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
- type StockPool
- type StrategyStatus
Constants ¶
View Source
const (
StrategiesPath = "quant" // 策略结果数据文件存储路径
)
Variables ¶
This section is empty.
Functions ¶
func CheckOrderState ¶ added in v0.7.7
func CheckOrderState(date string, model models.Strategy, code string, direction trader.Direction) bool
CheckOrderState 检查订单执行状态
func CountStrategyOrders ¶ added in v0.7.7
CountStrategyOrders 统计策略订单数
func DataSetUpdate ¶ added in v1.9.9
DataSetUpdate 修复数据
func FeaturesBackTest ¶ added in v1.9.4
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 ¶ added in v0.7.9
FetchListForFirstPurchase 获取指定日期交易的个股列表
func GetResultCachePath ¶ added in v0.5.6
func GetResultCachePath() string
GetResultCachePath 获取结果缓存路径
func OutputStatistics ¶ added in v0.5.6
func OutputStatistics(model models.Strategy, date string, v []models.Statistics)
OutputStatistics 输出策略结果
Types ¶
type MetricCallback ¶ added in v1.9.2
type MetricCallback func()
MetricCallback 性能指标回调函数
func FeaturesUpdate ¶ added in v0.2.7
func FeaturesUpdate(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, op cache.OpKind) MetricCallback
FeaturesUpdate 更新特征
type StockPool ¶ added in v0.6.1
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
type StrategyStatus ¶ added in v0.6.1
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 ¶ added in v0.6.1
func (s *StrategyStatus) IsCancel() bool
IsCancel 是否召回/撤销
func (*StrategyStatus) IsPassed ¶ added in v0.6.1
func (s *StrategyStatus) IsPassed() bool
func (*StrategyStatus) Set ¶ added in v0.6.1
func (s *StrategyStatus) Set(other StrategyStatus, on bool)
Set 设置状态
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