sig-pub/internal/trading/sig/strategy_context.go

package sig

import (
	"fmt"
	"sig-pub/pkg/indicator"
	"sig-pub/pkg/strategy"
	"sig-pub/pkg/types"
	"sig-pub/pkg/types/series"
)

type StrategyContext struct {
	strategy.ISingleSigStrategyContext

	indicatorContext IOffsetIndicatorContext
	indicatorsReg    *indicator.IndicatorRegistry
}

func NewStrategyContext(indicatorContext IOffsetIndicatorContext, indicatorsReg *indicator.IndicatorRegistry) *StrategyContext {
	return &StrategyContext{
		indicatorContext: indicatorContext,
		indicatorsReg:    indicatorsReg,
	}
}

func (c *StrategyContext) Get(offset int16) (kline types.Kline) {
	return c.indicatorContext.Get(offset)
}

func (c *StrategyContext) Series(offset, count int16) (klines series.Klines) {
	return c.indicatorContext.Series(offset, count)
}

// 获取窗口类型指标
func (c *StrategyContext) IndicatorW(name string, window int16) (s indicator.IIndicatorSeries) {
	indicator, ok := c.indicatorsReg.IndicatorW(name)
	if !ok {
		panic(fmt.Errorf("indicatorW %s not exists", name))
	}
	return NewWindowIndicatorSeries(window, indicator, c.indicatorContext)
}

// IntervalStrategyContext 周期策略上下文
type IntervalStrategyContext struct {
	strategy.IIntervalSigStrategyContext
	intervalIndicatorContexts map[types.Interval]*IndicatorContext
	intervalKlineSeries       *types.IntervalState[*KlineSeries]
	indicatorsReg             *indicator.IndicatorRegistry
}

func NewIntervalStrategyContext(intervalKlineSeries *types.IntervalState[*KlineSeries], indicatorsReg *indicator.IndicatorRegistry) *IntervalStrategyContext {
	return &IntervalStrategyContext{
		intervalIndicatorContexts: make(map[types.Interval]*IndicatorContext),
		intervalKlineSeries:       intervalKlineSeries,
		indicatorsReg:             indicatorsReg,
	}
}

func (c *IntervalStrategyContext) getIndicatorContext(interval types.Interval) *IndicatorContext {
	ctx, ok := c.intervalIndicatorContexts[interval]
	if !ok {
		klineSeries := c.intervalKlineSeries.Get(interval)
		if klineSeries == nil {
			panic(fmt.Errorf("interval %s kline series is nil", interval))
		}
		ctx = NewIndicatorContext(klineSeries)
		c.intervalIndicatorContexts[interval] = ctx
	}
	return ctx
}

// Get [0]当前k线
func (c *IntervalStrategyContext) Get(interval types.Interval, offset int16) (kline types.Kline) {
	ctx := c.getIndicatorContext(interval)
	return ctx.Get(offset)
}

// Series [offset...end]
func (c *IntervalStrategyContext) Series(interval types.Interval, offset, count int16) (klines series.Klines) {
	ctx := c.getIndicatorContext(interval)
	return ctx.Series(offset, count)
}

// 获取窗口类型指标
func (c *IntervalStrategyContext) IndicatorW(interval types.Interval, name string, window int16) (series indicator.IIndicatorSeries) {
	indicatorContext := c.getIndicatorContext(interval)
	indicator, ok := c.indicatorsReg.IndicatorW(name)
	if !ok {
		panic(fmt.Errorf("indicatorW %s not exists", name))
	}
	return NewWindowIndicatorSeries(window, indicator, indicatorContext)
}