summary indicator

internal/trading/sig/indicator_context.go

@@ -28,7 +28,7 @@ type IOffsetIndicatorContext interface {
 // IndicatorContext 指标上下文, 提供k线序列给指标计算使用
 type IndicatorContext struct {
 	IOffsetIndicatorContext
-	indicator       indicator.IIndicator
+	indicator       indicator.IIndicatorMetable
 	indicatorKey    string
 	indicatorsReg   *indicator.IndicatorRegistry
 	input           types.Input
@@ -38,7 +38,7 @@ type IndicatorContext struct {
 	indicatorTrace  []string // 指标调用链避免指标循环引用
 }
 
-func NewIndicatorContext(indicator indicator.IIndicator, input types.Input, indicatorStates IndicatorStates, kSeries *types.KlineSeries, indicatorsReg *indicator.IndicatorRegistry) *IndicatorContext {
+func NewIndicatorContext(indicator indicator.IIndicatorMetable, input types.Input, indicatorStates IndicatorStates, kSeries *types.KlineSeries, indicatorsReg *indicator.IndicatorRegistry) *IndicatorContext {
 	// 指标参数默认值
 	FillDefaultInputs(input, indicator.Meta().Input)
 
@@ -108,7 +108,9 @@ func (c *IndicatorContext) State() indicator.IIndicatorState {
 		state = NewIndicatorState(c.kSeries.Interval)
 		c.indicatorStates[c.indicatorKey] = state
 		// 从头KlineSeries跑一遍, 针对ema,macd等回溯迭代指标, 将state与KlineSeries对齐
-		c.backtrackIndicatorState(c.indicator)
+		if ind, ok := c.indicator.(indicator.IIndicator); ok {
+			c.backtrackIndicatorState(ind)
+		}
 	}
 	state.SetIndicatorContext(c)
 	return state
@@ -149,6 +151,16 @@ func (c *IndicatorContext) Indicator(name string, args ...any) (series indicator
 	return NewWindowIndicatorSeries(indicator, indicatorContext)
 }
 
+func (c *IndicatorContext) SummaryIndicator(name string, args ...any) (summary indicator.IIndicatorSummary) {
+	input := matchIndicatorArgs(args...)
+
+	indicatorContext := NewIndicatorContext(nil, input, c.indicatorStates, c.kSeries, c.indicatorsReg)
+	indicatorContext.offset = c.offset
+	indicatorContext.indicatorTrace = append(c.indicatorTrace, name)
+
+	return NewIndicatorSummary(nil, indicatorContext)
+}
+
 func matchIndicatorArgs(args ...any) (input types.Input) {
 inputLoop:
 	for _, arg := range args {

internal/trading/sig/indicator_series.go

@@ -50,6 +50,12 @@ func (s *WindowIndicatorSeries) Series(offset, count int16) (matrix series.Float
 	return
 }
 
+// Summary指标 计算完毕获取计算结果
+func (s *WindowIndicatorSeries) Summary(offset, count int16) (summary any, ok bool) {
+	// summary, ok = s.indicator.Summary(s.indicatorContext)
+	return
+}
+
 func (s *WindowIndicatorSeries) State(k string, offset int16) (state float64) {
 	if collect.NotIn(k, s.indicator.Meta().State...) {
 		panic(fmt.Errorf("indicator %s not export state %s", s.indicator.Meta().Name, k))

internal/trading/sig/indicator_summary.go

@@ -0,0 +1,21 @@
+package sig
+
+import "sig-pub/pkg/indicator"
+
+type IndicatorSummary struct {
+	indicator.IIndicatorSummary
+	indicatorContext IOffsetIndicatorContext
+	summaryIndicator indicator.ISummaryIndicator
+}
+
+func NewIndicatorSummary(summaryIndicator indicator.ISummaryIndicator, indicatorContext IOffsetIndicatorContext) *IndicatorSummary {
+	return &IndicatorSummary{
+		summaryIndicator: summaryIndicator,
+		indicatorContext: indicatorContext,
+	}
+}
+
+func (s *IndicatorSummary) Summary(offset, count int16) (summary any, ok bool) {
+
+	return
+}

pkg/indicator/indicator.go

@@ -18,7 +18,12 @@ type IndicatorMeta struct {
 	Plots []Plot           `json:"plots"` // 指标绘图属性
 }
 
-// IIndicator 指标基础计算接口
+type IIndicatorMetable interface {
+	// Meta 指标元信息
+	Meta() IndicatorMeta
+}
+
+// IIndicator 指标基础计算接口(无状态计算单元)
 type IIndicator interface {
 	// Meta 指标元信息
 	Meta() IndicatorMeta
@@ -28,6 +33,18 @@ type IIndicator interface {
 	Calculate(ctx IIndicatorContext) (vector float64)
 }
 
+// ISummaryIndicator 累加型计算指标(有状态计算单元)
+type ISummaryIndicator interface {
+	// Meta 指标元信息
+	Meta() IndicatorMeta
+	// CandlePeriods 计算窗口大小的指标值需要的K线数量
+	CandlePeriods(ctx IIndicatorContext) int16
+	// Accumulate 计算并累加值
+	Accumulate(ctx IIndicatorContext)
+	// Summary 计算完毕获取计算累加结果
+	Summary(ctx IIndicatorContext) (summary any, ok bool)
+}
+
 // IIndicatorContext k线序列, trading服务提供
 type IIndicatorContext interface {
 	Get(offset int16) (kline types.Kline)
@@ -50,6 +67,10 @@ type IIndicatorSeries interface {
 	StateSeries(k string, offset, count int16) (matrix series.Floats)
 }
 
+type IIndicatorSummary interface {
+	Summary(offset, count int16) (summary any, ok bool)
+}
+
 type IIndicatorState interface {
 	// Set 存储指标当前状态
 	Set(k string, v float64)

pkg/indicator/vrvp.go

@@ -0,0 +1,47 @@
+package indicator
+
+import "sig-pub/pkg/types"
+
+// VRVP 成交量分布图
+type VRVP struct {
+}
+
+func (c *VRVP) Meta() IndicatorMeta {
+	return IndicatorMeta{
+		Name: "VRVP",
+		Input: []types.InputArg{
+			{Name: "window", Type: types.InputTypeUInt, Desc: "窗口大小", Default: 10},
+		},
+		State: []string{"sig"},
+		Plots: []Plot{
+			{Name: "RVI", State: "vector", Type: PlotLine, Props: PlotProps{"color": ColorGreen}},
+			{Name: "Signal", State: "sig", Type: PlotLine, Props: PlotProps{"color": ColorRed}},
+		},
+	}
+}
+
+func (s *VRVP) Init(input types.Input) (err error) { // 校验参数并初始化
+	// s.rate = input.Float("rate")
+	// s.rate2 = input.Float("rate2")
+	return
+}
+
+// Accumulate 计算累加值
+func (v *VRVP) Accumulate(ctx IIndicatorContext) {
+}
+
+// Summary 计算完毕获取计算结果
+func (v *VRVP) Summary(ctx IIndicatorContext) (summary any, ok bool) {
+
+	return
+}
+
+type RVVPSummary struct {
+	TotalVolume float64
+	Buckets     []PriceBucket
+}
+
+type PriceBucket struct {
+	Price  float64
+	Volume float64
+}

pkg/strategy/bollgrid.go

@@ -46,6 +46,15 @@ func (s *BollGrid) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
 }
 
 func (s *BollGrid) Update(ctx ISingleSigStrategyContext) (side types.Side) {
+	// ind := ctx.Indicator("abc", "", "")
+	// ind.Summary()
+	// var ind indicator.IIndicatorSummary
+	// r, ok := ind.Summary(0, 100) // 100根k线的成交量分布图
+	// if !ok {
+	// 	return types.SideNone
+	// }
+	// _ = r
+
 	// 获取指标数据
 	// BOLL指标 Calculate 返回值为 mb (中轨)
 	bollInd := ctx.Indicator("BOLL", s.period)