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95 lines
2.4 KiB
95 lines
2.4 KiB
package trading |
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import ( |
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"context" |
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"sig-pub/api/pb" |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/utils/times" |
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) |
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type TradingGrpcServer struct { |
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pb.UnimplementedTradingServiceServer |
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tradingService *TradingService |
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} |
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func NewTradingGrpcServer(tradingService *TradingService) *TradingGrpcServer { |
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return &TradingGrpcServer{ |
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tradingService: tradingService, |
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} |
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} |
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func (svr *TradingGrpcServer) Init() (err error) { |
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return |
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} |
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func (svr *TradingGrpcServer) IndicatorPlots(ctx context.Context, req *pb.ReqIndicatorPlots) (rsp *pb.RspIndicatorPlots, err error) { |
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plots, err := svr.tradingService.IndicatorPlots(req.Indicators...) |
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if err != nil { |
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return |
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} |
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for _, plot := range plots { |
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_ = plot |
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} |
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return |
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} |
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func (svr *TradingGrpcServer) IndicatorSeries(ctx context.Context, req *pb.ReqIndicatorSeries) (rsp *pb.RspIndicatorSeries, err error) { |
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// s, err := structpb.NewStruct(map[string]any{}) |
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input := req.Input.AsMap() |
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matrix, times, states, err := svr.tradingService.IndicatorSeries(ctx, req.Indicator, req.Digit, types.Input(input), req.Series) |
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if err != nil { |
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return |
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} |
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rsp = &pb.RspIndicatorSeries{} |
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rsp.Matrix = matrix |
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rsp.Times = times |
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for state, value := range states { |
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rsp.States = append(rsp.States, &pb.IndicatorState{ |
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State: state, |
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Value: value, |
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}) |
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} |
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return |
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} |
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func (svr *TradingGrpcServer) StrategySeries(ctx context.Context, req *pb.ReqStrategySeries) (rsp *pb.RspStrategySeries, err error) { |
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rsp = &pb.RspStrategySeries{} |
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err = svr.tradingService.StrategySeries(ctx, req, rsp) |
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return |
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} |
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func (svr *TradingGrpcServer) Backtest(ctx context.Context, req *pb.ReqBacktest) (rsp *pb.RspBacktest, err error) { |
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stime, err := times.ParseFORMAT(req.Stime) |
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if err != nil { |
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return |
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} |
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etime, err := times.ParseFORMAT(req.Etime) |
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if err != nil { |
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return |
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} |
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err = svr.tradingService.Backtest(ctx, req.PlanId, stime.UnixMilli(), etime.UnixMilli()) |
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if err != nil { |
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return |
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} |
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rsp = new(pb.RspBacktest) |
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return |
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} |
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// BacktestLog 回测记录查询 |
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func (svr *TradingGrpcServer) BacktestLog(ctx context.Context, req *pb.ReqBacktestLog) (rsp *pb.RspBacktestLog, err error) { |
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logs, err := svr.tradingService.BacktestLog(ctx, 10001) |
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if err != nil { |
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return |
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} |
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rsp = new(pb.RspBacktestLog) |
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for _, l := range logs { |
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log := &pb.BacktestLog{ |
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PlanId: l.PlanId, |
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Stime: l.SeriesBefore, |
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Etime: l.SeriesAfter, |
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BacktestId: l.Id, |
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} |
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rsp.Logs = append(rsp.Logs, log) |
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} |
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return |
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}
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