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
    rpc BacktestLog(ReqBacktestLog) returns (RspBacktestLog);

     // 交易计划回测交易单详情
    rpc BacktestLogTrades(ReqBacktestLogTrades) returns (RspBacktestLogTrades);

    // 交易计划回测结果统计信息
    rpc BacktestLogStats(ReqBacktestLogStats) returns (RspBacktestLogStats);
}

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
}
message RspStrategySeries {
    repeated Side signal = 1; // 0.sell,1.buy
    repeated int64 times = 2;
}

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 BacktestTradeOrder {
    int64 backtest_id = 1;
    int64 trade_id = 2;
    int32 trade_type = 3;
    string inst_id = 4;
    Side side = 5;
    double qty = 6;
    double price = 7;
    double fee = 8;
    int32 leverage = 9;
    int64 ctime = 10;
    int32 status = 11;
    double peak_px = 12;
    string close_cause = 13;
    double equity = 14;
    string hold_time = 15;
    double profit = 16;
    double last_px = 17;
    double entry_px = 18;
    double entry_fee = 19;
    int64 entry_time = 20;
    repeated int64 trades = 21;
}
message ReqBacktestLogTrades {
    Paging paging = 1;
    int64 backtest_id = 2;
}
message RspBacktestLogTrades {
    repeated BacktestTradeOrder trades = 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
}