1

README.md

@@ -51,7 +51,8 @@ kline时间窗口
 
 Dragonfly redis替换
 
-CCXT – [加密货币交易所交易库](https://github.com/ccxt/ccxt)
+CCXT – [加密货币交易所交易接口库](https://github.com/ccxt/ccxt)
+[binance交易接口库](https://pkg.go.dev/github.com/adshao/go-binance)
 
 ### 绘图框架
 tradingview advanced-charts: 
@@ -114,3 +115,9 @@ macd dif/dea -> state -> plot
 - 量化交易
 - web3:
   - 智能合约 solidity NTF
+
+generate(metaTradePlan[sig,risk,trade,close params]) 
+  -> tradePlan
+  -> backtest
+  -> result
+  -> statistics

pkg/indicator/indicator.go

@@ -58,3 +58,13 @@ type IIndicatorState interface {
 	// Series 获取指标之前存储的状态序列 offset >= 1, count >= 1
 	Series(k string, offset, count int16) (v series.Floats, ok bool)
 }
+
+// 单个指标参数校验
+type IIndicatorValidator interface {
+	InputValidator(input types.Input) error
+}
+
+// 策略中多个组合指标参数校验 -> strategy(ind1, ind2)
+type IStrategyValidator interface {
+	InputValidator(input types.Input) error
+}

pkg/strategy/gold_x.go

@@ -36,6 +36,7 @@ func (s *GoldX) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
 	)
 }
 
+// $MACD > 0 && #crossover($MACD.dea, $MACD.dif) -> long
 func (s *GoldX) Update(ctx ISingleSigStrategyContext) (side types.Side) {
 	macd := ctx.Indicator("MACD", ctx.Input())
 

pkg/utils/rands/weight_choice.go

@@ -0,0 +1,37 @@
+package rands
+
+import (
+	"math/rand/v2"
+	"time"
+)
+
+var (
+	rad = rand.New(rand.NewPCG(uint64(time.Now().Unix()), uint64(time.Now().UnixNano())))
+)
+
+// Choice 一个选项包含一个泛型项以及一个权重，该权重用于控制其被选中的频率
+type Choice[W int | int32 | int64, T any] struct {
+	Weight W
+	Item   T
+}
+
+// WeightedChoice 加权随机选择, 从所提供的选项中返回一个选项, 权重值为 0 的选项永远不会被选中
+// Based on this algorithm: http://eli.thegreenplace.net/2010/01/22/weighted-random-generation-in-python/
+func WeightedChoice[W int | int32 | int64, T any](choices []Choice[W, T], rd ...*rand.Rand) (ret Choice[W, T], ok bool) {
+	sum := int64(0)
+	for _, c := range choices {
+		sum += int64(c.Weight)
+	}
+	crd := rad
+	if len(rd) > 0 && rd[0] != nil {
+		crd = rd[0]
+	}
+	r := crd.Int64N(sum)
+	for _, c := range choices {
+		r -= int64(c.Weight)
+		if r < 0 {
+			return c, true
+		}
+	}
+	return
+}

pkg/utils/rands/weight_choice_test.go

@@ -0,0 +1,24 @@
+package rands
+
+import (
+	"fmt"
+	"testing"
+)
+
+func TestWeightedChoice(t *testing.T) {
+	choices := []Choice[int, int]{
+		{Weight: 10, Item: 300},
+		{Weight: 1, Item: 100},
+		{Weight: 5, Item: 200},
+	}
+	times := make(map[int]int)
+	for range 100000 {
+		c, ok := WeightedChoice(choices)
+		if !ok {
+			t.Error("weight choice error")
+			return
+		}
+		times[c.Item]++
+	}
+	fmt.Println(times) // map[100:6156 200:31280 300:62564]
+}