | ||
| return err | ||
| } | ||
| if (position.IsLong() && s.Side == types.SideTypeSell) || (position.IsShort() && s.Side == types.SideTypeBuy) { |
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Long 用 sidebuy 基本上一 activate 就會生效
c9s
reviewed
Aug 11, 2022
pkg/bbgo/exit_trailing_stop.go
Outdated
| case types.SideTypeSell: | ||
| return price.Sub(position.AverageCost).Div(position.AverageCost), nil | ||
| case types.SideTypeBoth: |
c9s
reviewed
Aug 11, 2022
pkg/bbgo/exit_trailing_stop.go
Outdated
| @@ -117,6 +123,12 @@ func (s *TrailingStop2) checkStopPrice(price fixedpoint.Value, position *types.P | |||
| s.latestHigh = fixedpoint.Min(price, s.latestHigh) | |||
| case types.SideTypeSell: | |||
| s.latestHigh = fixedpoint.Max(price, s.latestHigh) | |||
| case types.SideTypeBoth: | |||
c9s
approved these changes
Aug 11, 2022
austin362667
approved these changes
Aug 11, 2022
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trailing stop of type both is similar to type buy with short position, type sell with long position