package main import ( "git.beejay.kim/Gshopper/sentio" "git.beejay.kim/Gshopper/sentio/util" "time" ) var Strategy = qqq{} type qqq struct{} func (strategy qqq) Name() string { return "Alpaca: QQQ [TQQQ : SQQQ]" } func (strategy qqq) Model() string { return "stocks_dqn_seed0_250421_160308" } func (strategy qqq) MarketId() string { return "alpaca" } func (strategy qqq) Interval() uint8 { return 3 } 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) MaxTradeDuration() time.Duration { return time.Duration(strategy.Interval()) * time.Minute * 3 } func (strategy qqq) Handle(turn *sentio.Turn, market sentio.Market, rs sentio.RiskManager) error { if market == nil || turn == nil { return nil } var ( now = market.Clock().Now() symbols = util.Symbols(strategy) quotes map[string]sentio.Quote orders []sentio.Order err error ) // skip too early orders if now.Hour() < 10 { return nil } // close all orders before market close if now.Hour() == 15 && now.Minute() > 52 { return util.CloseAllOrders(market, strategy) } // retrieve running orders if orders, err = market.Orders(sentio.OrderListCriteria{ Status: "open", Symbols: symbols, }); err != nil { return err } // update stoplosses or close running orders var ( ts = turn.Time.AsTime().Round(time.Minute) hasClosedOrders = false ) for i := range orders { if util.IsLongOrder(orders[i], strategy) && sentio.IsAction(turn.Action, sentio.Action_HOLD, sentio.Action_SELL, sentio.Action_DOUBLE_SELL) && ts.Before(time.Now()) { if _, err = market.CloseOrder(orders[i], nil); err != nil { return err } hasClosedOrders = true continue } if util.IsShortOrder(orders[i], strategy) && sentio.IsAction(turn.Action, sentio.Action_HOLD, sentio.Action_BUY, sentio.Action_DOUBLE_BUY) && ts.Before(time.Now()) { if _, err = market.CloseOrder(orders[i], nil); err != nil { return err } hasClosedOrders = true continue } if orders[i].GetCreatedAt().Round(time.Minute).Add(strategy.MaxTradeDuration()).Before(time.Now()) { if _, err = market.CloseOrder(orders[i], nil); err != nil { return err } hasClosedOrders = true continue } if err = market.UpdateOrder(orders[i].GetId(), rs); err != nil { return err } } // Prevent new orders if we just closed one if hasClosedOrders || len(orders) > 0 { return nil } // Prevent BUYs on closing market if now.Hour() == 15 && now.Minute() > 45 { return nil } // Prevent Market.CreateOrder while probability is not clear if sentio.Action_HOLD == turn.Action || ts.After(time.Now()) { return nil } if quotes, err = market.Quotes(); err != nil { return err } return util.CreateOrder(market, strategy, turn.Action, quotes, rs) }