feat(grid): auto-adjust grid direction based on box breakouts

Add GridDirection type with 5 states:
- neutral (50% buy + 50% sell)
- long/short (100% one direction)
- long_bias/short_bias (70%/30% configurable)

Direction adjustment logic:
- Short box breakout → bias direction (long_bias/short_bias)
- Mid box breakout → full direction (long/short)
- Long box breakout → emergency handling (unchanged)
- Recovery: long → long_bias → neutral ← short_bias ← short

Config options:
- EnableDirectionAdjust (default: false)
- DirectionBiasRatio (default: 0.7)

Includes unit tests for all direction-related functions.
This commit is contained in:
tinkle-community
2026-02-04 11:25:47 +08:00
parent 382e756328
commit 773857351f
7 changed files with 691 additions and 6 deletions

View File

@@ -226,3 +226,37 @@ const (
BreakoutMid BreakoutLevel = "mid"
BreakoutLong BreakoutLevel = "long"
)
// GridDirection represents the current grid trading direction bias
type GridDirection string
const (
GridDirectionNeutral GridDirection = "neutral" // 50% buy + 50% sell
GridDirectionLong GridDirection = "long" // 100% buy
GridDirectionShort GridDirection = "short" // 100% sell
GridDirectionLongBias GridDirection = "long_bias" // 70% buy + 30% sell (default)
GridDirectionShortBias GridDirection = "short_bias" // 30% buy + 70% sell (default)
)
// GetBuySellRatio returns the buy and sell ratio for this direction
// biasRatio is the ratio for biased directions (default 0.7 means 70%/30%)
func (d GridDirection) GetBuySellRatio(biasRatio float64) (buyRatio, sellRatio float64) {
if biasRatio <= 0 || biasRatio > 1 {
biasRatio = 0.7 // Default 70%/30%
}
switch d {
case GridDirectionNeutral:
return 0.5, 0.5
case GridDirectionLong:
return 1.0, 0.0
case GridDirectionShort:
return 0.0, 1.0
case GridDirectionLongBias:
return biasRatio, 1.0 - biasRatio
case GridDirectionShortBias:
return 1.0 - biasRatio, biasRatio
default:
return 0.5, 0.5
}
}