Implements entering immediately.

marianogappa · Aug 2, 2021 · 75850de · 75850de
1 parent 7284b8b
commit 75850de
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Showing 3 changed files with 41 additions and 5 deletions.
diff --git a/signalchecker/signalchecker.go b/signalchecker/signalchecker.go
@@ -147,7 +147,7 @@ func (s *checkSignalState) applyTick(tick common.Tick, err error) (bool, error)
 	if s.hasInvalidAt && (tickTime.After(s.invalidAt) || tickTime.Equal(s.invalidAt)) {
 		return s.applyEvent(common.INVALIDATED, tick), nil
 	}
-	if !s.entered && tick.Price >= s.input.EnterRangeLow && tick.Price <= s.input.EnterRangeHigh {
+	if !s.entered && ((s.input.EnterRangeLow == -1 && s.input.EnterRangeHigh == -1) || (tick.Price >= s.input.EnterRangeLow && tick.Price <= s.input.EnterRangeHigh)) {
 		s.entered = true
 		return s.applyEvent(common.ENTERED, tick), nil
 	}

diff --git a/signalchecker/signalchecker_test.go b/signalchecker/signalchecker_test.go
@@ -90,6 +90,42 @@ func TestSignalChecker(t *testing.T) {
 				IsError:              false,
 			},
 		},
+		{
+			name: "Enters immediately",
+			input: common.SignalCheckInput{
+				EnterRangeLow:            f(-1.0),
+				EnterRangeHigh:           f(-1.0),
+				StopLoss:                 f(0.1),
+				InitialISO8601:           startISO8601,
+				InvalidateISO8601:        "",
+				InvalidateAfterSeconds:   10,
+				TakeProfits:              []common.JsonFloat64{5.0, 6.0, 7.0},
+				TakeProfitRatios:         []common.JsonFloat64{0.5, 0.25, 0.25},
+				IfTP1StopAtEntry:         false,
+				IfTP2StopAtTP1:           false,
+				IfTP3StopAtTP2:           false,
+				IfTP4StopAtTP3:           false,
+				DontCalculateMaxEnterUSD: true,
+			},
+			candlesticks: []common.Candlestick{
+				{Timestamp: startTs + 0, LowestPrice: f(0.2), HighestPrice: f(0.2), Volume: f(1.0)},
+				{Timestamp: startTs + 1, LowestPrice: f(1.0), HighestPrice: f(1.0), Volume: f(1.0)},
+				{Timestamp: startTs + 2, LowestPrice: f(0.3), HighestPrice: f(0.3), Volume: f(1.0)},
+			},
+			expected: common.SignalCheckOutput{
+				Events: []common.SignalCheckOutputEvent{
+					{EventType: common.ENTERED, At: startISO8601, Price: f(0.2)},
+					{EventType: common.FINISHED_DATASET, At: tick3, Price: f(0.3)},
+				},
+				Entered:              true,
+				FirstCandleOpenPrice: f(0.2),
+				FirstCandleAt:        startISO8601,
+				HighestTakeProfit:    0,
+				ReachedStopLoss:      false,
+				ProfitRatio:          f(0.0),
+				IsError:              false,
+			},
+		},
 		{
 			name: "Stops losses",
 			input: common.SignalCheckInput{

diff --git a/signalchecker/validate.go b/signalchecker/validate.go
@@ -37,16 +37,16 @@ func validateInput(input common.SignalCheckInput) (common.SignalCheckOutput, err
 	if input.EnterRangeHigh < input.EnterRangeLow {
 		return invalidateWith(common.ErrEnterRangeHighIsLessThanEnterRangeLow, input)
 	}
-	if !input.IsShort && input.StopLoss != -1 && input.StopLoss >= input.EnterRangeLow {
+	if !input.IsShort && input.StopLoss != -1 && input.EnterRangeLow != -1 && input.StopLoss >= input.EnterRangeLow {
 		return invalidateWith(common.ErrStopLossIsGreaterThanOrEqualToEnterRangeLow, input)
 	}
-	if input.IsShort && input.StopLoss != -1 && input.StopLoss <= input.EnterRangeHigh {
+	if input.IsShort && input.StopLoss != -1 && input.EnterRangeHigh != -1 && input.StopLoss <= input.EnterRangeHigh {
 		return invalidateWith(common.ErrStopLossIsLessThanOrEqualToEnterRangeHigh, input)
 	}
-	if !input.IsShort && len(input.TakeProfits) > 0 && input.TakeProfits[0] <= input.EnterRangeHigh {
+	if !input.IsShort && input.EnterRangeHigh != -1 && len(input.TakeProfits) > 0 && input.TakeProfits[0] <= input.EnterRangeHigh {
 		return invalidateWith(common.ErrFirstTPIsLessThanOrEqualToEnterRangeHigh, input)
 	}
-	if input.IsShort && len(input.TakeProfits) > 0 && input.TakeProfits[0] >= input.EnterRangeLow {
+	if input.IsShort && input.EnterRangeLow != -1 && len(input.TakeProfits) > 0 && input.TakeProfits[0] >= input.EnterRangeLow {
 		return invalidateWith(common.ErrFirstTPIsGreaterThanOrEqualToEnterRangeLow, input)
 	}
 	if input.Exchange == "" {