WIP: Recreate infinity grid #735
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Welcome back! @ksidenko, This pull request may get 824 BBG. |
| order := types.SubmitOrder{ | ||
| Symbol: s.Symbol, | ||
| Side: types.SideTypeBuy, | ||
| Type: types.OrderTypeLimit, |
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@c9s if I set market order, backtest fail with error:
can you help me to fix it?
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maybe you forgot to sync first?
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yes, you're missing the kline data, you need to sync first.
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I tried, but have the same error:
go run ./cmd/bbgo backtest -v --sync --config config/infinity-grid.yaml --base-asset-baseline --output output --subdir
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The reason is that you submit an order before the first kline is processed.
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check if your db loaded all the binance klines, also you might need to rebase to the latest main branch.
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I already rebase my branch, make some fixes, but error not left.
Can you pls debug locally? just run
go run ./cmd/bbgo backtest -v --sync --config config/infinity-grid.yaml --base-asset-baseline --output output --subdir
I think it's bug, couse I have last price https://github.com/c9s/bbgo/pull/735/files#diff-378c135c835046a31b907fc9e387f6d6a287d76248e6261d87689b4147772108R138 and use it in this stage, but I can evaluates market order in stream onStart stage.
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If the post order action happens in OnStart, you should get the error "SubmitOrders should be called after UserDataStream been initialized"
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| @@ -186,7 +186,7 @@ const ordersToMarkets = (interval: string, orders: Array<Order> | void): Array<M | |||
| position: 'aboveBar', | |||
| color: '#e91e63', | |||
| shape: 'arrowDown', | |||
| text: ''+order.price | |||
| text: ''+order.price.toFixed(0), | |||
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This might truncate the precision for price like 1.0003355
| Orders []types.SubmitOrder `json:"orders,omitempty"` | ||
| FilledBuyGrids map[fixedpoint.Value]struct{} `json:"filledBuyGrids"` | ||
| FilledSellGrids map[fixedpoint.Value]struct{} `json:"filledSellGrids"` | ||
| Position *types.Position `json:"position,omitempty"` |
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You can check how to use the persistence tag, it's a new feature.
it's applied in the bollmaker strategy.
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👍👍👍 |
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@c9s i have such output There are many records like this:
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| @@ -430,6 +430,10 @@ func (a Value) MulExp(exp int) Value { | |||
| return Value(int64(float64(a) * math.Pow(10, float64(exp)))) | |||
| } | |||
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| func (a Value) MulPow(v Value, exp Value) Value { | |||
| return Value(int64(float64(a) * math.Pow(v.Float64(), exp.Float64()))) | |||
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You need also implement the same method for dnum fixedpoint.
Otherwise strategies compiled using dnum tag won't be able to pass the compilation
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Fix & Rewrite code from https://github.com/jnlin/bbgo-strategy-infinite-grid/blob/main/strategy.go
Addition features: