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Pārlūkot izejas kodu

QQQ15

- refactoring NY timings
Alexey Kim 3 nedēļas atpakaļ
vecāks
revīzija
4527c8e687
1 mainītis faili ar 3 papildinājumiem un 7 dzēšanām
  1. 3 7
      strategy/alpaca/qqq15/strategy.go

+ 3 - 7
strategy/alpaca/qqq15/strategy.go

@@ -33,10 +33,6 @@ func (s alpacaQQQ) Interval() uint8 {
 }
 
 func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.StrategyOrder, error) {
-	if !market.IsMarketOpened() {
-		return nil, sentio.ErrMarketClosed
-	}
-
 	var (
 		portfolio sentio.Portfolio
 		orders    []sentio.StrategyOrder
@@ -60,7 +56,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 		}
 
 		// skip too early trades
-		if t.Hour() == 14 && t.Minute() < 40 {
+		if t.Hour() == 9 && t.Minute() < 40 {
 			continue
 		}
 
@@ -72,7 +68,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 		}
 
 		// Close positions before market closed
-		if ok && t.Hour() == 20 && t.Minute() > 45 {
+		if ok && t.Hour() == 15 && t.Minute() > 45 {
 			orders = append(orders, sentio.StrategyOrder{
 				Symbol: symbol,
 				Action: sentio.OrderSell,
@@ -104,7 +100,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 			}}, nil
 		}
 
-		if t.Hour() == 20 && t.Minute() > 35 {
+		if t.Hour() == 15 && t.Minute() > 35 {
 			continue
 		}