deploy build.sh

.vscode/launch.json

@@ -5,13 +5,13 @@
     "version": "0.2.0",
     "configurations": [
         {
-            "name": "sig-admin",
+            "name": "admin",
             "type": "go",
             "request": "launch",
             "mode": "auto",
-            "program": "${workspaceFolder}/cmd/sig-admin",
+            "program": "${workspaceFolder}/cmd/admin",
             "cwd": "${workspaceFolder}",
-            "output": "${workspaceFolder}/run/sig-admin",
+            "output": "${workspaceFolder}/run/admin",
         },
         {
             "name": "market",

README.md

@@ -146,3 +146,5 @@ page design:
   - 回测页: 交易策略, 跑策略, 结果绘图
   - 交易计划: 交易策略 -> 交易所,币种,驱动周期 -> risk, sig, close, trade_strategy_param
   - 参数遍历回测
+
+对目标目标k线时序段前的k线进行特征提取, 再进行回测评估, 反复迭代得到Alpha

api/gateway.proto

@@ -0,0 +1,40 @@
+syntax = "proto3";
+
+option go_package = "./pb";
+
+
+// 通过网关向客户端投递消息
+service GatewayPostal {
+  // 使用流连续发送数据
+  rpc DeliverStream(stream ReqDeliver) returns (ResDeliver);
+
+  // 发送一次数据
+  rpc Deliver(ReqDeliver) returns (ResDeliver);
+
+  // 批量发送数据
+  rpc DeliverBatch(ReqDeliverBatch) returns (ResDeliver);
+}
+
+message Message {
+  int64 time = 3;
+  string target = 4; // 消息处理 handler
+  bytes body = 15; // protobuf bytes
+}
+
+message ReqDeliver {
+  string receiver = 1;
+  Message msg = 2;
+
+  bool sync = 7; // 是否同步阻塞等待投递结果, 默认false立即返回放到队列消费投递
+}
+message ResDeliver {
+  bool ok = 1;
+  int32 code = 2;
+  string msg = 3;
+}
+
+message ReqDeliverBatch {
+  repeated string receivers = 1;
+  Message msg = 2;
+  bool sync = 7;
+}

build-all.sh

@@ -1,7 +1,12 @@
 #! /bin/bash
 
-./build.sh market 1.0 \
-  && ./build.sh exchange 1.0 \
-  && ./build.sh gateway 1.0 \
-  && ./build.sh admin 1.0 \
-  && ./build.sh trading 1.0
+# ./build-all.sh 1.0 hub.docker.com
+
+VERSION=$1
+DOMAIN=$2
+
+./build.sh market $VERSION $DOMAIN \
+  && ./build.sh exchange $VERSION $DOMAIN \
+  && ./build.sh gateway $VERSION $DOMAIN \
+  && ./build.sh admin $VERSION $DOMAIN \
+  && ./build.sh trading $VERSION $DOMAIN

build.sh

@@ -1,9 +1,10 @@
 #! /bin/bash
 
-# ./build.sh exchange 1.0
+# ./build.sh exchange 1.0 domain
 
 APP=$1
-DOCKER_IMAGE_VERSION=$2
+VERSION=$2
+DOMAIN=$3
 GO111MODULE=on
 CGO_ENABLED=0
 GOOS=linux
@@ -11,10 +12,15 @@ GOARCH=amd64
 
 go build -o target/$APP cmd/$APP/main.go
 
-if [ -n "$DOCKER_IMAGE_VERSION" ]; then
-    echo "docker build -t sig-$APP:$DOCKER_IMAGE_VERSION --build-arg APP=$APP ."
+if [ -n "$VERSION" ]; then
     cp -f /usr/share/zoneinfo/Asia/Shanghai ./localtime
-    docker build -t sig-$APP:$DOCKER_IMAGE_VERSION --build-arg APP=$APP .
+    if [ -n "$DOMAIN" ]; then
+        echo "docker build -t $DOMAIN/sig-$APP:$VERSION --build-arg APP=$APP ."
+        docker build -t $DOMAIN/sig-$APP:$VERSION --build-arg APP=$APP .
+    else
+        echo "docker build -t sig-$APP:$VERSION --build-arg APP=$APP ."
+        docker build -t sig-$APP:$VERSION --build-arg APP=$APP .
+    fi
     rm -f localtime
 fi
 

generate.go

@@ -8,6 +8,7 @@ import "fmt"
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/exchange.proto
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/order.proto
 //go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/trading.proto
+//go:generate protoc --go_out=./api/ --go-grpc_out=./api/ ./api/gateway.proto
 
 // run cmd: go generate generate.go
 func main() {

internal/gateway/gateway_postal_grpc_server.go

@@ -0,0 +1,34 @@
+package gateway
+
+import (
+	"context"
+	"sig-pub/api/pb"
+
+	"google.golang.org/grpc"
+)
+
+type GatewayPostalGrpcServer struct {
+	pb.UnimplementedGatewayPostalServer
+}
+
+func NewGatewayGrpcServer() *GatewayPostalGrpcServer {
+	return &GatewayPostalGrpcServer{}
+}
+
+// DeliverStream 使用流连续发送数据
+func (svr *GatewayPostalGrpcServer) DeliverStream(req grpc.ClientStreamingServer[pb.ReqDeliver, pb.ResDeliver]) (err error) {
+
+	return nil
+}
+
+// Deliver 发送一次数据
+func (svr *GatewayPostalGrpcServer) Deliver(ctx context.Context, req *pb.ReqDeliver) (*pb.ResDeliver, error) {
+
+	return nil, nil
+}
+
+// DeliverBatch 批量发送数据
+func (svr *GatewayPostalGrpcServer) DeliverBatch(ctx context.Context, req *pb.ReqDeliverBatch) (res *pb.ResDeliver, err error) {
+
+	return nil, nil
+}