indicator/strategy input default

internal/trading/backtest/sig_strategy_backtester.go

@@ -62,6 +62,8 @@ func (b *SigStrategyBacktester) Backtest(ctx context.Context,
 	if intervalCandlePeriods == nil {
 		intervalCandlePeriods = types.NewIntervalState[int16]()
 	}
+	// 填充参数默认值
+	sig.FillDefaultInputs(sigStrategyInput, b.sigStrategy.Meta().Input)
 	// init sig strategy
 	if err = b.sigStrategy.Init(sigStrategyInput); err != nil {
 		return

internal/trading/sig/indicator_context.go

@@ -39,6 +39,9 @@ type IndicatorContext struct {
 }
 
 func NewIndicatorContext(indicator indicator.IIndicator, input types.Input, indicatorStates IndicatorStates, kSeries *types.KlineSeries, indicatorsReg *indicator.IndicatorRegistry) *IndicatorContext {
+	// 指标参数默认值
+	FillDefaultInputs(input, indicator.Meta().Input)
+
 	inputs := collect.Mapping(indicator.Meta().Input, func(in types.InputArg) string {
 		return input.String(in.Name)
 	})
@@ -169,3 +172,14 @@ windowLoop:
 	}
 	return
 }
+
+// FillDefaultInputs 填充指标参数默认值
+func FillDefaultInputs(input types.Input, args []types.InputArg) {
+	for _, in := range args {
+		if in.Default != nil {
+			if _, ok := input[in.Name]; !ok {
+				input[in.Name] = in.Default
+			}
+		}
+	}
+}

pkg/indicator/macd.go

@@ -12,9 +12,9 @@ func (c *MACD) Meta() IndicatorMeta {
 	return IndicatorMeta{
 		Name: "MACD",
 		Input: []types.InputArg{
-			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期"},    // 12
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "快线周期", Default: 12},   // 12
-			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},    // 26
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "慢线周期", Default: 26},   // 26
-			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期"}, // 9
+			{Name: "singal", Type: types.InputTypeUInt, Desc: "信号线周期", Default: 9}, // 9
 		},
 		State: []string{"dif", "dea"},
 		Plots: []Plot{

pkg/strategy/super_trend_macd_rsi.go

@@ -22,12 +22,12 @@ func (s *SuperTrendMacdRSI) Meta() StrategyMeta {
 		Name: "SuperTrendMacdRSI",
 		Desc: "SuperTrend + MACD + RSI 量化策略",
 		Input: []types.InputArg{
-			{Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},     // 10
+			{Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期", Default: 10},
-			{Name: "trendMul", Type: types.InputTypeUFloat, Desc: "SuperTrend multipiler"}, // 3
+			{Name: "trendMul", Type: types.InputTypeUFloat, Desc: "SuperTrend multipiler", Default: 3},
-			{Name: "rsi", Type: types.InputTypeUInt, Desc: "rsi周期"},                        // 14
+			{Name: "rsi", Type: types.InputTypeUInt, Desc: "rsi周期", Default: 14},
-			{Name: "fast", Type: types.InputTypeUInt, Desc: "macd fast period"},            // 12
+			{Name: "fast", Type: types.InputTypeUInt, Desc: "macd fast period", Default: 12},
-			{Name: "slow", Type: types.InputTypeUInt, Desc: "macd slow period"},            // 26
+			{Name: "slow", Type: types.InputTypeUInt, Desc: "macd slow period", Default: 26},
-			{Name: "singal", Type: types.InputTypeUInt, Desc: "macd singal period"},        // 9
+			{Name: "singal", Type: types.InputTypeUInt, Desc: "macd singal period", Default: 9},
 		},
 	}
 }

pkg/utils/security/aes.go

@@ -0,0 +1,90 @@
+package security
+
+import (
+	"bytes"
+	"crypto/aes"
+	"crypto/cipher"
+	"crypto/rand"
+	"encoding/base64"
+)
+
+func GenAesKey256() string {
+	key := genAesKey(256)
+	return base64.StdEncoding.EncodeToString(key)
+}
+
+func genAesKey(keySize int) []byte {
+	var key = make([]byte, keySize/8)
+	_, err := rand.Read(key)
+	if err != nil {
+		panic(err)
+	}
+	return key
+}
+
+// EncryptAesCBC
+// src -> 要加密的原文
+// key -> 秘钥, 和加密秘钥相同, 大小为: 8byte
+func EncryptAesCBC(src, key []byte) ([]byte, error) {
+	block, err := aes.NewCipher(key)
+	if err != nil {
+		return nil, err
+	}
+	blockSize := block.BlockSize()
+	// 对最后一个明文分组进行数据填充
+	src = pkcs5Padding(src, blockSize)
+	// 3.创建一个密码分组为链接模式的，底层使用 DES 加密的 BlockMode 接口
+	//   参数 iv 的长度，必须等于 b 的块尺寸
+	iv := make([]byte, blockSize)
+	copy(iv, key)
+	blackMode := cipher.NewCBCEncrypter(block, iv)
+	// 5.加密连续的数据块
+	dst := make([]byte, len(src))
+	blackMode.CryptBlocks(dst, src)
+	return dst, nil
+}
+
+// DecryptAesCBC
+// src -> 要解密的密文
+// key -> 秘钥, 和加密秘钥相同, 大小为: 8byte
+func DecryptAesCBC(src, key []byte) ([]byte, error) {
+	// 1. 创建并返回一个使用DES算法的cipher.Block接口
+	block, err := aes.NewCipher(key)
+	// 2. 判断是否创建成功
+	if err != nil {
+		return nil, err
+	}
+	blockSize := block.BlockSize()
+	// 3. 创建一个密码分组为链接模式的, 底层使用DES解密的BlockMode接口
+	iv := make([]byte, blockSize)
+	copy(iv, key)
+	blockMode := cipher.NewCBCDecrypter(block, iv)
+	// 4. 解密数据
+	dst := src
+	blockMode.CryptBlocks(src, dst)
+	// 5. 去掉最后一组填充的数据
+	dst = pkcs5UnPadding(dst)
+	// 6. 返回结果
+	return dst, nil
+}
+
+// PKCS5Padding 使用pks5的方式填充
+func pkcs5Padding(ciphertext []byte, blockSize int) []byte {
+	// 1. 计算最后一个分组缺多少个字节
+	padding := blockSize - (len(ciphertext) % blockSize)
+	// 2. 创建一个大小为padding的切片, 每个字节的值为padding
+	padText := bytes.Repeat([]byte{byte(padding)}, padding)
+	// 3. 将padText添加到原始数据的后边, 将最后一个分组缺少的字节数补齐
+	newText := append(ciphertext, padText...)
+	return newText
+}
+
+// PKCS5UnPadding 删除pks5填充的尾部数据
+func pkcs5UnPadding(origData []byte) []byte {
+	// 1. 计算数据的总长度
+	length := len(origData)
+	// 2. 根据填充的字节值得到填充的次数
+	number := int(origData[length-1])
+	// 3. 将尾部填充的number个字节去掉
+	return origData[:(length - number)]
+}

pkg/utils/security/aes_test.go

@@ -0,0 +1,41 @@
+package security
+
+import (
+	"encoding/base64"
+	"fmt"
+	"reflect"
+	"testing"
+)
+
+func TestGenAesKey256(t *testing.T) {
+	for range 10 {
+		key := GenAesKey256()
+		fmt.Println(key)
+	}
+}
+
+// 参考：https://www.yisu.com/zixun/696240.html
+func TestAes(t *testing.T) {
+	defer func() {
+		if r := recover(); r != nil {
+			fmt.Println("recover...", r.(error).Error(), reflect.TypeOf(r))
+		}
+	}()
+
+	// aesKeyStr := GetAesKey256()
+	aesKeyStr := "VzKw8Vx+K8k1nO9fmPjhv8o+8l4vqpF+fjsbvXf0j4o="
+
+	fmt.Println(aesKeyStr)
+	key, _ := base64.StdEncoding.DecodeString(aesKeyStr)
+
+	text := []byte("hello sig.pub")
+	encrypt, _ := EncryptAesCBC(text, key)
+	fmt.Println(base64.URLEncoding.EncodeToString(text))
+
+	result, err := DecryptAesCBC(encrypt, key)
+	if err != nil {
+		t.Errorf("decrypt aes cbc failed: %v", err)
+		return
+	}
+	fmt.Println("result:", string(result))
+}