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34 lines
1002 B
34 lines
1002 B
package strategy |
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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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"sig-pub/pkg/types" |
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"sig-pub/pkg/types/series" |
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) |
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// ISigStrategy 交易信号策略接口(单周期单交易所) |
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type ISigStrategy interface { |
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New() ISigStrategy |
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Meta() StrategyMeta |
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Init(param SigStrategyParam) (err error) // 校验参数, 并根据参数初始化策略 |
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Update(ctx ISigStrategyContext) (side pb.Side) |
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} |
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type StrategyMeta struct { |
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Name string `json:"name"` |
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Desc string `json:"desc"` |
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MaxWindow int `json:"maxWindow"` // 需要的最大窗口数, 回测时用, 若不定义则取最大窗口值 |
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Args []Param `json:"args"` // 参数定义 |
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} |
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// ISigStrategyContext 策略外部访问能力 |
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// klineSeries, Indicator |
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type ISigStrategyContext interface { |
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// Get [0]当前k线 |
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Get(offset int16) types.Kline |
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// Series [offset...end] |
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Series(offset, count int16) (klines series.Klines) |
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// 获取窗口类型指标 |
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IndicatorW(name string, window int16) indicator.IIndicatorSeries |
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}
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