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80 lines
2.2 KiB
80 lines
2.2 KiB
package trading |
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import ( |
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"fmt" |
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"sig-pub/pkg/indicator" |
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"sig-pub/pkg/strategy" |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/types/series" |
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) |
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type IOffsetStrategyContext interface { |
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strategy.ISigStrategyContext |
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SetOffset(offset int16) |
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} |
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type StrategyContext struct { |
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IOffsetStrategyContext |
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indicatorContext IOffsetIndicatorContext |
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indicatorsReg *indicator.IndicatorRegistry |
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} |
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func NewStrategyContext(indicatorContext IOffsetIndicatorContext, indicatorsReg *indicator.IndicatorRegistry) *StrategyContext { |
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return &StrategyContext{ |
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indicatorContext: indicatorContext, |
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indicatorsReg: indicatorsReg, |
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} |
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} |
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func (c *StrategyContext) SetOffset(offset int16) { |
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c.indicatorContext.SetOffset(offset) |
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} |
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func (c *StrategyContext) Get(offset int16) (kline types.Kline) { |
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return c.indicatorContext.Get(offset) |
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} |
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func (c *StrategyContext) Series(offset, count int16) (klines series.Klines) { |
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return c.indicatorContext.Series(offset, count) |
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} |
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// // Buy 发出多信号 |
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// func (c *StrategyContext) Buy() { |
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// zlog.Infof("signal buy: %d", c.Get(0).Ts) |
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// c.signal = append(c.signal, pb.Side_BUY) |
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// c.signalTimes = append(c.signalTimes, c.Get(0).Ts) |
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// win := false |
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// signalPrice := c.Get(0).Close |
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// if c.indicatorContext.GetOffset() > 0 { |
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// c.indicatorContext.AddOffset(-1) |
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// win = c.Get(0).Close.Cmp(signalPrice) > 0 |
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// c.indicatorContext.AddOffset(1) |
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// } |
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// c.wins = append(c.wins, win) |
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// } |
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// // Sell 发出空信号 |
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// func (c *StrategyContext) Sell() { |
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// zlog.Infof("signal sell: %d", c.Get(0).Ts) |
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// c.signal = append(c.signal, pb.Side_SELL) |
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// c.signalTimes = append(c.signalTimes, c.Get(0).Ts) |
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// win := false |
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// signalPrice := c.Get(0).Close |
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// if c.indicatorContext.GetOffset() > 0 { |
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// c.indicatorContext.AddOffset(-1) |
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// win = c.Get(0).Close.Cmp(signalPrice) < 0 |
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// c.indicatorContext.AddOffset(1) |
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// } |
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// c.wins = append(c.wins, win) |
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// } |
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// 获取窗口类型指标 |
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func (c *StrategyContext) IndicatorW(name string, window int16) (s indicator.IIndicatorSeries) { |
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indicator, ok := c.indicatorsReg.IndicatorW(name) |
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if !ok { |
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panic(fmt.Errorf("indicatorW %s not exists", name)) |
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} |
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return NewWindowIndicatorSeries(window, indicator, c.indicatorContext) |
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}
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