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feat: 添加布林带宽度计算功能及相关配置项,优化趋势引擎以支持布林带宽度过滤
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@@ -12,6 +12,9 @@ export interface TradingConfig {
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maxCloseSlippagePct: number;
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priceTick: number; // price tick size, e.g. 0.1 for BTCUSDT
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qtyStep: number; // quantity step size, e.g. 0.001 BTC
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bollingerLength: number;
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bollingerStdMultiplier: number;
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minBollingerBandwidth: number;
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}
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function parseNumber(value: string | undefined, fallback: number): number {
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@@ -34,6 +37,9 @@ export const tradingConfig: TradingConfig = {
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maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
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priceTick: parseNumber(process.env.PRICE_TICK, 0.1),
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qtyStep: parseNumber(process.env.QTY_STEP, 0.001),
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bollingerLength: parseNumber(process.env.BOLLINGER_LENGTH, 20),
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bollingerStdMultiplier: parseNumber(process.env.BOLLINGER_STD_MULTIPLIER, 2),
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minBollingerBandwidth: parseNumber(process.env.MIN_BOLLINGER_BANDWIDTH, 0.1),
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};
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export interface MakerConfig {
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