mirror of
https://github.com/c9s/bbgo.git
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83 lines
2.2 KiB
Go
83 lines
2.2 KiB
Go
package bbgo
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import (
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"encoding/json"
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"strings"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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log "github.com/sirupsen/logrus"
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)
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type SourceFunc func(*types.KLine) fixedpoint.Value
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type selectorInternal struct {
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Source string
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sourceGetter SourceFunc
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}
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func (s *selectorInternal) UnmarshalJSON(d []byte) error {
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if err := json.Unmarshal(d, &s.Source); err != nil {
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return err
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}
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s.init()
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return nil
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}
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func (s selectorInternal) MarshalJSON() ([]byte, error) {
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if s.Source == "" {
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s.Source = "close"
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s.init()
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}
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return []byte("\"" + s.Source + "\""), nil
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}
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type SourceSelector struct {
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Source selectorInternal `json:"source,omitempty"`
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}
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func (s *selectorInternal) init() {
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switch strings.ToLower(s.Source) {
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case "close":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.Close }
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case "high":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.High }
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case "low":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.Low }
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case "hl2":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(fixedpoint.Two) }
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case "hlc3":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value {
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return kline.High.Add(kline.Low).Add(kline.Close).Div(fixedpoint.Three)
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}
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case "ohlc4":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value {
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return kline.High.Add(kline.Low).Add(kline.Close).Add(kline.Open).Div(fixedpoint.Four)
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}
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case "open":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.Open }
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case "oc2":
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.Open.Add(kline.Close).Div(fixedpoint.Two) }
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default:
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log.Infof("source not set: %s, use hl2 by default", s.Source)
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s.sourceGetter = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(fixedpoint.Two) }
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}
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}
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func (s *selectorInternal) String() string {
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if s.Source == "" {
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s.Source = "close"
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s.init()
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}
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return s.Source
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}
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// lazy init if empty struct is passed in
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func (s *SourceSelector) GetSource(kline *types.KLine) fixedpoint.Value {
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if s.Source.Source == "" {
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s.Source.Source = "close"
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s.Source.init()
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}
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return s.Source.sourceGetter(kline)
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}
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