bollpp

type BollingerSetting struct {
	types.IntervalWindow
	BandWidth float64 `json:"bandWidth"`
}

type State struct {
	Position    *types.Position  `json:"position,omitempty"`
	ProfitStats bbgo.ProfitStats `json:"profitStats,omitempty"`
}

type Strategy struct {
	*bbgo.Graceful
	*bbgo.Notifiability
	*bbgo.Persistence

	StandardIndicatorSet *bbgo.StandardIndicatorSet

	Symbol    string           `json:"symbol"`
	Interval  types.Interval   `json:"interval"`
	Quantity  fixedpoint.Value `json:"quantity"`
	MinSpread fixedpoint.Value `json:"minSpread"`
	Spread    fixedpoint.Value `json:"spread"`

	DefaultBollinger *BollingerSetting `json:"defaultBollinger"`
	NeutralBollinger *BollingerSetting `json:"neutralBollinger"`
	// contains filtered or unexported fields
}