sig-pub/api/trading.proto

syntax = "proto3";

import "google/protobuf/struct.proto";
import "api/pub.proto";

option go_package = "./pb";

// 交易系统服务
service TradingService {
    // 获取指标列表
    rpc Indicators(ReqIndicators) returns (RspIndicators);

    // 获取指标元数据
    rpc IndicatorMetas(ReqIndicatorMetas) returns (RspIndicatorMetas);

    // 获取指标绘图属性
    rpc IndicatorPlots(ReqIndicatorPlots) returns (RspIndicatorPlots);

    // 获取指标序列
    rpc IndicatorSeries(ReqIndicatorSeries) returns (RspIndicatorSeries);

    // 获取指标序列
    rpc StrategySeries(ReqStrategySeries) returns (RspStrategySeries);

    // 交易计划回测
    rpc Backtest(ReqBacktest) returns (RspBacktest);

    // 交易计划参数调试回测
    rpc BacktestRace(ReqBacktestRace) returns (RspBacktestRace);
    
    // 交易计划回测记录(进行中)
    rpc BacktestLog(ReqBacktestLog) returns (RspBacktestLog);
}

message ReqIndicators {
}
message RspIndicators {
    repeated string indicators = 1;
}

message ReqIndicatorMetas {
    repeated string indicators = 1;
}
message RspIndicatorMetas {
    repeated IndicatorMeta metas = 1;
}

message ReqIndicatorPlots {
    repeated string indicators = 1;
}
message RspIndicatorPlots{
    repeated IndicatorPlot plots = 1;
}

message ReqIndicatorSeries {
    string indicator = 1;
    int32 digit = 2; // 结果小数位数
    SeriesRange series = 9;
    google.protobuf.Struct input = 10; // 指标参数
}
message RspIndicatorSeries {
    repeated double matrix = 1;
    repeated int64 times = 2;
    repeated IndicatorState states = 3;
}
message IndicatorState {
    string state = 1;
    repeated double matrix = 2;
}

message ReqStrategySeries {
    SeriesRange series = 1;
    string sig_strategy = 2;
    google.protobuf.Struct input = 3; // 指标参数
    string alignInterval = 4; // 展示周期, 若和交易周期不一致time向展示周期靠拢
}
message RspStrategySeries {
    repeated int32 signal = 1; // pub.Side: 1.buy,2.sell 
    repeated int64 times = 2;
    repeated double prices = 3;
    repeated int32 direction = 4; // 1.up,2.down 
}

message ReqBacktest {
    int64 plan_id = 1;
    string stime = 2;
    string etime = 3;
}
message RspBacktest {
    int64 backtest_id = 1;
}

message BacktestLog {
    int64 backtest_id = 1;
    int64 plan_id = 2;
    int64 stime = 3;
    int64 etime = 4;
    string interval = 5; // 交易周期
}
message ReqBacktestLog {
    Paging paging = 1;
}
message RspBacktestLog {
    repeated BacktestLog logs = 1;
}
 
message ReqBacktestRace {
    int64 plan_id = 1; // 交易计划
    repeated InputRange series_input_range = 5; // 运行参数
	repeated InputRange sig_input_range = 6; // 信号策略参数
	repeated InputRange close_input_range = 7; // 平仓策略参数
	repeated InputRange trade_input_range = 8; // 交易策略参数
	repeated InputRange risk_input_range = 9; // 风控策略参数
}
message RspBacktestRace {
    
}

// // 回测统计信息(line charts)
// message ReqBacktestLogStats {
//     int64 plan_id = 1;
//     int64 backtest_id = 2;
// }
// message RspBacktestLogStats {
//     repeated int64 times = 1; // k线时间
//     repeated double equitys = 2; // 平仓后账户净值
//     repeated BacktestLogBuySellPoint buy_sell = 9; // 买卖点数据统计 charts data
// }
// // {time: 1763890200000, value: 86400, text: 'BUY:86400', direction: 'up'}
// message BacktestLogBuySellPoint {
//     double value = 2; // k线收盘价
//     Side side = 3; // 买卖方向
//     string text = 4; // 买卖点描述
// }