package strategy import ( "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 StrategyParam) (err error) // 校验参数, 并根据参数初始化策略 } type StrategyMeta struct { Name string `json:"name"` Desc string `json:"desc"` Args []Param `json:"args"` // 参数定义 } // ISingleSigStrategy 单周期单交易所策略 type ISingleSigStrategy interface { ISigStrategy RequiredSeries() int16 // 需要的最小数据k线数, 回测时用, 若不定义则取最大窗口值 Update(ctx ISingleSigStrategyContext) (side types.Side) } // ISingleSigStrategyContext 策略上下文 type ISingleSigStrategyContext 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 } // 多周期k线策略接口 type IIntervalSigStrategy interface { ISigStrategy RequiredIntervalSeries() (iss *types.IntervalState[int16]) // 需要的各周期最小数据k线数, 回测时用, 若不定义则取最大窗口值 Update(ctx IIntervalSigStrategyContext) (side types.Side) } // IIntervalSigStrategyContext 多周期策略上下文 type IIntervalSigStrategyContext interface { // Get [0]当前k线 Get(interval types.Interval, offset int16) types.Kline // Series [offset...end] Series(interval types.Interval, offset, count int16) (klines series.Klines) // 获取窗口类型指标 IndicatorW(interval types.Interval, name string, window int16) indicator.IIndicatorSeries }