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42 lines
1.1 KiB
42 lines
1.1 KiB
package strategy |
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import ( |
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"sig-pub/pkg/types" |
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) |
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// 多币种多周期策略 |
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type MultiInstanceRank struct { |
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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 *MultiInstanceRank) New() ISigStrategy { |
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return &MultiInstanceRank{} |
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} |
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func (s *MultiInstanceRank) Meta() StrategyMeta { |
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return StrategyMeta{ |
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Name: "MultiInstanceRank", |
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Desc: "多币种多周期策略", |
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Input: []types.InputArg{ |
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{Name: "rate", Type: types.InputTypeUFloat, Desc: "上线影线与基线比例"}, |
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{Name: "rate2", Type: types.InputTypeUFloat, 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 *MultiInstanceRank) Init(input types.Input) (err error) { // 校验参数, 并根据参数初始化策略 |
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s.rate = input.Float("rate") |
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s.rate2 = input.Float("rate2") |
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return |
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} |
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func (s *MultiInstanceRank) CandlePeriods(ctx IIntervalSigStrategyContext) (insts []string, iss *types.IntervalState[int16]) { |
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insts = []string{"BTC_USDT", "SOL_USDT"} |
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iss = types.NewIntervalState[int16]() |
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iss.Set(types.Interval5m, 1) |
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iss.Set(types.Interval15m, 2) |
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iss.Set(types.Interval30m, 2) |
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return |
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}
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