opt

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
	BarNum          int     `json:"barNum"`
	TimeNum         int     `json:"timeNum"`
	OrderNum        int     `json:"orderNum"`

	Plots        *PlotData  `json:"plots"`
	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"`
	TotProfit    float64    `json:"totProfit"`
	TotCost      float64    `json:"totCost"`
	TotFee       float64    `json:"totFee"`
	TotProfitPct float64    `json:"totProfitPct"`
	SharpeRatio  float64    `json:"sharpeRatio"`
	SortinoRatio float64    `json:"sortinoRatio"`
	// contains filtered or unexported fields
}

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

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
	*BTResult
}

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

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

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

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