package main import ( "git.beejay.kim/Gshopper/sentio" ) var Strategy = qqq{} type qqq struct { sentio.BaseStrategy } func (strategy qqq) Name() string { return "Alpaca: QQQ [TQQQ : SQQQ]" } func (strategy qqq) Model() string { return "qqq15" } func (strategy qqq) PositionSymbols() map[sentio.Side]string { return map[sentio.Side]string{ sentio.BASE: "QQQ", sentio.LONG: "TQQQ", sentio.SHORT: "SQQQ", } } func (strategy qqq) PositionProbabilities() map[sentio.Side]float64 { return map[sentio.Side]float64{ sentio.BASE: -1, sentio.LONG: 1.0008, sentio.SHORT: .9990, } } func (strategy qqq) Handle(market sentio.Market, probability sentio.Probability) error { var ( now = market.Clock().Now() symbols = strategy.Symbols() stoplosses map[string]float64 quotes map[string]sentio.Quote orders []sentio.Order portfolio sentio.Portfolio err error ) // skip too early orders if now.Hour() == 9 && now.Minute() < 45 { return nil } // close all orders before market close if now.Hour() == 15 && now.Minute() > 50 { return strategy.CloseAllOrders(market) } // retrieve running orders if orders, err = market.Orders(sentio.OrderListCriteria{ Status: "open", Symbols: symbols, Nested: true, }); err != nil { return err } if stoplosses, err = strategy.AtrStopLoss(market, symbols...); err != nil { return err } // update stoplosses or close running orders for i := range orders { if strategy.PositionSymbols()[sentio.LONG] == orders[i].GetSymbol() && probability.Value < 1.0008 { if _, err = market.CloseOrder(orders[i].GetId()); err != nil { return err } continue } if strategy.PositionSymbols()[sentio.SHORT] == orders[i].GetSymbol() && probability.Value > .9998 { if _, err = market.CloseOrder(orders[i].GetId()); err != nil { return err } continue } if f, ok := stoplosses[orders[i].GetId()]; ok && f > 0 { if err = market.UpdateOrder(orders[i].GetId(), f); err != nil { return err } continue } } //if probability.TS.Add(time.Minute * time.Duration(int64(strategy.Interval()/2))).Before(now.Round(time.Minute)) { // return nil //} // Prevent BUYs on closing market if now.Hour() == 15 && now.Minute() > 46 { return nil } // Prevent Market.CreateOrder while probability is not clear if probability.Value == 1 || probability.Value < 0 { return nil } if portfolio, err = market.Portfolio(); err != nil { return err } if quotes, err = market.Quotes(symbols...); err != nil { return err } var t = sentio.SHORT if probability.Value > 1 { t = sentio.LONG } return strategy.CreateOrder(market, t, probability, portfolio, quotes, stoplosses) }