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51 lines
1.6 KiB
Go
51 lines
1.6 KiB
Go
package strategy
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import (
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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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var Four fixedpoint.Value = fixedpoint.NewFromInt(4)
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var Three fixedpoint.Value = fixedpoint.NewFromInt(3)
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var Two fixedpoint.Value = fixedpoint.NewFromInt(2)
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type SourceSelector struct {
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Source string `json:"source,omitempty"`
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getSource SourceFunc
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}
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func (s *SourceSelector) Init() {
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switch strings.ToLower(s.Source) {
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case "close":
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s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.Close }
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case "high":
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s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High }
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case "low":
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s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.Low }
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case "hl2":
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s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(Two) }
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case "hlc3":
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s.getSource = func(kline *types.KLine) fixedpoint.Value {
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return kline.High.Add(kline.Low).Add(kline.Close).Div(Three)
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}
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case "ohlc4":
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s.getSource = func(kline *types.KLine) fixedpoint.Value {
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return kline.High.Add(kline.Low).Add(kline.Close).Add(kline.Open).Div(Four)
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}
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case "open":
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s.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.Open }
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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.getSource = func(kline *types.KLine) fixedpoint.Value { return kline.High.Add(kline.Low).Div(Two) }
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}
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}
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func (s *SourceSelector) GetSource(kline *types.KLine) fixedpoint.Value {
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return s.getSource(kline)
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}
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