open
/
sig-pub
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity
Browse Source

backtest insert ck

main
strange 10 months ago
parent
3d7a91eb71
commit
5eaccb9a12
20 changed files with 794 additions and 140 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Unified View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 15
      cmd/trading/main.go
  2. 5
      config/config.toml
  3. 11
      docker-compose.yml
  4. 28
      go.mod
  5. 65
      go.sum
  6. 140
      internal/trading/backtest/account.go
  7. 11
      internal/trading/backtest/trade_simulator.go
  8. 69
      internal/trading/backtest/trading_plan_backtester.go
  9. 60
      internal/trading/backtest/types.go
  10. 23
      internal/trading/trading_data_persist.go
  11. 6
      internal/trading/trading_service.go
  12. 93
      pkg/config/config.go
  13. 1
      pkg/data/sdata/trade.go
  14. 4
      pkg/grpc/interceptor/recover_interceptor.go
  15. 73
      pkg/storage/ck/clickhouse.go
  16. 27
      pkg/storage/ck/clickhouse.sql
  17. 160
      pkg/storage/ck/clickhouse_batch_writer.go
  18. 30
      pkg/trade/close_strategy.go
  19. 0
      pkg/trade/risk/manager.go.txt
  20. 69
      pkg/trade/types.go

15
cmd/trading/main.go
Unescape View File

@ -10,6 +10,7 @@ import (
"sig-pub/pkg/grpc/discovery" "sig-pub/pkg/grpc/discovery"
"sig-pub/pkg/grpc/interceptor" "sig-pub/pkg/grpc/interceptor"
"sig-pub/pkg/mq" "sig-pub/pkg/mq"
"sig-pub/pkg/storage/ck"
"sig-pub/pkg/storage/persist" "sig-pub/pkg/storage/persist"
"sig-pub/pkg/utils/exit" "sig-pub/pkg/utils/exit"
"sig-pub/pkg/zlog" "sig-pub/pkg/zlog"
@ -55,7 +56,19 @@ func main() {
if err := rdb.Init(); err != nil { if err := rdb.Init(); err != nil {
panic(err) panic(err)
} }
tradingDataPersist := trading.NewTradingDataPersist(rdb) // clickhouse
ckBatchWriter := ck.NewClickhouseBatchWriter(conf.Database.Clickhouse)
if err := ckBatchWriter.Init(); err != nil {
panic(err)
}
ckDB := ck.NewClickhouseDB(conf.Database.Clickhouse)
if err := ckDB.Init(); err != nil {
panic(err)
}
tradingDataPersist := trading.NewTradingDataPersist(rdb, ckDB, ckBatchWriter)
if err := tradingDataPersist.Init(); err != nil {
panic(err)
}
// new market grpc client // new market grpc client
marketClient, err := client.NewMarketClient( marketClient, err := client.NewMarketClient(

5
config/config.toml
Unescape View File

@ -34,13 +34,14 @@ postgres = { DSN = "host=127.0.0.1 port=5432 user=postgres password=123456 dbnam
[database.clickhouse] [database.clickhouse]
# dsn = "clickhouse://user:password@192.168.0.137:9000/game?dial_timeout=10s&read_timeout=20s" # dsn = "clickhouse://user:password@192.168.0.137:9000/game?dial_timeout=10s&read_timeout=20s"
addr = "127.0.0.1:7900" addr = "127.0.0.1:9000"
database = "sig" database = "sig"
username = "root" username = "root"
password = "123456" password = "123456"
dial_timeout = 10 dial_timeout = 10
read_timeout = 20 read_timeout = 20
logsql = false logsql = true
logsqlCk = false
[database.kvrocks] [database.kvrocks]
addr = "127.0.0.1:7666" addr = "127.0.0.1:7666"

11
docker-compose.yml
Unescape View File

@ -1,11 +1,14 @@
# docker compose up -d sig-consul sig-kvrocks sig-postgres sig-vm sig-nats sig-clickhouse
services: services:
sig-clickhouse: sig-clickhouse:
image: 'clickhouse/clickhouse-server:24.12' image: 'clickhouse/clickhouse-server:25.10'
user: 'root' user: 'root'
container_name: sig-clickhouse container_name: sig-clickhouse
hostname: sig-clickhouse hostname: sig-clickhouse
environment: environment:
# - CLICKHOUSE_DB=sig - CLICKHOUSE_RUN_AS_ROOT=1
- CLICKHOUSE_DB=sig
- CLICKHOUSE_USER=root - CLICKHOUSE_USER=root
- CLICKHOUSE_DEFAULT_ACCESS_MANAGEMENT=1 - CLICKHOUSE_DEFAULT_ACCESS_MANAGEMENT=1
- CLICKHOUSE_PASSWORD=123456 - CLICKHOUSE_PASSWORD=123456
@ -16,8 +19,8 @@ services:
# - ./fs/clickhouse/config.d/config.xml:/etc/clickhouse-server/config.d/config.xml # - ./fs/clickhouse/config.d/config.xml:/etc/clickhouse-server/config.d/config.xml
# - ./fs/clickhouse/users.d/users.xml:/etc/clickhouse-server/users.d/users.xml # - ./fs/clickhouse/users.d/users.xml:/etc/clickhouse-server/users.d/users.xml
ports: ports:
- '7123:8123' - '8123:8123'
- '7900:9000' - '9000:9000'
ulimits: ulimits:
nofile: nofile:
soft: "262144" soft: "262144"

28
go.mod
Unescape View File

@ -1,6 +1,6 @@
module sig-pub module sig-pub
go 1.23.8 go 1.24.0
toolchain go1.24.7 toolchain go1.24.7
@ -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/net v0.38.0 golang.org/x/net v0.44.0
golang.org/x/sync v0.13.0 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
google.golang.org/grpc v1.71.1 google.golang.org/grpc v1.71.1
@ -38,10 +38,13 @@ require (
gopkg.in/natefinch/lumberjack.v2 v2.2.1 gopkg.in/natefinch/lumberjack.v2 v2.2.1
gorm.io/driver/mysql v1.5.7 gorm.io/driver/mysql v1.5.7
gorm.io/driver/postgres v1.6.0 gorm.io/driver/postgres v1.6.0
gorm.io/gorm v1.25.12 gorm.io/gorm v1.30.0
) )
require ( require (
github.com/ClickHouse/ch-go v0.68.0 // indirect
github.com/ClickHouse/clickhouse-go/v2 v2.40.3 // indirect
github.com/andybalholm/brotli v1.2.0 // indirect
github.com/apapsch/go-jsonmerge/v2 v2.0.0 // indirect github.com/apapsch/go-jsonmerge/v2 v2.0.0 // indirect
github.com/armon/go-metrics v0.4.1 // indirect github.com/armon/go-metrics v0.4.1 // indirect
github.com/bytedance/sonic/loader v0.2.4 // indirect github.com/bytedance/sonic/loader v0.2.4 // indirect
@ -54,6 +57,8 @@ require (
github.com/fsnotify/fsnotify v1.8.0 // indirect github.com/fsnotify/fsnotify v1.8.0 // indirect
github.com/gabriel-vasile/mimetype v1.4.8 // indirect github.com/gabriel-vasile/mimetype v1.4.8 // indirect
github.com/gin-contrib/sse v1.0.0 // indirect github.com/gin-contrib/sse v1.0.0 // indirect
github.com/go-faster/city v1.0.1 // indirect
github.com/go-faster/errors v0.7.1 // indirect
github.com/go-playground/locales v0.14.1 // indirect github.com/go-playground/locales v0.14.1 // indirect
github.com/go-playground/universal-translator v0.18.1 // indirect github.com/go-playground/universal-translator v0.18.1 // indirect
github.com/go-playground/validator/v10 v10.26.0 // indirect github.com/go-playground/validator/v10 v10.26.0 // indirect
@ -70,6 +75,7 @@ require (
github.com/hashicorp/go-immutable-radix v1.3.1 // indirect github.com/hashicorp/go-immutable-radix v1.3.1 // indirect
github.com/hashicorp/go-multierror v1.1.1 // indirect github.com/hashicorp/go-multierror v1.1.1 // indirect
github.com/hashicorp/go-rootcerts v1.0.2 // indirect github.com/hashicorp/go-rootcerts v1.0.2 // indirect
github.com/hashicorp/go-version v1.7.0 // indirect
github.com/hashicorp/golang-lru v0.5.4 // indirect github.com/hashicorp/golang-lru v0.5.4 // indirect
github.com/hashicorp/serf v0.10.1 // indirect github.com/hashicorp/serf v0.10.1 // indirect
github.com/influxdata/line-protocol v0.0.0-20200327222509-2487e7298839 // indirect github.com/influxdata/line-protocol v0.0.0-20200327222509-2487e7298839 // indirect
@ -91,8 +97,12 @@ require (
github.com/nats-io/nkeys v0.4.11 // indirect github.com/nats-io/nkeys v0.4.11 // indirect
github.com/nats-io/nuid v1.0.1 // indirect github.com/nats-io/nuid v1.0.1 // indirect
github.com/oapi-codegen/runtime v1.0.0 // indirect github.com/oapi-codegen/runtime v1.0.0 // indirect
github.com/paulmach/orb v0.11.1 // indirect
github.com/pelletier/go-toml/v2 v2.2.3 // indirect github.com/pelletier/go-toml/v2 v2.2.3 // indirect
github.com/pierrec/lz4/v4 v4.1.22 // indirect
github.com/sagikazarmark/locafero v0.7.0 // indirect github.com/sagikazarmark/locafero v0.7.0 // indirect
github.com/segmentio/asm v1.2.0 // indirect
github.com/shopspring/decimal v1.4.0 // indirect
github.com/sourcegraph/conc v0.3.0 // indirect github.com/sourcegraph/conc v0.3.0 // indirect
github.com/spf13/afero v1.12.0 // indirect github.com/spf13/afero v1.12.0 // indirect
github.com/spf13/pflag v1.0.6 // indirect github.com/spf13/pflag v1.0.6 // indirect
@ -102,13 +112,17 @@ require (
github.com/valyala/fastrand v1.1.0 // indirect github.com/valyala/fastrand v1.1.0 // indirect
github.com/valyala/histogram v1.2.0 // indirect github.com/valyala/histogram v1.2.0 // 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/trace v1.38.0 // indirect
go.uber.org/multierr v1.11.0 // indirect go.uber.org/multierr v1.11.0 // 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/crypto v0.37.0 // indirect golang.org/x/crypto v0.42.0 // 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 v0.32.0 // indirect golang.org/x/sys v0.36.0 // indirect
golang.org/x/text v0.24.0 // indirect golang.org/x/text v0.29.0 // 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
gorm.io/driver/clickhouse v0.7.0 // indirect
) )

65
go.sum
Unescape View File

@ -1,3 +1,7 @@
github.com/ClickHouse/ch-go v0.68.0 h1:zd2VD8l2aVYnXFRyhTyKCrxvhSz1AaY4wBUXu/f0GiU=
github.com/ClickHouse/ch-go v0.68.0/go.mod h1:C89Fsm7oyck9hr6rRo5gqqiVtaIY6AjdD0WFMyNRQ5s=
github.com/ClickHouse/clickhouse-go/v2 v2.40.3 h1:46jB4kKwVDUOnECpStKMVXxvR0Cg9zeV9vdbPjtn6po=
github.com/ClickHouse/clickhouse-go/v2 v2.40.3/go.mod h1:qO0HwvjCnTB4BPL/k6EE3l4d9f/uF+aoimAhJX70eKA=
github.com/DataDog/datadog-go v3.2.0+incompatible/go.mod h1:LButxg5PwREeZtORoXG3tL4fMGNddJ+vMq1mwgfaqoQ= github.com/DataDog/datadog-go v3.2.0+incompatible/go.mod h1:LButxg5PwREeZtORoXG3tL4fMGNddJ+vMq1mwgfaqoQ=
github.com/RaveNoX/go-jsoncommentstrip v1.0.0/go.mod h1:78ihd09MekBnJnxpICcwzCMzGrKSKYe4AqU6PDYYpjk= github.com/RaveNoX/go-jsoncommentstrip v1.0.0/go.mod h1:78ihd09MekBnJnxpICcwzCMzGrKSKYe4AqU6PDYYpjk=
github.com/VictoriaMetrics/metrics v1.36.0 h1:f3SZMpLgIG4hJm2zfDs6wicxQ/QNWBZekY5rEGgbHKs= github.com/VictoriaMetrics/metrics v1.36.0 h1:f3SZMpLgIG4hJm2zfDs6wicxQ/QNWBZekY5rEGgbHKs=
@ -6,6 +10,8 @@ github.com/alecthomas/template v0.0.0-20160405071501-a0175ee3bccc/go.mod h1:LOuy
github.com/alecthomas/template v0.0.0-20190718012654-fb15b899a751/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc= github.com/alecthomas/template v0.0.0-20190718012654-fb15b899a751/go.mod h1:LOuyumcjzFXgccqObfd/Ljyb9UuFJ6TxHnclSeseNhc=
github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0= github.com/alecthomas/units v0.0.0-20151022065526-2efee857e7cf/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
github.com/alecthomas/units v0.0.0-20190717042225-c3de453c63f4/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0= github.com/alecthomas/units v0.0.0-20190717042225-c3de453c63f4/go.mod h1:ybxpYRFXyAe+OPACYpWeL0wqObRcbAqCMya13uyzqw0=
github.com/andybalholm/brotli v1.2.0 h1:ukwgCxwYrmACq68yiUqwIWnGY0cTPox/M94sVwToPjQ=
github.com/andybalholm/brotli v1.2.0/go.mod h1:rzTDkvFWvIrjDXZHkuS16NPggd91W3kUSvPlQ1pLaKY=
github.com/apapsch/go-jsonmerge/v2 v2.0.0 h1:axGnT1gRIfimI7gJifB699GoE/oq+F2MU7Dml6nw9rQ= github.com/apapsch/go-jsonmerge/v2 v2.0.0 h1:axGnT1gRIfimI7gJifB699GoE/oq+F2MU7Dml6nw9rQ=
github.com/apapsch/go-jsonmerge/v2 v2.0.0/go.mod h1:lvDnEdqiQrp0O42VQGgmlKpxL1AP2+08jFMw88y4klk= github.com/apapsch/go-jsonmerge/v2 v2.0.0/go.mod h1:lvDnEdqiQrp0O42VQGgmlKpxL1AP2+08jFMw88y4klk=
github.com/armon/circbuf v0.0.0-20150827004946-bbbad097214e/go.mod h1:3U/XgcO3hCbHZ8TKRvWD2dDTCfh9M9ya+I9JpbB7O8o= github.com/armon/circbuf v0.0.0-20150827004946-bbbad097214e/go.mod h1:3U/XgcO3hCbHZ8TKRvWD2dDTCfh9M9ya+I9JpbB7O8o=
@ -69,12 +75,17 @@ github.com/gin-contrib/sse v1.0.0 h1:y3bT1mUWUxDpW4JLQg/HnTqV4rozuW4tC9eFKTxYI9E
github.com/gin-contrib/sse v1.0.0/go.mod h1:zNuFdwarAygJBht0NTKiSi3jRf6RbqeILZ9Sp6Slhe0= github.com/gin-contrib/sse v1.0.0/go.mod h1:zNuFdwarAygJBht0NTKiSi3jRf6RbqeILZ9Sp6Slhe0=
github.com/gin-gonic/gin v1.10.0 h1:nTuyha1TYqgedzytsKYqna+DfLos46nTv2ygFy86HFU= github.com/gin-gonic/gin v1.10.0 h1:nTuyha1TYqgedzytsKYqna+DfLos46nTv2ygFy86HFU=
github.com/gin-gonic/gin v1.10.0/go.mod h1:4PMNQiOhvDRa013RKVbsiNwoyezlm2rm0uX/T7kzp5Y= github.com/gin-gonic/gin v1.10.0/go.mod h1:4PMNQiOhvDRa013RKVbsiNwoyezlm2rm0uX/T7kzp5Y=
github.com/go-faster/city v1.0.1 h1:4WAxSZ3V2Ws4QRDrscLEDcibJY8uf41H6AhXDrNDcGw=
github.com/go-faster/city v1.0.1/go.mod h1:jKcUJId49qdW3L1qKHH/3wPeUstCVpVSXTM6vO3VcTw=
github.com/go-faster/errors v0.7.1 h1:MkJTnDoEdi9pDabt1dpWf7AA8/BaSYZqibYyhZ20AYg=
github.com/go-faster/errors v0.7.1/go.mod h1:5ySTjWFiphBs07IKuiL69nxdfd5+fzh1u7FPGZP2quo=
github.com/go-kit/kit v0.8.0/go.mod h1:xBxKIO96dXMWWy0MnWVtmwkA9/13aqxPnvrjFYMA2as= github.com/go-kit/kit v0.8.0/go.mod h1:xBxKIO96dXMWWy0MnWVtmwkA9/13aqxPnvrjFYMA2as=
github.com/go-kit/kit v0.9.0/go.mod h1:xBxKIO96dXMWWy0MnWVtmwkA9/13aqxPnvrjFYMA2as= github.com/go-kit/kit v0.9.0/go.mod h1:xBxKIO96dXMWWy0MnWVtmwkA9/13aqxPnvrjFYMA2as=
github.com/go-logfmt/logfmt v0.3.0/go.mod h1:Qt1PoO58o5twSAckw1HlFXLmHsOX5/0LbT9GBnD5lWE= github.com/go-logfmt/logfmt v0.3.0/go.mod h1:Qt1PoO58o5twSAckw1HlFXLmHsOX5/0LbT9GBnD5lWE=
github.com/go-logfmt/logfmt v0.4.0/go.mod h1:3RMwSq7FuexP4Kalkev3ejPJsZTpXXBr9+V4qmtdjCk= github.com/go-logfmt/logfmt v0.4.0/go.mod h1:3RMwSq7FuexP4Kalkev3ejPJsZTpXXBr9+V4qmtdjCk=
github.com/go-logr/logr v1.4.2 h1:6pFjapn8bFcIbiKo3XT4j/BhANplGihG6tvd+8rYgrY= github.com/go-logr/logr v1.4.2 h1:6pFjapn8bFcIbiKo3XT4j/BhANplGihG6tvd+8rYgrY=
github.com/go-logr/logr v1.4.2/go.mod h1:9T104GzyrTigFIr8wt5mBrctHMim0Nb2HLGrmQ40KvY= github.com/go-logr/logr v1.4.2/go.mod h1:9T104GzyrTigFIr8wt5mBrctHMim0Nb2HLGrmQ40KvY=
github.com/go-logr/logr v1.4.3 h1:CjnDlHq8ikf6E492q6eKboGOC0T8CDaOvkHCIg8idEI=
github.com/go-logr/stdr v1.2.2 h1:hSWxHoqTgW2S2qGc0LTAI563KZ5YKYRhT3MFKZMbjag= github.com/go-logr/stdr v1.2.2 h1:hSWxHoqTgW2S2qGc0LTAI563KZ5YKYRhT3MFKZMbjag=
github.com/go-logr/stdr v1.2.2/go.mod h1:mMo/vtBO5dYbehREoey6XUKy/eSumjCCveDpRre4VKE= github.com/go-logr/stdr v1.2.2/go.mod h1:mMo/vtBO5dYbehREoey6XUKy/eSumjCCveDpRre4VKE=
github.com/go-playground/assert/v2 v2.2.0 h1:JvknZsQTYeFEAhQwI4qEt9cyV5ONwRHC+lYKSsYSR8s= github.com/go-playground/assert/v2 v2.2.0 h1:JvknZsQTYeFEAhQwI4qEt9cyV5ONwRHC+lYKSsYSR8s=
@ -101,8 +112,10 @@ github.com/gogo/protobuf v1.3.2/go.mod h1:P1XiOD3dCwIKUDQYPy72D8LYyHL2YPYrpS2s69
github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.2.0/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.3.1/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U=
github.com/golang/protobuf v1.5.0/go.mod h1:FsONVRAS9T7sI+LIUmWTfcYkHO4aIWwzhcaSAoJOfIk=
github.com/golang/protobuf v1.5.4 h1:i7eJL8qZTpSEXOPTxNKhASYpMn+8e5Q6AdndVa1dWek= github.com/golang/protobuf v1.5.4 h1:i7eJL8qZTpSEXOPTxNKhASYpMn+8e5Q6AdndVa1dWek=
github.com/golang/protobuf v1.5.4/go.mod h1:lnTiLA8Wa4RWRcIUkrtSVa5nRhsEGBg48fD6rSs7xps= github.com/golang/protobuf v1.5.4/go.mod h1:lnTiLA8Wa4RWRcIUkrtSVa5nRhsEGBg48fD6rSs7xps=
github.com/golang/snappy v0.0.1/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
github.com/golang/snappy v0.0.4 h1:yAGX7huGHXlcLOEtBnF4w7FQwA26wojNCwOYAEhLjQM= github.com/golang/snappy v0.0.4 h1:yAGX7huGHXlcLOEtBnF4w7FQwA26wojNCwOYAEhLjQM=
github.com/golang/snappy v0.0.4/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q= github.com/golang/snappy v0.0.4/go.mod h1:/XxbfmMg8lxefKM7IXC3fBNl/7bRcc72aCRzEWrmP2Q=
github.com/google/btree v0.0.0-20180813153112-4030bb1f1f0c/go.mod h1:lNA+9X1NB3Zf8V7Ke586lFgjr2dZNuvo3lPJSGZ5JPQ= github.com/google/btree v0.0.0-20180813153112-4030bb1f1f0c/go.mod h1:lNA+9X1NB3Zf8V7Ke586lFgjr2dZNuvo3lPJSGZ5JPQ=
@ -111,6 +124,8 @@ github.com/google/btree v1.0.1/go.mod h1:xXMiIv4Fb/0kKde4SpL7qlzvu5cMJDRkFDxJfI9
github.com/google/go-cmp v0.3.0/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU= github.com/google/go-cmp v0.3.0/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU=
github.com/google/go-cmp v0.3.1/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU= github.com/google/go-cmp v0.3.1/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU=
github.com/google/go-cmp v0.4.0/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE= github.com/google/go-cmp v0.4.0/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE=
github.com/google/go-cmp v0.5.2/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE=
github.com/google/go-cmp v0.5.5/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE=
github.com/google/go-cmp v0.7.0 h1:wk8382ETsv4JYUZwIsn6YpYiWiBsYLSJiTsyBybVuN8= github.com/google/go-cmp v0.7.0 h1:wk8382ETsv4JYUZwIsn6YpYiWiBsYLSJiTsyBybVuN8=
github.com/google/go-cmp v0.7.0/go.mod h1:pXiqmnSA92OHEEa9HXL2W4E7lf9JzCmGVUdgjX3N/iU= github.com/google/go-cmp v0.7.0/go.mod h1:pXiqmnSA92OHEEa9HXL2W4E7lf9JzCmGVUdgjX3N/iU=
github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg= github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg=
@ -157,6 +172,8 @@ github.com/hashicorp/go-uuid v1.0.3 h1:2gKiV6YVmrJ1i2CKKa9obLvRieoRGviZFL26PcT/C
github.com/hashicorp/go-uuid v1.0.3/go.mod h1:6SBZvOh/SIDV7/2o3Jml5SYk/TvGqwFJ/bN7x4byOro= github.com/hashicorp/go-uuid v1.0.3/go.mod h1:6SBZvOh/SIDV7/2o3Jml5SYk/TvGqwFJ/bN7x4byOro=
github.com/hashicorp/go-version v1.2.1 h1:zEfKbn2+PDgroKdiOzqiE8rsmLqU2uwi5PB5pBJ3TkI= github.com/hashicorp/go-version v1.2.1 h1:zEfKbn2+PDgroKdiOzqiE8rsmLqU2uwi5PB5pBJ3TkI=
github.com/hashicorp/go-version v1.2.1/go.mod h1:fltr4n8CU8Ke44wwGCBoEymUuxUHl09ZGVZPK5anwXA= github.com/hashicorp/go-version v1.2.1/go.mod h1:fltr4n8CU8Ke44wwGCBoEymUuxUHl09ZGVZPK5anwXA=
github.com/hashicorp/go-version v1.7.0 h1:5tqGy27NaOTB8yJKUZELlFAS/LTKJkrmONwQKeRZfjY=
github.com/hashicorp/go-version v1.7.0/go.mod h1:fltr4n8CU8Ke44wwGCBoEymUuxUHl09ZGVZPK5anwXA=
github.com/hashicorp/golang-lru v0.5.0/go.mod h1:/m3WP610KZHVQ1SGc6re/UDhFvYD7pJ4Ao+sR/qLZy8= github.com/hashicorp/golang-lru v0.5.0/go.mod h1:/m3WP610KZHVQ1SGc6re/UDhFvYD7pJ4Ao+sR/qLZy8=
github.com/hashicorp/golang-lru v0.5.4 h1:YDjusn29QI/Das2iO9M0BHnIbxPeyuCHsjMW+lJfyTc= github.com/hashicorp/golang-lru v0.5.4 h1:YDjusn29QI/Das2iO9M0BHnIbxPeyuCHsjMW+lJfyTc=
github.com/hashicorp/golang-lru v0.5.4/go.mod h1:iADmTwqILo4mZ8BN3D2Q6+9jd8WM5uGBxy+E8yxSoD4= github.com/hashicorp/golang-lru v0.5.4/go.mod h1:iADmTwqILo4mZ8BN3D2Q6+9jd8WM5uGBxy+E8yxSoD4=
@ -192,6 +209,7 @@ github.com/juju/gnuflag v0.0.0-20171113085948-2ce1bb71843d/go.mod h1:2PavIy+JPci
github.com/julienschmidt/httprouter v1.2.0/go.mod h1:SYymIcj16QtmaHHD7aYtjjsJG7VTCxuUUipMqKk8s4w= github.com/julienschmidt/httprouter v1.2.0/go.mod h1:SYymIcj16QtmaHHD7aYtjjsJG7VTCxuUUipMqKk8s4w=
github.com/kisielk/errcheck v1.5.0/go.mod h1:pFxgyoBC7bSaBwPgfKdkLd5X25qrDl4LWUI2bnpBCr8= github.com/kisielk/errcheck v1.5.0/go.mod h1:pFxgyoBC7bSaBwPgfKdkLd5X25qrDl4LWUI2bnpBCr8=
github.com/kisielk/gotool v1.0.0/go.mod h1:XhKaO+MFFWcvkIS/tQcRk01m1F5IRFswLeQ+oQHNcck= github.com/kisielk/gotool v1.0.0/go.mod h1:XhKaO+MFFWcvkIS/tQcRk01m1F5IRFswLeQ+oQHNcck=
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/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=
@ -245,6 +263,7 @@ github.com/modern-go/reflect2 v0.0.0-20180701023420-4b7aa43c6742/go.mod h1:bx2lN
github.com/modern-go/reflect2 v1.0.1/go.mod h1:bx2lNnkwVCuqBIxFjflWJWanXIb3RllmbCylyMrvgv0= github.com/modern-go/reflect2 v1.0.1/go.mod h1:bx2lNnkwVCuqBIxFjflWJWanXIb3RllmbCylyMrvgv0=
github.com/modern-go/reflect2 v1.0.2 h1:xBagoLtFs94CBntxluKeaWgTMpvLxC4ur3nMaC9Gz0M= github.com/modern-go/reflect2 v1.0.2 h1:xBagoLtFs94CBntxluKeaWgTMpvLxC4ur3nMaC9Gz0M=
github.com/modern-go/reflect2 v1.0.2/go.mod h1:yWuevngMOJpCy52FWWMvUC8ws7m/LJsjYzDa0/r8luk= github.com/modern-go/reflect2 v1.0.2/go.mod h1:yWuevngMOJpCy52FWWMvUC8ws7m/LJsjYzDa0/r8luk=
github.com/montanaflynn/stats v0.0.0-20171201202039-1bf9dbcd8cbe/go.mod h1:wL8QJuTMNUDYhXwkmfOly8iTdp5TEcJFWZD2D7SIkUc=
github.com/mostynb/go-grpc-compression v1.2.3 h1:42/BKWMy0KEJGSdWvzqIyOZ95YcR9mLPqKctH7Uo//I= github.com/mostynb/go-grpc-compression v1.2.3 h1:42/BKWMy0KEJGSdWvzqIyOZ95YcR9mLPqKctH7Uo//I=
github.com/mostynb/go-grpc-compression v1.2.3/go.mod h1:AghIxF3P57umzqM9yz795+y1Vjs47Km/Y2FE6ouQ7Lg= github.com/mostynb/go-grpc-compression v1.2.3/go.mod h1:AghIxF3P57umzqM9yz795+y1Vjs47Km/Y2FE6ouQ7Lg=
github.com/mwitkow/go-conntrack v0.0.0-20161129095857-cc309e4a2223/go.mod h1:qRWi+5nqEBWmkhHvq77mSJWrCKwh8bxhgT7d/eI7P4U= github.com/mwitkow/go-conntrack v0.0.0-20161129095857-cc309e4a2223/go.mod h1:qRWi+5nqEBWmkhHvq77mSJWrCKwh8bxhgT7d/eI7P4U=
@ -259,8 +278,13 @@ github.com/oapi-codegen/runtime v1.0.0/go.mod h1:LmCUMQuPB4M/nLXilQXhHw+BLZdDb18
github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc= github.com/pascaldekloe/goe v0.0.0-20180627143212-57f6aae5913c/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
github.com/pascaldekloe/goe v0.1.0 h1:cBOtyMzM9HTpWjXfbbunk26uA6nG3a8n06Wieeh0MwY= github.com/pascaldekloe/goe v0.1.0 h1:cBOtyMzM9HTpWjXfbbunk26uA6nG3a8n06Wieeh0MwY=
github.com/pascaldekloe/goe v0.1.0/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc= github.com/pascaldekloe/goe v0.1.0/go.mod h1:lzWF7FIEvWOWxwDKqyGYQf6ZUaNfKdP144TG7ZOy1lc=
github.com/paulmach/orb v0.11.1 h1:3koVegMC4X/WeiXYz9iswopaTwMem53NzTJuTF20JzU=
github.com/paulmach/orb v0.11.1/go.mod h1:5mULz1xQfs3bmQm63QEJA6lNGujuRafwA5S/EnuLaLU=
github.com/paulmach/protoscan v0.2.1/go.mod h1:SpcSwydNLrxUGSDvXvO0P7g7AuhJ7lcKfDlhJCDw2gY=
github.com/pelletier/go-toml/v2 v2.2.3 h1:YmeHyLY8mFWbdkNWwpr+qIL2bEqT0o95WSdkNHvL12M= github.com/pelletier/go-toml/v2 v2.2.3 h1:YmeHyLY8mFWbdkNWwpr+qIL2bEqT0o95WSdkNHvL12M=
github.com/pelletier/go-toml/v2 v2.2.3/go.mod h1:MfCQTFTvCcUyyvvwm1+G6H/jORL20Xlb6rzQu9GuUkc= github.com/pelletier/go-toml/v2 v2.2.3/go.mod h1:MfCQTFTvCcUyyvvwm1+G6H/jORL20Xlb6rzQu9GuUkc=
github.com/pierrec/lz4/v4 v4.1.22 h1:cKFw6uJDK+/gfw5BcDL0JL5aBsAFdsIT18eRtLj7VIU=
github.com/pierrec/lz4/v4 v4.1.22/go.mod h1:gZWDp/Ze/IJXGXf23ltt2EXimqmTUXEy0GFuRQyBid4=
github.com/pkg/errors v0.8.0/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0= github.com/pkg/errors v0.8.0/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0= github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
github.com/pkg/errors v0.9.1 h1:FEBLx1zS214owpjy7qsBeixbURkuhQAwrK5UwLGTwt4= github.com/pkg/errors v0.9.1 h1:FEBLx1zS214owpjy7qsBeixbURkuhQAwrK5UwLGTwt4=
@ -290,6 +314,10 @@ github.com/sagikazarmark/locafero v0.7.0 h1:5MqpDsTGNDhY8sGp0Aowyf0qKsPrhewaLSsF
github.com/sagikazarmark/locafero v0.7.0/go.mod h1:2za3Cg5rMaTMoG/2Ulr9AwtFaIppKXTRYnozin4aB5k= github.com/sagikazarmark/locafero v0.7.0/go.mod h1:2za3Cg5rMaTMoG/2Ulr9AwtFaIppKXTRYnozin4aB5k=
github.com/sean-/seed v0.0.0-20170313163322-e2103e2c3529 h1:nn5Wsu0esKSJiIVhscUtVbo7ada43DJhG55ua/hjS5I= github.com/sean-/seed v0.0.0-20170313163322-e2103e2c3529 h1:nn5Wsu0esKSJiIVhscUtVbo7ada43DJhG55ua/hjS5I=
github.com/sean-/seed v0.0.0-20170313163322-e2103e2c3529/go.mod h1:DxrIzT+xaE7yg65j358z/aeFdxmN0P9QXhEzd20vsDc= github.com/sean-/seed v0.0.0-20170313163322-e2103e2c3529/go.mod h1:DxrIzT+xaE7yg65j358z/aeFdxmN0P9QXhEzd20vsDc=
github.com/segmentio/asm v1.2.0 h1:9BQrFxC+YOHJlTlHGkTrFWf59nbL3XnCoFLTwDCI7ys=
github.com/segmentio/asm v1.2.0/go.mod h1:BqMnlJP91P8d+4ibuonYZw9mfnzI9HfxselHZr5aAcs=
github.com/shopspring/decimal v1.4.0 h1:bxl37RwXBklmTi0C79JfXCEBD1cqqHt0bbgBAGFp81k=
github.com/shopspring/decimal v1.4.0/go.mod h1:gawqmDU56v4yIKSwfBSFip1HdCCXN8/+DMd9qYNcwME=
github.com/sirupsen/logrus v1.2.0/go.mod h1:LxeOpSwHxABJmUn/MG1IvRgCAasNZTLOkJPxbbu5VWo= github.com/sirupsen/logrus v1.2.0/go.mod h1:LxeOpSwHxABJmUn/MG1IvRgCAasNZTLOkJPxbbu5VWo=
github.com/sirupsen/logrus v1.4.2/go.mod h1:tLMulIdttU9McNUspp0xgXVQah82FyeX6MwdIuYE2rE= github.com/sirupsen/logrus v1.4.2/go.mod h1:tLMulIdttU9McNUspp0xgXVQah82FyeX6MwdIuYE2rE=
github.com/sourcegraph/conc v0.3.0 h1:OQTbbt6P72L20UqAkXXuLOj79LfEanQ+YQFNpLA9ySo= github.com/sourcegraph/conc v0.3.0 h1:OQTbbt6P72L20UqAkXXuLOj79LfEanQ+YQFNpLA9ySo=
@ -312,6 +340,7 @@ github.com/stretchr/objx v0.5.2/go.mod h1:FRsXN1f5AsAjCGJKqEizvkpNtU+EGNCLh3NxZ/
github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs= github.com/stretchr/testify v1.2.2/go.mod h1:a8OnRcib4nhh0OaRAV+Yts87kKdq0PP7pXfy6kDkUVs=
github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI= github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4= github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
github.com/stretchr/testify v1.6.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg= github.com/stretchr/testify v1.7.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
github.com/stretchr/testify v1.7.2/go.mod h1:R6va5+xMeoiuVRoj+gSkQ7d3FALtqAAGI1FQKckRals= github.com/stretchr/testify v1.7.2/go.mod h1:R6va5+xMeoiuVRoj+gSkQ7d3FALtqAAGI1FQKckRals=
@ -320,8 +349,10 @@ github.com/stretchr/testify v1.8.1/go.mod h1:w2LPCIKwWwSfY2zedu0+kehJoqGctiVI29o
github.com/stretchr/testify v1.8.4/go.mod h1:sz/lmYIOXD/1dqDmKjjqLyZ2RngseejIcXlSw2iwfAo= github.com/stretchr/testify v1.8.4/go.mod h1:sz/lmYIOXD/1dqDmKjjqLyZ2RngseejIcXlSw2iwfAo=
github.com/stretchr/testify v1.10.0 h1:Xv5erBjTwe/5IxqUQTdXv5kgmIvbHo3QQyRwhJsOfJA= github.com/stretchr/testify v1.10.0 h1:Xv5erBjTwe/5IxqUQTdXv5kgmIvbHo3QQyRwhJsOfJA=
github.com/stretchr/testify v1.10.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY= github.com/stretchr/testify v1.10.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
github.com/stretchr/testify v1.11.1 h1:7s2iGBzp5EwR7/aIZr8ao5+dra3wiQyKjjFuvgVKu7U=
github.com/subosito/gotenv v1.6.0 h1:9NlTDc1FTs4qu0DDq7AEtTPNw6SVm7uBMsUCUjABIf8= github.com/subosito/gotenv v1.6.0 h1:9NlTDc1FTs4qu0DDq7AEtTPNw6SVm7uBMsUCUjABIf8=
github.com/subosito/gotenv v1.6.0/go.mod h1:Dk4QP5c2W3ibzajGcXpNraDfq2IrhjMIvMSWPKKo0FU= github.com/subosito/gotenv v1.6.0/go.mod h1:Dk4QP5c2W3ibzajGcXpNraDfq2IrhjMIvMSWPKKo0FU=
github.com/tidwall/pretty v1.0.0/go.mod h1:XNkn88O1ChpSDQmQeStsy+sBenx6DDtFZJxhVysOjyk=
github.com/tv42/httpunix v0.0.0-20150427012821-b75d8614f926/go.mod h1:9ESjWnEqriFuLhtthL60Sar/7RFoluCcXsuvEwTV5KM= github.com/tv42/httpunix v0.0.0-20150427012821-b75d8614f926/go.mod h1:9ESjWnEqriFuLhtthL60Sar/7RFoluCcXsuvEwTV5KM=
github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS4MhqMhdFk5YI= github.com/twitchyliquid64/golang-asm v0.15.1 h1:SU5vSMR7hnwNxj24w34ZyCi/FmDZTkS4MhqMhdFk5YI=
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=
@ -331,6 +362,10 @@ github.com/valyala/fastrand v1.1.0 h1:f+5HkLW4rsgzdNoleUOB69hyT9IlD2ZQh9GyDMfb5G
github.com/valyala/fastrand v1.1.0/go.mod h1:HWqCzkrkg6QXT8V2EXWvXCoow7vLwOFN002oeRzjapQ= github.com/valyala/fastrand v1.1.0/go.mod h1:HWqCzkrkg6QXT8V2EXWvXCoow7vLwOFN002oeRzjapQ=
github.com/valyala/histogram v1.2.0 h1:wyYGAZZt3CpwUiIb9AU/Zbllg1llXyrtApRS815OLoQ= github.com/valyala/histogram v1.2.0 h1:wyYGAZZt3CpwUiIb9AU/Zbllg1llXyrtApRS815OLoQ=
github.com/valyala/histogram v1.2.0/go.mod h1:Hb4kBwb4UxsaNbbbh+RRz8ZR6pdodR57tzWUS3BUzXY= github.com/valyala/histogram v1.2.0/go.mod h1:Hb4kBwb4UxsaNbbbh+RRz8ZR6pdodR57tzWUS3BUzXY=
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/stringprep v1.0.3/go.mod h1:W3f5j4i+9rC0kuIEJL0ky1VpHXQU3ocBgklLGvcBnW8=
github.com/youmark/pkcs8 v0.0.0-20181117223130-1be2e3e5546d/go.mod h1:rHwXgn7JulP+udvsHwJoVG1YGAP6VLg4y9I5dyZdqmA=
github.com/yuin/goldmark v1.1.27/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74= github.com/yuin/goldmark v1.1.27/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
github.com/yuin/goldmark v1.2.1/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74= github.com/yuin/goldmark v1.2.1/go.mod h1:3hX8gzYuyVAZsxl0MRgGTJEmQBFcNTphYh9decYSb74=
go.etcd.io/etcd/api/v3 v3.6.1 h1:yJ9WlDih9HT457QPuHt/TH/XtsdN2tubyxyQHSHPsEo= go.etcd.io/etcd/api/v3 v3.6.1 h1:yJ9WlDih9HT457QPuHt/TH/XtsdN2tubyxyQHSHPsEo=
@ -339,24 +374,32 @@ go.etcd.io/etcd/client/pkg/v3 v3.6.1 h1:CxDVv8ggphmamrXM4Of8aCC8QHzDM4tGcVr9p2BS
go.etcd.io/etcd/client/pkg/v3 v3.6.1/go.mod h1:aTkCp+6ixcVTZmrJGa7/Mc5nMNs59PEgBbq+HCmWyMc= go.etcd.io/etcd/client/pkg/v3 v3.6.1/go.mod h1:aTkCp+6ixcVTZmrJGa7/Mc5nMNs59PEgBbq+HCmWyMc=
go.etcd.io/etcd/client/v3 v3.6.1 h1:KelkcizJGsskUXlsxjVrSmINvMMga0VWwFF0tSPGEP0= go.etcd.io/etcd/client/v3 v3.6.1 h1:KelkcizJGsskUXlsxjVrSmINvMMga0VWwFF0tSPGEP0=
go.etcd.io/etcd/client/v3 v3.6.1/go.mod h1:fCbPUdjWNLfx1A6ATo9syUmFVxqHH9bCnPLBZmnLmMY= go.etcd.io/etcd/client/v3 v3.6.1/go.mod h1:fCbPUdjWNLfx1A6ATo9syUmFVxqHH9bCnPLBZmnLmMY=
go.mongodb.org/mongo-driver v1.11.4/go.mod h1:PTSz5yu21bkT/wXpkS7WR5f0ddqw5quethTUn9WM+2g=
go.opentelemetry.io/auto/sdk v1.1.0 h1:cH53jehLUN6UFLY71z+NDOiNJqDdPRaXzTel0sJySYA= go.opentelemetry.io/auto/sdk v1.1.0 h1:cH53jehLUN6UFLY71z+NDOiNJqDdPRaXzTel0sJySYA=
go.opentelemetry.io/auto/sdk v1.1.0/go.mod h1:3wSPjt5PWp2RhlCcmmOial7AvC4DQqZb7a7wCow3W8A= go.opentelemetry.io/auto/sdk v1.1.0/go.mod h1:3wSPjt5PWp2RhlCcmmOial7AvC4DQqZb7a7wCow3W8A=
go.opentelemetry.io/otel v1.34.0 h1:zRLXxLCgL1WyKsPVrgbSdMN4c0FMkDAskSTQP+0hdUY= go.opentelemetry.io/otel v1.34.0 h1:zRLXxLCgL1WyKsPVrgbSdMN4c0FMkDAskSTQP+0hdUY=
go.opentelemetry.io/otel v1.34.0/go.mod h1:OWFPOQ+h4G8xpyjgqo4SxJYdDQ/qmRH+wivy7zzx9oI= go.opentelemetry.io/otel v1.34.0/go.mod h1:OWFPOQ+h4G8xpyjgqo4SxJYdDQ/qmRH+wivy7zzx9oI=
go.opentelemetry.io/otel v1.38.0 h1:RkfdswUDRimDg0m2Az18RKOsnI8UDzppJAtj01/Ymk8=
go.opentelemetry.io/otel v1.38.0/go.mod h1:zcmtmQ1+YmQM9wrNsTGV/q/uyusom3P8RxwExxkZhjM=
go.opentelemetry.io/otel/metric v1.34.0 h1:+eTR3U0MyfWjRDhmFMxe2SsW64QrZ84AOhvqS7Y+PoQ= go.opentelemetry.io/otel/metric v1.34.0 h1:+eTR3U0MyfWjRDhmFMxe2SsW64QrZ84AOhvqS7Y+PoQ=
go.opentelemetry.io/otel/metric v1.34.0/go.mod h1:CEDrp0fy2D0MvkXE+dPV7cMi8tWZwX3dmaIhwPOaqHE= go.opentelemetry.io/otel/metric v1.34.0/go.mod h1:CEDrp0fy2D0MvkXE+dPV7cMi8tWZwX3dmaIhwPOaqHE=
go.opentelemetry.io/otel/metric v1.38.0 h1:Kl6lzIYGAh5M159u9NgiRkmoMKjvbsKtYRwgfrA6WpA=
go.opentelemetry.io/otel/sdk v1.34.0 h1:95zS4k/2GOy069d321O8jWgYsW3MzVV+KuSPKp7Wr1A= go.opentelemetry.io/otel/sdk v1.34.0 h1:95zS4k/2GOy069d321O8jWgYsW3MzVV+KuSPKp7Wr1A=
go.opentelemetry.io/otel/sdk v1.34.0/go.mod h1:0e/pNiaMAqaykJGKbi+tSjWfNNHMTxoC9qANsCzbyxU= go.opentelemetry.io/otel/sdk v1.34.0/go.mod h1:0e/pNiaMAqaykJGKbi+tSjWfNNHMTxoC9qANsCzbyxU=
go.opentelemetry.io/otel/sdk/metric v1.34.0 h1:5CeK9ujjbFVL5c1PhLuStg1wxA7vQv7ce1EK0Gyvahk= go.opentelemetry.io/otel/sdk/metric v1.34.0 h1:5CeK9ujjbFVL5c1PhLuStg1wxA7vQv7ce1EK0Gyvahk=
go.opentelemetry.io/otel/sdk/metric v1.34.0/go.mod h1:jQ/r8Ze28zRKoNRdkjCZxfs6YvBTG1+YIqyFVFYec5w= go.opentelemetry.io/otel/sdk/metric v1.34.0/go.mod h1:jQ/r8Ze28zRKoNRdkjCZxfs6YvBTG1+YIqyFVFYec5w=
go.opentelemetry.io/otel/trace v1.34.0 h1:+ouXS2V8Rd4hp4580a8q23bg0azF2nI8cqLYnC8mh/k= go.opentelemetry.io/otel/trace v1.34.0 h1:+ouXS2V8Rd4hp4580a8q23bg0azF2nI8cqLYnC8mh/k=
go.opentelemetry.io/otel/trace v1.34.0/go.mod h1:Svm7lSjQD7kG7KJ/MUHPVXSDGz2OX4h0M2jHBhmSfRE= go.opentelemetry.io/otel/trace v1.34.0/go.mod h1:Svm7lSjQD7kG7KJ/MUHPVXSDGz2OX4h0M2jHBhmSfRE=
go.opentelemetry.io/otel/trace v1.38.0 h1:Fxk5bKrDZJUH+AMyyIXGcFAPah0oRcT+LuNtJrmcNLE=
go.opentelemetry.io/otel/trace v1.38.0/go.mod h1:j1P9ivuFsTceSWe1oY+EeW3sc+Pp42sO++GHkg4wwhs=
go.uber.org/goleak v1.3.0 h1:2K3zAYmnTNqV73imy9J1T3WC+gmCePx2hEGkimedGto= go.uber.org/goleak v1.3.0 h1:2K3zAYmnTNqV73imy9J1T3WC+gmCePx2hEGkimedGto=
go.uber.org/goleak v1.3.0/go.mod h1:CoHD4mav9JJNrW/WLlf7HGZPjdw8EucARQHekz1X6bE= go.uber.org/goleak v1.3.0/go.mod h1:CoHD4mav9JJNrW/WLlf7HGZPjdw8EucARQHekz1X6bE=
go.uber.org/multierr v1.11.0 h1:blXXJkSxSSfBVBlC76pxqeO+LN3aDfLQo+309xJstO0= go.uber.org/multierr v1.11.0 h1:blXXJkSxSSfBVBlC76pxqeO+LN3aDfLQo+309xJstO0=
go.uber.org/multierr v1.11.0/go.mod h1:20+QtiLqy0Nd6FdQB9TLXag12DsQkrbs3htMFfDN80Y= go.uber.org/multierr v1.11.0/go.mod h1:20+QtiLqy0Nd6FdQB9TLXag12DsQkrbs3htMFfDN80Y=
go.uber.org/zap v1.27.0 h1:aJMhYGrd5QSmlpLMr2MftRKl7t8J8PTZPA732ud/XR8= go.uber.org/zap v1.27.0 h1:aJMhYGrd5QSmlpLMr2MftRKl7t8J8PTZPA732ud/XR8=
go.uber.org/zap v1.27.0/go.mod h1:GB2qFLM7cTU87MWRP2mPIjqfIDnGu+VIO4V/SdhGo2E= go.uber.org/zap v1.27.0/go.mod h1:GB2qFLM7cTU87MWRP2mPIjqfIDnGu+VIO4V/SdhGo2E=
go.yaml.in/yaml/v3 v3.0.4 h1:tfq32ie2Jv2UxXFdLJdh3jXuOzWiL1fo0bu/FbuKpbc=
go.yaml.in/yaml/v3 v3.0.4/go.mod h1:DhzuOOF2ATzADvBadXxruRBLzYTpT36CKvDb3+aBEFg=
golang.org/x/arch v0.15.0 h1:QtOrQd0bTUnhNVNndMpLHNWrDmYzZ2KDqSrEymqInZw= golang.org/x/arch v0.15.0 h1:QtOrQd0bTUnhNVNndMpLHNWrDmYzZ2KDqSrEymqInZw=
golang.org/x/arch v0.15.0/go.mod h1:JmwW7aLIoRUKgaTzhkiEFxvcEiQGyOg9BMonBJUS7EE= golang.org/x/arch v0.15.0/go.mod h1:JmwW7aLIoRUKgaTzhkiEFxvcEiQGyOg9BMonBJUS7EE=
golang.org/x/crypto v0.0.0-20180904163835-0709b304e793/go.mod h1:6SG95UA2DQfeDnfUPMdvaQW0Q7yPrPDi9nlGo2tz2b4= golang.org/x/crypto v0.0.0-20180904163835-0709b304e793/go.mod h1:6SG95UA2DQfeDnfUPMdvaQW0Q7yPrPDi9nlGo2tz2b4=
@ -364,8 +407,11 @@ golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACk
golang.org/x/crypto v0.0.0-20190923035154-9ee001bba392/go.mod h1:/lpIB1dKB+9EgE3H3cr1v9wB50oz8l4C4h62xy7jSTY= golang.org/x/crypto v0.0.0-20190923035154-9ee001bba392/go.mod h1:/lpIB1dKB+9EgE3H3cr1v9wB50oz8l4C4h62xy7jSTY=
golang.org/x/crypto v0.0.0-20191011191535-87dc89f01550/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI= golang.org/x/crypto v0.0.0-20191011191535-87dc89f01550/go.mod h1:yigFU9vqHzYiE8UmvKecakEJjdnWj3jj499lnFckfCI=
golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto= golang.org/x/crypto v0.0.0-20200622213623-75b288015ac9/go.mod h1:LzIPMQfyMNhhGPhUkYOs5KpL4U8rLKemX1yGLhDgUto=
golang.org/x/crypto v0.0.0-20220622213112-05595931fe9d/go.mod h1:IxCIyHEi3zRg3s0A5j5BB6A9Jmi73HwBIUl50j+osU4=
golang.org/x/crypto v0.37.0 h1:kJNSjF/Xp7kU0iB2Z+9viTPMW4EqqsrywMXLJOOsXSE= golang.org/x/crypto v0.37.0 h1:kJNSjF/Xp7kU0iB2Z+9viTPMW4EqqsrywMXLJOOsXSE=
golang.org/x/crypto v0.37.0/go.mod h1:vg+k43peMZ0pUMhYmVAWysMK35e6ioLh3wB8ZCAfbVc= golang.org/x/crypto v0.37.0/go.mod h1:vg+k43peMZ0pUMhYmVAWysMK35e6ioLh3wB8ZCAfbVc=
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/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=
@ -379,8 +425,11 @@ golang.org/x/net v0.0.0-20200226121028-0de0cce0169b/go.mod h1:z5CRVTTTmAJ677TzLL
golang.org/x/net v0.0.0-20201021035429-f5854403a974/go.mod h1:sp8m0HH+o8qH0wwXwYZr8TS3Oi6o0r6Gce1SSxlDquU= golang.org/x/net v0.0.0-20201021035429-f5854403a974/go.mod h1:sp8m0HH+o8qH0wwXwYZr8TS3Oi6o0r6Gce1SSxlDquU=
golang.org/x/net v0.0.0-20210226172049-e18ecbb05110/go.mod h1:m0MpNAwzfU5UDzcl9v0D8zg8gWTRqZa9RBIspLL5mdg= golang.org/x/net v0.0.0-20210226172049-e18ecbb05110/go.mod h1:m0MpNAwzfU5UDzcl9v0D8zg8gWTRqZa9RBIspLL5mdg=
golang.org/x/net v0.0.0-20210410081132-afb366fc7cd1/go.mod h1:9tjilg8BloeKEkVJvy7fQ90B1CfIiPueXVOjqfkSzI8= golang.org/x/net v0.0.0-20210410081132-afb366fc7cd1/go.mod h1:9tjilg8BloeKEkVJvy7fQ90B1CfIiPueXVOjqfkSzI8=
golang.org/x/net v0.0.0-20211112202133-69e39bad7dc2/go.mod h1:9nx3DQGgdP8bBQD5qxJ1jj9UTztislL4KSBs9R2vV5Y=
golang.org/x/net v0.38.0 h1:vRMAPTMaeGqVhG5QyLJHqNDwecKTomGeqbnfZyKlBI8= golang.org/x/net v0.38.0 h1:vRMAPTMaeGqVhG5QyLJHqNDwecKTomGeqbnfZyKlBI8=
golang.org/x/net v0.38.0/go.mod h1:ivrbrMbzFq5J41QOQh0siUuly180yBYtLp+CKbEaFx8= golang.org/x/net v0.38.0/go.mod h1:ivrbrMbzFq5J41QOQh0siUuly180yBYtLp+CKbEaFx8=
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/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=
@ -389,6 +438,8 @@ golang.org/x/sync v0.0.0-20201020160332-67f06af15bc9/go.mod h1:RxMgew5VJxzue5/jJ
golang.org/x/sync v0.0.0-20210220032951-036812b2e83c/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM= golang.org/x/sync v0.0.0-20210220032951-036812b2e83c/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
golang.org/x/sync v0.13.0 h1:AauUjRAJ9OSnvULf/ARrrVywoJDy0YS2AwQ98I37610= golang.org/x/sync v0.13.0 h1:AauUjRAJ9OSnvULf/ARrrVywoJDy0YS2AwQ98I37610=
golang.org/x/sync v0.13.0/go.mod h1:1dzgHSNfp02xaA81J2MS99Qcpr2w7fw1gpm99rleRqA= golang.org/x/sync v0.13.0/go.mod h1:1dzgHSNfp02xaA81J2MS99Qcpr2w7fw1gpm99rleRqA=
golang.org/x/sync v0.17.0 h1:l60nONMj9l5drqw6jlhIELNv9I0A4OFgRsG9k2oT9Ug=
golang.org/x/sync v0.17.0/go.mod h1:9KTHXmSnoGruLpwFjVSX0lNNA75CykiMECbovNTZqGI=
golang.org/x/sys v0.0.0-20180823144017-11551d06cbcc/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY= golang.org/x/sys v0.0.0-20180823144017-11551d06cbcc/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
golang.org/x/sys v0.0.0-20180905080454-ebe1bf3edb33/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY= golang.org/x/sys v0.0.0-20180905080454-ebe1bf3edb33/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
golang.org/x/sys v0.0.0-20181116152217-5ac8a444bdc5/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY= golang.org/x/sys v0.0.0-20181116152217-5ac8a444bdc5/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
@ -406,6 +457,8 @@ golang.org/x/sys v0.0.0-20200930185726-fdedc70b468f/go.mod h1:h1NjWce9XRLGQEsW7w
golang.org/x/sys v0.0.0-20201119102817-f84b799fce68/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20201119102817-f84b799fce68/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210303074136-134d130e1a04/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20210303074136-134d130e1a04/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210330210617-4fbd30eecc44/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs= golang.org/x/sys v0.0.0-20210330210617-4fbd30eecc44/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210423082822-04245dca01da/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
golang.org/x/sys v0.0.0-20210615035016-665e8c7367d1/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.0.0-20210630005230-0f9fa26af87c/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20210927094055-39ccf1dd6fa6/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.0.0-20210927094055-39ccf1dd6fa6/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
golang.org/x/sys v0.0.0-20220503163025-988cb79eb6c6/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg= golang.org/x/sys v0.0.0-20220503163025-988cb79eb6c6/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
@ -414,13 +467,18 @@ 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 v0.32.0 h1:s77OFDvIQeibCmezSnk/q6iAfkdiQaJi4VzroCFrN20= golang.org/x/sys v0.32.0 h1:s77OFDvIQeibCmezSnk/q6iAfkdiQaJi4VzroCFrN20=
golang.org/x/sys v0.32.0/go.mod h1:BJP2sWEmIv4KK5OTEluFJCKSidICx8ciO85XgH3Ak8k= golang.org/x/sys v0.32.0/go.mod h1:BJP2sWEmIv4KK5OTEluFJCKSidICx8ciO85XgH3Ak8k=
golang.org/x/sys v0.36.0 h1:KVRy2GtZBrk1cBYA7MKu5bEZFxQk4NIDV6RLVcC8o0k=
golang.org/x/sys v0.36.0/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/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=
golang.org/x/text v0.3.6/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ= 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 v0.24.0 h1:dd5Bzh4yt5KYA8f9CJHCP4FB4D51c2c6JvN37xJJkJ0= golang.org/x/text v0.24.0 h1:dd5Bzh4yt5KYA8f9CJHCP4FB4D51c2c6JvN37xJJkJ0=
golang.org/x/text v0.24.0/go.mod h1:L8rBsPeo2pSS+xqN0d5u2ikmjtmoJbDBT1b7nHvFCdU= golang.org/x/text v0.24.0/go.mod h1:L8rBsPeo2pSS+xqN0d5u2ikmjtmoJbDBT1b7nHvFCdU=
golang.org/x/text v0.29.0 h1:1neNs90w9YzJ9BocxfsQNHKuAT4pkghyXc4nhZ6sJvk=
golang.org/x/text v0.29.0/go.mod h1:7MhJOA9CD2qZyOKYazxdYMF85OwPdEr9jTtBpO7ydH4=
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=
@ -440,10 +498,13 @@ google.golang.org/genproto/googleapis/rpc v0.0.0-20250303144028-a0af3efb3deb h1:
google.golang.org/genproto/googleapis/rpc v0.0.0-20250303144028-a0af3efb3deb/go.mod h1:LuRYeWDFV6WOn90g357N17oMCaxpgCnbi/44qJvDn2I= google.golang.org/genproto/googleapis/rpc v0.0.0-20250303144028-a0af3efb3deb/go.mod h1:LuRYeWDFV6WOn90g357N17oMCaxpgCnbi/44qJvDn2I=
google.golang.org/grpc v1.71.1 h1:ffsFWr7ygTUscGPI0KKK6TLrGz0476KUvvsbqWK0rPI= google.golang.org/grpc v1.71.1 h1:ffsFWr7ygTUscGPI0KKK6TLrGz0476KUvvsbqWK0rPI=
google.golang.org/grpc v1.71.1/go.mod h1:H0GRtasmQOh9LkFoCPDu3ZrwUtD1YGE+b2vYBYd/8Ec= google.golang.org/grpc v1.71.1/go.mod h1:H0GRtasmQOh9LkFoCPDu3ZrwUtD1YGE+b2vYBYd/8Ec=
google.golang.org/protobuf v1.26.0-rc.1/go.mod h1:jlhhOSvTdKEhbULTjvd4ARK9grFBp09yW+WbY/TyQbw=
google.golang.org/protobuf v1.27.1/go.mod h1:9q0QmTI4eRPtz6boOQmLYwt+qCgq0jsYwAQnmE0givc=
google.golang.org/protobuf v1.36.6 h1:z1NpPI8ku2WgiWnf+t9wTPsn6eP1L7ksHUlkfLvd9xY= google.golang.org/protobuf v1.36.6 h1:z1NpPI8ku2WgiWnf+t9wTPsn6eP1L7ksHUlkfLvd9xY=
google.golang.org/protobuf v1.36.6/go.mod h1:jduwjTPXsFjZGTmRluh+L6NjiWu7pchiJ2/5YcXBHnY= google.golang.org/protobuf v1.36.6/go.mod h1:jduwjTPXsFjZGTmRluh+L6NjiWu7pchiJ2/5YcXBHnY=
gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw= gopkg.in/alecthomas/kingpin.v2 v2.2.6/go.mod h1:FMv+mEhP44yOT+4EoQTLFTRgOQ1FBLkstjWtayDeSgw=
gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/check.v1 v1.0.0-20190902080502-41f04d3bba15/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk= gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c h1:Hei/4ADfdWqJk1ZMxUNpqntNwaWcugrBjAiHlqqRiVk=
gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q= gopkg.in/check.v1 v1.0.0-20201130134442-10cb98267c6c/go.mod h1:JHkPIbrfpd72SG/EVd6muEfDQjcINNoR0C8j2r3qZ4Q=
@ -456,6 +517,8 @@ gopkg.in/yaml.v2 v2.2.5/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA= gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM= gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
gorm.io/driver/clickhouse v0.7.0 h1:BCrqvgONayvZRgtuA6hdya+eAW5P2QVagV3OlEp1vtA=
gorm.io/driver/clickhouse v0.7.0/go.mod h1:TmNo0wcVTsD4BBObiRnCahUgHJHjBIwuRejHwYt3JRs=
gorm.io/driver/mysql v1.5.7 h1:MndhOPYOfEp2rHKgkZIhJ16eVUIRf2HmzgoPmh7FCWo= gorm.io/driver/mysql v1.5.7 h1:MndhOPYOfEp2rHKgkZIhJ16eVUIRf2HmzgoPmh7FCWo=
gorm.io/driver/mysql v1.5.7/go.mod h1:sEtPWMiqiN1N1cMXoXmBbd8C6/l+TESwriotuRRpkDM= gorm.io/driver/mysql v1.5.7/go.mod h1:sEtPWMiqiN1N1cMXoXmBbd8C6/l+TESwriotuRRpkDM=
gorm.io/driver/postgres v1.6.0 h1:2dxzU8xJ+ivvqTRph34QX+WrRaJlmfyPqXmoGVjMBa4= gorm.io/driver/postgres v1.6.0 h1:2dxzU8xJ+ivvqTRph34QX+WrRaJlmfyPqXmoGVjMBa4=
@ -463,4 +526,6 @@ gorm.io/driver/postgres v1.6.0/go.mod h1:vUw0mrGgrTK+uPHEhAdV4sfFELrByKVGnaVRkXD
gorm.io/gorm v1.25.7/go.mod h1:hbnx/Oo0ChWMn1BIhpy1oYozzpM15i4YPuHDmfYtwg8= gorm.io/gorm v1.25.7/go.mod h1:hbnx/Oo0ChWMn1BIhpy1oYozzpM15i4YPuHDmfYtwg8=
gorm.io/gorm v1.25.12 h1:I0u8i2hWQItBq1WfE0o2+WuL9+8L21K9e2HHSTE/0f8= gorm.io/gorm v1.25.12 h1:I0u8i2hWQItBq1WfE0o2+WuL9+8L21K9e2HHSTE/0f8=
gorm.io/gorm v1.25.12/go.mod h1:xh7N7RHfYlNc5EmcI/El95gXusucDrQnHXe0+CgWcLQ= gorm.io/gorm v1.25.12/go.mod h1:xh7N7RHfYlNc5EmcI/El95gXusucDrQnHXe0+CgWcLQ=
gorm.io/gorm v1.30.0 h1:qbT5aPv1UH8gI99OsRlvDToLxW5zR7FzS9acZDOZcgs=
gorm.io/gorm v1.30.0/go.mod h1:8Z33v652h4//uMA76KjeDH8mJXPm1QNCYrMeatR0DOE=
nullprogram.com/x/optparse v1.0.0/go.mod h1:KdyPE+Igbe0jQUrVfMqDMeJQIJZEuyV7pjYmp6pbG50= nullprogram.com/x/optparse v1.0.0/go.mod h1:KdyPE+Igbe0jQUrVfMqDMeJQIJZEuyV7pjYmp6pbG50=

140
internal/trading/backtest/account.go
Unescape View File

@ -2,47 +2,155 @@ package backtest
import ( import (
"fmt" "fmt"
"math"
"sig-pub/pkg/trade" "sig-pub/pkg/trade"
"sig-pub/pkg/types" "sig-pub/pkg/types"
"sig-pub/pkg/types/decimals" "sig-pub/pkg/types/decimals"
"sig-pub/pkg/utils/conver" "sig-pub/pkg/utils/conver"
"sig-pub/pkg/utils/lang" "sig-pub/pkg/utils/lang"
"sort"
"time" "time"
) )
type BacktestAccount struct { type BacktestAccount struct {
trade.ITradeAccount trade.ITradeAccount
cash float64 cash float64
initialCash float64
positions map[int64]*trade.Position positions map[int64]*trade.Position
trades map[int64]*trade.Trade trades map[int64]*Trade
closeTrades map[int64]*trade.Trade closeTrades map[int64]*Trade
simulator *TradeSimulator simulator *TradeSimulator
profit float64 profit float64
winningTrades int winningTrades int
losingTrades int losingTrades int
fee float64 fee float64
maxDrawdown [4]float64 // 最大回撤
} }
func NewBacktestAccount(cash float64, simulator *TradeSimulator) *BacktestAccount { func NewBacktestAccount(cash float64, simulator *TradeSimulator) *BacktestAccount {
return &BacktestAccount{ return &BacktestAccount{
// keep initial cash for return calculations
initialCash: cash,
cash: cash, cash: cash,
positions: make(map[int64]*trade.Position), positions: make(map[int64]*trade.Position),
trades: make(map[int64]*trade.Trade), trades: make(map[int64]*Trade),
closeTrades: make(map[int64]*trade.Trade), closeTrades: make(map[int64]*Trade),
simulator: simulator, simulator: simulator,
maxDrawdown: [4]float64{cash, cash, cash, cash},
} }
} }
// initialCash stores the starting capital for return calculations
// (placed here to avoid changing exported API)
func (a *BacktestAccount) InitialCash() float64 { return a.initialCash }
// SharpeRatio computes an annualized Sharpe ratio based on closed trades.
// rfAnnual is the annual risk-free rate expressed as a decimal (e.g. 0.01 for 1%).
// Method:
// - For each closed trade, we compute a period return = trade.Pnl / initialCash.
// - Period lengths are derived from successive trade close timestamps (ms).
// - Excess returns = periodReturn - rfAnnual * periodYears.
// - Sharpe = mean(excess) / stddev(excess) * sqrt(periodsPerYear)
// This provides a reasonable approximation when equity snapshots are not available.
func (a *BacktestAccount) SharpeRatio(rfAnnual float64) float64 {
if a.initialCash <= 0 {
return 0
}
n := len(a.closeTrades)
if n < 2 {
return 0
}
trades := make([]*Trade, 0, n)
for _, t := range a.closeTrades {
trades = append(trades, t)
}
sort.Slice(trades, func(i, j int) bool { return trades[i].CloseTime < trades[j].CloseTime })
// returns per closed trade (relative to initial capital)
returns := make([]float64, 0, n)
// periods in seconds between closes; length will be n-1 initially
periodsSec := make([]float64, 0, n-1)
for i, t := range trades {
returns = append(returns, t.Pnl/a.initialCash)
if i > 0 {
// CloseTs is in milliseconds in this codebase
dtSec := float64(t.CloseTime-trades[i-1].CloseTime) / 1000.0
if dtSec <= 0 {
dtSec = 1.0
}
periodsSec = append(periodsSec, dtSec)
}
}
if len(periodsSec) == 0 {
return 0
}
// average period (seconds) used to approximate period length for the first return
sumDt := 0.0
for _, d := range periodsSec {
sumDt += d
}
avgDt := sumDt / float64(len(periodsSec))
// Build final periods slice aligned with returns length
periods := make([]float64, 0, n)
periods = append(periods, avgDt)
periods = append(periods, periodsSec...)
const secsYear = 365.0 * 24.0 * 3600.0
excess := make([]float64, len(returns))
for i := range returns {
years := periods[i] / secsYear
excess[i] = returns[i] - rfAnnual*years
}
meanEx := mean(excess)
sd := stddev(excess)
if sd == 0 {
return 0
}
// approximate number of periods per year
periodsPerYear := secsYear / avgDt
return meanEx / sd * math.Sqrt(periodsPerYear)
}
func mean(x []float64) float64 {
if len(x) == 0 {
return 0
}
s := 0.0
for _, v := range x {
s += v
}
return s / float64(len(x))
}
func stddev(x []float64) float64 {
if len(x) <= 1 {
return 0
}
m := mean(x)
s := 0.0
for _, v := range x {
d := v - m
s += d * d
}
// population or sample? use sample (n-1)
return math.Sqrt(s / float64(len(x)-1))
}
// CurrentEquity 根据当前价格对仓位进行 mark-to-market，返回账户净值 // CurrentEquity 根据当前价格对仓位进行 mark-to-market，返回账户净值
func (a *BacktestAccount) CurrentEquity(price float64) float64 { func (a *BacktestAccount) CurrentEquity(price float64) float64 {
equity := a.cash equity := a.cash
for _, p := range a.positions { for _, p := range a.positions {
switch p.Side { switch p.Side {
case types.SideLong: case types.SideLong:
equity += (price - p.EntryPx) * p.Qty // equity += (price - p.EntryPx) * p.Qty
equity += price * p.Qty
case types.SideShort: case types.SideShort:
equity += (p.EntryPx - price) * p.Qty // equity += (p.EntryPx - price) * p.Qty
equity += (p.EntryPx - price + p.EntryPx) * p.Qty
} }
} }
return equity return equity
@ -152,12 +260,26 @@ func (a *BacktestAccount) ClosePosition(pos *trade.Position, kline types.Kline,
a.closeTrades[t.Id] = t a.closeTrades[t.Id] = t
if trade, ok := a.trades[pos.TradeId]; ok { if trade, ok := a.trades[pos.TradeId]; ok {
trade.Pnl = profit
trade.ClosePrice = closePrice trade.ClosePrice = closePrice
trade.CloseFee = t.Fee trade.CloseFee = t.Fee
trade.CloseTs = kline.Ts trade.CloseTime = kline.Ts
trade.CloseCause = cause trade.CloseCause = cause
trade.HoldTime = conver.TimeDurationFormat(time.Duration(trade.CloseTs-trade.Time)*time.Millisecond, ".") trade.Pnl = profit
trade.HoldTime = conver.TimeDurationFormat(time.Duration(trade.CloseTime-trade.Time)*time.Millisecond, ".")
trade.PeakPx = pos.PeakPx
}
// 记录最大回撤 [high, low, high, low]
currentEquity := a.CurrentEquity(closePrice)
if currentEquity < a.maxDrawdown[1] {
a.maxDrawdown[1] = currentEquity
}
if currentEquity > a.maxDrawdown[0] {
if a.maxDrawdown[0]-a.maxDrawdown[1] > a.maxDrawdown[2]-a.maxDrawdown[3] {
a.maxDrawdown[2], a.maxDrawdown[3] = a.maxDrawdown[0], a.maxDrawdown[1]
}
a.maxDrawdown[0] = currentEquity
a.maxDrawdown[1] = currentEquity
} }
return return
} }

11
internal/trading/backtest/trade_simulator.go
Unescape View File

@ -2,7 +2,6 @@ package backtest
import ( import (
"math" "math"
"sig-pub/pkg/trade"
"sig-pub/pkg/types" "sig-pub/pkg/types"
"sig-pub/pkg/types/decimals" "sig-pub/pkg/types/decimals"
) )
@ -19,7 +18,7 @@ func NewTradeSimulator(feePct, slippagePct float64) *TradeSimulator {
} }
// ExecuteMarket 执行市价单，使用kline信息决定成交价（使用close以及滑点） // ExecuteMarket 执行市价单，使用kline信息决定成交价（使用close以及滑点）
func (s *TradeSimulator) ExecuteMarket(side types.Side, qty float64, closePrice float64, ts int64) (trd *trade.Trade, ok bool) { func (s *TradeSimulator) ExecuteMarket(side types.Side, qty float64, closePrice float64, ts int64) (trd *Trade, ok bool) {
// base price use close // base price use close
base := closePrice base := closePrice
slippage := s.SlippagePct slippage := s.SlippagePct
@ -34,7 +33,7 @@ func (s *TradeSimulator) ExecuteMarket(side types.Side, qty float64, closePrice
return return
} }
fee := math.Abs(base*qty) * s.FeePct fee := math.Abs(base*qty) * s.FeePct
trd = &trade.Trade{Side: side, Qty: qty, Price: base, Fee: fee, Time: ts} trd = &Trade{Side: side, Qty: qty, Price: base, Fee: fee, Time: ts}
s.TradeId++ s.TradeId++
trd.Id = s.TradeId trd.Id = s.TradeId
ok = true ok = true
@ -42,7 +41,7 @@ func (s *TradeSimulator) ExecuteMarket(side types.Side, qty float64, closePrice
} }
// ExecuteLimit 简单实现: 如果limit价格被kline的high/low包含则成交 // ExecuteLimit 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.Trade, filled bool) { 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) h := decimals.MustToFloat64(k.High)
l := decimals.MustToFloat64(k.Low) l := decimals.MustToFloat64(k.Low)
switch side { switch side {
@ -52,14 +51,14 @@ func (s *TradeSimulator) ExecuteLimit(side types.Side, qty float64, limitPx floa
// assume filled at min(limitPx, open) // assume filled at min(limitPx, open)
px := math.Min(limitPx, decimals.MustToFloat64(k.Open)) px := math.Min(limitPx, decimals.MustToFloat64(k.Open))
fee := math.Abs(px*qty) * s.FeePct fee := math.Abs(px*qty) * s.FeePct
trd = &trade.Trade{Side: side, Qty: qty, Price: px * (1 + s.SlippagePct), Fee: fee, Time: ts} trd = &Trade{Side: side, Qty: qty, Price: px * (1 + s.SlippagePct), Fee: fee, Time: ts}
return trd, true return trd, true
} }
case types.SideShort: case types.SideShort:
if h >= limitPx { if h >= limitPx {
px := math.Max(limitPx, decimals.MustToFloat64(k.Open)) px := math.Max(limitPx, decimals.MustToFloat64(k.Open))
fee := math.Abs(px*qty) * s.FeePct fee := math.Abs(px*qty) * s.FeePct
trd = &trade.Trade{Side: side, Qty: qty, Price: px * (1 - s.SlippagePct), Fee: fee, Time: ts} trd = &Trade{Side: side, Qty: qty, Price: px * (1 - s.SlippagePct), Fee: fee, Time: ts}
return trd, true return trd, true
} }
} }

69
internal/trading/backtest/trading_plan_backtester.go
Unescape View File

@ -5,6 +5,7 @@ import (
"errors" "errors"
"fmt" "fmt"
"sig-pub/api/pb" "sig-pub/api/pb"
"sig-pub/internal/trading/sig"
"sig-pub/pkg/data/entity" "sig-pub/pkg/data/entity"
"sig-pub/pkg/indicator" "sig-pub/pkg/indicator"
"sig-pub/pkg/strategy" "sig-pub/pkg/strategy"
@ -12,15 +13,18 @@ import (
"sig-pub/pkg/types" "sig-pub/pkg/types"
"sig-pub/pkg/utils/collect" "sig-pub/pkg/utils/collect"
"sig-pub/pkg/zlog" "sig-pub/pkg/zlog"
"time"
"github.com/bytedance/sonic" "github.com/bytedance/sonic"
) )
// todo 将backtest独立成单独服务横向扩展
type TradingPlanBacktester struct { type TradingPlanBacktester struct {
indicatorReg *indicator.IndicatorRegistry indicatorReg *indicator.IndicatorRegistry
sigStrategyReg *strategy.SigStrategyRegistry sigStrategyReg *strategy.SigStrategyRegistry
exchangeClient pb.ExchangeServiceClient exchangeClient pb.ExchangeServiceClient
plan entity.TradePlan
account *BacktestAccount account *BacktestAccount
sigStrategyType strategy.SigStrategyType sigStrategyType strategy.SigStrategyType
sigStrategy strategy.ISigStrategy sigStrategy strategy.ISigStrategy
@ -38,6 +42,7 @@ func NewTradingPlanBacktester(indicatorReg *indicator.IndicatorRegistry, sigStra
} }
func (b *TradingPlanBacktester) Init(cash float64, plan entity.TradePlan) (err error) { func (b *TradingPlanBacktester) Init(cash float64, plan entity.TradePlan) (err error) {
b.plan = plan
// trade account // trade account
simulator := NewTradeSimulator(0.0005, 0.0008) simulator := NewTradeSimulator(0.0005, 0.0008)
b.account = NewBacktestAccount(cash, simulator) b.account = NewBacktestAccount(cash, simulator)
@ -85,19 +90,30 @@ func (b *TradingPlanBacktester) Init(cash float64, plan entity.TradePlan) (err e
} }
// 核心引擎，模拟交易、持仓跟踪、费用计算 // 核心引擎，模拟交易、持仓跟踪、费用计算
func (b *TradingPlanBacktester) Backtest(ctx context.Context, sr *pb.SeriesRange) (err error) { func (b *TradingPlanBacktester) Backtest(ctx context.Context, sr *pb.SeriesRange) (test *BacktestTradingPlan, err error) {
test = &BacktestTradingPlan{
Id: time.Now().Unix(),
UserId: 10001,
PlanId: b.plan.Id,
InstId: b.plan.InstId,
Exchange: pb.ExchangeType(b.plan.Exchange),
Interval: b.plan.Interval,
SeriesBefore: sr.Before,
SeriesAfter: sr.After,
Ctime: time.Now().UnixMilli(),
Cash: b.account.cash,
}
// 交易信号回测器 // 交易信号回测器
sigStrategyBacktester := NewSigStrategyBacktester(b.sigStrategyType, b.sigStrategy, b.indicatorReg, b.exchangeClient) sigStrategyBacktester := NewSigStrategyBacktester(b.sigStrategyType, b.sigStrategy, b.indicatorReg, b.exchangeClient)
onInterval1m, sigTimes := 0, 0
sigStrategyBacktester.SubKline(types.Interval1m, func(interval types.Interval, k types.Kline) (err error) { sigStrategyBacktester.SubKline(types.Interval1m, func(interval types.Interval, k types.Kline) (err error) {
onInterval1m++
// 检查仓位平仓 // 检查仓位平仓
return b.closeByKlineInterval1m(k) return b.closeByKlineInterval1m(k)
}) })
err = sigStrategyBacktester.Backtest(ctx, sr, nil, func(sigSide types.Side, k types.Kline) (err error) { intervalSeries := types.NewIntervalState[*sig.KlineSeries]()
sigTimes++ err = sigStrategyBacktester.Backtest(ctx, sr, intervalSeries, func(sigSide types.Side, k types.Kline) (err error) {
test.Singals++
// 根据交易信号检查仓位平仓 // 根据交易信号检查仓位平仓
if err = b.closeBySigSingal(sigSide, k); err != nil { if err = b.closeBySigSingal(sigSide, k); err != nil {
return return
@ -109,16 +125,47 @@ func (b *TradingPlanBacktester) Backtest(ctx context.Context, sr *pb.SeriesRange
return return
} }
// todo 回测报告 // 读最新的k线
var trades []*trade.Trade kSeries := intervalSeries.Get(types.Interval(sr.Interval))
lastCandle, ok := kSeries.Get(0)
if !ok {
err = fmt.Errorf("get series last candle error")
return
}
// 关闭所有未平仓仓位
b.forceCloseAllHoldingPosition(lastCandle)
// 回测结果
test.Etime = time.Now().UnixMilli()
test.EndCash = b.account.cash
test.Profit = b.account.profit
test.TotalTrades = len(b.account.trades)
test.WinningTrades = b.account.winningTrades
test.LosingTrades = b.account.losingTrades
test.Fee = b.account.fee
// trades
var trades []*Trade
for _, trade := range b.account.trades { for _, trade := range b.account.trades {
if trade.ClosePrice > 0 { trade.BacktestId = test.Id
trade.Ctime = test.Ctime
trades = append(trades, trade) trades = append(trades, trade)
} }
collect.SortAsc(trades, func(t *Trade) int64 { return t.Id })
test.Trades = trades
// 最大回撤
drawdown := b.account.maxDrawdown
test.MaxDrawdown = max((drawdown[0]-drawdown[1])/drawdown[0], (drawdown[2]-drawdown[3])/drawdown[2])
return
}
// forceCloseAllHoldingPosition 关闭所有未平仓仓位
func (b *TradingPlanBacktester) forceCloseAllHoldingPosition(k types.Kline) (err error) {
for _, pos := range b.account.positions {
err = b.account.ClosePosition(pos, k, trade.CauseCloseForced)
if err != nil {
return
}
} }
collect.SortDesc(trades, func(t *trade.Trade) float64 { return t.Pnl })
exposure := b.account.cash + b.account.CurrentExposure()
_ = exposure
return return
} }

60
internal/trading/backtest/types.go
Unescape View File

@ -1,13 +1,15 @@
package backtest package backtest
import ( import (
"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.Trade Trades []*Trade
Positions []*trade.Position Positions []*trade.Position
Cash float64 Cash float64
Equity float64 Equity float64
@ -17,6 +19,8 @@ type BacktestResult struct {
// max_drawdown 最大回撤 // max_drawdown 最大回撤
// num_trades 单数 // num_trades 单数
// win_rate 胜率 // win_rate 胜率
// 资金利用率 150%/天
// 资金曲线，收益分布，持仓分析
} }
type TradeStat struct { type TradeStat struct {
@ -70,3 +74,57 @@ type TradeStat struct {
// LongestDaysWithoutNewHigh int64 `json:"longest_days_without_new_high"` // 权益/盈亏最长未创新高天数 // LongestDaysWithoutNewHigh int64 `json:"longest_days_without_new_high"` // 权益/盈亏最长未创新高天数
// LongestPeriodWithoutNewHigh string `json:"longest_period_without_new_high"` // 权益/盈亏最长未创新高时间段 // LongestPeriodWithoutNewHigh string `json:"longest_period_without_new_high"` // 权益/盈亏最长未创新高时间段
} }
// BacktestTradingPlan 交易计划回测结果
type BacktestTradingPlan struct {
Id int64 `json:"id" gorm:"column:id"` // 测试id
UserId int64 `json:"userId" gorm:"column:user_id"` // 用户id
PlanId int64 `json:"planId" gorm:"column:plan_id"` // 交易计划id
InstId string `json:"instId" gorm:"column:inst_id"` // 交易产品id
Exchange pb.ExchangeType `json:"exchange" gorm:"column:exchange"` // 交易所
Interval string `json:"interval" gorm:"column:interval"` // 交易周期
SeriesBefore int64 `json:"seriesBefore" gorm:"column:series_before"` // 回测周期开始时间
SeriesAfter int64 `json:"seriesAfter" gorm:"column:series_after"` // 回测周期结束时间
Ctime int64 `json:"ctime" gorm:"column:ctime"` // 创建时间(测试时间)
Etime int64 `json:"etime" gorm:"column:etime"` // 测试结束时间
Cash float64 `json:"cash" gorm:"column:cash"` // 起始金额
EndCash float64 `json:"endCash" gorm:"column:end_cash"` // 结束金额
Profit float64 `json:"profit" gorm:"column:profit"` // 利润
Singals int `json:"singals" gorm:"column:singals"` // 交易信号数
TotalTrades int `json:"totalTrades" gorm:"column:total_trades"` // 总单数
WinningTrades int `json:"winningTrades" gorm:"column:winning_trades"` // 盈利单数
LosingTrades int `json:"losingTrades" gorm:"column:losing_trades"` // 亏损单数
Fee float64 `json:"fee" gorm:"column:fee"` // 总手续费
MaxDrawdown float64 `json:"maxDrawdown" gorm:"column:max_drawdown"` // 最大回撤
Trades []*Trade `json:"-" gorm:"-"` // 回测交易单
}
func (BacktestTradingPlan) TableName() string {
return "backtest_trading_plan"
}
// Trade 交易计划回测单
type Trade struct {
Id int64 `json:"id" gorm:"column:id"` // 交易id
BacktestId int64 `json:"backtestId" gorm:"column:backtest_id"` // 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
TimeK int64 `json:"timeK" gorm:"column:time_k"` // 开仓K线时间
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
CloseTimeK int64 `json:"closeTimeK" gorm:"column:close_time_k"` // 平仓K线时间
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
HoldTime string `json:"holdTime" gorm:"column:hold_time"` // 持仓时间
PeakPx float64 `json:"peakPx" gorm:"column:peakPx"` // highest (for long) or lowest (for short) observed price since entry
}
func (Trade) TableName() string {
return "backtest_trading_trade"
}

23
internal/trading/trading_data_persist.go
Unescape View File

@ -1,22 +1,33 @@
package trading package trading
import ( import (
"context"
"sig-pub/internal/trading/backtest"
"sig-pub/pkg/data" "sig-pub/pkg/data"
"sig-pub/pkg/data/entity" "sig-pub/pkg/data/entity"
"sig-pub/pkg/storage/ck"
"sig-pub/pkg/storage/persist" "sig-pub/pkg/storage/persist"
) )
type TradingDataPersist struct { type TradingDataPersist struct {
db *persist.RDB db *persist.RDB
ckDB *ck.ClickhouseDB
ckBatchWriter *ck.ClickhouseBatchWriter
} }
func NewTradingDataPersist(db *persist.RDB) *TradingDataPersist { func NewTradingDataPersist(db *persist.RDB, ckDB *ck.ClickhouseDB, ckBatchWriter *ck.ClickhouseBatchWriter) *TradingDataPersist {
return &TradingDataPersist{ return &TradingDataPersist{
db: db, db: db,
ckDB: ckDB,
ckBatchWriter: ckBatchWriter,
} }
} }
func (p *TradingDataPersist) Init() (err error) { func (p *TradingDataPersist) Init() (err error) {
err = p.ckDB.AutoMigrateTables(
&backtest.BacktestTradingPlan{},
&backtest.Trade{},
)
return return
} }
@ -32,3 +43,13 @@ func (p *TradingDataPersist) GetTradePlanById(planId int64) (plan *entity.TradeP
} }
return return
} }
// SaveBacktestTradingPlan 保存交易计划回测结果
func (p *TradingDataPersist) SaveBacktestTradingPlan(ctx context.Context, backtestTradingPlan *backtest.BacktestTradingPlan) (err error) {
err = ck.InsertBatch(p.ckBatchWriter, ctx, []*backtest.BacktestTradingPlan{backtestTradingPlan})
if err != nil {
return
}
err = ck.InsertBatch(p.ckBatchWriter, ctx, backtestTradingPlan.Trades)
return
}

6
internal/trading/trading_service.go
Unescape View File

@ -297,6 +297,10 @@ func (svc *TradingService) Backtest(ctx context.Context, planId, stime, etime in
if err = tester.Init(10000, *plan); err != nil { if err = tester.Init(10000, *plan); err != nil {
return return
} }
err = tester.Backtest(ctx, sr) backtestTradingPlan, err := tester.Backtest(ctx, sr)
if err != nil {
return
}
err = svc.tradingDataPersist.SaveBacktestTradingPlan(ctx, backtestTradingPlan)
return return
} }

93
pkg/config/config.go
Unescape View File

@ -1,14 +1,21 @@
package config package config
import ( import (
"context"
"net"
"os"
"sig-pub/pkg/zlog" "sig-pub/pkg/zlog"
"time"
"github.com/redis/go-redis/v9" "github.com/redis/go-redis/v9"
clientv3 "go.etcd.io/etcd/client/v3" clientv3 "go.etcd.io/etcd/client/v3"
"golang.org/x/crypto/ssh"
"gorm.io/driver/mysql" "gorm.io/driver/mysql"
"gorm.io/driver/postgres" "gorm.io/driver/postgres"
"gorm.io/gorm" "gorm.io/gorm"
"gorm.io/gorm/logger" "gorm.io/gorm/logger"
clickhousev2 "github.com/ClickHouse/clickhouse-go/v2"
) )
type Configuration struct { type Configuration struct {
@ -117,14 +124,98 @@ func (conf PostgresConfig) NewGormDB() (db *gorm.DB, err error) {
type ClickhouseConfig struct { type ClickhouseConfig struct {
Logsql bool Logsql bool
LogsqlCk bool
Addr string Addr string
Database string Database string
Username string Username string
Password string Password string
DialTimeout int // second DialTimeout int // second
ReadTimeout int // second ReadTimeout int // second
NotAutoMigrateTable bool
DsnParams map[string]any DsnParams map[string]any
SSH bool
SSHUser string
SSHAddr string
SSHPassword string
SSHKey string
}
func (cfg ClickhouseConfig) Clickhousev2Options() (options *clickhousev2.Options, err error) {
options = &clickhousev2.Options{
Addr: []string{cfg.Addr},
DialTimeout: time.Duration(cfg.DialTimeout) * time.Second,
ReadTimeout: time.Duration(cfg.ReadTimeout) * time.Second,
Auth: clickhousev2.Auth{
Database: cfg.Database,
Username: cfg.Username,
Password: cfg.Password,
},
ClientInfo: clickhousev2.ClientInfo{
Products: []struct {
Name string
Version string
}{
{Name: "sig", Version: "0.1"},
},
},
TLS: nil,
// TLS: &tls.Config{
// InsecureSkipVerify: true,
// },
// Settings: clickhouse0.Settings{
// "max_execution_time": 60,
// "max_query_size": 10000000, // sql最大长度单位byte
// },
Settings: clickhousev2.Settings(cfg.DsnParams),
Compression: &clickhousev2.Compression{
Method: clickhousev2.CompressionLZ4,
},
Debug: cfg.LogsqlCk,
Debugf: zlog.Debugf,
}
if cfg.SSH {
var auth []ssh.AuthMethod
if cfg.SSHPassword != "" {
// SSH 密码认证
auth = append(auth, ssh.Password(cfg.SSHPassword))
}
if cfg.SSHKey != "" {
// SSH 私钥认证
k, e := os.ReadFile(cfg.SSHKey)
if e != nil {
return nil, e
}
signer, e := ssh.ParsePrivateKey(k)
if e != nil {
return nil, e
}
auth = append(auth, ssh.PublicKeysCallback(func() ([]ssh.Signer, error) {
return []ssh.Signer{signer}, nil
}))
}
sshConfig := &ssh.ClientConfig{
User: cfg.SSHUser,
Auth: auth,
HostKeyCallback: ssh.InsecureIgnoreHostKey(), // 忽略主机密钥检查（仅供开发使用）
Timeout: 5 * time.Second, // SSH 连接超时
}
// 连接 SSH 服务器
sshClient, e := ssh.Dial("tcp", cfg.SSHAddr, sshConfig)
if e != nil {
return nil, e
}
// 创建本地监听器 (本地端口)
localListener, e := sshClient.Dial("tcp", cfg.Addr) // 远程 ClickHouse 地址及端口
if e != nil {
return nil, e
}
// 设置本地 dail 代理
options.DialContext = func(ctx context.Context, addr string) (net.Conn, error) {
return localListener, nil
}
}
return
} }
// ============== tsdb ============== // ============== tsdb ==============

1
pkg/data/sdata/trade.go
Unescape View File

@ -0,0 +1 @@
package sdata

4
pkg/grpc/interceptor/recover_interceptor.go
Unescape View File

@ -29,7 +29,9 @@ func RecoverInterceptor(ctx context.Context, req any, server *grpc.UnaryServerIn
// zlog.Debugf("call method: %s", server.FullMethod) // -> /TradingService/IndicatorSeries // zlog.Debugf("call method: %s", server.FullMethod) // -> /TradingService/IndicatorSeries
resp, err = handler(ctx, req) resp, err = handler(ctx, req)
if err == nil { if err != nil {
zlog.Errorf("grpc request error: method=%s, %v", server.FullMethod, err)
} else {
if empty, ok := resp.(*emptypb.Empty); ok && empty == nil { if empty, ok := resp.(*emptypb.Empty); ok && empty == nil {
resp = &emptypb.Empty{} // grpc: error while marshaling: proto: Marshal called with nil resp = &emptypb.Empty{} // grpc: error while marshaling: proto: Marshal called with nil
} else if resp == nil { } else if resp == nil {

73
pkg/storage/ck/clickhouse.go
Unescape View File

@ -0,0 +1,73 @@
package ck
import (
"sig-pub/pkg/config"
"sig-pub/pkg/zlog"
clickhousev2 "github.com/ClickHouse/clickhouse-go/v2"
"gorm.io/driver/clickhouse"
"gorm.io/gorm"
"gorm.io/gorm/logger"
)
type ClickhouseDB struct {
cfg config.ClickhouseConfig
db *gorm.DB
}
func NewClickhouseDB(cfg config.ClickhouseConfig) *ClickhouseDB {
return &ClickhouseDB{
cfg: cfg,
}
}
// InitClickhouse 初始化ck
// https://github.com/go-gorm/clickhouse
// dsn: clickhouse://gorm:gorm@localhost:9942/gorm?dial_timeout=10s&read_timeout=20s
func (c *ClickhouseDB) Init() (err error) {
gormConfig := &gorm.Config{}
if c.cfg.Logsql {
gormConfig.Logger = logger.Default.LogMode(logger.Info) // 打印sql
}
// initial db
options, err := c.cfg.Clickhousev2Options()
if err != nil {
return
}
ckDB := clickhousev2.OpenDB(options)
c.db, err = gorm.Open(clickhouse.New(clickhouse.Config{Conn: ckDB}), gormConfig)
if err != nil {
return
}
return
}
func (c *ClickhouseDB) DB() *gorm.DB {
return c.db
}
// sql查询数据
func (c *ClickhouseDB) Select(r interface{}, sql string, args ...any) (err error) {
return c.db.Raw(sql, args...).Scan(r).Error
}
// 批量插入
func (c *ClickhouseDB) Insert(data any) (err error) {
err = c.db.Create(data).Error
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
func (c *ClickhouseDB) AutoMigrateTables(gormStructs ...any) (err error) {
if len(gormStructs) == 0 {
return
}
err = c.db.AutoMigrate(gormStructs...)
if err != nil {
zlog.Errorf("type auto migrate clickhouse table error: %v", err)
return
}
// db.Set("gorm:table_options", "ENGINE=Distributed(cluster, default, hits)").AutoMigrate(&entity.TradeRecord{})
return
}

27
pkg/storage/ck/clickhouse.sql
Unescape View File

@ -0,0 +1,27 @@
-- optimize table sig.col_log_vbdiamond final;
create database sig;
create table sig.backtest_trading_plan (
id Int64 comment 'id',
user_id Int64 comment '用户id',
plan_id Int64 comment '交易计划id',
ctime Int64 comment '创建时间'
) ENGINE = MergeTree()
PARTITION BY toYYYYMM(toDateTime(ctime/1000))
primary key (plan_id, user_id, id)
order by (plan_id, user_id, id)
SETTINGS index_granularity = 8192
comment '交易计划回测';
create table sig.backtest_trading_trade (
id Int64 comment 'id',
backtest_id Int64 comment '回测id',
ctime Int64 comment '创建时间'
) ENGINE = MergeTree()
PARTITION BY toYYYYMM(toDateTime(ctime/1000))
primary key (backtest_id, id)
order by (backtest_id, id)
SETTINGS index_granularity = 8192
comment '交易计划回测订单';

160
pkg/storage/ck/clickhouse_batch_writer.go
Unescape View File

@ -0,0 +1,160 @@
package ck
import (
"context"
"fmt"
"reflect"
"sig-pub/pkg/config"
"strings"
"time"
"github.com/ClickHouse/clickhouse-go/v2/lib/driver"
clickhousev2 "github.com/ClickHouse/clickhouse-go/v2"
)
type ClickhouseBatchWriter struct {
cfg config.ClickhouseConfig
conn driver.Conn
}
func NewClickhouseBatchWriter(cfg config.ClickhouseConfig) *ClickhouseBatchWriter {
return &ClickhouseBatchWriter{
cfg: cfg,
}
}
func (c *ClickhouseBatchWriter) Init() (err error) {
options, err := c.cfg.Clickhousev2Options()
if err != nil {
return
}
// initial clickhouse conn
c.conn, err = clickhousev2.Open(options)
if err != nil {
return
}
ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
defer cancel()
if err = c.conn.Ping(ctx); err != nil {
if exception, ok := err.(*clickhousev2.Exception); ok {
err = fmt.Errorf("exception [%d] %s %s", exception.Code, exception.Message, exception.StackTrace)
}
return
}
return
}
func reflectGormData(data any) (table string, columns []string, values map[string]any, err error) {
// value := reflect.ValueOf(data)
// tableNameM := value.MethodByName("TableName")
// _ = tableNameM.Call(nil)
defer func() {
if r := recover(); r != nil {
err = fmt.Errorf("%T parse gorm data error %v", data, r)
}
}()
values = make(map[string]any)
refValue := reflect.ValueOf(data)
refType := reflect.TypeOf(data)
tableNameM := refValue.MethodByName("TableName")
if !tableNameM.IsValid() {
err = fmt.Errorf("type %T not has method TableName", data)
return
}
rsp := tableNameM.Call(nil)
table = rsp[0].Interface().(string)
if refValue.Kind() == reflect.Ptr {
refValue = refValue.Elem()
}
if refType.Kind() == reflect.Ptr {
refType = refType.Elem()
}
for i := 0; i < refType.NumField(); i++ {
field := refType.Field(i)
value := refValue.Field(i).Interface()
// value
tag := field.Tag.Get("gorm")
column := getGormTagColumnName(tag)
if column == "" || strings.HasPrefix(column, "-") { // 忽略字段
continue
}
columns = append(columns, column)
values[column] = value
}
return
}
func getGormTagColumnName(tag string) (column string) {
i1 := strings.Index(tag, "column:")
if i1 < 0 {
return
}
i2 := strings.Index(tag[i1+7:], ";")
if i2 < 0 {
return tag[i1+7:]
}
return tag[i1+7 : i2+7]
}
// InsertBatch 批量插入gorm标签的结构体, 结构体用指针！
func InsertBatch[T any](c *ClickhouseBatchWriter, ctx context.Context, datas []T) (err error) {
if len(datas) == 0 {
return
}
var tColumns = make(map[string][]string, 3)
var tBatchs = make(map[string]driver.Batch, 3)
for _, data := range datas {
// 优化原生批量插入: https://clickhouse.com/docs/en/integrations/go#batch-insert
table, columns, values, e := reflectGormData(data)
if e != nil {
err = e
return
}
// 初始化该表 prepare
if _, ok := tColumns[table]; !ok {
tColumns[table] = columns
prepareSql := fmt.Sprintf("INSERT INTO %s(", table)
for i, column := range columns {
if i == 0 {
prepareSql += column
} else {
prepareSql += ("," + column)
}
}
prepareSql += ") SETTINGS async_insert=1, wait_for_async_insert=0"
batch, e := c.conn.PrepareBatch(ctx, prepareSql)
if e != nil {
err = e
return
}
tBatchs[table] = batch
}
columns = tColumns[table]
batch := tBatchs[table]
var args = make([]any, 0, len(columns))
for _, column := range columns {
args = append(args, values[column])
}
err = batch.Append(args...)
if err != nil {
return
}
}
// 批量插入
for _, batch := range tBatchs {
err = batch.Send()
if err != nil {
return
}
}
return
}

30
pkg/trade/close_strategy.go
Unescape View File

@ -48,21 +48,11 @@ func (s *CloseStrategy) OnPrice(price float64, pos *Position) (closePos bool, ca
return return
} }
// update peak px // update peak px
peakPx, ok := pos.GetStateF64("peakPx") if pos.Side == types.SideLong && (price > pos.PeakPx) {
updatePeakPx := false pos.PeakPx = price
if !ok {
updatePeakPx = true
} else {
if pos.Side == types.SideLong && price > peakPx {
updatePeakPx = true
} }
if pos.Side == types.SideShort && price < peakPx { if pos.Side == types.SideShort && (price < pos.PeakPx) {
updatePeakPx = true pos.PeakPx = price
}
}
if updatePeakPx {
peakPx = price
pos.SetState("peakPx", price)
} }
entry := pos.EntryPx entry := pos.EntryPx
@ -79,7 +69,7 @@ func (s *CloseStrategy) OnPrice(price float64, pos *Position) (closePos bool, ca
// 基于最高利润动态止盈 // 基于最高利润动态止盈
if len(s.ProfitRetracePcts) > 0 { if len(s.ProfitRetracePcts) > 0 {
// peak profit fraction // peak profit fraction
peakProfit := (peakPx - entry) / entry peakProfit := (pos.PeakPx - entry) / entry
minProfitToTrail, trailingPct := float64(0), float64(0) minProfitToTrail, trailingPct := float64(0), float64(0)
for _, profit := range s.ProfitRetracePcts { for _, profit := range s.ProfitRetracePcts {
if len(profit) != 2 { if len(profit) != 2 {
@ -87,15 +77,13 @@ func (s *CloseStrategy) OnPrice(price float64, pos *Position) (closePos bool, ca
} }
_minProfitToTrail := profit[0] // 启动最高利润回撤的最小盈利阈值 _minProfitToTrail := profit[0] // 启动最高利润回撤的最小盈利阈值
_trailingPct := profit[1] // 基于最高利润回撤触发平仓 _trailingPct := profit[1] // 基于最高利润回撤触发平仓
if peakProfit >= _minProfitToTrail { if peakProfit >= _minProfitToTrail && _minProfitToTrail > minProfitToTrail {
if _minProfitToTrail > minProfitToTrail {
minProfitToTrail = _minProfitToTrail minProfitToTrail = _minProfitToTrail
trailingPct = _trailingPct trailingPct = _trailingPct
} }
} }
}
if minProfitToTrail > 0 && trailingPct > 0 { if minProfitToTrail > 0 && trailingPct > 0 {
trail := peakPx * (1 - trailingPct) trail := entry + (pos.PeakPx-entry)*(1-trailingPct)
if price <= trail { if price <= trail {
return true, CauseCloseTrailing return true, CauseCloseTrailing
} }
@ -114,7 +102,7 @@ func (s *CloseStrategy) OnPrice(price float64, pos *Position) (closePos bool, ca
// 基于最高利润动态止盈 // 基于最高利润动态止盈
if len(s.ProfitRetracePcts) > 0 { if len(s.ProfitRetracePcts) > 0 {
// peak profit fraction // peak profit fraction
peakProfit := (entry - peakPx) / entry peakProfit := (entry - pos.PeakPx) / entry
minProfitToTrail, trailingPct := float64(0), float64(0) minProfitToTrail, trailingPct := float64(0), float64(0)
for _, profit := range s.ProfitRetracePcts { for _, profit := range s.ProfitRetracePcts {
if len(profit) != 2 { if len(profit) != 2 {
@ -128,7 +116,7 @@ func (s *CloseStrategy) OnPrice(price float64, pos *Position) (closePos bool, ca
} }
} }
if minProfitToTrail > 0 && trailingPct > 0 { if minProfitToTrail > 0 && trailingPct > 0 {
trail := peakPx * (1 + trailingPct) trail := entry - (entry-pos.PeakPx)*(1+trailingPct)
if price >= trail { if price >= trail {
return true, CauseCloseTrailing return true, CauseCloseTrailing
} }

0
pkg/trade/risk/manager.go → pkg/trade/risk/manager.go.txt
Unescape View File

69
pkg/trade/types.go
Unescape View File

@ -2,18 +2,17 @@ package trade
import ( import (
"sig-pub/pkg/types" "sig-pub/pkg/types"
"github.com/spf13/cast"
) )
type Cause int32 type Cause int32
const ( const (
// _ Cause = iota // _ Cause = iota
CauseCloseStoploss Cause = 1001 // 平仓:固定止损 CauseCloseForced Cause = 1001 // 平仓:强制平仓
CauseCloseTakeprofit Cause = 1002 // 平仓:固定止盈 CauseCloseStoploss Cause = 1002 // 平仓:固定止损
CauseCloseReverseSingal Cause = 1003 // 平仓:策略反向信号 CauseCloseTakeprofit Cause = 1003 // 平仓:固定止盈
CauseCloseTrailing Cause = 1004 // 平仓:移动止损基于最高利润点回撤百分比 CauseCloseReverseSingal Cause = 1004 // 平仓:策略反向信号
CauseCloseTrailing Cause = 1005 // 平仓:移动止损基于最高利润点回撤百分比
CauseRiskAlreadyTrade Cause = 2001 // 风控:已有持仓 CauseRiskAlreadyTrade Cause = 2001 // 风控:已有持仓
CauseRiskSideAlreadyTrade Cause = 2002 // 风控:相同方向已有持仓 CauseRiskSideAlreadyTrade Cause = 2002 // 风控:相同方向已有持仓
) )
@ -22,28 +21,23 @@ func (c Cause) String() string {
switch c { switch c {
default: default:
return "" return ""
case CauseCloseForced:
return "closeForced"
case CauseCloseStoploss: case CauseCloseStoploss:
return "stoploss" return "closeStoploss"
case CauseCloseTakeprofit: case CauseCloseTakeprofit:
return "takeprofit" return "closeTakeprofit"
case CauseCloseReverseSingal:
return "closeReverseSingal"
case CauseCloseTrailing:
return "closeTrailing"
case CauseRiskAlreadyTrade:
return "riskAlreadyTrade"
case CauseRiskSideAlreadyTrade:
return "riskSideAlreadyTrade"
} }
} }
type Trade struct {
Id int64 // 交易id
Side types.Side // 交易方向
Qty float64 // 交易量
Price float64 // 开仓价格
Fee float64 // 开仓手续费
Time int64 // 开仓时间
ClosePrice float64 // 平仓价格
CloseFee float64 // 平仓手续费
CloseTs int64 // 平仓时间
CloseCause Cause // 平仓原因 ["stoploss", "takeprofit", "trailing", "retrace", "signal"](“止损”、“止盈”、“动态跟踪”、“回撤”、“信号”)
Pnl float64 // 盈利/亏损 pnl = (t.ClosePrice-t.Price)*t.Qty - t.Fee - t.CloseFee
HoldTime string // 持仓时间
}
// Position 持仓仓位 // Position 持仓仓位
type Position struct { type Position struct {
TradeId int64 // 交易订单id TradeId int64 // 交易订单id
@ -55,33 +49,4 @@ type Position struct {
PeakPx float64 // highest (for long) or lowest (for short) observed price since entry PeakPx float64 // highest (for long) or lowest (for short) observed price since entry
Fee float64 // 手续费 Fee float64 // 手续费
FeeRate float64 // 手续费率 FeeRate float64 // 手续费率
State map[string]any // 持仓持久化状态
}
func (pos *Position) SetState(k string, v any) {
if pos.State == nil {
pos.State = make(map[string]any)
}
pos.State[k] = v
}
func (pos *Position) GetState(k string) (v any, ok bool) {
if pos.State == nil {
return
}
v, ok = pos.State[k]
return
}
func (pos *Position) GetStateF64(k string) (f float64, ok bool) {
if pos.State == nil {
return
}
v, ok := pos.State[k]
if !ok {
return
}
f, err := cast.ToFloat64E(v)
ok = err == nil
return
} }

Write Preview
Loading…
Cancel
Save