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26 lines
603 B
26 lines
603 B
package trade |
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import ( |
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"sig-pub/pkg/types" |
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) |
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type IRickStrategy interface { |
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OnSingle(signalSide types.Side) |
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} |
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// RiskStrategy 风险管理策略 |
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type RiskStrategy struct { |
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} |
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func NewRiskStrategy() *RiskStrategy { |
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return &RiskStrategy{} |
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} |
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// SideAssess 收到信号时进行评估, 返回过滤后的交易信号 |
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// 对交易方向进行信心分数评估, 后续开仓仓位 |
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// 1.当前持有反方向单时, 不进行开仓 |
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// 2.当前持有同方向单时, 根据信心分数评估是否加仓 |
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func (s *RiskStrategy) SideAssess(signalSide types.Side) (side types.Side) { |
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return signalSide |
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}
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