opt

type AssetData struct {
	Title    string     `json:"title"`
	Labels   []string   `json:"labels"`
	Datasets []*ChartDs `json:"datasets"`
	Times    []int64    // 存储解析后的时间戳
}

type BTResult struct {
	MaxOpenOrders   int     `json:"maxOpenOrders"`
	MinReal         float64 `json:"minReal"`
	MaxReal         float64 `json:"maxReal"`         // Maximum Assets 最大资产
	MaxDrawDownPct  float64 `json:"maxDrawDownPct"`  // Maximum drawdown percentage 最大回撤百分比
	ShowDrawDownPct float64 `json:"showDrawDownPct"` // Displays the maximum drawdown percentage 显示最大回撤百分比
	MaxDrawDownVal  float64 `json:"maxDrawDownVal"`  // Maximum drawdown percentage 最大回撤金额
	ShowDrawDownVal float64 `json:"showDrawDownVal"` // Displays the maximum drawdown percentage 显示最大回撤金额
	MaxFundOccup    float64 `json:"maxFundOccup"`
	MaxOccupForPair float64 `json:"maxOccupForPair"`
	BarNum          int     `json:"barNum"`
	TimeNum         int     `json:"timeNum"`
	OrderNum        int     `json:"orderNum"`

	Plots        *PlotData              `json:"plots"`
	EntLabels    []string               `json:"entLabels"`
	EntDatasets  []*ChartDs             `json:"entDatasets"`
	CreateMS     int64                  `json:"createMS"`
	StartMS      int64                  `json:"startMS"`
	EndMS        int64                  `json:"endMS"`
	PlotEvery    int                    `json:"plotEvery"`
	TotalInvest  float64                `json:"totalInvest"`
	OutDir       string                 `json:"outDir"`
	PairGrps     []*RowItem             `json:"pairGrps"`
	DateGrps     []*RowItem             `json:"dateGrps"`
	EnterGrps    []*RowItem             `json:"enterGrps"`
	ExitGrps     []*RowItem             `json:"exitGrps"`
	ProfitGrps   []*RowItem             `json:"profitGrps"`
	DrawDowns    []*core.TimeValueRange `json:"drawDowns"`
	TmpDrawDown  *core.TimeValueRange   `json:"-"`
	TotProfit    float64                `json:"totProfit"`
	TotCost      float64                `json:"totCost"`
	TotFee       float64                `json:"totFee"`
	TotProfitPct float64                `json:"totProfitPct"`
	TfHits       map[string]int         `json:"tfHits"`
	WinRatePct   float64                `json:"winRatePct"`
	FinBalance   float64                `json:"finBalance"`
	FinWithdraw  float64                `json:"finWithdraw"`
	SharpeRatio  float64                `json:"sharpeRatio"`
	SortinoRatio float64                `json:"sortinoRatio"`
	CalcDiff     float64                `json:"calcDiff"`
	Stability    float64                `json:"stability"`
	HitSlTp      int                    `json:"hitSlTp"`
	// contains filtered or unexported fields
}

type BTSection struct {
	StartMS int64
	EndMS   int64
	PairMap map[string]bool
}

type BackTest struct {
	*BackTestLite

	PBar *utils.StagedPrg
	// contains filtered or unexported fields
}

type BackTestLite struct {
	biz.Trader
	*BTResult
	// contains filtered or unexported fields
}

type Chart struct {
	TplData   []byte     `json:"-"`
	Precision float64    `json:"-"`
	Title     string     `json:"title"`
	Labels    []string   `json:"labels"`
	Datasets  []*ChartDs `json:"datasets"`
}

type ChartDs struct {
	Label           string    `json:"label"`
	Data            []float64 `json:"data"`
	Color           string    `json:"color,omitempty"`
	BorderColor     string    `json:"borderColor,omitempty"`
	BackgroundColor string    `json:"backgroundColor,omitempty"`
	YAxisID         string    `json:"yAxisID,omitempty"`
	Hidden          bool      `json:"hidden"`
}

type FacArgs struct {
	Pairs        []*PairStat
	AvgOrderCost float64 // Avg Enter Cost for all orders
	TimeFrame    string
	TFMSecs      int64
	StartMS      int64
	EndMS        int64
	MinBack      string // 最小回顾历史周期
	MaxBack      string // 最大回顾历史周期
	Interval     string // 重新轮动的间隔
	MinBackMS    int64
	MaxBackMS    int64
	IntervalMS   int64
}

type FnCalcOptBest = func(items []*OptInfo) *OptInfo

type FuncOptTask func(params map[string]float64) (float64, *errs.Error)

type GroupScore struct {
	Items []*config.RunPolicyConfig
	Score float64
}

type OptGroup struct {
	Items []*OptInfo
	Score float64
	Name  string
	Pair  string
	TFStr string
}

type OptInfo struct {
	Dirt   string
	ID     string
	Score  float64
	Params map[string]float64
	Ints   map[string]bool
	*BTResult
}

type PairStat struct {
	*orm.ExSymbol
	Orders  []*ormo.InOutOrder
	KLines  []*banexg.Kline
	Returns []float64
	Idx     int
}

type PlotData struct {
	Labels        []string   `json:"labels"`
	OdNum         []int      `json:"odNum"`
	JobNum        []int      `json:"jobNum"`
	Real          []float64  `json:"real"`
	Available     []float64  `json:"available"`
	Profit        []float64  `json:"profit"`
	UnrealizedPOL []float64  `json:"unrealizedPOL"`
	WithDraw      []float64  `json:"withDraw"`
	More          []*ChartDs `json:"more"`
	// contains filtered or unexported fields
}

type RowItem struct {
	Title string `json:"title"`
	RowPart
}

type RowPart struct {
	WinCount     int                `json:"winCount"`
	OrderNum     int                `json:"orderNum"`
	ProfitSum    float64            `json:"profitSum"`
	ProfitPctSum float64            `json:"profitPctSum"`
	CostSum      float64            `json:"costSum"`
	Durations    []int              `json:"-"`
	Orders       []*ormo.InOutOrder `json:"-"`
	Sharpe       float64            `json:"sharpe"` // 夏普比率
	Sortino      float64            `json:"sortino"`
}

type TimeVal struct {
	Time  int64
	Value float64
}

type ValItem struct {
	Tag   string
	Score float64
	Order int
	Res   int
}