strategy

Sep 14, 2022

Changes in this version

type Base

+ func (s *Base) TailOrderNoCancel(ordersn string, timeout int64, retry int, limit float64) error

Sep 5, 2022

Changes in this version

type Base

+ func (s *Base) GetOrderBook() ([]common.OrderBook, []common.OrderBook)

+ func (s *Base) SaveOrderBook()

Sep 2, 2022

Changes in this version

type Base

+ func (s *Base) GetOrder(ordersn string) (common.OrderBase, error)

Aug 31, 2022

Changes in this version

type Base

+ func (s *Base) GetLastOrderSN() string

Aug 30, 2022

Changes in this version

+ const ORDER_STATUS_CANCELED

+ const ORDER_STATUS_TRADED

+ const ORDER_STATUS_UNRETURN

+ const ORDER_STATUS_UNTRADED

type Base

+ func (s *Base) GetOrderStatus(ordersn string) string

+ type OrderStatus struct

+ OrderSN string

+ Status string

+ type OrderStatusManager struct

+ func (o *OrderStatusManager) Get(ordersn string) string

+ func (o *OrderStatusManager) Update(ordersn string, status string)

Jul 7, 2022

Changes in this version

type Base

+ func (s *Base) GetState() int64

Jul 1, 2022

Changes in this version

type T

+ AskPrice1 map[string][]float64

+ AskVolume1 map[string][]int64

+ BidPrice1 map[string][]float64

+ BidVolume1 map[string][]int64

+ OpenInterest map[string][]int64

+ Volume map[string][]int64

Jun 28, 2022

Changes in this version

type Base

+ Exchange map[string]string

Jun 27, 2022

Changes in this version

type Base

+ func (s *Base) GetMainTickBuffer() string

+ func (s *Base) GetSubTickBuffer() string

type StrategyIf

+ GetMainTickBuffer func() string

+ GetSubTickBuffer func() string

type StrategyRPCServer

+ func (s *StrategyRPCServer) GetMainTickBuffer(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) GetSubTickBuffer(args interface{}, resp *string) error

type StrategyRPClient

+ func (g *StrategyRPClient) GetMainTickBuffer() string

+ func (g *StrategyRPClient) GetSubTickBuffer() string

Jun 23, 2022

Changes in this version

type Base

+ func (s *Base) GetMainLongRealPosition() int64

+ func (s *Base) GetMainShortRealPosition() int64

+ func (s *Base) GetSubLongRealPosition() int64

+ func (s *Base) GetSubShortRealPosition() int64

Jun 21, 2022

Changes in this version

type Base

+ func (s *Base) GetMainLongOrderPosition() int64

+ func (s *Base) GetMainShortOrderPosition() int64

+ func (s *Base) GetSubLongOrderPosition() int64

+ func (s *Base) GetSubShortOrderPosition() int64

Jun 7, 2022

Changes in this version

+ const KLINETYPE

+ const LOADING

+ const REPLAY

+ const RUNNING

+ const STOP

+ const TICKTYPE

+ var HandshakeConfig = plugin.HandshakeConfig

+ var LastTimeStamp int64

+ func Accumulate(data []float64) float64

+ func ArrayDivideFloat(data []float64, divisor float64) []float64

+ func ArrayPositon(array []float64, value float64) int

+ func CrossOver(a []float64, b []float64) bool

+ func CrossUnder(a []float64, b []float64) bool

+ func Diff(data []float64, leg int) []float64

+ func DirectionN1toP1(C []float64, H []float64, L []float64, length int64) (float64, float64)

+ func FindPosition(data []float64, condition string, threshold float64) ([]int, int)

+ func IntArrayToFloat(data []int) []float64

+ func MaxArrayFloat(data []float64) float64

+ func MaxArrayInt(data []int) int

+ func MinArrayFloat(data []float64) float64

+ func MinArrayInt(data []int) int

+ func MovingAverage(data []float64, length int) []float64

+ func OnesFloat(length int) []float64

+ func OnesInt(length int) []int

+ func SetArrayFloat(data []float64, value float64, start int, end int) []float64

+ func SetArrayInt(data []int, value int, start int, end int) []int

+ func Sign(data float64) float64

+ func Square(data []float64) []float64

+ func TrueRange(C []float64, H []float64, L []float64) []float64

+ func ZerosFloat(length int) []float64

+ func ZerosInt(length int) []int

+ type Base struct

+ Contract Contract

+ Extend map[string]interface{}

+ K K

+ MinMove map[string]float64

+ Multiplier map[string]int64

+ T T

+ func (s *Base) Active() string

+ func (s *Base) AddIndicator(onlypush bool, flags []string, columnvalues ...interface{})

+ func (s *Base) Buy(symbol string, price float64, volume int64, ptype string, offset string) (int32, string, error)

+ func (s *Base) Cancel(requestid int32, ordersn string) int

+ func (s *Base) DetectDaemonAlive()

+ func (s *Base) GetInstrument(symbol string) (error, string, string, int64, float64)

+ func (s *Base) GetInstrumentMultiple(symbolT string) (error, int64, float64)

+ func (s *Base) GetLastPrice(symbol string) (common.LastPrice, error)

+ func (s *Base) GetMainKlineHistory(len int) string

+ func (s *Base) GetMainTickHistory(len int) string

+ func (s *Base) GetMainVirtualPosition() int64

+ func (s *Base) GetStrategyInfo() string

+ func (s *Base) GetSubKlineHistory(len int) string

+ func (s *Base) GetSubTickHistory(len int) string

+ func (s *Base) GetSubVirtualPosition() int64

+ func (s *Base) Hello() string

+ func (s *Base) IsLoading() bool

+ func (s *Base) IsReplaying() bool

+ func (s *Base) IsRunning() bool

+ func (s *Base) MakeReplayReport() string

+ func (s *Base) ReadLoadingIndicators() string

+ func (s *Base) ReadReplayIndicators() string

+ func (s *Base) ReadRunningIndicators() string

+ func (s *Base) RegOnInit(on OnInitType)

+ func (s *Base) RegOnKline(on OnKlineType)

+ func (s *Base) RegOnTick(on OnTickType)

+ func (s *Base) Replay(startdate string, enddate string) string

+ func (s *Base) Run() string

+ func (s *Base) Sell(symbol string, price float64, volume int64, ptype string, offset string) (int32, string, error)

+ func (s *Base) SetConfig(daemonhost string, daemonwebhost string, daemonchannel string, ...) string

+ func (s *Base) Stop() string

+ func (s *Base) StopReplay() string

+ func (s *Base) TailOrder(requestid int32, ordersn string, timeout int64, retry int, limit float64) error

+ type ColumnValue struct

+ Name string

+ Value string

+ type Contract struct

+ MainKline common.KlineKey

+ MainKlineLen int

+ MainQuote string

+ MainQuoteLen int

+ MainTrade string

+ MainTradeExchange string

+ SubKline common.KlineKey

+ SubKlineLen int

+ SubQuote string

+ SubQuoteLen int

+ SubTrade string

+ SubTradeExchange string

+ type Indicator struct

+ LoadingColumnNames []string

+ LoadingColumnValues map[string]string

+ LoadingCsvWritter *csv.Writer

+ LoadingFile *os.File

+ LoadingFileName string

+ RunningColumnNames []string

+ RunningColumnValues map[string]string

+ RunningCsvWritter *csv.Writer

+ RunningFile *os.File

+ RunningFileName string

+ type K struct

+ Close map[common.KlineKey][]float64

+ High map[common.KlineKey][]float64

+ Low map[common.KlineKey][]float64

+ Open map[common.KlineKey][]float64

+ OpenInterest map[common.KlineKey][]int64

+ Time map[common.KlineKey][]time.Time

+ Volume map[common.KlineKey][]int64

+ type KlineBuffer struct

+ Buffer map[common.KlineKey][]common.Kline

+ BufferLen map[common.KlineKey]int

+ type OnInitType func()

+ type OnKlineType func(klinekey common.KlineKey, kline common.Kline, offsetflag bool)

+ type OnTickType func(symbol string, quote common.Quote)

+ type Replayer struct

+ DataColumnNames []string

+ DataColumnValues map[string]string

+ DataCsvWritter *csv.Writer

+ DataFile *os.File

+ DataFileName string

+ IndicatorColumnNames []string

+ IndicatorColumnValues map[string]string

+ IndicatorCsvWritter *csv.Writer

+ IndicatorFile *os.File

+ IndicatorFileName string

+ type StrategyIf interface

+ Active func() string

+ GetMainKlineHistory func(len int) string

+ GetMainTickHistory func(len int) string

+ GetStrategyInfo func() string

+ GetSubKlineHistory func(len int) string

+ GetSubTickHistory func(len int) string

+ Hello func() string

+ MakeReplayReport func() string

+ ReadLoadingIndicators func() string

+ ReadReplayIndicators func() string

+ ReadRunningIndicators func() string

+ Replay func(startdate string, enddate string) string

+ Run func() string

+ SetConfig func(daemonhost string, daemonwebhost string, daemonchannel string, ...) string

+ Stop func() string

+ StopReplay func() string

+ type StrategyPlugin struct

+ Impl StrategyIf

+ func (StrategyPlugin) Client(b *plugin.MuxBroker, c *rpc.Client) (interface{}, error)

+ func (p *StrategyPlugin) Server(*plugin.MuxBroker) (interface{}, error)

+ type StrategyRPCServer struct

+ Impl StrategyIf

+ func (s *StrategyRPCServer) Active(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) GetMainKlineHistory(args map[string]interface{}, resp *string) error

+ func (s *StrategyRPCServer) GetMainTickHistory(args map[string]interface{}, resp *string) error

+ func (s *StrategyRPCServer) GetStrategyInfo(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) GetSubKlineHistory(args map[string]interface{}, resp *string) error

+ func (s *StrategyRPCServer) GetSubTickHistory(args map[string]interface{}, resp *string) error

+ func (s *StrategyRPCServer) Hello(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) MakeReplayReport(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) ReadLoadingIndicators(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) ReadReplayIndicators(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) ReadRunningIndicators(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) Replay(args map[string]interface{}, resp *string) error

+ func (s *StrategyRPCServer) Run(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) SetConfig(args map[string]interface{}, resp *string) error

+ func (s *StrategyRPCServer) Stop(args interface{}, resp *string) error

+ func (s *StrategyRPCServer) StopReplay(args interface{}, resp *string) error

+ type StrategyRPClient struct

+ func (g *StrategyRPClient) Active() string

+ func (g *StrategyRPClient) GetMainKlineHistory(len int) string

+ func (g *StrategyRPClient) GetMainTickHistory(len int) string

+ func (g *StrategyRPClient) GetStrategyInfo() string

+ func (g *StrategyRPClient) GetSubKlineHistory(len int) string

+ func (g *StrategyRPClient) GetSubTickHistory(len int) string

+ func (g *StrategyRPClient) Hello() string

+ func (g *StrategyRPClient) MakeReplayReport() string

+ func (g *StrategyRPClient) ReadLoadingIndicators() string

+ func (g *StrategyRPClient) ReadReplayIndicators() string

+ func (g *StrategyRPClient) ReadRunningIndicators() string

+ func (g *StrategyRPClient) Replay(startdate string, enddate string) string

+ func (g *StrategyRPClient) Run() string

+ func (g *StrategyRPClient) SetConfig(daemonhost string, daemonwebhost string, daemonchannel string, ...) string

+ func (g *StrategyRPClient) Stop() string

+ func (g *StrategyRPClient) StopReplay() string

+ type T struct

+ LastPrice map[string][]float64

+ Time map[string][]time.Time