package strategy import ( "sig-pub/api/pb" "sig-pub/pkg/indicator" "sig-pub/pkg/types" "sig-pub/pkg/types/series" ) // ISigStrategy 交易信号策略接口(单周期单交易所) type ISigStrategy interface { New() ISigStrategy Meta() StrategyMeta Init(param SigStrategyParam) (err error) // 校验参数, 并根据参数初始化策略 Update(ctx ISigStrategyContext) (side pb.Side) } type StrategyMeta struct { Name string `json:"name"` Desc string `json:"desc"` Args []Param `json:"args"` // 参数定义 } // ISigStrategyContext 策略外部访问能力 // klineSeries, Indicator type ISigStrategyContext interface { // 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 }