package trading import ( "fmt" "sig-pub/pkg/indicator" "sig-pub/pkg/strategy" "sig-pub/pkg/types" "sig-pub/pkg/types/series" ) type IOffsetStrategyContext interface { strategy.ISigStrategyContext SetOffset(offset int16) } type StrategyContext struct { IOffsetStrategyContext indicatorContext IOffsetIndicatorContext indicatorsReg *indicator.IndicatorRegistry } func NewStrategyContext(indicatorContext IOffsetIndicatorContext, indicatorsReg *indicator.IndicatorRegistry) *StrategyContext { return &StrategyContext{ indicatorContext: indicatorContext, indicatorsReg: indicatorsReg, } } func (c *StrategyContext) SetOffset(offset int16) { c.indicatorContext.SetOffset(offset) } func (c *StrategyContext) Get(offset int16) (kline types.Kline) { return c.indicatorContext.Get(offset) } func (c *StrategyContext) Series(offset, count int16) (klines series.Klines) { return c.indicatorContext.Series(offset, count) } // // Buy 发出多信号 // func (c *StrategyContext) Buy() { // zlog.Infof("signal buy: %d", c.Get(0).Ts) // c.signal = append(c.signal, pb.Side_BUY) // c.signalTimes = append(c.signalTimes, c.Get(0).Ts) // win := false // signalPrice := c.Get(0).Close // if c.indicatorContext.GetOffset() > 0 { // c.indicatorContext.AddOffset(-1) // win = c.Get(0).Close.Cmp(signalPrice) > 0 // c.indicatorContext.AddOffset(1) // } // c.wins = append(c.wins, win) // } // // Sell 发出空信号 // func (c *StrategyContext) Sell() { // zlog.Infof("signal sell: %d", c.Get(0).Ts) // c.signal = append(c.signal, pb.Side_SELL) // c.signalTimes = append(c.signalTimes, c.Get(0).Ts) // win := false // signalPrice := c.Get(0).Close // if c.indicatorContext.GetOffset() > 0 { // c.indicatorContext.AddOffset(-1) // win = c.Get(0).Close.Cmp(signalPrice) < 0 // c.indicatorContext.AddOffset(1) // } // c.wins = append(c.wins, win) // } // 获取窗口类型指标 func (c *StrategyContext) IndicatorW(name string, window int16) (s indicator.IIndicatorSeries) { indicator, ok := c.indicatorsReg.IndicatorW(name) if !ok { panic(fmt.Errorf("indicatorW %s not exists", name)) } return NewWindowIndicatorSeries(window, indicator, c.indicatorContext) }