storages

Documentation

Index

• Constants
• func CheckOrderState(date string, model models.Strategy, code string, direction trader.Direction) bool
• func CountStrategyOrders(date string, model models.Strategy, direction trader.Direction) int
• func DataSetUpdate(barIndex int, date string, plugins []cache.DataAdapter, op cache.OpKind)
• func FeaturesBackTest(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, ...) []cache.AdapterMetric
• func FetchListForFirstPurchase(date, quantStrategyName string, direction trader.Direction) []string
• func GetResultCachePath() string
• func OutputStatistics(model models.Strategy, date string, v []models.Statistics)
• func PushOrderState(date string, model models.Strategy, code string, direction trader.Direction) error
• type MetricCallback
  • func FeaturesUpdate(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, ...) MetricCallback
• type StockPool
  • func (sp StockPool) Key() string
• type StrategyStatus
  • func (s *StrategyStatus) IsCancel() bool
  • func (s *StrategyStatus) IsHit() bool
  • func (s *StrategyStatus) IsPassed() bool
  • func (s *StrategyStatus) Set(other StrategyStatus, on bool)

Constants

const (
	StrategiesPath = "quant" // 策略结果数据文件存储路径
)

Functions

func CheckOrderState

func CheckOrderState(date string, model models.Strategy, code string, direction trader.Direction) bool

CheckOrderState 检查订单执行状态

func CountStrategyOrders

func CountStrategyOrders(date string, model models.Strategy, direction trader.Direction) int

CountStrategyOrders 统计策略订单数

func DataSetUpdate

func DataSetUpdate(barIndex int, date string, plugins []cache.DataAdapter, op cache.OpKind)

DataSetUpdate 修复数据

func FeaturesBackTest

func FeaturesBackTest(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, op cache.OpKind) []cache.AdapterMetric

FeaturesBackTest FeaturesUpdate 特征-数据有效性验证

func FetchListForFirstPurchase

func FetchListForFirstPurchase(date, quantStrategyName string, direction trader.Direction) []string

FetchListForFirstPurchase 获取指定日期交易的个股列表

func GetResultCachePath

func GetResultCachePath() string

GetResultCachePath 获取结果缓存路径

func OutputStatistics

func OutputStatistics(model models.Strategy, date string, v []models.Statistics)

OutputStatistics 输出策略结果

func PushOrderState

func PushOrderState(date string, model models.Strategy, code string, direction trader.Direction) error

PushOrderState 推送订单完成状态

Types

type MetricCallback

type MetricCallback func()

MetricCallback 性能指标回调函数

func FeaturesUpdate

func FeaturesUpdate(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, op cache.OpKind) MetricCallback

FeaturesUpdate 更新特征

type StockPool

type StockPool struct {
	Status       StrategyStatus `name:"策略状态" dataframe:"status"`
	Date         string         `name:"信号日期" dataframe:"date"`
	Code         string         `name:"证券代码" dataframe:"code"`
	Name         string         `name:"证券名称" dataframe:"name"`
	Buy          float64        `name:"委托价格" dataframe:"buy"`
	Sell         float64        `name:"目标价格" dataframe:"sell"`
	StrategyCode uint64         `name:"策略编码" dataframe:"strategy_code"`
	StrategyName string         `name:"策略名称" dataframe:"strategy_name"`
	OrderId      int            `name:"订单ID" dataframe:"order_id"`
	OrderStatus  int            `name:"委托(订单)状态" dataframe:"order_status"` // 订单状态, 0-无效,1-可买入
	Active       int            `name:"活跃度" dataframe:"active"`
	Speed        float64        `name:"涨速" dataframe:"speed"`
	CreateTime   string         `name:"创建时间" dataframe:"create_time"`
	UpdateTime   string         `name:"更新时间" dataframe:"update_time"`
}

StockPool 股票池

func (StockPool) Key

func (sp StockPool) Key() string

Key 索引字段: 日期/策略代码/证券代码

type StrategyStatus

type StrategyStatus int

const (
	StrategyMiss           StrategyStatus = 0x0000 // 策略 - 未命中
	StrategyHit            StrategyStatus = 0x0001 // 策略 - 命中
	StrategyCancel         StrategyStatus = 0x0002 // 策略 - 召回
	StrategyPassed         StrategyStatus = 0x0004 // 策略 - 成功
	StrategyOrderPlaced    StrategyStatus = 0x0008 // 策略 - 已下单
	StrategyOrderSucceeded StrategyStatus = 0x0010 // 策略 - 委托已成功
	StrategyOrderFailed    StrategyStatus = 0x0020 // 策略 - 委托已失败
	StrategyOrderJunk      StrategyStatus = 0x0080 // 策略 - 作废
	StrategyAlreadyExists  StrategyStatus = 0x8000 // 已存在
)

func (*StrategyStatus) IsCancel

func (s *StrategyStatus) IsCancel() bool

IsCancel 是否召回/撤销

func (*StrategyStatus) IsHit

func (s *StrategyStatus) IsHit() bool

IsHit 是否命中

func (*StrategyStatus) IsPassed

func (s *StrategyStatus) IsPassed() bool

func (*StrategyStatus) Set

func (s *StrategyStatus) Set(other StrategyStatus, on bool)

Set 设置状态