sig-pub/pkg/trade/types.go

package trade

import (
	"sig-pub/pkg/types"

	"github.com/spf13/cast"
)

type Cause int32

const (
	// _ Cause = iota
	CauseCloseStoploss        Cause = 1001 // 平仓:固定止损
	CauseCloseTakeprofit      Cause = 1002 // 平仓:固定止盈
	CauseCloseReverseSingal   Cause = 1003 // 平仓:策略反向信号
	CauseCloseTrailing        Cause = 1004 // 平仓:移动止损基于最高利润点回撤百分比
	CauseRiskAlreadyTrade     Cause = 2001 // 风控:已有持仓
	CauseRiskSideAlreadyTrade Cause = 2002 // 风控:相同方向已有持仓
)

func (c Cause) String() string {
	switch c {
	default:
		return ""
	case CauseCloseStoploss:
		return "stoploss"
	case CauseCloseTakeprofit:
		return "takeprofit"
	}
}

type Trade struct {
	Id         int64      // 交易id
	Side       types.Side // 交易方向
	Qty        float64    // 交易量
	Price      float64    // 开仓价格
	Fee        float64    // 开仓手续费
	Time       int64      // 开仓时间
	ClosePrice float64    // 平仓价格
	CloseFee   float64    // 平仓手续费
	CloseTs    int64      // 平仓时间
	CloseCause Cause      // 平仓原因 ["stoploss", "takeprofit", "trailing", "retrace", "signal"](“止损”、“止盈”、“动态跟踪”、“回撤”、“信号”)
	Pnl        float64    // 盈利/亏损 pnl = (t.ClosePrice-t.Price)*t.Qty - t.Fee - t.CloseFee
	HoldTime   string     // 持仓时间
}

// Position 持仓仓位
type Position struct {
	TradeId int64          // 交易订单id
	Status  int32          // 1.交易中 2.持仓中 3.已平仓
	Side    types.Side     // 交易方向
	Qty     float64        // 交易量
	EntryPx float64        // 入场价格
	EntryTs int64          // 入场时间
	PeakPx  float64        // highest (for long) or lowest (for short) observed price since entry
	Fee     float64        // 手续费
	FeeRate float64        // 手续费率
	State   map[string]any // 持仓持久化状态
}

func (pos *Position) SetState(k string, v any) {
	if pos.State == nil {
		pos.State = make(map[string]any)
	}
	pos.State[k] = v
}

func (pos *Position) GetState(k string) (v any, ok bool) {
	if pos.State == nil {
		return
	}
	v, ok = pos.State[k]
	return
}

func (pos *Position) GetStateF64(k string) (f float64, ok bool) {
	if pos.State == nil {
		return
	}
	v, ok := pos.State[k]
	if !ok {
		return
	}
	f, err := cast.ToFloat64E(v)
	ok = err == nil
	return
}