commit f9814ac7884101715af25d44a011102c8abad4ea
Author: lychiyu <lychiyu@gmail.com>
Date:   Wed Jun 26 00:22:51 2024 +0800

    first commit

diff --git a/define.go b/define.go
new file mode 100644
index 0000000..8a1f2de
--- /dev/null
+++ b/define.go
@@ -0,0 +1,49 @@
+package strategy
+
+import (
+	"git.qtrade.icu/coin-quant/base/common"
+	"git.qtrade.icu/coin-quant/base/engine"
+	. "git.qtrade.icu/coin-quant/trademodel"
+)
+
+type CandleFn func(candle *Candle)
+type Engine = engine.Engine
+type Param = common.Param
+type ParamData = common.ParamData
+
+var StringParam = common.StringParam
+var IntParam = common.IntParam
+var FloatParam = common.FloatParam
+var BoolParam = common.BoolParam
+
+func min(a, b float64) float64 {
+	return 0
+}
+
+func max(a, b float64) float64 {
+	return 0
+}
+
+func formatFloat(n float64, precision int) float64 {
+	return 0
+}
+
+// FloatMul return a*b
+func FloatMul(a, b float64) float64 {
+	return 0
+}
+
+// FloatAdd return a*b
+func FloatAdd(a, b float64) float64 {
+	return 0
+}
+
+// FloatSub return a-b
+func FloatSub(a, b float64) float64 {
+	return 0
+}
+
+// FloatDiv return a/b
+func FloatDiv(a, b float64) float64 {
+	return 0
+}
diff --git a/go.mod b/go.mod
new file mode 100644
index 0000000..b4490f2
--- /dev/null
+++ b/go.mod
@@ -0,0 +1,15 @@
+module git.qtrade.icu/coin-quant/strategy
+
+go 1.22.0
+
+require (
+	git.qtrade.icu/coin-quant/base v0.0.0-20240625154116-db5c83a1dd97
+	git.qtrade.icu/coin-quant/indicator v0.0.0-20240625151736-c23020eee562
+	git.qtrade.icu/coin-quant/trademodel v0.0.0-20240625151548-cef4b6fc28b9
+)
+
+require (
+	github.com/shopspring/decimal v1.4.0 // indirect
+	github.com/sirupsen/logrus v1.9.3 // indirect
+	golang.org/x/sys v0.0.0-20220715151400-c0bba94af5f8 // indirect
+)
diff --git a/go.sum b/go.sum
new file mode 100644
index 0000000..1ddc2b6
--- /dev/null
+++ b/go.sum
@@ -0,0 +1,25 @@
+git.qtrade.icu/coin-quant/base v0.0.0-20240625154116-db5c83a1dd97 h1:3Mx0bvsodQg0XgQbFZEUTJ8KFOW2yXMBM25qjHDXNf0=
+git.qtrade.icu/coin-quant/base v0.0.0-20240625154116-db5c83a1dd97/go.mod h1:UGO6cehLrOO0xEgEzVosvlakoTyxPz1rpvUtT7WDN8M=
+git.qtrade.icu/coin-quant/indicator v0.0.0-20240625151736-c23020eee562 h1:oA06Mq/hJtzJ6k7ZW6kd3RY9EBDLVCEPDFADiP9JwIk=
+git.qtrade.icu/coin-quant/indicator v0.0.0-20240625151736-c23020eee562/go.mod h1:x1+rqPrwJqPLETFdMQGhzp71Z3ZxAlNFExGVOhk+IT0=
+git.qtrade.icu/coin-quant/trademodel v0.0.0-20240625151548-cef4b6fc28b9 h1:9T1u+MzfbG9jZU1wzDtmBoOwN1m/fRX0iX7NbLwAHgU=
+git.qtrade.icu/coin-quant/trademodel v0.0.0-20240625151548-cef4b6fc28b9/go.mod h1:SZnI+IqcRlKVcDSS++NIgthZX4GG1OU4UG+RDrSOD34=
+github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
+github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
+github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
+github.com/shopspring/decimal v1.4.0 h1:bxl37RwXBklmTi0C79JfXCEBD1cqqHt0bbgBAGFp81k=
+github.com/shopspring/decimal v1.4.0/go.mod h1:gawqmDU56v4yIKSwfBSFip1HdCCXN8/+DMd9qYNcwME=
+github.com/sirupsen/logrus v1.9.3 h1:dueUQJ1C2q9oE3F7wvmSGAaVtTmUizReu6fjN8uqzbQ=
+github.com/sirupsen/logrus v1.9.3/go.mod h1:naHLuLoDiP4jHNo9R0sCBMtWGeIprob74mVsIT4qYEQ=
+github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
+github.com/stretchr/testify v1.7.0/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
+github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=
+github.com/stretchr/testify v1.9.0/go.mod h1:r2ic/lqez/lEtzL7wO/rwa5dbSLXVDPFyf8C91i36aY=
+golang.org/x/sys v0.0.0-20220715151400-c0bba94af5f8 h1:0A+M6Uqn+Eje4kHMK80dtF3JCXC4ykBgQG4Fe06QRhQ=
+golang.org/x/sys v0.0.0-20220715151400-c0bba94af5f8/go.mod h1:oPkhp1MJrh7nUepCBck5+mAzfO9JrbApNNgaTdGDITg=
+gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
+gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
+gopkg.in/yaml.v3 v3.0.1 h1:fxVm/GzAzEWqLHuvctI91KS9hhNmmWOoWu0XTYJS7CA=
+gopkg.in/yaml.v3 v3.0.1/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
diff --git a/macd.go b/macd.go
new file mode 100644
index 0000000..5ac8afa
--- /dev/null
+++ b/macd.go
@@ -0,0 +1,100 @@
+package strategy
+
+import (
+	"fmt"
+	"git.qtrade.icu/coin-quant/indicator"
+)
+
+/*
+./trade backtest --fee 0.0002 --balance 5000 --start "2022-01-01 00:00:00" --end "2022-06-01 00:00:00"
+--exchange binance --symbol ETHUSDT --script macd.go
+--param '{"bin": "30m", "fast": 7, "slow": 20, "dea": 9, "amount": 2}'
+*/
+
+type MACD struct {
+	engine   Engine
+	macd     indicator.CommonIndicator
+	position float64
+
+	binSize string
+	fast    int
+	slow    int
+	dea     int
+	amount  float64
+}
+
+func NewMACD() *MACD {
+	s := new(MACD)
+	return s
+}
+
+func (s *MACD) Param() (paramInfo []Param) {
+	paramInfo = []Param{
+		StringParam("bin", "Kline binsize", "kline binsize", "15m", &s.binSize),
+		IntParam("fast", "macd fast", "macs fast", 12, &s.fast),
+		IntParam("slow", "macd slow", "macs slow", 26, &s.slow),
+		IntParam("dea", "macd dea", "macs dea", 9, &s.dea),
+		FloatParam("amount", "amount", "amount", 1, &s.amount),
+	}
+	return
+}
+
+// OnCandleLarge call when binSize candle
+func (s *MACD) OnCandleLarge(candle *Candle) {
+	// update macd indicator
+	s.macd.Update(candle.Close)
+	// get macd indicator: crossDown,crossUp,fast,slow,result
+	inds := s.macd.Indicator()
+	down := inds["crossDown"]
+	up := inds["crossUp"]
+	if up == 1 {
+		// macd cross up
+		if s.position < 0 {
+			s.engine.CloseShort(candle.Close, s.amount)
+		} else if s.position > 0 {
+			return
+		}
+		s.engine.OpenLong(candle.Close, s.amount)
+	} else if down == 1 {
+		// macd cross down
+		if s.position > 0 {
+			s.engine.CloseLong(candle.Close, s.amount)
+		} else if s.position < 0 {
+			return
+		}
+		s.engine.OpenShort(candle.Close, s.amount)
+	}
+}
+func (s *MACD) Init(engine Engine, params ParamData) error {
+	s.engine = engine
+	s.macd = engine.AddIndicator("macd", s.fast, s.slow, s.dea)
+	engine.Merge("1m", s.binSize, s.OnCandleLarge)
+	fmt.Printf("fast: %d, slow: %d, dea: %d, binsize: %s, amount: %f\n", s.fast, s.slow, s.dea, s.binSize, s.amount)
+	return nil
+}
+
+// OnCandle call every 1m candle
+func (s *MACD) OnCandle(candle *Candle) {
+	// fmt.Println(candle)
+}
+
+func (s *MACD) OnPosition(pos, price float64) {
+	s.position = pos
+}
+
+// OnTrade call when own order filled
+func (s *MACD) OnTrade(trade *Trade) {
+	// fmt.Println("trade:", trade)
+}
+
+// OnTradeMarket call when market has new trade
+// only called in real trading
+func (s *MACD) OnTradeMarket(trade *Trade) {
+	// fmt.Println("tradeHistory:", trade)
+}
+
+// OnDepth call when order book update
+// only called in real trading
+func (s *MACD) OnDepth(depth *Depth) {
+	// fmt.Println("depth:", depth)
+}