goods

type AgeFilter struct {
	BaseFilter
	Min int `yaml:"min" mapstructure:"min,omitempty"` // 最小上市天数
	Max int `yaml:"max" mapstructure:"max,omitempty"` // 最大上市天数
}

type BaseFilter struct {
	Name       string `yaml:"name" mapstructure:"name"`
	Disable    bool   `yaml:"disable" mapstructure:"disable,omitempty"`
	AllowEmpty bool
}

type BlockFilter struct {
	BaseFilter
	Pairs []string `yaml:"pairs" mapstructure:"pairs,omitempty"`
	// contains filtered or unexported fields
}

type CorrelationFilter struct {
	BaseFilter
	Min       float64 `yaml:"min" mapstructure:"min,omitempty"`
	Max       float64 `yaml:"max" mapstructure:"max,omitempty"`
	Timeframe string  `yaml:"timeframe" mapstructure:"timeframe,omitempty"`
	BackNum   int     `yaml:"back_num" mapstructure:"back_num,omitempty"`
	TopN      int     `yaml:"top_n" mapstructure:"top_n"`
	TopRate   float64 `yaml:"top_rate" mapstructure:"top_rate"`
	Sort      string  `yaml:"sort" mapstructure:"sort"`
}

type FilterFactory func(base BaseFilter) IFilter

type IFilter interface {
	GetName() string
	IsDisable() bool
	Filter(pairs []string, timeMS int64) ([]string, *errs.Error)
}

type IProducer interface {
	IFilter
	GenSymbols(timeMS int64) ([]string, *errs.Error)
}

type IdVal struct {
	Id  int
	Val float64
}

type OffsetFilter struct {
	BaseFilter
	Reverse bool    `yaml:"reverse" mapstructure:"reverse,omitempty"`
	Offset  int     `yaml:"offset" mapstructure:"offset,omitempty"`
	Limit   int     `yaml:"limit" mapstructure:"limit,omitempty"`
	Rate    float64 `yaml:"rate" mapstructure:"rate,omitempty"`
}

type PriceFilter struct {
	BaseFilter
	MaxUnitValue float64 `yaml:"max_unit_value" mapstructure:"max_unit_value,omitempty"`
	Precision    float64 `yaml:"precision" mapstructure:"precision,omitempty"`
	Min          float64 `yaml:"min" mapstructure:"min,omitempty"`
	Max          float64 `yaml:"max" mapstructure:"max,omitempty"`
}

type RateOfChangeFilter struct {
	BaseFilter
	BackDays  int     `yaml:"back_days" mapstructure:"back_days,omitempty"`   // 回顾的K线天数
	Min       float64 `yaml:"min" mapstructure:"min,omitempty"`               // 最小价格变动比率
	Max       float64 `yaml:"max" mapstructure:"max,omitempty"`               // 最大价格变动比率
	CacheSecs int     `yaml:"cache_secs" mapstructure:"cache_secs,omitempty"` // 缓存时间，秒
}

type ShuffleFilter struct {
	BaseFilter
	Seed int `yaml:"seed" mapstructure:"seed,omitempty"`
}

type SpreadFilter struct {
	BaseFilter
	MaxRatio float32 `yaml:"max_ratio" mapstructure:"max_ratio,omitempty"` // 公式：1-bid/ask，买卖价差占价格的最大比率
}

type SymbolVol struct {
	Symbol string
	Vol    float64
	Price  float64
}

type VolatilityFilter struct {
	BaseFilter
	BackDays int     `yaml:"back_days" mapstructure:"back_days,omitempty"` // 回顾的K线天数
	Max      float64 `yaml:"max" mapstructure:"max,omitempty"`             // 波动分数最大值
	Min      float64 `yaml:"min" mapstructure:"min,omitempty"`             // 波动分数最小值
}

type VolumePairFilter struct {
	BaseFilter
	Limit      int     `yaml:"limit" mapstructure:"limit,omitempty"` // The number of returned results is limited to the first 100 返回结果的数量限制，取前100个
	LimitRate  float64 `yaml:"limit_rate" mapstructure:"limit_rate"`
	MinValue   float64 `yaml:"min_value" mapstructure:"min_value,omitempty"`     // Minimum volume value 最低成交量价值
	CacheSecs  int     `yaml:"cache_secs" mapstructure:"cache_secs,omitempty"`   // Cache time, in seconds 缓存时间，以秒为单位
	BackPeriod string  `yaml:"back_period" mapstructure:"back_period,omitempty"` // The time period for calculating the volume 计算成交量的时间周期
}