biz

package
v0.1.19 Latest Latest
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 Go to latest Published: Dec 30, 2024 License: AGPL-3.0 Imports: 41 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	AmtDust = 1e-8
)

Variables

View Source 
var AInfer_ServiceDesc = grpc.ServiceDesc{
	ServiceName: "AInfer",
	HandlerType: (*AInferServer)(nil),
	Methods: []grpc.MethodDesc{
		{
			MethodName: "Trend",
			Handler:    _AInfer_Trend_Handler,
		},
		{
			MethodName: "Trade",
			Handler:    _AInfer_Trade_Handler,
		},
	},
	Streams:  []grpc.StreamDesc{},
	Metadata: "aifea.proto",
}

AInfer_ServiceDesc is the grpc.ServiceDesc for AInfer service. It's only intended for direct use with grpc.RegisterService, and not to be introspected or modified (even as a copy)

View Source 
var FeaFeeder_ServiceDesc = grpc.ServiceDesc{
	ServiceName: "FeaFeeder",
	HandlerType: (*FeaFeederServer)(nil),
	Methods:     []grpc.MethodDesc{},
	Streams: []grpc.StreamDesc{
		{
			StreamName:    "SubFeatures",
			Handler:       _FeaFeeder_SubFeatures_Handler,
			ServerStreams: true,
		},
	},
	Metadata: "aifea.proto",
}

FeaFeeder_ServiceDesc is the grpc.ServiceDesc for FeaFeeder service. It's only intended for direct use with grpc.RegisterService, and not to be introspected or modified (even as a copy)

View Source 
var (
	FeaGenerators = map[string]FnFeaStream{} // Task feature generation function registration for SubFeatures. 任务特征生成函数注册
)
View Source 
var File_aifea_proto protoreflect.FileDescriptor

Functions

func AddBatchJob 

func AddBatchJob(account, tf string, job *strat.StratJob, isInfo bool)

AddBatchJob Add batch entry tasks. Even if the job has no entry tasks, this method should be called to postpone the entry time TFEnterMS 添加批量入场任务。 即使job没有入场任务，也应该调用此方法，用于推迟入场时间TFEnterMS

func AutoRefreshPairs 

func AutoRefreshPairs(dp data.IProvider, showLog bool)

func CalcCorrelation 

func CalcCorrelation(args *config.CmdArgs) *errs.Error

CalcCorrelation calculate correlation for pairs; generate csv or images

func CleanUpOdMgr 

func CleanUpOdMgr() *errs.Error

func ExportAdjFactors 

func ExportAdjFactors(args *config.CmdArgs) *errs.Error

func ExportKlines 

func ExportKlines(args *config.CmdArgs) *errs.Error

func GetAllOdMgr added in v0.1.15 

func GetAllOdMgr() map[string]IOrderMgr

func InitFakeWallets 

func InitFakeWallets(symbols ...string)

InitFakeWallets Initialize a wallet object from a configuration file 从配置文件初始化一个钱包对象

func InitLiveOrderMgr 

func InitLiveOrderMgr(callBack func(od *ormo.InOutOrder, isEnter bool))

func InitLocalOrderMgr 

func InitLocalOrderMgr(callBack func(od *ormo.InOutOrder, isEnter bool), showLog bool)

func InitOdSubs 

func InitOdSubs()

func LoadCalendars 

func LoadCalendars(args *config.CmdArgs) *errs.Error

func LoadRefreshPairs 

func LoadRefreshPairs(dp data.IProvider, showLog bool) *errs.Error

func LoadZipKline 

func LoadZipKline(inPath string, fid int, file *zip.File, arg interface{}) *errs.Error

func MakeCheckFatalStop 

func MakeCheckFatalStop(maxIntv int) func()

CheckFatalStop Check if the global stop loss is triggered. This method should be called regularly via cron 检查是否触发全局止损，此方法应通过cron定期调用

func PurgeKlines 

func PurgeKlines(args *config.CmdArgs) *errs.Error

func RegisterAInferServer 

func RegisterAInferServer(s grpc.ServiceRegistrar, srv AInferServer)

func RegisterFeaFeederServer 

func RegisterFeaFeederServer(s grpc.ServiceRegistrar, srv FeaFeederServer)

func ResetVars 

func ResetVars()

func RunDataServer 

func RunDataServer(args *config.CmdArgs) *errs.Error

func RunHistKline added in v0.1.8 

func RunHistKline(args *RunHistArgs) *errs.Error

RunHistKline RePlay of K-lines within a specified time range for multiple symbols, supporting multiple timeFrames and returning n min-timeFrame bars. 对多个品种回放指定时间范围的K线，支持多周期，支持返回未来n个最小周期bar。

func SetupComs 

func SetupComs(args *config.CmdArgs) *errs.Error

func SetupComsExg added in v0.1.12 

func SetupComsExg(args *config.CmdArgs) *errs.Error

func StartLiveOdMgr 

func StartLiveOdMgr()

func TryFireBatches 

func TryFireBatches(currMS int64) int

func VerifyTriggerOds 

func VerifyTriggerOds()

VerifyTriggerOds Check if there is a triggerable limit order. If so, submit it to the exchange and it should be called every minute. Only for real trading 检查是否有可触发的限价单，如有，提交到交易所，应被每分钟调用 仅实盘使用

func WatchLiveBalances 

func WatchLiveBalances()

Types

type AInferClient 

type AInferClient interface {
	Trend(ctx context.Context, in *ArrMap, opts ...grpc.CallOption) (*ArrMap, error)
	Trade(ctx context.Context, in *ArrMap, opts ...grpc.CallOption) (*ArrMap, error)
}

AInferClient is the client API for AInfer service.

For semantics around ctx use and closing/ending streaming RPCs, please refer to https://pkg.go.dev/google.golang.org/grpc/?tab=doc#ClientConn.NewStream.

func NewAInferClient 

func NewAInferClient(cc grpc.ClientConnInterface) AInferClient

type AInferServer 

type AInferServer interface {
	Trend(context.Context, *ArrMap) (*ArrMap, error)
	Trade(context.Context, *ArrMap) (*ArrMap, error)
	// contains filtered or unexported methods
}

AInferServer is the server API for AInfer service. All implementations must embed UnimplementedAInferServer for forward compatibility

type ArrMap 

type ArrMap struct {
	Codes []string           `protobuf:"bytes,1,rep,name=codes,proto3" json:"codes,omitempty"`
	Mats  map[string]*NumArr `` /* 149-byte string literal not displayed */
	// contains filtered or unexported fields
}

func (*ArrMap) Descriptor deprecated 

func (*ArrMap) Descriptor() ([]byte, []int)

Deprecated: Use ArrMap.ProtoReflect.Descriptor instead.

func (*ArrMap) GetCodes 

func (x *ArrMap) GetCodes() []string

func (*ArrMap) GetMats 

func (x *ArrMap) GetMats() map[string]*NumArr

func (*ArrMap) ProtoMessage 

func (*ArrMap) ProtoMessage()

func (*ArrMap) ProtoReflect 

func (x *ArrMap) ProtoReflect() protoreflect.Message

func (*ArrMap) Reset 

func (x *ArrMap) Reset()

func (*ArrMap) String 

func (x *ArrMap) String() string

type BanWallets 

type BanWallets struct {
	Items   map[string]*ItemWallet
	Account string
	IsWatch bool
}

func GetWallets 

func GetWallets(account string) *BanWallets

func (*BanWallets) AvaLegal 

func (w *BanWallets) AvaLegal(symbols []string) float64

func (*BanWallets) Cancel 

func (w *BanWallets) Cancel(odKey string, symbol string, addAmount float64, fromPending bool)

Cancel Unlock the quantity of currency (frozens/pendings) and add it to available again 取消对币种的数量锁定(frozens/pendings)，重新加到available上

func (*BanWallets) ConfirmOdEnter 

func (w *BanWallets) ConfirmOdEnter(od *ormo.InOutOrder, enterPrice float64)

func (*BanWallets) ConfirmOdExit 

func (w *BanWallets) ConfirmOdExit(od *ormo.InOutOrder, exitPrice float64)

func (*BanWallets) ConfirmPending 

func (w *BanWallets) ConfirmPending(odKey string, srcKey string, srcAmount float64, tgtKey string, tgtAmount float64, toFrozen bool) bool

ConfirmPending Confirm deduction from src and add to tgt's balance 从src中确认扣除，添加到tgt的余额中

func (*BanWallets) CostAva 

func (w *BanWallets) CostAva(odKey string, symbol string, amount float64, negative bool, minRate float64) (float64, *errs.Error)

CostAva Deducted from the available balance of a certain coin and added to pending, used only for backtesting 从某个币的可用余额中扣除，添加到pending中，仅用于回测 negative : Whether to allow negative balances (used for short orders) 是否允许负数余额（空单用到） minRate: Minimum order opening ratio 最小开单倍率 return: Actual amount deducted, errs.Error

func (*BanWallets) CostFrozen 

func (w *BanWallets) CostFrozen(odKey string, symbol string, amount float64) float64

CostFrozen This method is not used for contracts Deduct from frozen, if not enough, deduct the remainder from available After deduction, add to pending 

此方法不用于合约
从frozen中扣除，如果不够，从available扣除剩余部分
扣除后，添加到pending中

func (*BanWallets) CutPart 

func (w *BanWallets) CutPart(srcKey string, tgtKey string, symbol string, rate float64)

func (*BanWallets) DumpAvas 

func (w *BanWallets) DumpAvas() map[string]float64

func (*BanWallets) EnterOd 

func (w *BanWallets) EnterOd(od *ormo.InOutOrder) (float64, *errs.Error)

EnterOd Both real offer and simulation are executed, which can prevent excessive consumption during real offer.

If the balance is insufficient, an exception will be issued Need to call confirm_od_enter to confirm. You can also call cancel to cancel 实盘和模拟都执行，实盘时可防止过度消费 

如果余额不足，会发出异常
需要调用confirm_od_enter确认。也可调用cancel取消

func (*BanWallets) ExitOd 

func (w *BanWallets) ExitOd(od *ormo.InOutOrder, baseAmount float64)

func (*BanWallets) FiatValue 

func (w *BanWallets) FiatValue(withUpol bool, symbols ...string) float64

FiatValue Returns the value of the given currency against fiat currency. Returns all currencies if empty 返回给定币种的对法币价值。为空时返回所有币种

func (*BanWallets) Get 

func (w *BanWallets) Get(code string) *ItemWallet

func (*BanWallets) GetAmountByLegal 

func (w *BanWallets) GetAmountByLegal(symbol string, legalCost float64) float64

func (*BanWallets) GetWithdrawLegal 

func (w *BanWallets) GetWithdrawLegal(symbols []string) float64

func (*BanWallets) SetWallets 

func (w *BanWallets) SetWallets(data map[string]float64)

func (*BanWallets) TotalLegal 

func (w *BanWallets) TotalLegal(symbols []string, withUPol bool) float64

func (*BanWallets) TryUpdateStakePctAmt 

func (w *BanWallets) TryUpdateStakePctAmt()

TryUpdateStakePctAmt Update single billing amount Backtesting mode should call this method when the order is closed 更新单笔开单金额 回测模式应在订单平仓时调用此方法

func (*BanWallets) UnrealizedPOLLegal 

func (w *BanWallets) UnrealizedPOLLegal(symbols []string) float64

func (*BanWallets) UpdateOds 

func (w *BanWallets) UpdateOds(odList []*ormo.InOutOrder, currency string) *errs.Error

UpdateOds Update order. Currently only for futures contract orders, the margin ratio of contract orders needs to be updated.

Incoming orders must be for the same fixed currency. Margin ratio: (position notional value * maintenance margin ratio - maintenance margin quick calculation) / (wallet balance + unrealized profit and loss) Wallet balance = initial net transfer balance (including initial margin) + realized profit and loss + net funding fee - handling fee 更新订单。目前只针对期货合约订单，需要更新合约订单的保证金比率。 

传入的订单必然都是同一个定价币的订单
保证金比率： (仓位名义价值 * 维持保证金率 - 维持保证金速算数) / (钱包余额 + 未实现盈亏)
钱包余额 = 初始净划入余额（含初始保证金） + 已实现盈亏 + 净资金费用 - 手续费

func (*BanWallets) WithdrawLegal 

func (w *BanWallets) WithdrawLegal(amount float64, symbols []string)

WithdrawLegal Withdraw cash from the balance, thereby prohibiting a portion of the money from being billed. 从余额提现，从而禁止一部分钱开单。

type DataServer 

type DataServer struct {
	*UnimplementedFeaFeederServer
	// contains filtered or unexported fields
}

func (*DataServer) SubFeatures 

func (s *DataServer) SubFeatures(req *SubReq, rsp FeaFeeder_SubFeaturesServer) error

SubFeatures Subscribe to feature data stream You need to register the task feature data stream generation function in FeaGenerators to initiate grpc request normally. 订阅特征数据流 需要自行注册任务特征数据流生成函数到 FeaGenerators 中，才能正常发起grpc请求

type FeaFeederClient 

type FeaFeederClient interface {
	SubFeatures(ctx context.Context, in *SubReq, opts ...grpc.CallOption) (FeaFeeder_SubFeaturesClient, error)
}

FeaFeederClient is the client API for FeaFeeder service.

For semantics around ctx use and closing/ending streaming RPCs, please refer to https://pkg.go.dev/google.golang.org/grpc/?tab=doc#ClientConn.NewStream.

func NewFeaFeederClient 

func NewFeaFeederClient(cc grpc.ClientConnInterface) FeaFeederClient

type FeaFeederServer 

type FeaFeederServer interface {
	SubFeatures(*SubReq, FeaFeeder_SubFeaturesServer) error
	// contains filtered or unexported methods
}

FeaFeederServer is the server API for FeaFeeder service. All implementations must embed UnimplementedFeaFeederServer for forward compatibility

type FeaFeeder_SubFeaturesClient 

type FeaFeeder_SubFeaturesClient interface {
	Recv() (*ArrMap, error)
	grpc.ClientStream
}

type FeaFeeder_SubFeaturesServer 

type FeaFeeder_SubFeaturesServer interface {
	Send(*ArrMap) error
	grpc.ServerStream
}

type FnFeaStream 

type FnFeaStream = func(exsList []*orm.ExSymbol, req *SubReq, rsp FeaFeeder_SubFeaturesServer) error

type FuncApplyMyTrade 

type FuncApplyMyTrade = func(od *ormo.InOutOrder, subOd *ormo.ExOrder, trade *banexg.MyTrade) *errs.Error

type FuncHandleIOrder 

type FuncHandleIOrder = func(order *ormo.InOutOrder) *errs.Error

type FuncHandleMyOrder 

type FuncHandleMyOrder = func(trade *banexg.Order) bool

type IOrderMgr 

type IOrderMgr interface {
	ProcessOrders(sess *ormo.Queries, env *banta.BarEnv, enters []*strat.EnterReq,
		exits []*strat.ExitReq, edits []*ormo.InOutEdit) ([]*ormo.InOutOrder, []*ormo.InOutOrder, *errs.Error)
	EnterOrder(sess *ormo.Queries, env *banta.BarEnv, req *strat.EnterReq, doCheck bool) (*ormo.InOutOrder, *errs.Error)
	ExitOpenOrders(sess *ormo.Queries, pairs string, req *strat.ExitReq) ([]*ormo.InOutOrder, *errs.Error)
	ExitOrder(sess *ormo.Queries, od *ormo.InOutOrder, req *strat.ExitReq) (*ormo.InOutOrder, *errs.Error)
	UpdateByBar(allOpens []*ormo.InOutOrder, bar *orm.InfoKline) *errs.Error
	OnEnvEnd(bar *banexg.PairTFKline, adj *orm.AdjInfo) *errs.Error
	CleanUp() *errs.Error
}

func GetOdMgr 

func GetOdMgr(account string) IOrderMgr

type IOrderMgrLive 

type IOrderMgrLive interface {
	IOrderMgr
	SyncExgOrders() ([]*ormo.InOutOrder, []*ormo.InOutOrder, []*ormo.InOutOrder, *errs.Error)
	WatchMyTrades()
	TrialUnMatchesForever()
	ConsumeOrderQueue()
}

type ItemWallet 

type ItemWallet struct {
	Coin          string             // Coin code, not pair 币代码，非交易对
	Available     float64            // Available balance 可用余额
	Pendings      map[string]float64 // Lock the amount when buying or selling. The key can be the order id. 买入卖出时锁定金额，键可以是订单id
	Frozens       map[string]float64 // Long-term frozen amount for short orders, etc. The key can be the order ID. 空单等长期冻结金额，键可以是订单id
	UnrealizedPOL float64            // The public unrealized profit and loss of this currency, used by the contract, can be deducted from the margin of other orders. Recalculated every bar. 此币的公共未实现盈亏，合约用到，可抵扣其他订单保证金占用。每个bar重新计算
	UsedUPol      float64            // Used unrealized profit and loss (used as margin for other orders). 已占用的未实现盈亏（用作其他订单的保证金）
	Withdraw      float64            // Cash withdrawal from balance will not be used for trading. 从余额提现的，不会用于交易
	// contains filtered or unexported fields
}

func (*ItemWallet) FiatValue 

func (iw *ItemWallet) FiatValue(withUpol bool) float64

FiatValue Get the fiat currency value of this wallet 获取此钱包的法币价值

func (*ItemWallet) Reset 

func (iw *ItemWallet) Reset()

func (*ItemWallet) SetFrozen 

func (iw *ItemWallet) SetFrozen(odKey string, amount float64, withAvailable bool) *errs.Error

SetFrozen Set the frozen amount to a fixed value. Can be synchronized from balance or pending.

Any shortage is taken from the other side, and excess is added to the other side. 设置冻结金额为固定值。可从余额或pending中同步。 

不足则从另一侧取用，超出则添加到另一侧。

func (*ItemWallet) SetMargin 

func (iw *ItemWallet) SetMargin(odKey string, amount float64) *errs.Error

SetMargin Set margin occupancy. Take priority from unrealized pol used upol. When insufficient, it will be taken from the balance. Released to balance when exceeded 设置保证金占用。优先从unrealized_pol-used_upol中取。不足时从余额中取。 

超出时释放到余额

func (*ItemWallet) Total 

func (iw *ItemWallet) Total(withUpol bool) float64

type LiveOrderMgr 

type LiveOrderMgr struct {
	OrderMgr
	// contains filtered or unexported fields
}

func GetLiveOdMgr 

func GetLiveOdMgr(account string) *LiveOrderMgr

func (*LiveOrderMgr) CleanUp 

func (o *LiveOrderMgr) CleanUp() *errs.Error

func (*LiveOrderMgr) ConsumeOrderQueue 

func (o *LiveOrderMgr) ConsumeOrderQueue()

func (*LiveOrderMgr) OnEnvEnd 

func (o *LiveOrderMgr) OnEnvEnd(bar *banexg.PairTFKline, adj *orm.AdjInfo) *errs.Error

func (*LiveOrderMgr) ProcessOrders 

func (o *LiveOrderMgr) ProcessOrders(sess *ormo.Queries, env *banta.BarEnv, enters []*strat.EnterReq,
	exits []*strat.ExitReq, edits []*ormo.InOutEdit) ([]*ormo.InOutOrder, []*ormo.InOutOrder, *errs.Error)

func (*LiveOrderMgr) SyncExgOrders 

func (o *LiveOrderMgr) SyncExgOrders() ([]*ormo.InOutOrder, []*ormo.InOutOrder, []*ormo.InOutOrder, *errs.Error)

SyncExgOrders Synchronize the latest local orders of the exchange

First, use fetch_account_positions to fetch the positions of all coins in the exchange. If there are no open orders locally: If the exchange has no positions: Ignore If the exchange has all positions: Treat it as a new order opened by the user and create a new order tracking If there are open orders locally: Get the last time of the local order as the start time, and query all subsequent orders through the fetch_orders interface. Determine the current status of open orders from the exchange order records: closed, partially closed, unclosed For redundant positions, treat them as new orders opened by the user and create new order tracking. 将交易所最新状态本地订单进行同步 

先通过fetch_account_positions抓取交易所所有币的仓位情况。
如果本地没有未平仓订单：
    如果交易所没有持仓：忽略
    如果交易所有持仓：视为用户开的新订单，创建新订单跟踪
如果本地有未平仓订单：
     获取本地订单的最后时间作为起始时间，通过fetch_orders接口查询此后所有订单。
     从交易所订单记录来确定未平仓订单的当前状态：已平仓、部分平仓、未平仓
     对于冗余的仓位，视为用户开的新订单，创建新订单跟踪。

func (*LiveOrderMgr) TrialUnMatchesForever 

func (o *LiveOrderMgr) TrialUnMatchesForever()

func (*LiveOrderMgr) WatchLeverages 

func (o *LiveOrderMgr) WatchLeverages()

func (*LiveOrderMgr) WatchMyTrades 

func (o *LiveOrderMgr) WatchMyTrades()

type LocalOrderMgr 

type LocalOrderMgr struct {
	OrderMgr
	// contains filtered or unexported fields
}

func (*LocalOrderMgr) CleanUp 

func (o *LocalOrderMgr) CleanUp() *errs.Error

func (*LocalOrderMgr) OnEnvEnd 

func (o *LocalOrderMgr) OnEnvEnd(bar *banexg.PairTFKline, adj *orm.AdjInfo) *errs.Error

func (*LocalOrderMgr) ProcessOrders 

func (o *LocalOrderMgr) ProcessOrders(sess *ormo.Queries, env *banta.BarEnv, enters []*strat.EnterReq,
	exits []*strat.ExitReq, _ []*ormo.InOutEdit) ([]*ormo.InOutOrder, []*ormo.InOutOrder, *errs.Error)

func (*LocalOrderMgr) UpdateByBar 

func (o *LocalOrderMgr) UpdateByBar(allOpens []*ormo.InOutOrder, bar *orm.InfoKline) *errs.Error

type NumArr 

type NumArr struct {
	Data  []float64 `protobuf:"fixed64,1,rep,packed,name=data,proto3" json:"data,omitempty"`
	Shape []int32   `protobuf:"varint,2,rep,packed,name=shape,proto3" json:"shape,omitempty"`
	// contains filtered or unexported fields
}

func (*NumArr) Descriptor deprecated 

func (*NumArr) Descriptor() ([]byte, []int)

Deprecated: Use NumArr.ProtoReflect.Descriptor instead.

func (*NumArr) GetData 

func (x *NumArr) GetData() []float64

func (*NumArr) GetShape 

func (x *NumArr) GetShape() []int32

func (*NumArr) ProtoMessage 

func (*NumArr) ProtoMessage()

func (*NumArr) ProtoReflect 

func (x *NumArr) ProtoReflect() protoreflect.Message

func (*NumArr) Reset 

func (x *NumArr) Reset()

func (*NumArr) String 

func (x *NumArr) String() string

type OdQItem 

type OdQItem struct {
	Order  *ormo.InOutOrder
	Action string
}

type OrderMgr 

type OrderMgr struct {
	Account string
	BarMS   int64
	// contains filtered or unexported fields
}

func (*OrderMgr) CleanUp 

func (o *OrderMgr) CleanUp() *errs.Error

func (*OrderMgr) CutOrder 

func (o *OrderMgr) CutOrder(od *ormo.InOutOrder, enterRate, exitRate float64) *ormo.InOutOrder

func (*OrderMgr) EnterOrder 

func (o *OrderMgr) EnterOrder(sess *ormo.Queries, env *banta.BarEnv, req *strat.EnterReq, doCheck bool) (*ormo.InOutOrder, *errs.Error)

func (*OrderMgr) ExitOpenOrders 

func (o *OrderMgr) ExitOpenOrders(sess *ormo.Queries, pairs string, req *strat.ExitReq) ([]*ormo.InOutOrder, *errs.Error)

func (*OrderMgr) ExitOrder 

func (o *OrderMgr) ExitOrder(sess *ormo.Queries, od *ormo.InOutOrder, req *strat.ExitReq) (*ormo.InOutOrder, *errs.Error)

func (*OrderMgr) ProcessOrders 

func (o *OrderMgr) ProcessOrders(sess *ormo.Queries, env *banta.BarEnv, enters []*strat.EnterReq,
	exits []*strat.ExitReq) ([]*ormo.InOutOrder, []*ormo.InOutOrder, *errs.Error)

ProcessOrders Execute order entry and exit requests Create pending orders, the returned orders are not actually entered or exited; Backtest: the caller executes the entry/exit order according to the next bar and updates the status Live trading: monitor the exchange to return the order status to update the entry and exit 执行订单入场出场请求 创建待执行订单，返回的订单实际并未入场或出场； 回测：调用方根据下一个bar执行入场/出场订单，更新状态 实盘：监听交易所返回订单状态更新入场出场

func (*OrderMgr) UpdateByBar 

func (o *OrderMgr) UpdateByBar(allOpens []*ormo.InOutOrder, bar *orm.InfoKline) *errs.Error

UpdateByBar Use the price to update the profit of the order, etc. It may trigger a margin call 使用价格更新订单的利润等。可能会触发爆仓

type PairValItem 

type PairValItem struct {
	AvgVol   float64
	LastVol  float64
	ExpireMS int64
}

type RunHistArgs added in v0.1.8 

type RunHistArgs struct {
	ExsList     []*orm.ExSymbol
	Start       int64
	End         int64
	ViewNextNum int // number of future bars to get
	TfWarms     map[string]int
	OnEnvEnd    func(bar *banexg.PairTFKline, adj *orm.AdjInfo)
	VerCh       chan int // write -1 to exit;
	OnBar       func(bar *orm.InfoKline, nexts []*orm.InfoKline)
}

type SubReq 

type SubReq struct {
	Exchange string   `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
	Market   string   `protobuf:"bytes,2,opt,name=market,proto3" json:"market,omitempty"`
	Codes    []string `protobuf:"bytes,3,rep,name=codes,proto3" json:"codes,omitempty"`
	Start    int64    `protobuf:"varint,4,opt,name=start,proto3" json:"start,omitempty"`
	End      int64    `protobuf:"varint,5,opt,name=end,proto3" json:"end,omitempty"`
	Task     string   `protobuf:"bytes,6,opt,name=task,proto3" json:"task,omitempty"`
	Sample   int32    `protobuf:"varint,7,opt,name=sample,proto3" json:"sample,omitempty"`
	// contains filtered or unexported fields
}

func (*SubReq) Descriptor deprecated 

func (*SubReq) Descriptor() ([]byte, []int)

Deprecated: Use SubReq.ProtoReflect.Descriptor instead.

func (*SubReq) GetCodes 

func (x *SubReq) GetCodes() []string

func (*SubReq) GetEnd 

func (x *SubReq) GetEnd() int64

func (*SubReq) GetExchange 

func (x *SubReq) GetExchange() string

func (*SubReq) GetMarket 

func (x *SubReq) GetMarket() string

func (*SubReq) GetSample 

func (x *SubReq) GetSample() int32

func (*SubReq) GetStart 

func (x *SubReq) GetStart() int64

func (*SubReq) GetTask 

func (x *SubReq) GetTask() string

func (*SubReq) ProtoMessage 

func (*SubReq) ProtoMessage()

func (*SubReq) ProtoReflect 

func (x *SubReq) ProtoReflect() protoreflect.Message

func (*SubReq) Reset 

func (x *SubReq) Reset()

func (*SubReq) String 

func (x *SubReq) String() string

type Trader 

type Trader struct {
}

func (*Trader) ExecOrders 

func (t *Trader) ExecOrders(odMgr IOrderMgr, jobs map[string]*strat.StratJob, env *ta.BarEnv,
	enters []*strat.EnterReq, exits []*strat.ExitReq, edits []*ormo.InOutEdit) *errs.Error

func (*Trader) FeedKline 

func (t *Trader) FeedKline(bar *orm.InfoKline) *errs.Error

func (*Trader) OnEnvEnd 

func (t *Trader) OnEnvEnd(bar *banexg.PairTFKline, adj *orm.AdjInfo)

func (*Trader) OnEnvJobs 

func (t *Trader) OnEnvJobs(bar *orm.InfoKline) (*ta.BarEnv, *errs.Error)

type UnimplementedAInferServer 

type UnimplementedAInferServer struct {
}

UnimplementedAInferServer must be embedded to have forward compatible implementations.

func (UnimplementedAInferServer) Trade 

func (UnimplementedAInferServer) Trade(context.Context, *ArrMap) (*ArrMap, error)

func (UnimplementedAInferServer) Trend 

func (UnimplementedAInferServer) Trend(context.Context, *ArrMap) (*ArrMap, error)

type UnimplementedFeaFeederServer 

type UnimplementedFeaFeederServer struct {
}

UnimplementedFeaFeederServer must be embedded to have forward compatible implementations.

func (UnimplementedFeaFeederServer) SubFeatures 

func (UnimplementedFeaFeederServer) SubFeatures(*SubReq, FeaFeeder_SubFeaturesServer) error

type UnsafeAInferServer 

type UnsafeAInferServer interface {
	// contains filtered or unexported methods
}

UnsafeAInferServer may be embedded to opt out of forward compatibility for this service. Use of this interface is not recommended, as added methods to AInferServer will result in compilation errors.

type UnsafeFeaFeederServer 

type UnsafeFeaFeederServer interface {
	// contains filtered or unexported methods
}

UnsafeFeaFeederServer may be embedded to opt out of forward compatibility for this service. Use of this interface is not recommended, as added methods to FeaFeederServer will result in compilation errors.

type VolPrice 

type VolPrice struct {
	BuyPrice  float64
	SellPrice float64
	ExpireMS  int64
}

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