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22 lines
476 B
22 lines
476 B
package backtest |
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import ( |
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"sig-pub/api/pb" |
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"sig-pub/pkg/indicator" |
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) |
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// RickStrategy 风险管理策略 |
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type RickStrategy struct { |
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indicatorCtx indicator.IIndicatorContext |
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} |
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// OnSingle 收到信号时进行评估, 返回过滤后的交易信号 |
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// todo 对交易方向进行信心分数评估, 后续开仓仓位 |
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func (s *RickStrategy) OnSingle(signalSide pb.Side) (side pb.Side) { |
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k := s.indicatorCtx.Get(0) |
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price := k.Close |
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ts := k.Ts |
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_, _ = price, ts |
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return |
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}
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