sig-pub/pkg/strategy/mul_inst_rank.go

package strategy

import (
	"sig-pub/pkg/types"
	"sig-pub/pkg/utils/collect"
)

// 多币种多周期策略
type MultiInstanceRank struct {
	IIntervalSigStrategy
	rate  float64
	rate2 float64
}

func (s *MultiInstanceRank) New() ISigStrategy {
	return &MultiInstanceRank{}
}

func (s *MultiInstanceRank) Meta() StrategyMeta {
	return StrategyMeta{
		Name: "MultiInstanceRank",
		Desc: "多币种多周期策略",
		Input: []types.InputArg{
			{Name: "rate", Type: types.InputTypeUFloat, Desc: "上线影线与基线比例"},
			{Name: "rate2", Type: types.InputTypeUFloat, Desc: "上线影线之间比例"},
		},
	}
}

func (s *MultiInstanceRank) Init(input types.Input) (err error) { // 校验参数, 并根据参数初始化策略
	s.rate = input.Float("rate")
	s.rate2 = input.Float("rate2")
	return
}

func (s *MultiInstanceRank) CandlePeriods(ctx IInstanceIntervalSigStrategyContext) (insts []string, iss *types.IntervalState[int16]) {
	insts = []string{"BTC_USDT", "SOL_USDT"}
	iss = types.NewIntervalState[int16]()
	iss.Set(types.Interval5m, 1)
	iss.Set(types.Interval15m, 2)
	iss.Set(types.Interval30m, 2)
	return
}

func Update(ctx IInstanceIntervalSigStrategyContext) (sides []types.SideInst) {
	insts := []string{"BTC_USDT", "SOL_USDT"}
	type instRank struct {
		inst       string
		atr, score float64
	}
	var ranks []instRank
	for _, instId := range insts {
		atr := ctx.Indicator(instId, types.Interval5m, "ATR", 7, 3).Get(0)
		adx := ctx.Indicator(instId, types.Interval5m, "ADX", 7, 3).Get(0)
		ranks = append(ranks, instRank{
			inst:  instId,
			atr:   atr,
			score: atr*1.5 + adx,
		})
	}

	// score rank
	collect.SortDesc(ranks, func(ir instRank) float64 { return ir.score })

	st1 := ctx.Indicator("BTC_USDT", types.Interval5m, "SuperTrend", 7, 3)
	st2 := ctx.Indicator("SOL_USDT", types.Interval5m, "SuperTrend", 7, 3)
	_, _ = st1, st2
	return
}