indicator super_trend

api/trading.proto

@@ -22,6 +22,11 @@ message ReqIndicatorSeries {
 message RspIndicatorSeries {
     repeated double matrix = 1;
     repeated int64 times = 2;
+    repeated IndicatorState states = 3;
+}
+message IndicatorState {
+    string state = 1;
+    repeated double value = 2;
 }
 
 message ReqStrategySeries {

config/exchange.toml

@@ -18,9 +18,8 @@ receiveBuffer = 4096
 marketSubscribeLimit = 16
 consumeBatch = 1024
 consumeLater = 2000 # 时间到达later或者数据累计到batch触发consume
-httpProxy = ""
 # httpProxy = "http://192.168.1.5:7890"
-# httpProxy = "http://10.255.183.209:7890"
+httpProxy = "http://10.255.183.209:7890"
 
 # 模拟盘API交易地址如下：
 # REST：https://www.okx.com

internal/trading/sig/indicator_series.go

@@ -1,8 +1,10 @@
 package sig
 
 import (
+	"fmt"
 	"sig-pub/pkg/indicator"
 	"sig-pub/pkg/types/series"
+	"sig-pub/pkg/utils/collect"
 )
 
 // WindowIndicatorSeries 封装
@@ -47,3 +49,27 @@ func (s *WindowIndicatorSeries) Series(offset, count int16) (matrix series.Float
 	s.indicatorContext.AddOffset(-offset)
 	return
 }
+
+func (s *WindowIndicatorSeries) State(k string, offset int16) (state float64) {
+	if collect.NotIn(k, s.indicator.Meta().State...) {
+		panic(fmt.Errorf("indicator %s not export state %s", s.indicator.Meta().Name, k))
+	}
+	_ = s.Get(offset) // 计算指标
+	state, ok := s.indicatorContext.State().Get(k, offset)
+	if !ok {
+		panic(fmt.Errorf("state %s offset %d not exists", k, offset))
+	}
+	return
+}
+
+func (s *WindowIndicatorSeries) StateSeries(k string, offset, count int16) (matrix series.Floats) {
+	if collect.NotIn(k, s.indicator.Meta().State...) {
+		panic(fmt.Errorf("indicator %s not export state %s", s.indicator.Meta().Name, k))
+	}
+	_ = s.Series(offset, count) // 计算指标
+	matrix, ok := s.indicatorContext.State().Series(k, offset, count)
+	if !ok {
+		panic(fmt.Errorf("state series %s error, offset %d, count %d", k, offset, count))
+	}
+	return
+}

internal/trading/sig/indicator_state.go

@@ -15,7 +15,7 @@ type IndicatorState struct {
 	interval         types.Interval
 	intervalAdder    types.IntervalAdder
 	state            map[string]*types.RingSeries[float64]
-	lastTs           int64
+	lastTs           map[string]int64
 }
 
 func NewIndicatorState(interval types.Interval) *IndicatorState {
@@ -27,6 +27,7 @@ func NewIndicatorState(interval types.Interval) *IndicatorState {
 		interval:      interval,
 		intervalAdder: intervalAdder,
 		state:         make(map[string]*types.RingSeries[float64]),
+		lastTs:        make(map[string]int64),
 	}
 }
 
@@ -45,12 +46,13 @@ func (s *IndicatorState) ring(k string) *types.RingSeries[float64] {
 
 func (s *IndicatorState) Set(k string, v float64) {
 	ts := s.indicatorContext.Get(0).Ts
-	if s.lastTs < ts {
+	if s.lastTs[k] < ts {
-		if expectTs := s.intervalAdder(s.lastTs, 1); expectTs != ts && s.lastTs != 0 {
+		// panic可替换为丢失指标用前一个值填充类似vmtsdb
-			panic(fmt.Errorf("state 不连续: lastTs=%d, got=%d, expected=%d", s.lastTs, ts, expectTs))
+		if expectTs := s.intervalAdder(s.lastTs[k], 1); expectTs != ts && s.lastTs[k] != 0 {
+			panic(fmt.Errorf("state 不连续: lastTs=%d, got=%d, expected=%d", s.lastTs[k], ts, expectTs))
 		}
 		s.ring(k).Push(v)
-		s.lastTs = ts
+		s.lastTs[k] = ts
 	}
 }
 
@@ -59,7 +61,7 @@ func (s *IndicatorState) Get(k string, offset int16) (v float64, ok bool) {
 	target := s.intervalAdder(ts, -int64(offset))
 	ring := s.ring(k)
 	for i := 0; i < ring.Length(); i++ {
-		if s.intervalAdder(s.lastTs, -int64(i)) == target {
+		if s.intervalAdder(s.lastTs[k], -int64(i)) == target {
 			return ring.Get(i)
 		}
 	}
@@ -71,7 +73,7 @@ func (s *IndicatorState) Series(k string, offset, count int16) (v series.Floats,
 	target := s.intervalAdder(ts, -int64(offset))
 	ring := s.ring(k)
 	for i := 0; i < ring.Length(); i++ {
-		if s.intervalAdder(s.lastTs, -int64(i)) == target {
+		if s.intervalAdder(s.lastTs[k], -int64(i)) == target {
 			return ring.Series(i, int(count))
 		}
 	}

internal/trading/trading_grpc_server.go

@@ -25,13 +25,19 @@ func (svr *TradingGrpcServer) Init() (err error) {
 func (svr *TradingGrpcServer) IndicatorSeries(ctx context.Context, req *pb.ReqIndicatorSeries) (rsp *pb.RspIndicatorSeries, err error) {
 	// s, err := structpb.NewStruct(map[string]any{})
 	input := req.Input.AsMap()
-	matrix, times, err := svr.tradingService.IndicatorSeries(ctx, req.Indicator, req.Digit, types.Input(input), req.Series)
+	matrix, times, states, err := svr.tradingService.IndicatorSeries(ctx, req.Indicator, req.Digit, types.Input(input), req.Series)
 	if err != nil {
 		return
 	}
 	rsp = &pb.RspIndicatorSeries{}
 	rsp.Matrix = matrix
 	rsp.Times = times
+	for state, value := range states {
+		rsp.States = append(rsp.States, &pb.IndicatorState{
+			State: state,
+			Value: value,
+		})
+	}
 	return
 }
 

internal/trading/trading_service.go

@@ -199,7 +199,7 @@ func (svc *TradingService) fetchHistoryKlineSeries(ctx context.Context, sr *pb.S
 }
 
 // IndicatorSeries 获取指标实时或历史序列数据, 闭区间
-func (svc *TradingService) IndicatorSeries(ctx context.Context, indicatorName string, digit int32, input types.Input, sr *pb.SeriesRange) (matrix []float64, times []int64, err error) {
+func (svc *TradingService) IndicatorSeries(ctx context.Context, indicatorName string, digit int32, input types.Input, sr *pb.SeriesRange) (matrix []float64, times []int64, states map[string][]float64, err error) {
 	appros := indicator.ApproCandles
 	indicator, ok := svc.indicatorReg.Indicator(indicatorName)
 	if !ok {
@@ -228,11 +228,12 @@ func (svc *TradingService) IndicatorSeries(ctx context.Context, indicatorName st
 	srBefore := srRsp.Before
 	sr.WindowExtra = uint32(max(0, candlePeriods-1)) + uint32(appros)
 
-	// 保留小数位数
+	indicatorStates := indicator.Meta().State                // 指标导出状态
-	digit = lang.Ternary(digit > 0 && digit <= 10, digit, 6)
+	digit = lang.Ternary(digit > 0 && digit <= 10, digit, 6) // 保留小数位数
 	pow := math.Pow(10, float64(digit))
 	matrix = make([]float64, 0, 200)
 	times = make([]int64, 0, 200)
+	states = make(map[string][]float64, len(indicatorStates))
 	err = svc.fetchHistoryKlineSeries(ctx, sr, func(k *types.Kline) (err error) {
 		if lastTs, serial := kSeries.Update(k); !serial {
 			err = fmt.Errorf("kline not series: %s(%s), interval=%s, lastTs=%d", sr.InstId, sr.Exchange, interval, lastTs)
@@ -247,6 +248,11 @@ func (svc *TradingService) IndicatorSeries(ctx context.Context, indicatorName st
 		vector := indicator.Calculate(indicatorContext)
 		matrix = append(matrix, math.Round(vector*pow)/pow)
 		times = append(times, indicatorContext.Get(0).Ts)
+		// 状态填充
+		for _, state := range indicatorStates {
+			sv, _ := indicatorContext.State().Get(state, 0)
+			states[state] = append(states[state], sv)
+		}
 		return
 	})
 	if err != nil {

pkg/indicator/atr.go

@@ -13,7 +13,7 @@ type ATR struct {
 // indicator interface
 func (c *ATR) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "atr",
+		Name: "ATR",
 		Input: []types.InputArg{
 			{Name: "window", Type: types.InputTypeUInt, Desc: "窗口大小"},
 		},

pkg/indicator/ema.go

@@ -10,7 +10,7 @@ type EMA struct {
 
 func (c *EMA) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "ema",
+		Name: "EMA",
 		Input: []types.InputArg{
 			{Name: "window", Type: types.InputTypeUInt, Desc: "窗口大小"},
 		},
@@ -24,7 +24,7 @@ func (c *EMA) CandlePeriods(ctx IIndicatorContext) int16 {
 // Calculate 计算单根k线sma指标
 func (c *EMA) Calculate(ctx IIndicatorContext) (vector float64) {
 	window := ctx.Input().Int16("window")
-	prevEma, ok := ctx.State().Get("vector", 1)
+	prevEma, ok := ctx.State().Get("_vector", 1)
 	if !ok {
 		// 初始值用 sma 替代
 		prevEma = ctx.Series(1, window).Close().Avg()
@@ -35,6 +35,6 @@ func (c *EMA) Calculate(ctx IIndicatorContext) (vector float64) {
 	vector = multiplier*close + (1-multiplier)*prevEma
 	// same: vector = ((close - prevEma) * multiplier) + prevEma
 
-	ctx.State().Set("vector", vector)
+	ctx.State().Set("_vector", vector)
 	return
 }

pkg/indicator/indicator.go

@@ -14,6 +14,7 @@ type IndicatorMeta struct {
 	Name  string           `json:"name"`  // 指标名称
 	Desc  string           `json:"desc"`  // 指标描述
 	Input []types.InputArg `json:"input"` // 输入参数
+	State []string         `json:"state"` // 向外暴露状态
 }
 
 // IIndicator 指标基础计算接口
@@ -43,6 +44,9 @@ type IIndicatorSeries interface {
 	CandlePeriods() int16
 	Get(offset int16) (vector float64)
 	Series(offset, count int16) (matrix series.Floats)
+	// 获取指标计算过程中的状态值
+	State(k string, offset int16) (state float64)
+	StateSeries(k string, offset, count int16) (matrix series.Floats)
 }
 
 type IIndicatorState interface {

pkg/indicator/indicator_registry.go

@@ -18,23 +18,24 @@ func NewIndicatorRegistry() *IndicatorRegistry {
 
 func (r *IndicatorRegistry) Init() (err error) {
 	// indicator regist
-	r.MustRegistIndicatorW(&RSI{})
+	r.MustRegistIndicator(&RSI{})
-	r.MustRegistIndicatorW(&SMA{})
+	r.MustRegistIndicator(&SMA{})
-	r.MustRegistIndicatorW(&ATR{})
+	r.MustRegistIndicator(&ATR{})
-	r.MustRegistIndicatorW(&EMA{})
+	r.MustRegistIndicator(&EMA{})
-	r.MustRegistIndicatorW(&MacdDIF{})
+	r.MustRegistIndicator(&MacdDIF{})
-	r.MustRegistIndicatorW(&MacdDEA{})
+	r.MustRegistIndicator(&MacdDEA{})
-	r.MustRegistIndicatorW(&Macd{})
+	r.MustRegistIndicator(&Macd{})
-	r.MustRegistIndicatorW(&OBV{})
+	r.MustRegistIndicator(&OBV{})
-	r.MustRegistIndicatorW(&WOBV{})
+	r.MustRegistIndicator(&WOBV{})
-	r.MustRegistIndicatorW(&BollMB{})
+	r.MustRegistIndicator(&BollMB{})
-	r.MustRegistIndicatorW(&BollUB{})
+	r.MustRegistIndicator(&BollUB{})
-	r.MustRegistIndicatorW(&BollLB{})
+	r.MustRegistIndicator(&BollLB{})
+	r.MustRegistIndicator(&SuperTrend{})
 	return
 }
 
-// RegistIndicatorW
+// RegistIndicator
-func (r *IndicatorRegistry) RegistIndicatorW(ind IIndicator) (err error) {
+func (r *IndicatorRegistry) RegistIndicator(ind IIndicator) (err error) {
 	indName := ind.Meta().Name
 	_, loaded := r.indicators.LoadOrStore(indName, ind)
 	if loaded {
@@ -44,8 +45,8 @@ func (r *IndicatorRegistry) RegistIndicatorW(ind IIndicator) (err error) {
 	return
 }
 
-func (r *IndicatorRegistry) MustRegistIndicatorW(ind IIndicator) {
+func (r *IndicatorRegistry) MustRegistIndicator(ind IIndicator) {
-	if err := r.RegistIndicatorW(ind); err != nil {
+	if err := r.RegistIndicator(ind); err != nil {
 		panic(err)
 	}
 }

pkg/indicator/macd.go

@@ -14,7 +14,7 @@ type Macd struct {
 
 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: "slow", Type: types.InputTypeUInt, Desc: "慢线周期"},
@@ -25,14 +25,14 @@ func (c *Macd) Meta() IndicatorMeta {
 
 func (c *Macd) CandlePeriods(ctx IIndicatorContext) int16 {
 	return max(
-		ctx.Indicator("macd_dif", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods(),
-		ctx.Indicator("macd_dea", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("MacdDEA", ctx.Input()).CandlePeriods(),
 	)
 }
 
 func (c *Macd) Calculate(ctx IIndicatorContext) (vector float64) {
-	macd_dea := ctx.Indicator("macd_dea", ctx.Input()).Get(0)
+	macd_dea := ctx.Indicator("MacdDEA", ctx.Input()).Get(0)
-	macd_dif := ctx.Indicator("macd_dif", ctx.Input()).Get(0)
+	macd_dif := ctx.Indicator("MacdDIF", ctx.Input()).Get(0)
 	vector = (macd_dif - macd_dea) * 2
 	return
 }
@@ -43,7 +43,7 @@ type MacdDIF struct {
 // indicator interface
 func (c *MacdDIF) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "macd_dif",
+		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"},
@@ -53,8 +53,8 @@ func (c *MacdDIF) Meta() IndicatorMeta {
 
 func (c *MacdDIF) CandlePeriods(ctx IIndicatorContext) int16 {
 	return max(
-		ctx.Indicator("ema", ctx.Input().Int16("fast")).CandlePeriods(),
+		ctx.Indicator("EMA", ctx.Input().Int16("fast")).CandlePeriods(),
-		ctx.Indicator("ema", ctx.Input().Int16("slow")).CandlePeriods(),
+		ctx.Indicator("EMA", ctx.Input().Int16("slow")).CandlePeriods(),
 	)
 }
 
@@ -64,8 +64,8 @@ func (c *MacdDIF) Calculate(ctx IIndicatorContext) (vector float64) {
 	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)
+	fastEma := ctx.Indicator("EMA", fast).Get(0)
-	slowEma := ctx.Indicator("ema", slow).Get(0)
+	slowEma := ctx.Indicator("EMA", slow).Get(0)
 	macd := fastEma - slowEma
 	vector = macd
 	return
@@ -77,7 +77,7 @@ type MacdDEA struct {
 
 func (c *MacdDEA) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "macd_dea",
+		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"},
@@ -87,23 +87,23 @@ func (c *MacdDEA) Meta() IndicatorMeta {
 }
 
 func (c *MacdDEA) CandlePeriods(ctx IIndicatorContext) int16 {
-	return ctx.Indicator("macd_dif", ctx.Input()).CandlePeriods() + ctx.Input().Int16("singal") + 1
+	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)
+	deaPrev, ok := ctx.State().Get("_vector", 1)
 	if !ok {
 		// 初始值前9期的 MACD_DIF SMA
-		macdDifs := ctx.Indicator("macd_dif", ctx.Input()).Series(1, singal)
+		macdDifs := ctx.Indicator("MacdDIF", ctx.Input()).Series(1, singal)
 		deaPrev = macdDifs.Avg()
 	}
-	macd_dif := ctx.Indicator("macd_dif", ctx.Input()).Get(0)
+	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)
+	ctx.State().Set("_vector", dea)
 
 	vector = dea
 	return

pkg/indicator/obv.go

@@ -13,7 +13,7 @@ type OBV struct {
 
 func (c *OBV) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name:  "obv",
+		Name:  "OBV",
 		Input: []types.InputArg{}, // todo 无参指标tsdb存储
 	}
 }
@@ -23,7 +23,7 @@ func (c *OBV) CandlePeriods(ctx IIndicatorContext) int16 {
 }
 
 func (c *OBV) Calculate(ctx IIndicatorContext) (vector float64) {
-	obvPrev, ok := ctx.State().Get("obv", 1)
+	obvPrev, ok := ctx.State().Get("_vector", 1)
 	if !ok {
 		obvPrev = 0
 	}
@@ -36,6 +36,6 @@ func (c *OBV) Calculate(ctx IIndicatorContext) (vector float64) {
 	} else {
 		vector = obvPrev
 	}
-	ctx.State().Set("obv", vector)
+	ctx.State().Set("_vector", vector)
 	return
 }

pkg/indicator/rsi.go

@@ -14,7 +14,7 @@ type RSI struct {
 // indicator interface
 func (c *RSI) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "rsi",
+		Name: "RSI",
 		Input: []types.InputArg{
 			{Name: "window", Type: types.InputTypeUInt, Desc: "窗口大小"},
 		},

pkg/indicator/sam.go

@@ -2,8 +2,6 @@ package indicator
 
 import (
 	"sig-pub/pkg/types"
-
-	"github.com/markcheno/go-talib"
 )
 
 // RSI stateless indicator
@@ -14,7 +12,7 @@ type SMA struct {
 // indicator interface
 func (c *SMA) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name: "sma",
+		Name: "SMA",
 		Input: []types.InputArg{
 			{Name: "window", Type: types.InputTypeUInt, Desc: "窗口大小"},
 		},
@@ -29,8 +27,8 @@ func (c *SMA) CandlePeriods(ctx IIndicatorContext) int16 {
 func (c *SMA) Calculate(ctx IIndicatorContext) (vector float64) {
 	window := ctx.Input().Int16("window")
 	closeSeries := ctx.Series(0, window).Close()
-	sma := talib.Sma(closeSeries, int(window))
+	// sma := talib.Sma(closeSeries, int(window))
-	_ = sma[len(sma)-1]
+	// _ = sma[len(sma)-1]
 	vector = closeSeries.Avg()
 	return
 }

pkg/indicator/super_trend.go

@@ -0,0 +1,72 @@
+package indicator
+
+import "sig-pub/pkg/types"
+
+// SuperTrend 超级趋势
+type SuperTrend struct {
+}
+
+func (c SuperTrend) Meta() IndicatorMeta {
+	return IndicatorMeta{
+		Name: "SuperTrend",
+		Input: []types.InputArg{
+			{Name: "window", Type: types.InputTypeUInt, Desc: "ATR周期(7/14)"},
+			{Name: "mul", Type: types.InputTypeUInt, Desc: "乘数(建议2-4)"},
+		},
+		State: []string{"direction"},
+	}
+}
+
+func (c SuperTrend) CandlePeriods(ctx IIndicatorContext) int16 {
+	return ctx.Indicator("ATR", ctx.Input().Int16("window")).CandlePeriods()
+}
+
+func (c SuperTrend) Calculate(ctx IIndicatorContext) (vector float64) {
+	window := ctx.Input().Int16("window")
+	mul := ctx.Input().Float("mul")
+
+	atr := ctx.Indicator("ATR", window).Get(0)
+	hl2 := ctx.Get(0).HL2()
+	closeP := ctx.Get(0).CloseF64()
+
+	upper := hl2 + mul*atr // 潛在上漲時的阻力位
+	lower := hl2 - mul*atr // 潛在下跌時的支撐位
+
+	prevTrend, ok := ctx.State().Get("_trend", 1)
+	prevDirection, _ := ctx.State().Get("direction", 1) // 方向: 1.up, -1.down
+
+	// 1.初始化
+	if !ok {
+		if closeP > upper {
+			prevTrend = lower
+			prevDirection = 1
+		} else {
+			prevTrend = upper
+			prevDirection = -1
+		}
+		ctx.State().Set("_trend", prevTrend)
+		ctx.State().Set("direction", prevDirection)
+		return prevTrend
+	}
+
+	// 2.迭代计算
+	trend, direction := prevTrend, prevDirection
+	if prevDirection == 1 {
+		// uptrend
+		trend = max(lower, prevTrend)
+		if closeP < prevTrend {
+			trend = upper  // 取上轨作为新红线
+			direction = -1 // 转下跌趋势
+		}
+	} else {
+		// downtrend
+		trend = min(upper, prevTrend)
+		if closeP > prevTrend {
+			trend = lower // 取下轨作为新绿线
+			direction = 1 // 转上升趋势
+		}
+	}
+	ctx.State().Set("_trend", trend)
+	ctx.State().Set("direction", direction)
+	return trend
+}

pkg/indicator/wobv.go

@@ -12,7 +12,7 @@ type WOBV struct {
 
 func (c *WOBV) Meta() IndicatorMeta {
 	return IndicatorMeta{
-		Name:  "wobv",
+		Name:  "WOBV",
 		Input: []types.InputArg{}, // todo 无参指标tsdb存储
 	}
 }
@@ -22,7 +22,7 @@ func (c *WOBV) CandlePeriods(ctx IIndicatorContext) int16 {
 }
 
 func (c *WOBV) Calculate(ctx IIndicatorContext) (vector float64) {
-	wobvPrev, ok := ctx.State().Get("wobv", 1)
+	wobvPrev, ok := ctx.State().Get("_vector", 1)
 	if !ok {
 		wobvPrev = 0
 	}
@@ -30,7 +30,7 @@ func (c *WOBV) Calculate(ctx IIndicatorContext) (vector float64) {
 	k := ctx.Get(0)
 	wf := (k.CloseF64() - k.OpenF64()) / (k.HighF64() - k.LowF64())
 	wobv := wobvPrev + wf*k.VolF64()
-	ctx.State().Set("wobv", wobv)
+	ctx.State().Set("_vector", wobv)
 
 	vector = wobv
 	return

pkg/strategy/gold_x.go

@@ -32,25 +32,23 @@ 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("macd_dif", ctx.Input()).CandlePeriods(),
+		ctx.Indicator("MacdDIF", ctx.Input()).CandlePeriods(),
-		ctx.Indicator("macd_dea", 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
+	macdHist := ctx.Indicator("Macd", ctx.Input()).Get(0)         // macd柱状图
-	macdDea := ctx.Indicator("macd_dea", ctx.Input()).Series(0, 2) // macd_dea信号线
+	macdDea := ctx.Indicator("MacdDEA", ctx.Input()).Series(0, 2) // macd_dea信号线
-	macdDif := ctx.Indicator("macd_dif", ctx.Input()).Series(0, 2) // macd_dif线
+	macdDif := ctx.Indicator("MacdDIF", ctx.Input()).Series(0, 2) // macd_dif线
 
 	// 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）
 	crossover := macdDif[0] > macdDea[0] && macdDif[1] < macdDea[1]  // 上穿
 	crossunder := macdDif[0] < macdDea[0] && macdDif[1] > macdDea[1] // 下穿
-	ts := ctx.Get(0).Ts
+
-	_ = ts
 	if crossover {
-		_ = macdHist
 		// 2.附加确认条件: 柱状图从负值转为正值
 		if macdHist > 0 {
 			// todo 3.成交量放大（结合 OBV 等指标验证资金流入）。

pkg/strategy/super_trend_rsi.go

@@ -0,0 +1,50 @@
+package strategy
+
+import "sig-pub/pkg/types"
+
+// SuperTrendRSI 结合super trend和rsi指标策略
+type SuperTrendRSI struct {
+}
+
+func (s *SuperTrendRSI) New() ISigStrategy {
+	return &SuperTrendRSI{}
+}
+
+func (s *SuperTrendRSI) Meta() StrategyMeta {
+	return StrategyMeta{
+		Name: "SuperTrendRSI",
+		Desc: "金叉策略",
+		Input: []types.InputArg{
+			{Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},
+			{Name: "trendMultipiler", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
+			{Name: "rsiWindow", Type: types.InputTypeUInt, Desc: "rsi周期"},
+		},
+	}
+}
+
+// Init 校验参数, 并根据参数初始化策略
+func (s *SuperTrendRSI) Init(input types.Input) (err error) {
+	return
+}
+
+func (s *SuperTrendRSI) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
+	return max(
+		ctx.Indicator("SuperTrend", types.Input{
+			"window": ctx.Input().Int16("trendPeriod"),
+			"mul":    ctx.Input().Int16("trendMultipiler"),
+		}).CandlePeriods(),
+		ctx.Indicator("RSI", types.Input{"window": ctx.Input().Int16("rsiWindow")}).CandlePeriods(),
+	)
+}
+
+func (s *SuperTrendRSI) Update(ctx ISingleSigStrategyContext) (side types.Side) {
+	superTrend := ctx.Indicator("SuperTrend", types.Input{
+		"window": ctx.Input().Int16("trendPeriod"),
+		"mul":    ctx.Input().Int16("trendMultipiler"),
+	})
+	rsi := ctx.Indicator("RSI", types.Input{"window": ctx.Input().Int16("rsiWindow")})
+
+	_, _ = superTrend, rsi
+
+	return
+}