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64 lines
1.5 KiB
64 lines
1.5 KiB
package strategy |
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import ( |
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"math" |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/zlog" |
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) |
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// CrossStar |
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type CrossStar struct { |
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ISigStrategy |
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IIntervalSigStrategy |
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rate float64 |
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rate2 float64 |
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} |
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func (s *CrossStar) New() ISigStrategy { |
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return &CrossStar{} |
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} |
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func (s *CrossStar) Meta() StrategyMeta { |
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return StrategyMeta{ |
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Name: "CrossStar", |
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Desc: "十字星策略", |
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Args: []Param{ |
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{Name: "rate", Type: ParamTypeUFloat, Desc: "上线影线与基线比例"}, |
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{Name: "rate2", Type: ParamTypeUFloat, Desc: "上线影线之间比例"}, |
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}, |
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} |
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} |
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func (s *CrossStar) Init(param StrategyParam) (err error) { // 校验参数, 并根据参数初始化策略 |
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if s.rate, err = param.GetFloat64E("rate"); err != nil { |
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return |
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} |
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if s.rate2, err = param.GetFloat64E("rate2"); err != nil { |
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return |
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} |
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return |
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} |
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func (s *CrossStar) RequiredSeries() int16 { |
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return 1 |
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} |
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func (s *CrossStar) Update(ctx ISigStrategyContext) (side types.Side) { |
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// O 109744.8 H 110600 L 109507.5 C 109686.8 |
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k0 := ctx.Get(0) |
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open, close, high, low := k0.OpenF64(), k0.CloseF64(), k0.HighF64(), k0.LowF64() |
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base := math.Abs(open - close) // 58 |
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rup := (high - max(open, close)) / base // 855.2 / 2 427.6 |
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rdown := (min(open, close) - low) / base // 179.3 / 2 89.65 |
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if k0.Ts == 1761833700000 { |
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zlog.Debugf("base=%.4f, rup=%.4f, rdown=%.4f", base, rup, rdown) |
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} |
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if rup > s.rate && rup/rdown > s.rate2 { |
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return types.SideLong |
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} |
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if rdown > s.rate && rdown/rup > s.rate2 { |
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return types.SideShort |
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} |
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return |
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}
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