fix tv long/short signal

GHnnnnn · Jul 23, 2022 · 6f192c0 · 6f192c0
1 parent cdfc66b
commit 6f192c0
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Showing 4 changed files with 30 additions and 7 deletions.
diff --git a/howtrader/app/tradingview/strategies/BestLimitTVStrategy.py b/howtrader/app/tradingview/strategies/BestLimitTVStrategy.py
@@ -108,13 +108,20 @@ def on_signal(self, signal: dict) -> None:
             volume = round_to(Decimal(str(v)), self.contract.min_volume)
 
         volume = abs(volume)
+        self.traded_volume = Decimal("0")
 
         if action == 'long':
-            self.target_volume = volume
+            if self.pos < 0:
+                self.target_volume = volume + abs(self.pos)
+            else:
+                self.target_volume = volume
             self.direction = Direction.LONG
 
         elif action == 'short':
-            self.target_volume = volume
+            if self.pos > 0:
+                self.target_volume = volume + self.pos
+            else:
+                self.target_volume = volume
             self.direction = Direction.SHORT
 
         elif action == 'exit':

diff --git a/howtrader/app/tradingview/strategies/FixedVolumeBestLimitTVStrategy.py b/howtrader/app/tradingview/strategies/FixedVolumeBestLimitTVStrategy.py
@@ -112,6 +112,7 @@ def on_signal(self, signal: dict) -> None:
             volume = round_to(Decimal(str(v)), self.contract.min_volume)
 
         volume = abs(volume)
+        self.traded_volume = Decimal("0")
 
         if action == 'long':
             if self.pos >= self.contract.min_volume:

diff --git a/howtrader/app/tradingview/strategies/SimpleTVStrategy.py b/howtrader/app/tradingview/strategies/SimpleTVStrategy.py
@@ -68,7 +68,7 @@ def on_tick(self, tick: TickData) -> None:
 
         self.timer_count += 1
 
-        if self.timer_count < 10:
+        if self.timer_count < 3:
             return None
 
         self.timer_count = 0
@@ -140,13 +140,21 @@ def on_signal(self, signal: dict) -> None:
             volume = round_to(Decimal(str(v)), self.contract.min_volume)
 
         volume = abs(volume)
+        self.traded_volume = Decimal("0")
 
         if action == 'long':
-            self.target_volume = volume
+            if self.pos < 0:
+                self.target_volume = volume + abs(self.pos)
+            else:
+                self.target_volume = volume
             self.direction = Direction.LONG
 
         elif action == 'short':
-            self.target_volume = volume
+            if self.pos > 0:
+                self.target_volume = volume + self.pos
+            else:
+                self.target_volume = volume
+
             self.direction = Direction.SHORT
 
         elif action == 'exit':

diff --git a/howtrader/app/tradingview/strategies/TwapTVStrategy.py b/howtrader/app/tradingview/strategies/TwapTVStrategy.py
@@ -99,13 +99,20 @@ def on_signal(self, signal: dict) -> None:
         self.every_order_volume = round_to(self.every_order_volume, self.contract.min_volume)
         # if received new signal, reset the timer_count & total_count
         self.timer_count = 0
+        self.traded_volume = Decimal("0")
 
         if action == 'long':
-            self.target_volume = volume
+            if self.pos < 0:
+                self.target_volume = volume + abs(self.pos)
+            else:
+                self.target_volume = volume
             self.direction = Direction.LONG
 
         elif action == 'short':
-            self.target_volume = volume
+            if self.pos > 0:
+                self.target_volume = volume + self.pos
+            else:
+                self.target_volume = volume
             self.direction = Direction.SHORT
 
         elif action == 'exit':