package strategy import ( "fmt" "sig-pub/api/pb" "sig-pub/pkg/indicator" "sig-pub/pkg/types" "sig-pub/pkg/types/series" "sig-pub/pkg/utils/collect" "strings" ) // ISigStrategy 交易信号策略接口(单周期单交易所) type ISigStrategy interface { New() ISigStrategy Meta() StrategyMeta Update(ctx ISigStrategyContext) } // todo Meta 策略调参, 回测引擎自动调参回测(最佳参数) argGenerator.next() (arg, ok) // argA range -> [1,...,5], argB:=[0.1,...,0.7], argC:=[true,false] // 可变参数组合 argValidate(argA, ArgB, argC...) bool(true则使用该组合进行回测,记录组合参数回测结果) type ISigStrategyAdjustable interface { ISigStrategy NextParams() map[string]any // 根据当前策略参数, 返回下一批策略参数(并行回测 stateless) AdjustParams(map[string]any) // 重置策略设置策略参数 } type StrategyMeta struct { // Id string `json:"id"` // 策略注册/执行器系统分配 Name string Desc string } // ISigStrategyContext 策略外部访问能力 // klineSeries, Indicator type ISigStrategyContext interface { Buy() // 发出多信号 Sell() // 发出空信号 // Get [0]当前k线 Get(offset int16) types.Kline // Series [offset...end] Series(offset, count int16) (klines series.Klines) // 获取窗口类型指标 IndicatorW(name string, window int16) indicator.IIndicatorSeries } // DriverIntervalKey 生成周期驱动事件key // interval/BTC_USDT/OKX,BINANCE/1m,3m,5m func DriverIntervalKey(instId string, intervals []types.Interval, exchanges ...pb.ExchangeType) string { types.IntervalsSort(intervals) strIntervals := collect.Mapping(intervals, func(_ int, interval types.Interval) string { return string(interval) }) strExchanges := collect.Mapping(exchanges, func(_ int, exchange pb.ExchangeType) string { return exchange.String() }) pubKey := fmt.Sprintf("/interval/%s/%s/%s", instId, strings.Join(strExchanges, ","), strings.Join(strIntervals, ",")) return pubKey }