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

	input         types.Input
	kSeries       *KlineSeries
	indicatorsReg *indicator.IndicatorRegistry
}

func NewStrategyContext(input types.Input, kSeries *KlineSeries, indicatorsReg *indicator.IndicatorRegistry) *StrategyContext {
	return &StrategyContext{
		input:         input,
		kSeries:       kSeries,
		indicatorsReg: indicatorsReg,
	}
}

// Input 获取输入参数
func (c *StrategyContext) Input() (in types.Input) {
	return c.input
}

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

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

// 获取窗口类型指标
func (c *StrategyContext) IndicatorW(name string, window int16, args ...any) (s indicator.IIndicatorSeries) {
	indicator, ok := c.indicatorsReg.IndicatorW(name)
	if !ok {
		panic(fmt.Errorf("indicatorW %s not exists", name))
	}
	var input types.Input
	if len(args) > 0 {
		if in, ok := args[0].(types.Input); ok {
			input = in
		}
	}
	indicatorContext := NewIndicatorContext(input, c.kSeries)
	return NewWindowIndicatorSeries(window, indicator, indicatorContext)
}

// IntervalStrategyContext 周期策略上下文
type IntervalStrategyContext struct {
	strategy.IIntervalSigStrategyContext

	input               types.Input
	intervalKlineSeries *types.IntervalState[*KlineSeries]
	indicatorsReg       *indicator.IndicatorRegistry
}

func NewIntervalStrategyContext(input types.Input, intervalKlineSeries *types.IntervalState[*KlineSeries], indicatorsReg *indicator.IndicatorRegistry) *IntervalStrategyContext {
	return &IntervalStrategyContext{
		input:               input,
		intervalKlineSeries: intervalKlineSeries,
		indicatorsReg:       indicatorsReg,
	}
}

// Input 获取输入参数
func (c *IntervalStrategyContext) Input() (in types.Input) {
	return c.input
}

func (c *IntervalStrategyContext) getCandleSeries(interval types.Interval) *KlineSeries {
	klineSeries := c.intervalKlineSeries.Get(interval)
	if klineSeries == nil {
		panic(fmt.Errorf("interval %s kline series is nil", interval))
	}
	return klineSeries
}

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

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

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

	var input types.Input
	if len(args) > 0 {
		if in, ok := args[0].(types.Input); ok {
			input = in
		}
	}
	cs := c.getCandleSeries(interval)
	indicatorContext := NewIndicatorContext(input, cs)

	return NewWindowIndicatorSeries(window, indicator, indicatorContext)
}