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gateway, sig server

main
strange 8 months ago
parent
0794c674ff
commit
23a6af8ae7
23 changed files with 410 additions and 212 deletions
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  1. 6
      README.md
  2. 29
      api/trading.proto
  3. 57
      cmd/gateway/main.go
  4. 2
      cmd/market/main.go
  5. 41
      cmd/sig-admin/main.go
  6. 2
      cmd/trading/main.go
  7. 3
      config/gate.toml
  8. 5
      config/gateway.toml
  9. 12
      go.mod
  10. 15
      go.sum
  11. 138
      internal/gateway/gateway.go
  12. 4
      internal/market/trade_instance_service.go
  13. 17
      internal/sig/repoitory/backtest_repository.go
  14. 26
      internal/sig/service/backtest_service.go
  15. 15
      internal/sig/service/service.go
  16. 93
      internal/sig/sig_server.go
  17. 25
      internal/trading/backtest/trade_simulator.go
  18. 28
      internal/trading/backtest/types.go
  19. 9
      internal/trading/trading_data_persist.go
  20. 1
      pkg/indicator/indicator_plot.go
  21. 1
      pkg/indicator/indicator_registry.go
  22. 73
      pkg/indicator/kdj.go
  23. 20
      pkg/storage/persist/rdb.go

6
README.md
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@ -138,3 +138,9 @@ RSI[1,2,3,4] -> RSI[0]
exchange_service.go: 100 task/一批, 批量成功后mark, 再发布下一波 exchange_service.go: 100 task/一批, 批量成功后mark, 再发布下一波
viceAccount 负账户对冲交易 {Long: mainAccount, Short: viceAccount} viceAccount 负账户对冲交易 {Long: mainAccount, Short: viceAccount}
page design:
- 指标页: 币种选择 -> 周期选择 -> 指标选择 -> 参数选择 -> 绘图
- 交易计划: 交易策略 -> 交易所,币种,驱动周期 -> risk,sig,close,trade_strategy_param ->
- 回测页: 交易策略, 跑策略, 结果绘图
- 参数遍历回测

29
api/trading.proto
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@ -88,18 +88,35 @@ message RspBacktestLog {
repeated BacktestLog logs = 1; repeated BacktestLog logs = 1;
} }
message BacktestTradeOrder {
message BacktestTrade { int64 backtest_id = 1;
int64 id = 1; int64 trade_id = 2;
int64 ctime = 2; // 交易时间 int32 trade_type = 3;
Side side = 3; // 交易方向 string inst_id = 4;
Side side = 5;
double qty = 6;
double price = 7;
double fee = 8;
int32 leverage = 9;
int64 ctime = 10;
int32 status = 11;
double peak_px = 12;
string close_cause = 13;
double equity = 14;
string hold_time = 15;
double profit = 16;
double last_px = 17;
double entry_px = 18;
double entry_fee = 19;
int64 entry_time = 20;
repeated int64 trades = 21;
} }
message ReqBacktestLogTrades { message ReqBacktestLogTrades {
Paging paging = 1; Paging paging = 1;
int64 backtest_id = 2; int64 backtest_id = 2;
} }
message RspBacktestLogTrades { message RspBacktestLogTrades {
repeated BacktestTrade trades = 1; repeated BacktestTradeOrder trades = 1;
} }
message ReqBacktestRace { message ReqBacktestRace {

57
cmd/gateway/main.go
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@ -1,21 +1,68 @@
package main package main
import ( import (
"fmt"
"net/url"
"sig-pub/internal/gateway" "sig-pub/internal/gateway"
"sig-pub/pkg/config" "sig-pub/pkg/config"
"sig-pub/pkg/grpc/discovery"
"sig-pub/pkg/grpc/generic"
"sig-pub/pkg/utils/exit"
"github.com/hashicorp/consul/api"
_ "github.com/mostynb/go-grpc-compression/snappy" // 注册grpc snappy compress
"google.golang.org/grpc"
"google.golang.org/grpc/credentials/insecure"
) )
type GateConf struct { type GateConf struct {
HttpAddr string HttpAddr string
WsAddr string WsAddr string
SigServer string
} }
// http 网关 // http 网关
func main() { func main() {
gateConf := config.MustLoadConfig(new(GateConf), "config/gate.toml") // load config
server := gateway.Route() conf := config.MustLoadConfig(new(config.Configuration), "config/config.toml")
err := server.Run(gateConf.HttpAddr) gateConf := config.MustLoadConfig(new(GateConf), "config/gateway.toml")
// consul 配置
cc := api.DefaultConfig()
cc.Address = conf.Consul.Address
client, err := api.NewClient(cc)
if err != nil { if err != nil {
panic(fmt.Errorf("consul client error: %v", err))
}
// consul service discovery
dis := discovery.NewConsulDiscovery(client)
resolver := dis.Resolver()
gpcGenericClientFactory := generic.NewGpcGenericClientFactory(
discovery.ConsulSchema,
grpc.WithTransportCredentials(insecure.NewCredentials()),
grpc.WithResolvers(resolver),
)
if err := gpcGenericClientFactory.Init(); err != nil {
panic(err) panic(err)
} }
if err := dis.WatchServices(gpcGenericClientFactory.RefreshService); err != nil {
panic(err)
}
sigServerUrl, err := url.Parse(gateConf.SigServer)
if err != nil {
panic(err)
}
gateServer := gateway.NewGateServer(sigServerUrl, gpcGenericClientFactory)
if err := gateServer.Init(); err != nil {
panic(err)
}
go func() {
if err := gateServer.Run(gateConf.HttpAddr); err != nil {
panic(err)
}
}()
exit.Await()
} }

2
cmd/market/main.go
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@ -41,7 +41,7 @@ func main() {
if err != nil { if err != nil {
panic(err) panic(err)
} }
rdb := persist.NewRDB(db) rdb := persist.NewDB(db)
if err := rdb.Init(); err != nil { if err := rdb.Init(); err != nil {
panic(err) panic(err)
} }

41
cmd/sig-admin/main.go
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@ -1,54 +1,37 @@
package main package main
import ( import (
"fmt"
"sig-pub/internal/sig" "sig-pub/internal/sig"
"sig-pub/pkg/config" "sig-pub/pkg/config"
"sig-pub/pkg/grpc/discovery" "sig-pub/pkg/storage/persist"
"sig-pub/pkg/grpc/generic"
"sig-pub/pkg/utils/exit" "sig-pub/pkg/utils/exit"
"github.com/hashicorp/consul/api"
_ "github.com/mostynb/go-grpc-compression/snappy" // 注册grpc snappy compress
"google.golang.org/grpc"
"google.golang.org/grpc/credentials/insecure"
) )
// curl server: /api/sig/backtest/log
func main() { func main() {
defer exit.Await()
// load config // load config
conf := config.MustLoadConfig(new(config.Configuration), "config/config.toml") conf := config.MustLoadConfig(new(config.Configuration), "config/config.toml")
// consul 配置 // database
cc := api.DefaultConfig() db, err := conf.Database.Postgres.NewGormDB()
cc.Address = conf.Consul.Address
client, err := api.NewClient(cc)
if err != nil { if err != nil {
panic(fmt.Errorf("consul client error: %v", err))
}
// consul service discovery
dis := discovery.NewConsulDiscovery(client)
resolver := dis.Resolver()
gpcGenericClientFactory := generic.NewGpcGenericClientFactory(
discovery.ConsulSchema,
grpc.WithTransportCredentials(insecure.NewCredentials()),
grpc.WithResolvers(resolver),
)
if err := gpcGenericClientFactory.Init(); err != nil {
panic(err) panic(err)
} }
if err := dis.WatchServices(gpcGenericClientFactory.RefreshService); err != nil { rdb := persist.NewDB(db)
if err := rdb.Init(); err != nil {
panic(err) panic(err)
} }
sigServer := sig.NewSigServer(gpcGenericClientFactory) sigServer := sig.NewSigServer(rdb)
if err := sigServer.Init(); err != nil { if err = sigServer.Init(); err != nil {
panic(err) panic(err)
} }
go func() { go func() {
if err := sigServer.Run(":7001"); err != nil { if err := sigServer.Run(":7009"); err != nil {
panic(err) panic(err)
} }
}() }()
exit.Await()
} }

2
cmd/trading/main.go
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@ -52,7 +52,7 @@ func main() {
if err != nil { if err != nil {
panic(err) panic(err)
} }
rdb := persist.NewRDB(db) rdb := persist.NewDB(db)
if err := rdb.Init(); err != nil { if err := rdb.Init(); err != nil {
panic(err) panic(err)
} }

3
config/gate.toml
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@ -1,3 +0,0 @@
httpAddr = ":7001"
wsAddr = ":7101"

5
config/gateway.toml
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@ -0,0 +1,5 @@
httpAddr = ":7001"
wsAddr = ":7101"
sigServer = "http://127.0.0.1:7009" # 后台服务

12
go.mod
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@ -19,7 +19,7 @@ require (
github.com/influxdata/influxdb-client-go/v2 v2.14.0 github.com/influxdata/influxdb-client-go/v2 v2.14.0
github.com/jackc/pgx/v5 v5.7.6 github.com/jackc/pgx/v5 v5.7.6
github.com/jhump/protoreflect/v2 v2.0.0-beta.2 github.com/jhump/protoreflect/v2 v2.0.0-beta.2
github.com/klauspost/compress v1.18.0 github.com/klauspost/compress v1.18.2
github.com/lib/pq v1.10.9 github.com/lib/pq v1.10.9
github.com/mostynb/go-grpc-compression v1.2.3 github.com/mostynb/go-grpc-compression v1.2.3
github.com/nats-io/nats.go v1.47.0 github.com/nats-io/nats.go v1.47.0
@ -29,8 +29,8 @@ require (
go.etcd.io/etcd/api/v3 v3.6.1 go.etcd.io/etcd/api/v3 v3.6.1
go.etcd.io/etcd/client/v3 v3.6.1 go.etcd.io/etcd/client/v3 v3.6.1
go.uber.org/zap v1.27.0 go.uber.org/zap v1.27.0
golang.org/x/crypto v0.42.0 golang.org/x/crypto v0.43.0
golang.org/x/net v0.44.0 golang.org/x/net v0.46.0
golang.org/x/sync v0.17.0 golang.org/x/sync v0.17.0
golang.org/x/time v0.8.0 golang.org/x/time v0.8.0
gonum.org/v1/gonum v0.16.0 gonum.org/v1/gonum v0.16.0
@ -109,6 +109,8 @@ require (
github.com/subosito/gotenv v1.6.0 // indirect github.com/subosito/gotenv v1.6.0 // indirect
github.com/twitchyliquid64/golang-asm v0.15.1 // indirect github.com/twitchyliquid64/golang-asm v0.15.1 // indirect
github.com/ugorji/go/codec v1.2.12 // indirect github.com/ugorji/go/codec v1.2.12 // indirect
github.com/valyala/bytebufferpool v1.0.0 // indirect
github.com/valyala/fasthttp v1.68.0 // indirect
go.etcd.io/etcd/client/pkg/v3 v3.6.1 // indirect go.etcd.io/etcd/client/pkg/v3 v3.6.1 // indirect
go.opentelemetry.io/otel v1.38.0 // indirect go.opentelemetry.io/otel v1.38.0 // indirect
go.opentelemetry.io/otel/trace v1.38.0 // indirect go.opentelemetry.io/otel/trace v1.38.0 // indirect
@ -116,8 +118,8 @@ require (
go.yaml.in/yaml/v3 v3.0.4 // indirect go.yaml.in/yaml/v3 v3.0.4 // indirect
golang.org/x/arch v0.15.0 // indirect golang.org/x/arch v0.15.0 // indirect
golang.org/x/exp v0.0.0-20250305212735-054e65f0b394 // indirect golang.org/x/exp v0.0.0-20250305212735-054e65f0b394 // indirect
golang.org/x/sys v0.36.0 // indirect golang.org/x/sys v0.37.0 // indirect
golang.org/x/text v0.29.0 // indirect golang.org/x/text v0.30.0 // indirect
google.golang.org/genproto/googleapis/api v0.0.0-20250303144028-a0af3efb3deb // indirect google.golang.org/genproto/googleapis/api v0.0.0-20250303144028-a0af3efb3deb // indirect
google.golang.org/genproto/googleapis/rpc v0.0.0-20250303144028-a0af3efb3deb // indirect google.golang.org/genproto/googleapis/rpc v0.0.0-20250303144028-a0af3efb3deb // indirect
gopkg.in/yaml.v3 v3.0.1 // indirect gopkg.in/yaml.v3 v3.0.1 // indirect

15
go.sum
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@ -207,6 +207,8 @@ github.com/kisielk/gotool v1.0.0/go.mod h1:XhKaO+MFFWcvkIS/tQcRk01m1F5IRFswLeQ+o
github.com/klauspost/compress v1.13.6/go.mod h1:/3/Vjq9QcHkK5uEr5lBEmyoZ1iFhe47etQ6QUkpK6sk= github.com/klauspost/compress v1.13.6/go.mod h1:/3/Vjq9QcHkK5uEr5lBEmyoZ1iFhe47etQ6QUkpK6sk=
github.com/klauspost/compress v1.18.0 h1:c/Cqfb0r+Yi+JtIEq73FWXVkRonBlf0CRNYc8Zttxdo= github.com/klauspost/compress v1.18.0 h1:c/Cqfb0r+Yi+JtIEq73FWXVkRonBlf0CRNYc8Zttxdo=
github.com/klauspost/compress v1.18.0/go.mod h1:2Pp+KzxcywXVXMr50+X0Q/Lsb43OQHYWRCY2AiWywWQ= github.com/klauspost/compress v1.18.0/go.mod h1:2Pp+KzxcywXVXMr50+X0Q/Lsb43OQHYWRCY2AiWywWQ=
github.com/klauspost/compress v1.18.2 h1:iiPHWW0YrcFgpBYhsA6D1+fqHssJscY/Tm/y2Uqnapk=
github.com/klauspost/compress v1.18.2/go.mod h1:R0h/fSBs8DE4ENlcrlib3PsXS61voFxhIs2DeRhCvJ4=
github.com/klauspost/cpuid/v2 v2.0.9/go.mod h1:FInQzS24/EEf25PyTYn52gqo7WaD8xa0213Md/qVLRg= github.com/klauspost/cpuid/v2 v2.0.9/go.mod h1:FInQzS24/EEf25PyTYn52gqo7WaD8xa0213Md/qVLRg=
github.com/klauspost/cpuid/v2 v2.2.10 h1:tBs3QSyvjDyFTq3uoc/9xFpCuOsJQFNPiAhYdw2skhE= github.com/klauspost/cpuid/v2 v2.2.10 h1:tBs3QSyvjDyFTq3uoc/9xFpCuOsJQFNPiAhYdw2skhE=
github.com/klauspost/cpuid/v2 v2.2.10/go.mod h1:hqwkgyIinND0mEev00jJYCxPNVRVXFQeu1XKlok6oO0= github.com/klauspost/cpuid/v2 v2.2.10/go.mod h1:hqwkgyIinND0mEev00jJYCxPNVRVXFQeu1XKlok6oO0=
@ -351,6 +353,10 @@ github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS
github.com/twitchyliquid64/golang-asm v0.15.1/go.mod h1:a1lVb/DtPvCB8fslRZhAngC2+aY1QWCk3Cedj/Gdt08= github.com/twitchyliquid64/golang-asm v0.15.1/go.mod h1:a1lVb/DtPvCB8fslRZhAngC2+aY1QWCk3Cedj/Gdt08=
github.com/ugorji/go/codec v1.2.12 h1:9LC83zGrHhuUA9l16C9AHXAqEV/2wBQ4nkvumAE65EE= github.com/ugorji/go/codec v1.2.12 h1:9LC83zGrHhuUA9l16C9AHXAqEV/2wBQ4nkvumAE65EE=
github.com/ugorji/go/codec v1.2.12/go.mod h1:UNopzCgEMSXjBc6AOMqYvWC1ktqTAfzJZUZgYf6w6lg= github.com/ugorji/go/codec v1.2.12/go.mod h1:UNopzCgEMSXjBc6AOMqYvWC1ktqTAfzJZUZgYf6w6lg=
github.com/valyala/bytebufferpool v1.0.0 h1:GqA5TC/0021Y/b9FG4Oi9Mr3q7XYx6KllzawFIhcdPw=
github.com/valyala/bytebufferpool v1.0.0/go.mod h1:6bBcMArwyJ5K/AmCkWv1jt77kVWyCJ6HpOuEn7z0Csc=
github.com/valyala/fasthttp v1.68.0 h1:v12Nx16iepr8r9ySOwqI+5RBJ/DqTxhOy1HrHoDFnok=
github.com/valyala/fasthttp v1.68.0/go.mod h1:5EXiRfYQAoiO/khu4oU9VISC/eVY6JqmSpPJoHCKsz4=
github.com/xdg-go/pbkdf2 v1.0.0/go.mod h1:jrpuAogTd400dnrH08LKmI/xc1MbPOebTwRqcT5RDeI= github.com/xdg-go/pbkdf2 v1.0.0/go.mod h1:jrpuAogTd400dnrH08LKmI/xc1MbPOebTwRqcT5RDeI=
github.com/xdg-go/scram v1.1.1/go.mod h1:RaEWvsqvNKKvBPvcKeFjrG2cJqOkHTiyTpzz23ni57g= github.com/xdg-go/scram v1.1.1/go.mod h1:RaEWvsqvNKKvBPvcKeFjrG2cJqOkHTiyTpzz23ni57g=
github.com/xdg-go/stringprep v1.0.3/go.mod h1:W3f5j4i+9rC0kuIEJL0ky1VpHXQU3ocBgklLGvcBnW8= github.com/xdg-go/stringprep v1.0.3/go.mod h1:W3f5j4i+9rC0kuIEJL0ky1VpHXQU3ocBgklLGvcBnW8=
@ -396,6 +402,8 @@ golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPh
golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4= golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4=
golang.org/x/crypto v0.42.0 h1:chiH31gIWm57EkTXpwnqf8qeuMUi0yekh6mT2AvFlqI= golang.org/x/crypto v0.42.0 h1:chiH31gIWm57EkTXpwnqf8qeuMUi0yekh6mT2AvFlqI=
golang.org/x/crypto v0.42.0/go.mod h1:4+rDnOTJhQCx2q7/j6rAN5XDw8kPjeaXEUR2eL94ix8= golang.org/x/crypto v0.42.0/go.mod h1:4+rDnOTJhQCx2q7/j6rAN5XDw8kPjeaXEUR2eL94ix8=
golang.org/x/crypto v0.43.0 h1:dduJYIi3A3KOfdGOHX8AVZ/jGiyPa3IbBozJ5kNuE04=
golang.org/x/crypto v0.43.0/go.mod h1:BFbav4mRNlXJL4wNeejLpWxB7wMbc79PdRGhWKncxR0=
golang.org/x/exp v0.0.0-20250305212735-054e65f0b394 h1:nDVHiLt8aIbd/VzvPWN6kSOPE7+F/fNFDSXLVYkE/Iw= golang.org/x/exp v0.0.0-20250305212735-054e65f0b394 h1:nDVHiLt8aIbd/VzvPWN6kSOPE7+F/fNFDSXLVYkE/Iw=
golang.org/x/exp v0.0.0-20250305212735-054e65f0b394/go.mod h1:sIifuuw/Yco/y6yb6+bDNfyeQ/MdPUy/hKEMYQV17cM= golang.org/x/exp v0.0.0-20250305212735-054e65f0b394/go.mod h1:sIifuuw/Yco/y6yb6+bDNfyeQ/MdPUy/hKEMYQV17cM=
golang.org/x/mod v0.2.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA= golang.org/x/mod v0.2.0/go.mod h1:s0Qsj1ACt9ePp/hMypM3fl4fZqREWJwdYDEqhRiZZUA=
@ -412,6 +420,8 @@ golang.org/x/net v0.0.0-20210410081132-afb366fc7cd1/go.mod h1:9tjilg8BloeKEkVJvy
golang.org/x/net v0.0.0-20211112202133-69e39bad7dc2/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y= golang.org/x/net v0.0.0-20211112202133-69e39bad7dc2/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y=
golang.org/x/net v0.44.0 h1:evd8IRDyfNBMBTTY5XRF1vaZlD+EmWx6x8PkhR04H/I= golang.org/x/net v0.44.0 h1:evd8IRDyfNBMBTTY5XRF1vaZlD+EmWx6x8PkhR04H/I=
golang.org/x/net v0.44.0/go.mod h1:ECOoLqd5U3Lhyeyo/QDCEVQ4sNgYsqvCZ722XogGieY= golang.org/x/net v0.44.0/go.mod h1:ECOoLqd5U3Lhyeyo/QDCEVQ4sNgYsqvCZ722XogGieY=
golang.org/x/net v0.46.0 h1:giFlY12I07fugqwPuWJi68oOnpfqFnJIJzaIIm2JVV4=
golang.org/x/net v0.46.0/go.mod h1:Q9BGdFy1y4nkUwiLvT5qtyhAnEHgnQ/zd8PfU6nc210=
golang.org/x/sync v0.0.0-20181108010431-42b317875d0f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20181108010431-42b317875d0f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
golang.org/x/sync v0.0.0-20181221193216-37e7f081c4d4/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20181221193216-37e7f081c4d4/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
golang.org/x/sync v0.0.0-20190423024810-112230192c58/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20190423024810-112230192c58/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
@ -447,9 +457,12 @@ golang.org/x/sys v0.0.0-20220811171246-fbc7d0a398ab/go.mod h1:oPkhp1MJrh7nUepCBc
golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.6.0/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.36.0 h1:KVRy2GtZBrk1cBYA7MKu5bEZFxQk4NIDV6RLVcC8o0k= golang.org/x/sys v0.36.0 h1:KVRy2GtZBrk1cBYA7MKu5bEZFxQk4NIDV6RLVcC8o0k=
golang.org/x/sys v0.36.0/go.mod h1:OgkHotnGiDImocRcuBABYBEXf8A9a87e/uXjp9XT3ks= golang.org/x/sys v0.36.0/go.mod h1:OgkHotnGiDImocRcuBABYBEXf8A9a87e/uXjp9XT3ks=
golang.org/x/sys v0.37.0 h1:fdNQudmxPjkdUTPnLn5mdQv7Zwvbvpaxqs831goi9kQ=
golang.org/x/sys v0.37.0/go.mod h1:OgkHotnGiDImocRcuBABYBEXf8A9a87e/uXjp9XT3ks=
golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo= golang.org/x/term v0.0.0-20201126162022-7de9c90e9dd1/go.mod h1:bj7SfCRtBDWHUb9snDiAeCFNEtKQo2Wmx5Cou7ajbmo=
golang.org/x/term v0.35.0 h1:bZBVKBudEyhRcajGcNc3jIfWPqV4y/Kt2XcoigOWtDQ= golang.org/x/term v0.35.0 h1:bZBVKBudEyhRcajGcNc3jIfWPqV4y/Kt2XcoigOWtDQ=
golang.org/x/term v0.35.0/go.mod h1:TPGtkTLesOwf2DE8CgVYiZinHAOuy5AYUYT1lENIZnA= golang.org/x/term v0.35.0/go.mod h1:TPGtkTLesOwf2DE8CgVYiZinHAOuy5AYUYT1lENIZnA=
golang.org/x/term v0.36.0 h1:zMPR+aF8gfksFprF/Nc/rd1wRS1EI6nDBGyWAvDzx2Q=
golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ= golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
golang.org/x/text v0.3.2/go.mod h1:bEr9sfX3Q8Zfm5fL9x+3itogRgK3+ptLWKqgva+5dAk= golang.org/x/text v0.3.2/go.mod h1:bEr9sfX3Q8Zfm5fL9x+3itogRgK3+ptLWKqgva+5dAk=
golang.org/x/text v0.3.3/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ= golang.org/x/text v0.3.3/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
@ -457,6 +470,8 @@ golang.org/x/text v0.3.6/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ= golang.org/x/text v0.3.7/go.mod h1:u+2+/6zg+i71rQMx5EYifcz6MCKuco9NR6JIITiCfzQ=
golang.org/x/text v0.29.0 h1:1neNs90w9YzJ9BocxfsQNHKuAT4pkghyXc4nhZ6sJvk= golang.org/x/text v0.29.0 h1:1neNs90w9YzJ9BocxfsQNHKuAT4pkghyXc4nhZ6sJvk=
golang.org/x/text v0.29.0/go.mod h1:7MhJOA9CD2qZyOKYazxdYMF85OwPdEr9jTtBpO7ydH4= golang.org/x/text v0.29.0/go.mod h1:7MhJOA9CD2qZyOKYazxdYMF85OwPdEr9jTtBpO7ydH4=
golang.org/x/text v0.30.0 h1:yznKA/E9zq54KzlzBEAWn1NXSQ8DIp/NYMy88xJjl4k=
golang.org/x/text v0.30.0/go.mod h1:yDdHFIX9t+tORqspjENWgzaCVXgk0yYnYuSZ8UzzBVM=
golang.org/x/time v0.8.0 h1:9i3RxcPv3PZnitoVGMPDKZSq1xW1gK1Xy3ArNOGZfEg= golang.org/x/time v0.8.0 h1:9i3RxcPv3PZnitoVGMPDKZSq1xW1gK1Xy3ArNOGZfEg=
golang.org/x/time v0.8.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM= golang.org/x/time v0.8.0/go.mod h1:3BpzKBy/shNhVucY/MWOyx10tF3SFh9QdLuxbVysPQM=
golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ= golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=

138
internal/gateway/gateway.go
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@ -1,19 +1,50 @@
package gateway package gateway
import ( import (
"context"
"encoding/json"
"io"
"net/http" "net/http"
"net/http/httputil"
"net/url"
"runtime/debug" "runtime/debug"
"sig-pub/pkg/utils/resp" "sig-pub/pkg/grpc/generic"
"sig-pub/pkg/grpc/session"
"sig-pub/pkg/resp"
"sig-pub/pkg/utils/strs"
"sig-pub/pkg/zlog" "sig-pub/pkg/zlog"
"strings"
"time"
"github.com/gin-gonic/gin" "github.com/gin-gonic/gin"
"google.golang.org/grpc"
"google.golang.org/protobuf/encoding/protojson"
) )
// grpc generic call type GateServer struct {
engine *gin.Engine
sigServerURL *url.URL
grpcGenericClientFactory *generic.GrpcGenericClientFactory
}
func NewGateServer(
sigServerURL *url.URL,
grpcGenericClientFactory *generic.GrpcGenericClientFactory,
) *GateServer {
return &GateServer{
sigServerURL: sigServerURL,
grpcGenericClientFactory: grpcGenericClientFactory,
}
}
func (s *GateServer) Init() (err error) {
s.initGinServer()
return
}
func Route() *gin.Engine { func (s *GateServer) initGinServer() {
router := gin.Default() s.engine = gin.Default()
router.Use(func(c *gin.Context) { s.engine.Use(func(c *gin.Context) {
// global recover // global recover
defer func() { defer func() {
if r := recover(); r != nil { if r := recover(); r != nil {
@ -23,13 +54,100 @@ func Route() *gin.Engine {
c.Abort() c.Abort()
} }
}() }()
c.Next() c.Next()
}) })
router.GET("/api/hello", func(c *gin.Context) { routerGroup := s.engine.Group("/api")
c.JSON(http.StatusOK, resp.Success("hello")) // routerGroup.Any("/sig", s.handleSigServerProxy(s.sigServerURL))
}) routerGroup.Group("/sig").Any("/", s.handleSigServerProxy(s.sigServerURL))
routerGroup.POST("/v1/:svr/:method", s.handleGrpcGenericCall)
}
func (s *GateServer) Run(addr string) (err error) {
// fasthttp.ListenAndServe(addr, func(ctx *fasthttp.RequestCtx) {
// ctx.Path()
// ctx.Method()
// })
return s.engine.Run(addr)
}
// handleSigServerProxy 代理sig http server请求
func (s *GateServer) handleSigServerProxy(sigServerURL *url.URL) gin.HandlerFunc {
// 创建反向代理
proxy := httputil.NewSingleHostReverseProxy(sigServerURL)
// 修改请求头、Host 等
proxy.Director = func(req *http.Request) {
req.URL.Scheme = sigServerURL.Scheme
req.URL.Host = sigServerURL.Host
req.Host = sigServerURL.Host
}
return func(c *gin.Context) {
proxy.ServeHTTP(c.Writer, c.Request)
}
}
// handleGrpcGenericCall 代理各个grpc服务请求
func (s *GateServer) handleGrpcGenericCall(c *gin.Context) {
svr := strs.UpperInitialLetter(c.Param("svr"))
method := strs.UpperInitialLetter(c.Param("method"))
if svr == "" || method == "" {
c.JSON(http.StatusBadRequest, resp.Error("service not found"))
return
}
if !strings.HasSuffix(svr, "Service") {
svr += "Service"
}
// todo service white list
// get request body
jsonBody, err := io.ReadAll(c.Request.Body)
if err != nil {
c.JSON(http.StatusBadRequest, resp.Error("parse request body error: "+err.Error()))
return
}
ctx1, cancel := context.WithTimeout(context.Background(), time.Second*5)
defer cancel()
grpcGenericClient, err := s.grpcGenericClientFactory.GetClient(ctx1, svr)
if err != nil {
zlog.Error(err)
c.JSON(http.StatusForbidden, resp.Error(err.Error()))
return
}
// put session
ctx := context.Background()
ctx = session.PutSubject(ctx, session.NewRpcSubject("123456"))
ctx, cancel = context.WithTimeout(ctx, time.Second*20)
defer cancel()
// todo config call options
var opts []grpc.CallOption
if svr == "ExchangeService" && method == "HistoryKline" {
opts = append(opts, grpc.UseCompressor("snappy"))
}
// generic call with json
rsp, err := grpcGenericClient.InvokeUnaryJsonBytes(ctx, method, jsonBody, opts...)
if err != nil {
if err == generic.ErrorMethodNotExists {
c.JSON(http.StatusNotFound, resp.Error(err.Error()))
return
}
c.JSON(http.StatusInternalServerError, resp.Error(err.Error()))
return
}
// encode response
bytes, err := protojson.MarshalOptions{
UseProtoNames: false, // false:lowerCamelCase, true:snake_case
EmitUnpopulated: false, // 是否包含默认值
}.Marshal(rsp)
if err != nil {
c.JSON(http.StatusInternalServerError, resp.Error(err.Error()))
return
}
return router r := json.RawMessage(bytes)
c.JSON(http.StatusOK, resp.Success(r))
} }

4
internal/market/trade_instance_service.go
Unescape View File

@ -13,10 +13,10 @@ import (
// TradeInstanceService 交易产品管理 // TradeInstanceService 交易产品管理
// TODO cache // TODO cache
type TradeInstanceService struct { type TradeInstanceService struct {
db *persist.RDB db *persist.DB
} }
func NewTradeInstanceService(db *persist.RDB) *TradeInstanceService { func NewTradeInstanceService(db *persist.DB) *TradeInstanceService {
return &TradeInstanceService{ return &TradeInstanceService{
db: db, db: db,
} }

17
internal/sig/repoitory/backtest_repository.go
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@ -0,0 +1,17 @@
package repository
import "sig-pub/pkg/storage/persist"
type BacktestRepository struct {
rdb *persist.DB
}
func NewBacktestRepository(rdb *persist.DB) *BacktestRepository {
return &BacktestRepository{
rdb: rdb,
}
}
func (r *BacktestRepository) ListLog() {
}

26
internal/sig/service/backtest_service.go
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@ -0,0 +1,26 @@
package service
import (
"net/http"
repository "sig-pub/internal/sig/repoitory"
"github.com/gin-gonic/gin"
)
type BacktestService struct {
repo *repository.BacktestRepository
}
func NewBacktestService(repo *repository.BacktestRepository) *BacktestService {
return &BacktestService{
repo: repo,
}
}
func (svc *BacktestService) Route(group *gin.RouterGroup) {
group.GET("hello", svc.listBacktestLog)
}
func (svc *BacktestService) listBacktestLog(ctx *gin.Context) {
ctx.JSON(http.StatusOK, "ojbk")
}

15
internal/sig/service/service.go
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@ -0,0 +1,15 @@
package service
import (
repository "sig-pub/internal/sig/repoitory"
"sig-pub/pkg/storage/persist"
"github.com/gin-gonic/gin"
)
// Init services list
func Init(group *gin.RouterGroup, rdb *persist.DB) {
backtestRepository := repository.NewBacktestRepository(rdb)
NewBacktestService(backtestRepository).Route(group.Group("/backtest"))
}

93
internal/sig/sig_server.go
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@ -1,32 +1,24 @@
package sig package sig
import ( import (
"context"
"encoding/json"
"io"
"net/http" "net/http"
"runtime/debug" "runtime/debug"
"sig-pub/pkg/grpc/generic" "sig-pub/internal/sig/service"
"sig-pub/pkg/grpc/session"
"sig-pub/pkg/resp" "sig-pub/pkg/resp"
"sig-pub/pkg/utils/strs" "sig-pub/pkg/storage/persist"
"sig-pub/pkg/zlog" "sig-pub/pkg/zlog"
"strings"
"time"
"github.com/gin-gonic/gin" "github.com/gin-gonic/gin"
"google.golang.org/grpc"
"google.golang.org/protobuf/encoding/protojson"
) )
type SigServer struct { type SigServer struct {
engine *gin.Engine rdb *persist.DB
grpcGenericClientFactory *generic.GrpcGenericClientFactory engine *gin.Engine
} }
func NewSigServer(grpcGenericClientFactory *generic.GrpcGenericClientFactory) *SigServer { func NewSigServer(rdb *persist.DB) *SigServer {
return &SigServer{ return &SigServer{
grpcGenericClientFactory: grpcGenericClientFactory, rdb: rdb,
} }
} }
@ -50,79 +42,10 @@ func (s *SigServer) initGinServer() {
c.Next() c.Next()
}) })
routerGroup := s.engine.Group("/api") routerGroup := s.engine.Group("/api/sig")
routerGroup.POST("/v1/:svr/:method", s.handleGrpcGenericCall) service.Init(routerGroup, s.rdb)
// inst api
// tradeInstanceApi := inst.NewTradeInstanceApi()
// tradeInstanceApi.InitRoute(routerGroup)
} }
func (s *SigServer) Run(addr string) (err error) { func (s *SigServer) Run(addr string) (err error) {
// todo grpc server run
return s.engine.Run(addr) return s.engine.Run(addr)
} }
func (s *SigServer) handleGrpcGenericCall(c *gin.Context) {
svr := strs.UpperInitialLetter(c.Param("svr"))
method := strs.UpperInitialLetter(c.Param("method"))
if svr == "" || method == "" {
c.JSON(http.StatusBadRequest, resp.Error("service not found"))
return
}
if !strings.HasSuffix(svr, "Service") {
svr += "Service"
}
// todo service white list
// get request body
jsonBody, err := io.ReadAll(c.Request.Body)
if err != nil {
c.JSON(http.StatusBadRequest, resp.Error("parse request body error: "+err.Error()))
return
}
ctx1, cancel := context.WithTimeout(context.Background(), time.Second*5)
defer cancel()
grpcGenericClient, err := s.grpcGenericClientFactory.GetClient(ctx1, svr)
if err != nil {
zlog.Error(err)
c.JSON(http.StatusForbidden, resp.Error(err.Error()))
return
}
// put session
ctx := context.Background()
ctx = session.PutSubject(ctx, session.NewRpcSubject("123456"))
ctx, cancel = context.WithTimeout(ctx, time.Second*20)
defer cancel()
// todo config call options
var opts []grpc.CallOption
if svr == "ExchangeService" && method == "HistoryKline" {
opts = append(opts, grpc.UseCompressor("snappy"))
}
// generic call with json
rsp, err := grpcGenericClient.InvokeUnaryJsonBytes(ctx, method, jsonBody, opts...)
if err != nil {
if err == generic.ErrorMethodNotExists {
c.JSON(http.StatusNotFound, resp.Error(err.Error()))
return
}
c.JSON(http.StatusInternalServerError, resp.Error(err.Error()))
return
}
// encode response
bytes, err := protojson.MarshalOptions{
UseProtoNames: false, // false:lowerCamelCase, true:snake_case
EmitUnpopulated: false, // 是否包含默认值
}.Marshal(rsp)
if err != nil {
c.JSON(http.StatusInternalServerError, resp.Error(err.Error()))
return
}
r := json.RawMessage(bytes)
c.JSON(http.StatusOK, resp.Success(r))
}

25
internal/trading/backtest/trade_simulator.go
Unescape View File

@ -51,27 +51,4 @@ func (s *TradeSimulator) ExecuteMarket(tradeId int64, symbol string, ticket trad
return return
} }
// ExecuteLimit 简单实现: 如果limit价格被kline的high/low包含则成交 // ExecuteLimit todo 简单实现: 如果limit价格被kline的high/low包含则成交
func (s *TradeSimulator) ExecuteLimit(side types.Side, qty float64, limitPx float64, k types.Kline, ts int64) (trd *Trade, filled bool) {
h := decimals.MustToFloat64(k.High)
l := decimals.MustToFloat64(k.Low)
switch side {
case types.SideLong:
// buy limit: filled if low <= price
if l <= limitPx {
// assume filled at min(limitPx, open)
px := math.Min(limitPx, decimals.MustToFloat64(k.Open))
fee := math.Abs(px*qty) * s.FeePct
trd = &Trade{Side: side, Qty: qty, Price: px * (1 + s.SlippagePct), Fee: fee, Time: ts}
return trd, true
}
case types.SideShort:
if h >= limitPx {
px := math.Max(limitPx, decimals.MustToFloat64(k.Open))
fee := math.Abs(px*qty) * s.FeePct
trd = &Trade{Side: side, Qty: qty, Price: px * (1 - s.SlippagePct), Fee: fee, Time: ts}
return trd, true
}
}
return nil, false
}

28
internal/trading/backtest/types.go
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@ -3,13 +3,12 @@ package backtest
import ( import (
"sig-pub/api/pb" "sig-pub/api/pb"
"sig-pub/pkg/trade" "sig-pub/pkg/trade"
"sig-pub/pkg/types"
) )
type BacktestResult struct { type BacktestResult struct {
StartTs int64 StartTs int64
EndTs int64 EndTs int64
Trades []*Trade Trades []*trade.TradeOrder
Positions []*trade.Position Positions []*trade.Position
Cash float64 Cash float64
Equity float64 Equity float64
@ -111,29 +110,4 @@ func (BacktestTradingPlan) TableName() string {
return "t_backtest_trading_plan" return "t_backtest_trading_plan"
} }
// Trade 交易计划回测单
type Trade struct {
Id int64 `json:"id" gorm:"column:id;primaryKey"` // 交易id
BacktestId int64 `json:"backtestId" gorm:"column:backtest_id;primaryKey"` // 回测id
Ctime int64 `json:"ctime" gorm:"column:ctime"` // 创建时间
Side types.Side `json:"side" gorm:"column:side"` // 交易方向
Qty float64 `json:"qty" gorm:"column:qty"` // 交易量
Price float64 `json:"price" gorm:"column:price"` // 开仓价格
Fee float64 `json:"fee" gorm:"column:fee"` // 开仓手续费
Leverage int32 `json:"leverage" gorm:"column:leverage"` // 杠杆倍数
Time int64 `json:"time" gorm:"column:time"` // 开仓时间
ClosePrice float64 `json:"closePrice" gorm:"column:close_price"` // 平仓价格
CloseFee float64 `json:"closeFee" gorm:"column:close_fee"` // 平仓手续费
CloseTime int64 `json:"closeTime" gorm:"column:close_time"` // 平仓时间
CloseCause trade.Cause `json:"closeCause" gorm:"column:close_cause"` // 平仓原因 ["stoploss", "takeprofit", "trailing", "retrace", "signal"](“止损”、“止盈”、“动态跟踪”、“回撤”、“信号”)
Pnl float64 `json:"pnl" gorm:"column:pnl"` // 盈利/亏损 pnl = (t.ClosePrice-t.Price)*t.Qty - t.Fee - t.CloseFee
Cash float64 `json:"cash" gorm:"column:cash"` // 平仓后账户净值
HoldTime string `json:"holdTime" gorm:"column:hold_time"` // 持仓时间
PeakPx float64 `json:"peakPx" gorm:"column:peak_px"` // highest (for long) or lowest (for short) observed price since entry
}
func (Trade) TableName() string {
return "t_backtest_trading_trade"
}
// 参数迭代 // 参数迭代

9
internal/trading/trading_data_persist.go
Unescape View File

@ -7,16 +7,17 @@ import (
"sig-pub/pkg/data/entity" "sig-pub/pkg/data/entity"
"sig-pub/pkg/storage/ck" "sig-pub/pkg/storage/ck"
"sig-pub/pkg/storage/persist" "sig-pub/pkg/storage/persist"
"sig-pub/pkg/trade"
) )
type TradingDataPersist struct { type TradingDataPersist struct {
db *persist.RDB db *persist.DB
pgBatchWriter *persist.PGBatchWriter pgBatchWriter *persist.PGBatchWriter
ckDB *ck.ClickhouseDB ckDB *ck.ClickhouseDB
ckBatchWriter *ck.ClickhouseBatchWriter ckBatchWriter *ck.ClickhouseBatchWriter
} }
func NewTradingDataPersist(db *persist.RDB, pgBatchWriter *persist.PGBatchWriter, func NewTradingDataPersist(db *persist.DB, pgBatchWriter *persist.PGBatchWriter,
ckDB *ck.ClickhouseDB, ckBatchWriter *ck.ClickhouseBatchWriter) *TradingDataPersist { ckDB *ck.ClickhouseDB, ckBatchWriter *ck.ClickhouseBatchWriter) *TradingDataPersist {
return &TradingDataPersist{ return &TradingDataPersist{
db: db, db: db,
@ -67,9 +68,9 @@ func (p *TradingDataPersist) ListBacktestLogs(userId int64) (backtestLogs []*bac
return return
} }
func (p *TradingDataPersist) ListBacktestTrades(backtestId int64) (trades []*backtest.Trade, err error) { func (p *TradingDataPersist) ListBacktestTrades(backtestId int64) (trades []*trade.TradeOrder, err error) {
err = p.db.Select(&trades, ` err = p.db.Select(&trades, `
select * from t_backtest_trading_trade where backtest_id = ? order by id asc select * from t_backtest_trading_order where backtest_id = ? order by id asc
`, backtestId) `, backtestId)
return return
} }

1
pkg/indicator/indicator_plot.go
Unescape View File

@ -31,4 +31,5 @@ const (
ColorGreen string = "green" ColorGreen string = "green"
ColorYellow string = "yellow" ColorYellow string = "yellow"
ColorBlue string = "blue" ColorBlue string = "blue"
ColorPurple string = "purple"
) )

1
pkg/indicator/indicator_registry.go
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@ -33,6 +33,7 @@ func (r *IndicatorRegistry) Init() (err error) {
r.MustRegistIndicator(&BollLB{}) r.MustRegistIndicator(&BollLB{})
r.MustRegistIndicator(&SuperTrend{}) r.MustRegistIndicator(&SuperTrend{})
r.MustRegistIndicator(&ADX{}) r.MustRegistIndicator(&ADX{})
r.MustRegistIndicator(&KDJ{})
return return
} }

73
pkg/indicator/kdj.go
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@ -0,0 +1,73 @@
package indicator
import (
"sig-pub/pkg/types"
)
type KDJ struct {
}
func (c *KDJ) Meta() IndicatorMeta {
return IndicatorMeta{
Name: "KDJ",
Input: []types.InputArg{
{Name: "rsvWindow", Type: types.InputTypeUInt, Desc: "周期"}, // 9
{Name: "kWindow", Type: types.InputTypeUInt, Desc: "K平滑"}, // 3
{Name: "dWindow", Type: types.InputTypeUInt, Desc: "D平滑"}, // 3
},
State: []string{"k", "d", "j"},
Plots: []Plot{
{State: "k", Type: PlotLine, Props: PlotProps{"color": ColorBlue}},
{State: "d", Type: PlotLine, Props: PlotProps{"color": ColorYellow}},
{State: "j", Type: PlotLine, Props: PlotProps{"color": ColorPurple}},
},
}
}
func (c *KDJ) CandlePeriods(ctx IIndicatorContext) int16 {
return ctx.Input().Int16("rsvWindow")
}
func (c *KDJ) Calculate(ctx IIndicatorContext) (vector float64) {
rsvWindow := ctx.Input().Int16("rsvWindow")
kWindow := float64(ctx.Input().Int16("kWindow"))
dWindow := float64(ctx.Input().Int16("dWindow"))
klines := ctx.Series(0, rsvWindow)
if len(klines) < int(rsvWindow) {
return
}
closePx := klines[0].CloseF64()
low := klines.Low().Min()
high := klines.High().Max()
var rsv float64
if high == low {
rsv = 50
} else {
rsv = (closePx - low) / (high - low) * 100
}
// K
prevK, ok := ctx.State().Get("k", 1)
if !ok {
prevK = 50
}
k := (kWindow-1)/kWindow*prevK + 1/kWindow*rsv
ctx.State().Set("k", k)
// D
prevD, ok := ctx.State().Get("d", 1)
if !ok {
prevD = 50
}
d := (dWindow-1)/dWindow*prevD + 1/dWindow*k
ctx.State().Set("d", d)
// J
j := 3*k - 2*d
ctx.State().Set("j", j)
return j
}

20
pkg/storage/persist/rdb.go
Unescape View File

@ -6,46 +6,46 @@ import (
"gorm.io/gorm" "gorm.io/gorm"
) )
// RDB gorm关系型数据 // DB gorm关系型数据
type RDB struct { type DB struct {
db *gorm.DB db *gorm.DB
} }
func NewRDB(db *gorm.DB) *RDB { func NewDB(db *gorm.DB) *DB {
return &RDB{ return &DB{
db: db, db: db,
} }
} }
func (m *RDB) Init() (err error) { func (m *DB) Init() (err error) {
return return
} }
func (m *RDB) Insert(data any) (err error) { func (m *DB) Insert(data any) (err error) {
return m.db.Create(data).Error return m.db.Create(data).Error
} }
// sql查询数据 // sql查询数据
func (m *RDB) Select(ret any, sql string, args ...any) (err error) { func (m *DB) Select(ret any, sql string, args ...any) (err error) {
return m.db.Raw(sql, args...).Scan(ret).Error return m.db.Raw(sql, args...).Scan(ret).Error
} }
// sql更新数据 // sql更新数据
func (m *RDB) Update(sql string, args ...any) (rowsAffected int64, err error) { func (m *DB) Update(sql string, args ...any) (rowsAffected int64, err error) {
tx := m.db.Exec(sql, args...) tx := m.db.Exec(sql, args...)
rowsAffected, err = tx.RowsAffected, tx.Error rowsAffected, err = tx.RowsAffected, tx.Error
return return
} }
// sql更新数据 // sql更新数据
func (m *RDB) UpdateBy(data any) (rowsAffected int64, err error) { func (m *DB) UpdateBy(data any) (rowsAffected int64, err error) {
tx := m.db.Model(data).Updates(data) tx := m.db.Model(data).Updates(data)
rowsAffected, err = tx.RowsAffected, tx.Error rowsAffected, err = tx.RowsAffected, tx.Error
return return
} }
// AutoMigrateTables 自动对齐表结构，自动根据字段修改数据库表结构，只会加改不会删字段 // AutoMigrateTables 自动对齐表结构，自动根据字段修改数据库表结构，只会加改不会删字段
func (m *RDB) AutoMigrateTables(gormStructs ...any) (err error) { func (m *DB) AutoMigrateTables(gormStructs ...any) (err error) {
if len(gormStructs) == 0 { if len(gormStructs) == 0 {
return return
} }

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