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Constants ¶
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Variables ¶
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Functions ¶
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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)
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