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actiontakeprofit.go
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actiontakeprofit.go
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package stackfuncs
import (
"errors"
"fmt"
"github.com/liderman/traderstack/internal/apiclient"
"github.com/liderman/traderstack/internal/datamanager"
"github.com/liderman/traderstack/internal/domain"
"github.com/liderman/traderstack/internal/engine"
"time"
)
type ActionTakeProfit struct {
api apiclient.ApiClient
md *datamanager.MarketData
inst *datamanager.Instruments
}
func NewActionTakeProfit(
api apiclient.ApiClient,
md *datamanager.MarketData,
inst *datamanager.Instruments,
) *ActionTakeProfit {
return &ActionTakeProfit{
api: api,
md: md,
inst: inst,
}
}
func (a *ActionTakeProfit) Name() string {
return "ActionTakeProfit"
}
func (a *ActionTakeProfit) BaseType() string {
return engine.BaseTypeBoolean
}
func (a *ActionTakeProfit) Run(options *engine.Options, now time.Time, accountId string, isTest bool) (interface{}, error) {
figi, err := options.GetString("figi")
if err != nil {
return nil, err
}
percent, err := options.GetDecimal("percent")
if err != nil {
return nil, err
}
instrument, err := a.inst.GetShareByFigi(figi)
if err != nil {
return nil, err
}
err = a.checkWorkingExchange(instrument, now, isTest)
if err != nil {
return nil, err
}
inPortfolio, err := a.getPortfolioLots(instrument, accountId, isTest)
if err != nil {
return nil, err
}
if inPortfolio == nil {
return false, nil
}
if !inPortfolio.ExpectedYield.GreaterThanOrEqual(percent) {
return false, nil
}
fnc := a.api.PostOrder
if isTest {
fnc = a.api.PostSandboxOrder
}
resp, err := fnc(
figi,
inPortfolio.QuantityLots.IntPart(),
inPortfolio.CurrentPrice.Value,
domain.OrderDirectionSell,
accountId,
domain.OrderTypeMarket,
)
if err != nil {
return nil, fmt.Errorf("ошибка создания заказа: %w", err)
}
fmt.Printf("!!! TakeProfit %s with %d lots and price %s\n", resp.Figi, resp.LotsRequested, inPortfolio.CurrentPrice.Value.String())
return true, nil
}
func (a *ActionTakeProfit) checkWorkingExchange(instrument *domain.Share, now time.Time, isTest bool) error {
if isTest {
to := now.Truncate(time.Minute).Add(time.Minute)
from := now.Add(-time.Minute * 2)
candles, err := a.md.GetCandles(instrument.Figi, from, to, domain.CandleInterval1Min)
if err != nil {
return err
}
if len(candles) > 0 {
instrument.TradingStatus = domain.SecurityTradingStatusNormalTrading
}
}
if !instrument.ApiTradeAvailableFlag {
return errors.New("инструмент не доступен для торговли через API")
}
if !instrument.SellAvailableFlag {
return errors.New("инструмент не доступен для продажи")
}
if !instrument.TradingStatus.AllowMarketOrder() {
return errors.New("биржа закрыта для рыночных заявок")
}
return nil
}
func (a *ActionTakeProfit) getPortfolioLots(instrument *domain.Share, accountId string, isTest bool) (*domain.PortfolioPosition, error) {
fnc := a.api.GetPortfolio
if isTest {
fnc = a.api.GetSandboxPortfolio
}
portfolio, err := fnc(accountId)
if err != nil {
return nil, fmt.Errorf("ошибка получения портфеля: %w", err)
}
for _, v := range portfolio {
if v.Figi == instrument.Figi {
return v, nil
}
}
return nil, nil
}
func (a *ActionTakeProfit) Arguments() []*engine.Argument {
return []*engine.Argument{
{
Id: "figi",
Name: "Figi",
Desc: "Например, TCS",
BaseType: "string",
ExtendedType: "figi-select",
Required: true,
Value: "",
},
{
Id: "percent",
Name: "% роста (decimal)",
Desc: "Например, 15",
BaseType: "decimal",
ExtendedType: "",
Required: true,
Value: 15,
},
}
}