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102 lines
2.6 KiB
102 lines
2.6 KiB
package trading |
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import ( |
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"fmt" |
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"sig-pub/api/pb" |
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"sig-pub/pkg/client" |
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"sig-pub/pkg/indicator" |
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"sig-pub/pkg/publish" |
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"sig-pub/pkg/strategy" |
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"sig-pub/pkg/utils/collect" |
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) |
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type TradingService struct { |
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marketClientAside *client.TradeInstanceAside |
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exchangeClient pb.ExchangeServiceClient |
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klineStore *KlineStore |
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indicatorsW *collect.SyncMap[string, indicator.IWindowIndicator] // 注册窗口指标 |
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strategies *collect.SyncMap[string, strategy.ISigStrategy] // 注册信号策略 |
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publisher publish.Publisher[int64, *TradingPlan] |
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tradingPlan chan *TradingPlan |
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} |
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func NewTradingService( |
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marketClientAside *client.TradeInstanceAside, |
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exchangeClient pb.ExchangeServiceClient, |
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) *TradingService { |
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return &TradingService{ |
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marketClientAside: marketClientAside, |
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exchangeClient: exchangeClient, |
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klineStore: NewKlineSeriesStore(exchangeClient), |
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indicatorsW: collect.NewSyncMap[string, indicator.IWindowIndicator](), |
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strategies: collect.NewSyncMap[string, strategy.ISigStrategy](), |
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} |
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} |
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// 初始化历史k线, 订阅实时k线 |
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func (svr *TradingService) Init() (err error) { |
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if err = svr.klineStore.Init(); err != nil { |
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return |
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} |
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// indicator registry |
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{ |
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svr.MustRegisterWindowIndicator(&indicator.RSI{}) |
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} |
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// strategy registry |
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{ |
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svr.MustRegisterStrategy(&strategy.GoldX{}) |
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} |
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// strategy initial |
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// 初始化策略执行器 64 |
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return |
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} |
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// RegisterWindowIndicator |
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func (svr *TradingService) RegisterWindowIndicator(ind indicator.IWindowIndicator) (err error) { |
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indName := ind.Name() |
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_, loaded := svr.indicatorsW.LoadOrStore(indName, ind) |
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if loaded { |
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err = fmt.Errorf("window indicator name %s already duplicated", indName) |
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return |
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} |
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return |
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} |
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func (svr *TradingService) MustRegisterWindowIndicator(ind indicator.IWindowIndicator) { |
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if err := svr.RegisterWindowIndicator(ind); err != nil { |
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panic(err) |
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} |
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} |
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// RegisterStrategy |
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func (svr *TradingService) RegisterStrategy(strategy strategy.ISigStrategy) (err error) { |
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strategyName := strategy.Meta().Name |
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_, loaded := svr.strategies.LoadOrStore(strategyName, strategy) |
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if loaded { |
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err = fmt.Errorf("strategy name %s already duplicated", strategyName) |
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return |
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} |
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return |
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} |
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func (svr *TradingService) MustRegisterStrategy(strategy strategy.ISigStrategy) { |
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if err := svr.RegisterStrategy(strategy); err != nil { |
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panic(err) |
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} |
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} |
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// RunStrategy 运行策略 |
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// todo 止盈止损... |
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func (svr *TradingService) RunQuantPlan(plan TradingPlan) (err error) { |
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strategy, ok := svr.strategies.Load(plan.StrategyName) |
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if !ok { |
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err = fmt.Errorf("strategy %s not exists", plan.StrategyName) |
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return |
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} |
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runner := strategy.New() |
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_ = runner |
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runner.Update(nil) |
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return |
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}
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