package strategy import ( "math" "sig-pub/pkg/types" "sig-pub/pkg/zlog" ) // CrossStar type CrossStar struct { ISigStrategy IIntervalSigStrategy rate float64 rate2 float64 } func (s *CrossStar) New() ISigStrategy { return &CrossStar{} } func (s *CrossStar) Meta() StrategyMeta { return StrategyMeta{ Name: "CrossStar", Desc: "十字星策略", Args: []Param{ {Name: "rate", Type: ParamTypeUFloat, Desc: "上线影线与基线比例"}, {Name: "rate2", Type: ParamTypeUFloat, Desc: "上线影线之间比例"}, }, } } func (s *CrossStar) Init(param StrategyParam) (err error) { // 校验参数, 并根据参数初始化策略 if s.rate, err = param.GetFloat64E("rate"); err != nil { return } if s.rate2, err = param.GetFloat64E("rate2"); err != nil { return } return } func (s *CrossStar) RequiredSeries() int16 { return 1 } func (s *CrossStar) Update(ctx ISigStrategyContext) (side types.Side) { // O 109744.8 H 110600 L 109507.5 C 109686.8 k0 := ctx.Get(0) open, close, high, low := k0.OpenF64(), k0.CloseF64(), k0.HighF64(), k0.LowF64() base := math.Abs(open - close) // 58 rup := (high - max(open, close)) / base // 855.2 / 2 427.6 rdown := (min(open, close) - low) / base // 179.3 / 2 89.65 if k0.Ts == 1761833700000 { zlog.Debugf("base=%.4f, rup=%.4f, rdown=%.4f", base, rup, rdown) } if rup > s.rate && rup/rdown > s.rate2 { return types.SideLong } if rdown > s.rate && rdown/rup > s.rate2 { return types.SideShort } return }