sig-pub/pkg/strategy/sig_strategy_params.go

package strategy

import (
	"fmt"
	"sig-pub/pkg/types"

	"github.com/spf13/cast"
)

// 参数类型
type ParamType int8

const (
	_ ParamType = iota
	ParamTypeBool
	ParamTypeFloat
	ParamTypeUFloat
	ParamTypeInt
	ParamTypeUInt
	ParamTypeString
	ParamTypeSelect   // 单选
	ParamTypeCheckBox // 多选
)

type Param struct {
	Name    string        `json:"name"`
	Desc    string        `json:"desc"`
	Type    ParamType     `json:"type"`    // 参数类型
	Options []ParamOption `json:"options"` // 单选/多选选项列表
}

type ParamOption struct {
	Name string `json:"name"`
	Desc string `json:"desc"`
}

// CastValidate 数据类型校验
func (t Param) TypeValidate(v string) bool {
	switch t.Type {
	default:
		return false
	case ParamTypeBool:
		if _, e := cast.ToBoolE(v); e != nil {
			return false
		}
		return true
	case ParamTypeString:
		return true
	case ParamTypeInt:
		fallthrough
	case ParamTypeUInt:
		if r, e := cast.ToIntE(v); e != nil {
			return false
		} else if t.Type == ParamTypeUInt {
			return r >= 0
		}
		return true
	case ParamTypeFloat:
		fallthrough
	case ParamTypeUFloat:
		if r, e := cast.ToFloat64E(v); e != nil {
			return false
		} else if t.Type == ParamTypeUFloat {
			return r >= 0
		}
		return true
	}
}

// 策略默认参数
type ISigStrategyDefaultParam interface {
	DefaultParam() map[string]string
}

// todo Meta 策略调参, 回测引擎自动调参回测(最佳参数) argGenerator.next() (arg, ok)
// argA range -> [1,...,5], argB:=[0.1,...,0.7], argC:=[true,false]
// 可变参数组合 argValidate(argA, ArgB, argC...) bool(true则使用该组合进行回测，记录组合参数回测结果)
type ISigStrategyParamGenerator interface {
	NextParam(map[string]string) (map[string]string, bool) // 根据当前策略参数, 返回下一批策略参数(并行回测 stateless)
}

type IntervalStrategyParam struct {
	Interval types.Interval `json:"interval"` // 策略驱动周期
	Param    StrategyParam  `json:"param"`    // 策略执行参数
}

type StrategyParam map[string]string

func (s *StrategyParam) Get(key string) (v string, ok bool) {
	if len(*s) == 0 {
		return
	}
	v, ok = (*s)[key]
	return
}

func (s *StrategyParam) GetE(key string) (v string, err error) {
	if len(*s) == 0 {
		return
	}
	v, ok := (*s)[key]
	if !ok {
		err = fmt.Errorf("param %s not provided", key)
		return
	}
	return
}

func (s *StrategyParam) GetInt(key string) (r int, ok bool) {
	v, ok := s.Get(key)
	if !ok {
		return
	}
	r, err := cast.ToIntE(v)
	if ok = err == nil; !ok {
		return
	}
	return
}

func (s *StrategyParam) GetInt16E(key string) (r int16, err error) {
	v, err := s.GetE(key)
	if err != nil {
		return
	}
	r, err = cast.ToInt16E(v)
	return
}

func (s *StrategyParam) GetFloat64(key string) (r float64, ok bool) {
	r, err := s.GetFloat64E(key)
	if err != nil {
		return
	}
	return r, true
}
func (s *StrategyParam) GetFloat64E(key string) (r float64, err error) {
	v, err := s.GetE(key)
	if err != nil {
		return
	}
	r, err = cast.ToFloat64E(v)
	return
}

func (s *StrategyParam) GetBool(key string) (r bool, ok bool) {
	v, ok := s.Get(key)
	if !ok {
		return
	}
	r, err := cast.ToBoolE(v)
	if ok = err == nil; !ok {
		return
	}
	return
}