You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
100 lines
2.8 KiB
100 lines
2.8 KiB
package service |
|
|
|
import ( |
|
"fmt" |
|
"net/http" |
|
"sig-pub/internal/admin/args" |
|
repository "sig-pub/internal/admin/repoitory" |
|
"sig-pub/pkg/data" |
|
"sig-pub/pkg/resp" |
|
|
|
"github.com/gin-gonic/gin" |
|
"github.com/spf13/cast" |
|
) |
|
|
|
type BacktestService struct { |
|
repo *repository.BacktestRepository |
|
} |
|
|
|
func NewBacktestService(repo *repository.BacktestRepository) *BacktestService { |
|
return &BacktestService{ |
|
repo: repo, |
|
} |
|
} |
|
|
|
func (svc *BacktestService) Route(group *gin.RouterGroup) { |
|
group.POST("listBacktest", svc.ListBacktest) // 回测记录分页 |
|
group.GET("getBacktest", svc.GetBacktest) // 回测记录详情 |
|
group.POST("listBacktestTrades", svc.ListBacktestTrades) // 回测记录交易订单分页 |
|
group.GET("testEquities", svc.TestEquities) // 回测记录资金曲线 |
|
} |
|
|
|
func (svc *BacktestService) ListBacktest(ctx *gin.Context) { |
|
page := data.PageArgs(ctx) |
|
total, tests, err := svc.repo.ListBacktest(10001, page) |
|
if err != nil { |
|
ctx.JSON(http.StatusInternalServerError, resp.Error(err.Error())) |
|
return |
|
} |
|
ctx.JSON(http.StatusOK, resp.Success(resp.H{ |
|
"total": total, |
|
"tests": tests, |
|
})) |
|
} |
|
|
|
func (svc *BacktestService) GetBacktest(ctx *gin.Context) { |
|
backtestId, err := cast.ToInt64E(ctx.Query("backtestId")) |
|
if backtestId == 0 || err != nil { |
|
ctx.JSON(http.StatusBadRequest, resp.Error("param backtestId format error")) |
|
return |
|
} |
|
test, err := svc.repo.GetBacktest(10001, backtestId) |
|
if err != nil { |
|
ctx.JSON(http.StatusInternalServerError, resp.Error(err.Error())) |
|
return |
|
} |
|
if test == nil || test.Id == 0 { |
|
ctx.JSON(http.StatusInternalServerError, resp.Error(fmt.Sprintf("backtest %d not exists", backtestId))) |
|
return |
|
} |
|
ctx.JSON(http.StatusOK, resp.Success(test)) |
|
} |
|
|
|
func (svc *BacktestService) ListBacktestTrades(ctx *gin.Context) { |
|
page := data.PageArgs(ctx) |
|
arg := new(args.ListBacktestLogTradesReq) |
|
if err := ctx.ShouldBindJSON(arg); err != nil { |
|
ctx.JSON(http.StatusBadRequest, resp.Fail(err.Error())) |
|
return |
|
} |
|
|
|
total, trades, err := svc.repo.ListBacktestTrades(10001, arg.BacktestId, page) |
|
if err != nil { |
|
ctx.JSON(http.StatusInternalServerError, resp.Error(err.Error())) |
|
return |
|
} |
|
|
|
ctx.JSON(http.StatusOK, resp.Success(resp.H{ |
|
"total": total, |
|
"trades": trades, |
|
})) |
|
} |
|
|
|
// TestEquityCurve 回测记录资金曲线 |
|
func (svc *BacktestService) TestEquities(ctx *gin.Context) { |
|
backtestId, err := cast.ToInt64E(ctx.Query("backtestId")) |
|
if backtestId == 0 || err != nil { |
|
ctx.JSON(http.StatusBadRequest, resp.Error("param backtestId format error")) |
|
return |
|
} |
|
times, equities, tradeIds, err := svc.repo.BacktestEquities(10001, backtestId) |
|
if err != nil { |
|
ctx.JSON(http.StatusInternalServerError, resp.Error(err.Error())) |
|
return |
|
} |
|
ctx.JSON(http.StatusOK, resp.Success(resp.H{ |
|
"time": times, |
|
"equity": equities, |
|
"tradeId": tradeIds, |
|
})) |
|
}
|
|
|