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stocks_dqn_seed_250523_161749

Alexey Kim hai 3 semanas
pai
achega
365dcf57a2
Modificáronse 1 ficheiros con 2 adicións e 2 borrados
  1. 2 2
      strategy/alpaca/stocks_dqn_seed_250523_161749/strategy.go

+ 2 - 2
strategy/alpaca/stocks_dqn_seed_250523_161749/strategy.go

@@ -35,7 +35,7 @@ func (strategy qqq) PositionSymbols() map[sentio.Side]string {
 }
 
 func (strategy qqq) MaxTradeDuration() time.Duration {
-	return time.Duration(strategy.Interval()) * time.Minute * 10
+	return time.Duration(strategy.Interval()) * time.Minute * 5
 }
 
 func (strategy qqq) Handle(turn *sentio.Turn, market sentio.Market, rs sentio.RiskManager) error {
@@ -98,7 +98,7 @@ func (strategy qqq) Handle(turn *sentio.Turn, market sentio.Market, rs sentio.Ri
 			continue
 		}
 
-		if orders[i].GetCreatedAt().Round(time.Minute).Add(strategy.MaxTradeDuration()).Before(time.Now()) {
+		if orders[i].GetCreatedAt().Round(time.Minute).Add(strategy.MaxTradeDuration()).After(time.Now()) {
 			if _, err = market.CloseOrder(orders[i], nil); err != nil {
 				return err
 			}