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

This commit is contained in:
discountry
2025-09-27 22:29:56 +08:00
parent 151130dfc4
commit d392f54f21
6 changed files with 88 additions and 4 deletions
+6
View File
@@ -12,6 +12,9 @@ export interface TradingConfig {
maxCloseSlippagePct: number;
priceTick: number; // price tick size, e.g. 0.1 for BTCUSDT
qtyStep: number; // quantity step size, e.g. 0.001 BTC
bollingerLength: number;
bollingerStdMultiplier: number;
minBollingerBandwidth: number;
}
function parseNumber(value: string | undefined, fallback: number): number {
@@ -34,6 +37,9 @@ export const tradingConfig: TradingConfig = {
maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
priceTick: parseNumber(process.env.PRICE_TICK, 0.1),
qtyStep: parseNumber(process.env.QTY_STEP, 0.001),
bollingerLength: parseNumber(process.env.BOLLINGER_LENGTH, 20),
bollingerStdMultiplier: parseNumber(process.env.BOLLINGER_STD_MULTIPLIER, 2),
minBollingerBandwidth: parseNumber(process.env.MIN_BOLLINGER_BANDWIDTH, 0.1),
};
export interface MakerConfig {