vrvp stream

internal/trading/sig/indicator_summary.go

@@ -1,7 +1,6 @@
 package sig
 
 import (
-	"fmt"
 	"sig-pub/pkg/indicator"
 )
 
@@ -22,30 +21,30 @@ func NewIndicatorSummary(summaryIndicatorNewer func() indicator.ISummaryIndicato
 
 // Summary 0 10, 0 20, 1 30
 func (s *IndicatorSummary) Summary(offset, count int16) (summary any, rok bool) {
-	key := fmt.Sprintf("%d,%d", offset, count)
-	summaryIndicator, ok := s.cachedSummaryIndicators[key]
+	// key := fmt.Sprintf("%d,%d", offset, count)
+	// summaryIndicator, ok := s.cachedSummaryIndicators[key]
 
-	if ok {
-		s.indicatorContext.AddOffset(offset + count + 1)
-		eliminater, ok := summaryIndicator.(indicator.ISummaryIndicatorEliminater)
-		if ok {
-			eliminater.Eliminate(s.indicatorContext)
-		}
-		s.indicatorContext.AddOffset(-(offset + count + 1))
+	// if ok {
+	// 	s.indicatorContext.AddOffset(offset + count + 1)
+	// 	eliminater, ok := summaryIndicator.(indicator.ISummaryIndicatorEliminater)
+	// 	if ok {
+	// 		eliminater.Eliminate(s.indicatorContext)
+	// 	}
+	// 	s.indicatorContext.AddOffset(-(offset + count + 1))
 
-		s.indicatorContext.AddOffset(offset)
-		summaryIndicator.Accumulate(s.indicatorContext)
-		summary, ok = summaryIndicator.Summary(s.indicatorContext)
-		s.indicatorContext.AddOffset(-offset)
-		return
-	}
+	// 	s.indicatorContext.AddOffset(offset)
+	// 	summaryIndicator.Accumulate(s.indicatorContext)
+	// 	summary, ok = summaryIndicator.Summary(s.indicatorContext)
+	// 	s.indicatorContext.AddOffset(-offset)
+	// 	return
+	// }
 
 	// 初始化, 计算全量数据
-	summaryIndicator = s.summaryIndicatorNewer()
+	summaryIndicator := s.summaryIndicatorNewer()
 	if err := summaryIndicator.Init(s.indicatorContext.Input()); err != nil {
 		panic(err)
 	}
-	s.cachedSummaryIndicators[key] = summaryIndicator
+	// s.cachedSummaryIndicators[key] = summaryIndicator
 
 	// 设置当前相对offset
 	offset = offset + count

internal/trading/trading_service.go

@@ -19,6 +19,7 @@ import (
 	"sig-pub/pkg/utils/times"
 	"sig-pub/pkg/zlog"
 	"sort"
+	"time"
 
 	"sig-pub/internal/trading/backtest"
 	"sig-pub/internal/trading/sig"
@@ -449,6 +450,8 @@ func (svc *TradingService) StrategySeries(ctx context.Context, req *pb.ReqStrate
 		rsp.Times = append(rsp.Times, ktime)
 		return
 	})
+	lastK := iiks.Get(driverInstId, interval).MustGet(0)
+	fmt.Println("lastK: ", lastK, lastK.Ts, time.UnixMilli(lastK.Ts))
 	return
 }
 

pkg/indicator/vrvp.go

@@ -3,7 +3,6 @@ package indicator
 import (
 	"math"
 	"sig-pub/pkg/types"
-	"sig-pub/pkg/zlog"
 )
 
 const (
@@ -202,8 +201,8 @@ func (v *VRVP) halveResolution() {
 // Summary 计算最终的成交量分布结果
 // 在所有K线Accumulate完成后调用
 func (v *VRVP) Summary(ctx IIndicatorContext) (summary any, ok bool) {
-	zlog.Debugf("VRVP Summary: klines=%d, skts=%d, ekts=%d, minPrice=%.2f, maxPrice=%.2f, baseStep=%.2f",
-		v.klines, v.skts, v.ekts, v.minPrice, v.maxPrice, v.baseStep)
+	// zlog.Debugf("VRVP Summary: klines=%d, skts=%d, ekts=%d, minPrice=%.2f, maxPrice=%.2f, baseStep=%.2f",
+	// 	v.klines, v.skts, v.ekts, v.minPrice, v.maxPrice, v.baseStep)
 	if v.minPrice >= v.maxPrice {
 		return nil, false
 	}

pkg/strategy/bollgrid.go

@@ -2,6 +2,7 @@ package strategy
 
 import (
 	"sig-pub/pkg/types"
+	"sig-pub/pkg/zlog"
 )
 
 // BollGrid 布林带网格策略
@@ -50,6 +51,10 @@ func (s *BollGrid) Update(ctx ISingleSigStrategyContext) (side types.Side) {
 	// 128 根k线的成交量分布图
 	summary, ok := ctx.SummaryIndicator("VRVP", types.Input{"buckets": 48}).Summary(0, 128)
 	_, _ = summary, ok
+	ts := ctx.Get(0).Ts
+	if ts == 1763685000000 {
+		zlog.Infof("last summary: %#v", summary)
+	}
 
 	// 获取指标数据
 	// BOLL指标 Calculate 返回值为 mb (中轨)