pivotshort

type Entry struct {
	Immediate        bool                            `json:"immediate"`
	CatBounceRatio   fixedpoint.Value                `json:"catBounceRatio"`
	Quantity         fixedpoint.Value                `json:"quantity"`
	NumLayers        int                             `json:"numLayers"`
	MarginSideEffect types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
}

type Exit struct {
	TakeProfitPercentage fixedpoint.Value                `json:"takeProfitPercentage"`
	StopLossPercentage   fixedpoint.Value                `json:"stopLossPercentage"`
	ShadowTPRatio        fixedpoint.Value                `json:"shadowTakeProfitRatio"`
	MarginSideEffect     types.MarginOrderSideEffectType `json:"marginOrderSideEffect"`
}

type IntervalWindowSetting struct {
	types.IntervalWindow
}

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

	Environment   *bbgo.Environment
	Symbol        string `json:"symbol"`
	Market        types.Market
	Interval      types.Interval   `json:"interval"`
	TotalQuantity fixedpoint.Value `json:"totalQuantity"`

	// persistence fields
	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`

	PivotLength int `json:"pivotLength"`
	LastLow     fixedpoint.Value

	Entry Entry
	Exit  Exit

	// StrategyController
	bbgo.StrategyController
	// contains filtered or unexported fields
}