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60 lines
2.2 KiB
60 lines
2.2 KiB
package trade |
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import ( |
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"sig-pub/pkg/strategy" |
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"sig-pub/pkg/types" |
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"github.com/govalues/decimal" |
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) |
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// ITradeAnalyzer 建仓到平仓分析器 |
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type ITradeAnalyzer interface { |
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IEntryAnalyzer |
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IExitAnalyzer |
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// Init 校验参数, 并根据参数初始化策略 |
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Init(input types.Input) (err error) |
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} |
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// IEntryAnalyzer 建仓下单策略 |
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type IEntryAnalyzer interface { |
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strategy.ISigStrategy |
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// 需要的各周期最小数据k线数 |
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CandlePeriods(ctx strategy.IInstanceIntervalSigStrategyContext) (tradeInsts []string, iPeriods *types.IntervalState[int16]) |
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// EntryAnalysis 生成下单参数(交易量/方向/杠杆) 建仓分析：确定是否入场、下单价格及仓位大小 |
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// 币种持仓中不能改变杠杆 |
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// tickets 建仓单信息 |
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// skipCause 跳过交易信号原因 |
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EntryAnalysis(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, sigInstId string, sigSide types.Side) (tickets []TradeTicket, skipCause Cause, err error) |
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} |
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// IExitAnalyzer 平仓评估评估、止盈止损策略(trading service 管理) |
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type IExitAnalyzer interface { |
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strategy.ISigStrategy |
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// 需要的各周期最小数据k线数 |
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CandlePeriods(ctx strategy.IInstanceIntervalSigStrategyContext) (tradeInsts []string, iPeriods *types.IntervalState[int16]) |
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// ExitAnalysisOnPrice 价格更新评估是否平仓 |
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// @return closeTicket平仓单信息 |
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ExitAnalysisOnPrice(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, instId string, price float64) (closeTickets []TradeTicket, err error) |
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// ExitAnalysisOnSig 信号触发时评估是否平仓 |
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ExitAnalysisOnSig(ctx strategy.IInstanceIntervalSigStrategyContext, account ITradeAccount, instId string, sigSide types.Side) (closeTickets []TradeTicket, err error) |
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} |
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type TradeTicket struct { |
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TradeType TradeType |
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InstId string |
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Side types.Side // 开仓方向 |
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Price float64 // 开仓价格 |
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Leverage int32 // 杠杆倍数 |
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Qty decimal.Decimal // 交易量 qty为交易产品数量 todo decimal |
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Interval string // k线周期 |
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Ktime int64 // k线时间 |
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Ctime int64 // 创建时间(ctime-ktime=信号延迟) |
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Cause Cause |
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TradesId []int64 // 关联交易订单id (仅平仓使用) |
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}
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