indicator plot

api/pub.proto

@@ -168,9 +168,9 @@ message IndicatorPlotSeries {
   string state = 1;
   int32 type = 2;
   google.protobuf.Struct props = 3;
-  repeated IndicatorStateToPlotProps state2Props = 4;
+  repeated IndicatorStateEnumProps stateEnumProps = 4;
 }
-message IndicatorStateToPlotProps {
+message IndicatorStateEnumProps {
   string state = 1;
   map<int32, google.protobuf.Struct> enumProps = 2;
 }

api/trading.proto

@@ -33,7 +33,7 @@ message RspIndicatorSeries {
 }
 message IndicatorState {
     string state = 1;
-    repeated double value = 2;
+    repeated double matrix = 2;
 }
 
 message ReqStrategySeries {

internal/trading/trading_grpc_server.go

@@ -3,8 +3,11 @@ package trading
 import (
 	"context"
 	"sig-pub/api/pb"
+	"sig-pub/pkg/indicator"
 	"sig-pub/pkg/types"
 	"sig-pub/pkg/utils/times"
+
+	"google.golang.org/protobuf/types/known/structpb"
 )
 
 type TradingGrpcServer struct {
@@ -27,8 +30,48 @@ func (svr *TradingGrpcServer) IndicatorPlots(ctx context.Context, req *pb.ReqInd
 	if err != nil {
 		return
 	}
-	for _, plot := range plots {
+	rsp = new(pb.RspIndicatorPlots)
-		_ = plot
+	for name, plot := range plots {
+		p := &pb.IndicatorPlot{Indicator: name}
+		p.Series, err = mappingIndicatorPlotSeries(plot.Series)
+		if err != nil {
+			return nil, err
+		}
+		for _, series := range plot.StateSeries {
+			ps, err := mappingIndicatorPlotSeries(series)
+			if err != nil {
+				return rsp, err
+			}
+			p.StateSeries = append(p.StateSeries, ps)
+		}
+		rsp.Plots = append(rsp.Plots, p)
+	}
+	return
+}
+
+func mappingIndicatorPlotSeries(ps indicator.PlotSeries) (splot *pb.IndicatorPlotSeries, err error) {
+	seriesProps, err := structpb.NewStruct(ps.Props)
+	if err != nil {
+		return
+	}
+	splot = &pb.IndicatorPlotSeries{
+		State:          ps.State,
+		Type:           int32(ps.Type),
+		Props:          seriesProps,
+		StateEnumProps: nil,
+	}
+	for state, valueProps := range ps.State2Props {
+		s2p := &pb.IndicatorStateEnumProps{
+			State:     state,
+			EnumProps: make(map[int32]*structpb.Struct),
+		}
+		for v, props := range valueProps {
+			s2p.EnumProps[int32(v)], err = structpb.NewStruct(props)
+			if err != nil {
+				return
+			}
+		}
+		splot.StateEnumProps = append(splot.StateEnumProps, s2p)
 	}
 	return
 }
@@ -46,7 +89,7 @@ func (svr *TradingGrpcServer) IndicatorSeries(ctx context.Context, req *pb.ReqIn
 	for state, value := range states {
 		rsp.States = append(rsp.States, &pb.IndicatorState{
 			State:  state,
-			Value: value,
+			Matrix: value,
 		})
 	}
 	return

internal/trading/trading_service.go

@@ -265,7 +265,7 @@ func (svc *TradingService) IndicatorSeries(ctx context.Context, indicatorName st
 		// 状态填充
 		for _, state := range indicatorStates {
 			sv, _ := indicatorContext.State().Get(state, 0)
-			states[state] = append(states[state], sv)
+			states[state] = append(states[state], math.Round(sv*pow)/pow)
 		}
 		return
 	})

pkg/indicator/indicator_plot.go

@@ -29,10 +29,14 @@ const (
 )
 
 // Series 绘图颜色
-type Color string
+const (
+	ColorRed    string = "red"
+	ColorGreen  string = "green"
+	ColorYellow string = "yellow"
+	ColorBlue   string = "blue"
+)
 
 const (
-	ColorRed    Color = "red"
+// calc tokens: > >= == < <= + - * / %
-	ColorGreen  Color = "green"
+// 大于等于小于 In, NotIn ...
-	ColorYellow Color = "yellow"
 )

pkg/indicator/indicator_registry.go

@@ -22,6 +22,7 @@ func (r *IndicatorRegistry) Init() (err error) {
 	r.MustRegistIndicator(&SMA{})
 	r.MustRegistIndicator(&ATR{})
 	r.MustRegistIndicator(&EMA{})
+	r.MustRegistIndicator(&MACD{})
 	r.MustRegistIndicator(&MacdDIF{})
 	r.MustRegistIndicator(&MacdDEA{})
 	r.MustRegistIndicator(&Macd{})

pkg/indicator/macd.go

@@ -1,110 +1,68 @@
 package indicator
 
-import (
+import "sig-pub/pkg/types"
-	"sig-pub/pkg/types"
-)
 
-// Macd macd柱状图计算
+type MACD struct {
-
-// Macd 拆分成: Macd(柱状图), MacdDIF线, MacdDEA(信号线)
-// 计算 MacdDIF 线 (DIF): 反映短期趋势与长期趋势的“收敛/散度”
-// Macd: https://www.investopedia.com/terms/m/macd.asp
-type Macd struct {
 }
 
-func (c *Macd) Meta() IndicatorMeta {
+func (c *MACD) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "Macd",
+		Name: "MACD",
 		Input: []types.InputArg{
-			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},    // 12
-			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},    // 26
-			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"},
+			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"}, // 9
+		},
+		State: []string{"dif", "dea"},
+		Plot: Plot{
+			Series: PlotSeries{Type: PlotSeriesHistogram, Props: PlotProps{"color": ColorGreen}, State2Props: map[string]map[float64]PlotProps{
+				"vector": {
+					-1: {"vector >= 0": 1, "color": ColorRed},
+					1:  {"vector < 0": 1, "color": ColorGreen},
+				},
+			}},
+			StateSeries: []PlotSeries{
+				{State: "dif", Type: PlotSeriesLine, Props: PlotProps{"color": ColorYellow}},
+				{State: "dea", Type: PlotSeriesLine, Props: PlotProps{"color": ColorBlue}},
 			},
-	}
-}
-
-func (c *Macd) CandlePeriods(ctx IIndicatorContext) int16 {
-	return max(
-		ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods(),
-		ctx.Indicator("MacdDEA", ctx.Input()).CandlePeriods(),
-	)
-}
-
-func (c *Macd) Calculate(ctx IIndicatorContext) (vector float64) {
-	macd_dea := ctx.Indicator("MacdDEA", ctx.Input()).Get(0)
-	macd_dif := ctx.Indicator("MacdDIF", ctx.Input()).Get(0)
-	vector = (macd_dif - macd_dea) * 2
-	return
-}
-
-type MacdDIF struct {
-}
-
-// indicator interface
-func (c *MacdDIF) Meta() IndicatorMeta {
-	return IndicatorMeta{
-		Name: "MacdDIF",
-		Input: []types.InputArg{
-			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},
-			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
 		},
 	}
 }
 
-func (c *MacdDIF) CandlePeriods(ctx IIndicatorContext) int16 {
+func (c *MACD) CandlePeriods(ctx IIndicatorContext) int16 {
 	return max(
 		ctx.Indicator("EMA", ctx.Input().Int16("fast")).CandlePeriods(),
 		ctx.Indicator("EMA", ctx.Input().Int16("slow")).CandlePeriods(),
-	)
+	) + ctx.Input().Int16("singal") + 1
 }
 
-// Calculate 计算单根k线sma指标
+// Calculate macd计算从第max(fast, slow)期开始稳定
-func (c *MacdDIF) Calculate(ctx IIndicatorContext) (vector float64) {
+func (c *MACD) Calculate(ctx IIndicatorContext) (vector float64) {
-	fast := ctx.Input().Int16("fast") // 12
+	fast := ctx.Input().Int16("fast")
-	slow := ctx.Input().Int16("slow") // 26
+	slow := ctx.Input().Int16("slow")
+	singal := ctx.Input().Int16("singal")
 
-	// macd计算从第max(fast, slow)期开始稳定
+	// macd dif
 	fastEma := ctx.Indicator("EMA", fast).Get(0)
 	slowEma := ctx.Indicator("EMA", slow).Get(0)
-	macd := fastEma - slowEma
+	macd_dif := fastEma - slowEma
-	vector = macd
+	ctx.State().Set("dif", macd_dif)
-	return
-}
-
-// MacdDEA macd信号线计算
-type MacdDEA struct {
-}
-
-func (c *MacdDEA) Meta() IndicatorMeta {
-	return IndicatorMeta{
-		Name: "MacdDEA",
-		Input: []types.InputArg{
-			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},
-			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
-			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"},
-		},
-	}
-}
 
-func (c *MacdDEA) CandlePeriods(ctx IIndicatorContext) int16 {
+	// macd dea
-	return ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods() + ctx.Input().Int16("singal") + 1
+	deaPrev, ok := ctx.State().Get("dea", 1)
-}
-
-func (c *MacdDEA) Calculate(ctx IIndicatorContext) (vector float64) {
-	singal := ctx.Input().Int16("singal") // 9
-
-	deaPrev, ok := ctx.State().Get("_vector", 1)
 	if !ok {
 		// 初始值前9期的 MACD_DIF SMA
-		macdDifs := ctx.Indicator("MacdDIF", ctx.Input()).Series(1, singal)
+		difs, ok := ctx.State().Series("dif", 1, singal)
-		deaPrev = macdDifs.Avg()
+		if !ok {
+			return
+		}
+		deaPrev = difs.Avg()
 	}
-	macd_dif := ctx.Indicator("MacdDIF", ctx.Input()).Get(0)
-	// 计算DEA
-	beta := 2 / float64(singal+1)
-	dea := beta*macd_dif + (1-beta)*deaPrev
-	ctx.State().Set("_vector", dea)
 
-	vector = dea
+	// macd hist
+	beta := 2 / float64(singal+1)
+	macd_dea := beta*macd_dif + (1-beta)*deaPrev
+	ctx.State().Set("dea", macd_dea)
+	vector = (macd_dif - macd_dea) * 2
 	return
 }

pkg/indicator/macd0.go

@@ -0,0 +1,110 @@
+package indicator
+
+import (
+	"sig-pub/pkg/types"
+)
+
+// Macd macd柱状图计算
+
+// Macd 拆分成: Macd(柱状图), MacdDIF线, MacdDEA(信号线)
+// 计算 MacdDIF 线 (DIF): 反映短期趋势与长期趋势的“收敛/散度”
+// Macd: https://www.investopedia.com/terms/m/macd.asp
+type Macd struct {
+}
+
+func (c *Macd) Meta() IndicatorMeta {
+	return IndicatorMeta{
+		Name: "Macd",
+		Input: []types.InputArg{
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
+			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"},
+		},
+	}
+}
+
+func (c *Macd) CandlePeriods(ctx IIndicatorContext) int16 {
+	return max(
+		ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("MacdDEA", ctx.Input()).CandlePeriods(),
+	)
+}
+
+func (c *Macd) Calculate(ctx IIndicatorContext) (vector float64) {
+	macd_dea := ctx.Indicator("MacdDEA", ctx.Input()).Get(0)
+	macd_dif := ctx.Indicator("MacdDIF", ctx.Input()).Get(0)
+	vector = (macd_dif - macd_dea) * 2
+	return
+}
+
+type MacdDIF struct {
+}
+
+// indicator interface
+func (c *MacdDIF) Meta() IndicatorMeta {
+	return IndicatorMeta{
+		Name: "MacdDIF",
+		Input: []types.InputArg{
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
+		},
+	}
+}
+
+func (c *MacdDIF) CandlePeriods(ctx IIndicatorContext) int16 {
+	return max(
+		ctx.Indicator("EMA", ctx.Input().Int16("fast")).CandlePeriods(),
+		ctx.Indicator("EMA", ctx.Input().Int16("slow")).CandlePeriods(),
+	)
+}
+
+// Calculate 计算单根k线sma指标
+func (c *MacdDIF) Calculate(ctx IIndicatorContext) (vector float64) {
+	fast := ctx.Input().Int16("fast") // 12
+	slow := ctx.Input().Int16("slow") // 26
+
+	// macd计算从第max(fast, slow)期开始稳定
+	fastEma := ctx.Indicator("EMA", fast).Get(0)
+	slowEma := ctx.Indicator("EMA", slow).Get(0)
+	macd := fastEma - slowEma
+	vector = macd
+	return
+}
+
+// MacdDEA macd信号线计算
+type MacdDEA struct {
+}
+
+func (c *MacdDEA) Meta() IndicatorMeta {
+	return IndicatorMeta{
+		Name: "MacdDEA",
+		Input: []types.InputArg{
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
+			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"},
+		},
+	}
+}
+
+func (c *MacdDEA) CandlePeriods(ctx IIndicatorContext) int16 {
+	return ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods() + ctx.Input().Int16("singal") + 1
+}
+
+func (c *MacdDEA) Calculate(ctx IIndicatorContext) (vector float64) {
+	singal := ctx.Input().Int16("singal") // 9
+
+	deaPrev, ok := ctx.State().Get("_vector", 1)
+	if !ok {
+		// 初始值前9期的 MACD_DIF SMA
+		macdDifs := ctx.Indicator("MacdDIF", ctx.Input()).Series(1, singal)
+		deaPrev = macdDifs.Avg()
+	}
+	macd_dif := ctx.Indicator("MacdDIF", ctx.Input()).Get(0)
+	// 计算DEA
+	beta := 2 / float64(singal+1)
+	dea := beta*macd_dif + (1-beta)*deaPrev
+	ctx.State().Set("_vector", dea)
+
+	vector = dea
+	return
+}

pkg/strategy/gold_x.go

@@ -32,16 +32,16 @@ func (s *GoldX) Init(input types.Input) (err error) {
 
 func (s *GoldX) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
 	return max(
-		ctx.Indicator("Macd", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("MACD", ctx.Input()).CandlePeriods(),
-		ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods(),
-		ctx.Indicator("MacdDEA", ctx.Input()).CandlePeriods(),
 	)
 }
 
 func (s *GoldX) Update(ctx ISingleSigStrategyContext) (side types.Side) {
-	macdHist := ctx.Indicator("Macd", ctx.Input()).Get(0)         // macd柱状图
+	macd := ctx.Indicator("MACD", ctx.Input())
-	macdDea := ctx.Indicator("MacdDEA", ctx.Input()).Series(0, 2) // macd_dea信号线
+
-	macdDif := ctx.Indicator("MacdDIF", ctx.Input()).Series(0, 2) // macd_dif线
+	macdHist := macd.Get(0)
+	macdDea := macd.StateSeries("dea", 0, 2)
+	macdDif := macd.StateSeries("dif", 0, 2)
 
 	// todo 包装方法 crossover/crossunder
 	// 1.MACD DIF线接近或上穿零轴（表示整体多头市场）

pkg/strategy/super_trend2_macd.go

@@ -35,9 +35,7 @@ func (s *SuperTrend2Macd) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
 	return max(
 		ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3}).CandlePeriods(),
 		ctx.Indicator("SuperTrend", types.Input{"window": 14, "mul": 2}).CandlePeriods(),
-		ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
+		ctx.Indicator("MACD", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
-		ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(),
-		21,
 	)
 }
 
@@ -51,8 +49,9 @@ func (s *SuperTrend2Macd) Update(ctx ISingleSigStrategyContext) (side types.Side
 	trend1Directions := superTrend1.StateSeries("direction", 0, 2)
 	trend2Directions := superTrend2.StateSeries("direction", 0, 2)
 
-	macdDea := ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dea信号线
+	macd := ctx.Indicator("MACD", types.Input{"fast": 12, "slow": 26, "singal": 9})
-	macdDif := ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dif线
+	macdDea := macd.StateSeries("dea", 0, 2)
+	macdDif := macd.StateSeries("dif", 0, 2)
 
 	crossover := macdDif[0] > macdDea[0] && macdDif[1] < macdDea[1]  // 金叉
 	crossunder := macdDif[0] < macdDea[0] && macdDif[1] > macdDea[1] // 死叉