sig admin api

api/pub.proto

@@ -181,3 +181,28 @@ message InputRange {
 	int32 type   = 2; // 0.fixed, 1.range, 2.enum, 3.simple group
 	string value = 3; // range => [10,20,1](min,max,step); enum => [1,2,3,4,5]; simple group => [["2025-10-01","2025-12-31"],["2025-01-01","2025-12-31"]]
 }
+
+// 回测订单
+message BacktestTradeOrder {
+    int64 backtest_id = 1;
+    int64 trade_id = 2;
+    int32 trade_type = 3;
+    string inst_id = 4;
+    Side side = 5;
+    double qty = 6;
+    double price = 7;
+    double fee = 8;
+    int32 leverage = 9;
+    int64 ctime = 10;
+    int32 status = 11;
+    double peak_px = 12;
+    string close_cause = 13;
+    double equity = 14;
+    string hold_time = 15;
+    double profit = 16;
+    double last_px = 17;
+    double entry_px = 18;
+    double entry_fee = 19;
+    int64 entry_time = 20;
+    repeated int64 trades = 21;
+}

api/trading.proto

@@ -22,14 +22,8 @@ service TradingService {
     // 交易计划参数调试回测
     rpc BacktestRace(ReqBacktestRace) returns (RspBacktestRace);
     
-    // 交易计划回测记录
+    // 交易计划回测记录(进行中)
     rpc BacktestLog(ReqBacktestLog) returns (RspBacktestLog);
-
-     // 交易计划回测交易单详情
-    rpc BacktestLogTrades(ReqBacktestLogTrades) returns (RspBacktestLogTrades);
-
-    // 交易计划回测结果统计信息
-    rpc BacktestLogStats(ReqBacktestLogStats) returns (RspBacktestLogStats);
 }
 
 message ReqIndicatorPlots {
@@ -88,37 +82,6 @@ message RspBacktestLog {
     repeated BacktestLog logs = 1;
 }
  
-message BacktestTradeOrder {
-    int64 backtest_id = 1;
-    int64 trade_id = 2;
-    int32 trade_type = 3;
-    string inst_id = 4;
-    Side side = 5;
-    double qty = 6;
-    double price = 7;
-    double fee = 8;
-    int32 leverage = 9;
-    int64 ctime = 10;
-    int32 status = 11;
-    double peak_px = 12;
-    string close_cause = 13;
-    double equity = 14;
-    string hold_time = 15;
-    double profit = 16;
-    double last_px = 17;
-    double entry_px = 18;
-    double entry_fee = 19;
-    int64 entry_time = 20;
-    repeated int64 trades = 21;
-}
-message ReqBacktestLogTrades {
-    Paging paging = 1;
-    int64 backtest_id = 2;
-}
-message RspBacktestLogTrades {
-    repeated BacktestTradeOrder trades = 1;
-}
-
 message ReqBacktestRace {
     int64 plan_id = 1; // 交易计划
     repeated InputRange series_input_range = 5; // 运行参数
@@ -131,19 +94,19 @@ message RspBacktestRace {
     
 }
 
-// 回测统计信息(line charts)
+// // 回测统计信息(line charts)
-message ReqBacktestLogStats {
+// message ReqBacktestLogStats {
-    int64 plan_id = 1;
+//     int64 plan_id = 1;
-    int64 backtest_id = 2;
+//     int64 backtest_id = 2;
-}
+// }
-message RspBacktestLogStats {
+// message RspBacktestLogStats {
-    repeated int64 times = 1; // k线时间
+//     repeated int64 times = 1; // k线时间
-    repeated double equitys = 2; // 平仓后账户净值
+//     repeated double equitys = 2; // 平仓后账户净值
-    repeated BacktestLogBuySellPoint buy_sell = 9; // 买卖点数据统计 charts data
+//     repeated BacktestLogBuySellPoint buy_sell = 9; // 买卖点数据统计 charts data
-}
+// }
-// {time: 1763890200000, value: 86400, text: 'BUY:86400', direction: 'up'}
+// // {time: 1763890200000, value: 86400, text: 'BUY:86400', direction: 'up'}
-message BacktestLogBuySellPoint {
+// message BacktestLogBuySellPoint {
-    double value = 2; // k线收盘价
+//     double value = 2; // k线收盘价
-    Side side = 3; // 买卖方向
+//     Side side = 3; // 买卖方向
-    string text = 4; // 买卖点描述
+//     string text = 4; // 买卖点描述
-}
+// }

internal/sig/args/backtest_args.go

@@ -0,0 +1,5 @@
+package args
+
+type ListBacktestLogTradesReq struct {
+	BacktestId int64 `json:"backtestId"`
+}

internal/sig/repoitory/backtest_repository.go

@@ -1,17 +1,58 @@
 package repository
 
-import "sig-pub/pkg/storage/persist"
+import (
+	"fmt"
+	"sig-pub/pkg/data"
+	"sig-pub/pkg/storage/persist"
+	"sig-pub/pkg/trade"
+)
 
 type BacktestRepository struct {
-	rdb *persist.DB
+	db *persist.DB
 }
 
-func NewBacktestRepository(rdb *persist.DB) *BacktestRepository {
+func NewBacktestRepository(db *persist.DB) *BacktestRepository {
 	return &BacktestRepository{
-		rdb: rdb,
+		db: db,
 	}
 }
 
-func (r *BacktestRepository) ListLog() {
+// ListBacktestLogs 用户交易计划回测记录查询
+func (p *BacktestRepository) ListBacktestLogs(userId int64, page data.Page) (backtestLogs []*trade.BacktestTradingPlan, err error) {
+	err = p.db.Select(&backtestLogs, `
+		select * from t_backtest_trading_plan where user_id = ? 
+		order by id desc
+		offset ? limit ?
+	`, userId, page.Offset, page.Limit)
+	return
+}
+
+// BacktestLogTrades 交易计划回测交易单详情
+func (p *BacktestRepository) BacktestLogTrades(userId, backtestId int64, page data.Page) (total int, tradeOrders []*trade.TradeOrder, err error) {
+	sqlFrom := `
+		from t_backtest_trading_order
+		where backtest_id = (select id from t_backtest_trading_plan where id = ? and user_id = ?)
+	`
+	err = p.db.Select(&total, fmt.Sprintf(`
+		select count(*) %s
+	`, sqlFrom), backtestId, userId)
+	if err != nil || total == 0 {
+		return
+	}
+	err = p.db.Select(&tradeOrders, fmt.Sprintf(`
+		select * %s
+		order by trade_id asc
+  		offset ? limit ?
+	`, sqlFrom), backtestId, userId, page.Offset, page.Limit)
+	return
+}
 
+// BacktestLogStats 交易计划回测结果统计信息
+func (p *BacktestRepository) BacktestLogStats(userId, backtestId int64) (stats *trade.BacktestTradingPlan, err error) {
+	stats = &trade.BacktestTradingPlan{}
+	err = p.db.Select(stats, `
+		select * from t_backtest_trading_plan_stats 
+		where backtest_id = (select id from t_backtest_trading_plan where id = ? and user_id = ?)
+	`, backtestId, userId)
+	return
 }

internal/sig/repoitory/market_repository.go

@@ -0,0 +1,17 @@
+package repository
+
+import "sig-pub/pkg/storage/persist"
+
+type MarketRepository struct {
+	db *persist.DB
+}
+
+func NewMarketRepository(db *persist.DB) *MarketRepository {
+	return &MarketRepository{
+		db: db,
+	}
+}
+
+func (r *MarketRepository) List() {
+
+}

internal/sig/service/backtest_service.go

@@ -2,7 +2,9 @@ package service
 
 import (
 	"net/http"
+	"sig-pub/internal/sig/args"
 	repository "sig-pub/internal/sig/repoitory"
+	"sig-pub/pkg/data"
 	"sig-pub/pkg/resp"
 
 	"github.com/gin-gonic/gin"
@@ -19,12 +21,40 @@ func NewBacktestService(repo *repository.BacktestRepository) *BacktestService {
 }
 
 func (svc *BacktestService) Route(group *gin.RouterGroup) {
-	group.GET("hello", svc.listBacktestLog)
+	group.GET("listBacktestLog", svc.ListBacktestLog)              // 回测记录
+	group.POST("listBacktestLogTrades", svc.ListBacktestLogTrades) // 回测记录订单详情
 }
 
-func (svc *BacktestService) listBacktestLog(ctx *gin.Context) {
+func (svc *BacktestService) ListBacktestLog(ctx *gin.Context) {
-	name := ctx.Query("name")
+	page := data.PageArgs(ctx)
-	ctx.JSON(http.StatusOK, resp.H{
+
-		"text": "ojbk: " + name,
+	logs, err := svc.repo.ListBacktestLogs(10001, page)
-	})
+	if err != nil {
+		ctx.JSON(http.StatusInternalServerError, resp.Error(err.Error()))
+		return
+	}
+	ctx.JSON(http.StatusOK, resp.Success(resp.H{
+		"total": len(logs),
+		"logs":  logs,
+	}))
+}
+
+func (svc *BacktestService) ListBacktestLogTrades(ctx *gin.Context) {
+	page := data.PageArgs(ctx)
+	arg := new(args.ListBacktestLogTradesReq)
+	if err := ctx.ShouldBindJSON(arg); err != nil {
+		ctx.JSON(http.StatusBadRequest, resp.Fail(err.Error()))
+		return
+	}
+
+	total, trades, err := svc.repo.BacktestLogTrades(10001, arg.BacktestId, page)
+	if err != nil {
+		ctx.JSON(http.StatusInternalServerError, resp.Error(err.Error()))
+		return
+	}
+
+	ctx.JSON(http.StatusOK, resp.Success(resp.H{
+		"total":  total,
+		"trades": trades,
+	}))
 }

internal/sig/service/market_service.go

@@ -0,0 +1,21 @@
+package service
+
+import (
+	repository "sig-pub/internal/sig/repoitory"
+
+	"github.com/gin-gonic/gin"
+)
+
+type MarketService struct {
+	repo *repository.MarketRepository
+}
+
+func NewMarketService(repo *repository.MarketRepository) *MarketService {
+	return &MarketService{
+		repo: repo,
+	}
+}
+
+func (svc *MarketService) Route(group *gin.RouterGroup) {
+
+}

internal/sig/sig_server.go

@@ -12,13 +12,13 @@ import (
 )
 
 type SigServer struct {
-	rdb    *persist.DB
+	db     *persist.DB
 	engine *gin.Engine
 }
 
-func NewSigServer(rdb *persist.DB) *SigServer {
+func NewSigServer(db *persist.DB) *SigServer {
 	return &SigServer{
-		rdb: rdb,
+		db: db,
 	}
 }
 
@@ -43,7 +43,7 @@ func (s *SigServer) initGinServer() {
 	})
 
 	routerGroup := s.engine.Group("/api/sig")
-	service.Init(routerGroup, s.rdb)
+	service.Init(routerGroup, s.db)
 }
 
 func (s *SigServer) Run(addr string) (err error) {

internal/sig/trade_instance/trade_instance_api.go

@@ -1,63 +0,0 @@
-package inst
-
-import (
-	"net/http"
-	"sig-pub/internal/market"
-	"sig-pub/pkg/data/args"
-	"sig-pub/pkg/resp"
-
-	"github.com/gin-gonic/gin"
-)
-
-type TradeInstanceApi struct {
-	service *market.TradeInstanceService // todo grpc call
-}
-
-func NewTradeInstanceApi() *TradeInstanceApi {
-	return &TradeInstanceApi{}
-}
-
-func (a *TradeInstanceApi) InitRoute(r *gin.RouterGroup) {
-	instGroup := r.Group("/inst")
-	{
-		instGroup.GET("/one/:inst_id", a.getInst)
-		instGroup.GET("/listAll", a.listAllInst)
-		instGroup.POST("/list", a.listInst)
-	}
-}
-
-// getInst 获取指定交易产品
-func (a *TradeInstanceApi) getInst(c *gin.Context) {
-	instId := c.Param("inst_id")
-	inst, err := a.service.GetInstance(instId)
-	if err != nil {
-		c.JSON(http.StatusOK, resp.Error(err.Error()))
-		return
-	}
-	c.JSON(http.StatusOK, resp.Success(inst))
-}
-
-// listAllInst 获取所有交易产品
-func (a *TradeInstanceApi) listAllInst(c *gin.Context) {
-	// list, err := a.service.ListAllInstance()
-	// if err != nil {
-	// 	c.JSON(http.StatusOK, resp.Error(err.Error()))
-	// 	return
-	// }
-	// c.JSON(http.StatusOK, resp.Success(list))
-}
-
-// listInst 交易产品分页查询
-func (a *TradeInstanceApi) listInst(c *gin.Context) {
-	pageArg := args.ParsePageArgs(c)
-
-	total, list, err := a.service.PageInstance(pageArg.Page, pageArg.Size, "")
-	if err != nil {
-		c.JSON(http.StatusOK, resp.Error(err.Error()))
-		return
-	}
-	c.JSON(http.StatusOK, resp.Success(resp.H{
-		"total": total,
-		"data":  list,
-	}))
-}

internal/trading/backtest/trading_plan_backtester.go

@@ -94,8 +94,8 @@ func (b *TradingPlanBacktester) Init(cash float64, plan entity.TradePlan, sr *pb
 }
 
 // 核心引擎，模拟交易、持仓跟踪、费用计算
-func (b *TradingPlanBacktester) Backtest(ctx context.Context) (test *BacktestTradingPlan, err error) {
+func (b *TradingPlanBacktester) Backtest(ctx context.Context) (test *trade.BacktestTradingPlan, err error) {
-	test = &BacktestTradingPlan{
+	test = &trade.BacktestTradingPlan{
 		Id:           time.Now().Unix(),
 		UserId:       10001,
 		PlanId:       b.plan.Id,

internal/trading/backtest/types.go

@@ -1,7 +1,6 @@
 package backtest
 
 import (
-	"sig-pub/api/pb"
 	"sig-pub/pkg/trade"
 )
 
@@ -80,34 +79,3 @@ type EquitySnapshot struct {
 	Ts      int64
 	Equity  float64
 }
-
-// BacktestTradingPlan 交易计划回测结果
-type BacktestTradingPlan struct {
-	Id            int64               `json:"id" gorm:"column:id;primaryKey"`             // 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
-	SharpeRatio   float64             `json:"sharpeRatio" gorm:"column:sharpe_ratio"`     // 夏普比率
-	Trades        []*trade.TradeOrder `json:"-" gorm:"-"`                                 // 回测交易单
-}
-
-func (BacktestTradingPlan) TableName() string {
-	return "t_backtest_trading_plan"
-}
-
-// 参数迭代

internal/trading/trading_data_persist.go

@@ -2,7 +2,6 @@ package trading
 
 import (
 	"context"
-	"sig-pub/internal/trading/backtest"
 	"sig-pub/pkg/data"
 	"sig-pub/pkg/data/entity"
 	"sig-pub/pkg/storage/ck"
@@ -49,7 +48,7 @@ func (p *TradingDataPersist) GetTradePlanById(planId int64) (plan *entity.TradeP
 }
 
 // SaveBacktestTradingPlan 保存交易计划回测结果
-func (p *TradingDataPersist) SaveBacktestTradingPlan(ctx context.Context, backtestTradingPlan *backtest.BacktestTradingPlan) (err error) {
+func (p *TradingDataPersist) SaveBacktestTradingPlan(ctx context.Context, backtestTradingPlan *trade.BacktestTradingPlan) (err error) {
 	datas := make([]any, 0, len(backtestTradingPlan.Trades)+1)
 	datas = append(datas, backtestTradingPlan)
 	for _, trade := range backtestTradingPlan.Trades {
@@ -61,7 +60,7 @@ func (p *TradingDataPersist) SaveBacktestTradingPlan(ctx context.Context, backte
 }
 
 // ListBacktestLogs 用户交易计划回测记录查询
-func (p *TradingDataPersist) ListBacktestLogs(userId int64) (backtestLogs []*backtest.BacktestTradingPlan, err error) {
+func (p *TradingDataPersist) ListBacktestLogs(userId int64) (backtestLogs []*trade.BacktestTradingPlan, err error) {
 	err = p.db.Select(&backtestLogs, `
 		select * from t_backtest_trading_plan where user_id = ? order by id desc
 	`, userId)

internal/trading/trading_grpc_server.go

@@ -132,13 +132,3 @@ func (svr *TradingGrpcServer) BacktestRace(ctx context.Context, req *pb.ReqBackt
 	})
 	return
 }
-
-func (svr *TradingGrpcServer) BacktestLogTrades(ctx context.Context, req *pb.ReqBacktestLogTrades) (rsp *pb.RspBacktestLogTrades, err error) {
-
-	return
-}
-
-func (svr *TradingGrpcServer) BacktestLogStats(ctx context.Context, req *pb.ReqBacktestLogStats) (rsp *pb.RspBacktestLogStats, err error) {
-
-	return
-}

internal/trading/trading_service.go

@@ -12,6 +12,7 @@ import (
 	"sig-pub/pkg/indicator"
 	"sig-pub/pkg/publish"
 	"sig-pub/pkg/strategy"
+	"sig-pub/pkg/trade"
 	"sig-pub/pkg/types"
 	"sig-pub/pkg/utils/collect"
 	"sig-pub/pkg/utils/lang"
@@ -362,7 +363,7 @@ func (svc *TradingService) Backtest(ctx context.Context, planId, stime, etime in
 }
 
 // BacktestLog 回测记录查询
-func (svc *TradingService) BacktestLog(ctx context.Context, userId int64) (backtestLogs []*backtest.BacktestTradingPlan, err error) {
+func (svc *TradingService) BacktestLog(ctx context.Context, userId int64) (backtestLogs []*trade.BacktestTradingPlan, err error) {
 	// todo userid from ctx
 	backtestLogs, err = svc.tradingDataPersist.ListBacktestLogs(userId)
 	return
@@ -449,7 +450,7 @@ func (svc *TradingService) BacktestRace(ctx context.Context, req *pb.ReqBacktest
 			}
 		}
 	}
-	var results []*backtest.BacktestTradingPlan
+	var results []*trade.BacktestTradingPlan
 	for _, backtester := range backtesters {
 		r, e := backtester.Backtest(ctx)
 		if e != nil {

pkg/data/common.go

@@ -1,6 +1,11 @@
 package data
 
-import "errors"
+import (
+	"errors"
+	"strconv"
+
+	"github.com/gin-gonic/gin"
+)
 
 // 状态枚举
 type Status int32
@@ -30,3 +35,33 @@ func PageCalc(page, size int) (offset, limit int) {
 	offset = (page - 1) * size
 	return offset, size
 }
+
+type Page struct {
+	Page, PageSize int
+	SortBy         string
+	Asc            bool
+	Offset, Limit  int
+}
+
+func PageArgs(ctx *gin.Context) Page {
+	page, _ := strconv.Atoi(ctx.Query("page"))
+	pageSize, _ := strconv.Atoi(ctx.Query("pageSize"))
+	sortBy := ctx.Query("sortBy")
+	asc, _ := strconv.Atoi(ctx.Query("asc"))
+
+	if page <= 0 {
+		page = 1
+	}
+	if pageSize <= 0 || pageSize > 1000 {
+		pageSize = 20
+	}
+	offset, limit := PageCalc(page, pageSize)
+	return Page{
+		Page:     page,
+		PageSize: pageSize,
+		SortBy:   sortBy,
+		Asc:      asc == 1,
+		Offset:   offset,
+		Limit:    limit,
+	}
+}

pkg/trade/types.go

@@ -1,6 +1,7 @@
 package trade
 
 import (
+	"sig-pub/api/pb"
 	"sig-pub/pkg/data"
 	"sig-pub/pkg/types"
 
@@ -54,20 +55,49 @@ type Position struct {
 	LastPx   float64         // 最后更新价格
 }
 
+// BacktestTradingPlan 交易计划回测结果
+type BacktestTradingPlan struct {
+	Id            int64           `json:"id" gorm:"column:id;primaryKey"`             // 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
+	SharpeRatio   float64         `json:"sharpeRatio" gorm:"column:sharpe_ratio"`     // 夏普比率
+	Trades        []*TradeOrder   `json:"-" gorm:"-"`                                 // 回测交易单
+}
+
+func (BacktestTradingPlan) TableName() string {
+	return "t_backtest_trading_plan"
+}
+
 // TradeOrder 交易订单
 type TradeOrder struct {
-	BacktestId int64           `jsno:"backtestId" gorm:"column:backtest_id"` // 回测单id
+	BacktestId int64           `json:"backtestId" gorm:"column:backtest_id"` // 回测单id
-	TradeId    int64           `jsno:"tradeId" gorm:"column:trade_id"`       // 交易单id
+	TradeId    int64           `json:"tradeId" gorm:"column:trade_id"`       // 交易单id
-	TradeType  TradeType       `jsno:"tradeType" gorm:"column:trade_type"`   // 交易类型: 1.开仓 2.平仓
+	TradeType  TradeType       `json:"tradeType" gorm:"column:trade_type"`   // 交易类型: 1.开仓 2.平仓
-	InstId     string          `jsno:"instId" gorm:"column:inst_id"`         // 交易产品id
+	InstId     string          `json:"instId" gorm:"column:inst_id"`         // 交易产品id
-	Side       types.Side      `jsno:"side" gorm:"column:side"`              // 交易方向
+	Side       types.Side      `json:"side" gorm:"column:side"`              // 交易方向
-	Qty        decimal.Decimal `jsno:"qty" gorm:"column:qty"`                // 交易量
+	Qty        decimal.Decimal `json:"qty" gorm:"column:qty"`                // 交易量
-	Price      float64         `jsno:"price" gorm:"column:price"`            // 交易价格
+	Price      float64         `json:"price" gorm:"column:price"`            // 交易价格
-	Fee        float64         `jsno:"fee" gorm:"column:fee"`                // 手续费
+	Fee        float64         `json:"fee" gorm:"column:fee"`                // 手续费
-	Leverage   int32           `jsno:"leverage" gorm:"column:leverage"`      // 杠杆倍数
+	Leverage   int32           `json:"leverage" gorm:"column:leverage"`      // 杠杆倍数
-	Ctime      int64           `jsno:"ctime" gorm:"column:ctime"`            // 交易时间
+	Ctime      int64           `json:"ctime" gorm:"column:ctime"`            // 交易时间
-	Status     data.Status     `jsno:"status" gorm:"column:status"`          // 1.交易成功 2.交易中 4.交易失败
+	Status     data.Status     `json:"status" gorm:"column:status"`          // 1.交易成功 2.交易中 4.交易失败
-	PeakPx     float64         `jsno:"peakPx" gorm:"column:peak_px"`         // 持仓最高价格(空单最低价格)
+	PeakPx     float64         `json:"peakPx" gorm:"column:peak_px"`         // 持仓最高价格(空单最低价格)
 	// ----------------- 平仓单信息
 	CloseCause 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”)
 	Equity     float64       `json:"equity" gorm:"column:equity"`             // 平仓后账户净值