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54 lines
1.1 KiB
54 lines
1.1 KiB
package strategy |
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import "fmt" |
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// GoldX 金叉策略 |
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type GoldX struct { |
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ISigStrategy |
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short, long int16 |
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} |
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func (s *GoldX) New() ISigStrategy { |
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return &GoldX{} |
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} |
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func (s *GoldX) Meta() StrategyMeta { |
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return StrategyMeta{ |
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Name: "GoldX", |
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Desc: "金叉策略", |
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Args: []Param{ |
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{Name: "short", Type: ParamTypeUInt, Desc: "短周期"}, |
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{Name: "long", Type: ParamTypeUInt, Desc: "长周期"}, |
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}, |
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} |
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} |
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func (s *GoldX) Init(param SigStrategyParam) (err error) { // 校验参数, 并根据参数初始化策略 |
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if s.short, err = param.GetInt16E("short"); err != nil { |
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return |
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} |
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if s.long, err = param.GetInt16E("long"); err != nil { |
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return |
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} |
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if s.long <= s.short { |
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err = fmt.Errorf("param short should bigger then short") |
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return |
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} |
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return |
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} |
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func (s *GoldX) Update(ctx ISigStrategyContext) { |
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sma14 := ctx.IndicatorW("sma", s.short) |
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sma28 := ctx.IndicatorW("sma", s.long) |
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// 包装方法 crossover/crossunder |
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s14 := sma14.Series(0, 2) |
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s28 := sma28.Series(0, 2) |
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crossover := s14[0] > s28[0] && s14[1] < s28[1] // 上穿 |
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crossunder := s14[0] < s28[0] && s14[1] > s28[1] // 下穿 |
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if crossover { |
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ctx.Buy() |
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} |
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if crossunder { |
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ctx.Sell() |
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} |
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}
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