init

com/common.go

@@ -0,0 +1,91 @@
+package com
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/utils"
+	ta "github.com/banbox/banta"
+	"os"
+	"path/filepath"
+	"slices"
+)
+
+const (
+	MaSMA  = "sma"
+	MaEMA  = "ema"
+	MaRMA  = "rma"
+	MaWMA  = "wma"
+	MaVWMA = "vwma"
+	MaHMA  = "hma"
+	MaKAMA = "kama"
+	MaALMA = "alma"
+)
+
+var MATypes = []string{MaSMA, MaEMA, MaRMA, MaWMA, MaVWMA, MaHMA, MaKAMA, MaALMA}
+
+var maMap = make(map[string]bool)
+
+func init() {
+	for _, name := range MATypes {
+		maMap[name] = true
+	}
+}
+
+func DefMaType(p *config.RunPolicyConfig, key, defVal string, allows ...string) string {
+	if len(allows) == 0 {
+		allows = MATypes
+	} else {
+		for _, k := range allows {
+			if _, ok := maMap[k]; !ok {
+				panic(fmt.Sprintf("unsupport maType: %s", k))
+			}
+		}
+	}
+	if _, ok := maMap[defVal]; !ok {
+		panic(fmt.Sprintf("unsupport maType: %s", defVal))
+	}
+	defValInt := slices.Index(allows, defVal)
+	if defValInt < 0 {
+		defValInt = 0
+		allows = append([]string{defVal}, allows...)
+	}
+	pVal := p.DefInt(key, defValInt, core.PUniform(0, float64(len(allows)-1)))
+	return allows[pVal]
+}
+
+func GetMA(price, vol *ta.Series, maType string, maLen int) *ta.Series {
+	switch maType {
+	case MaSMA:
+		return ta.SMA(price, maLen)
+	case MaEMA:
+		return ta.EMA(price, maLen)
+	case MaRMA:
+		return ta.RMA(price, maLen)
+	case MaWMA:
+		return ta.WMA(price, maLen)
+	case MaVWMA:
+		return ta.VWMA(price, vol, maLen)
+	case MaHMA:
+		return ta.HMA(price, maLen)
+	case MaKAMA:
+		return ta.KAMA(price, maLen)
+	case MaALMA:
+		return ta.ALMA(price, maLen, 6, 0.85)
+	default:
+		panic(fmt.Errorf("unknown maType: " + maType))
+	}
+}
+
+func GetTmpPath(name string) (string, error) {
+	path, err := os.Getwd()
+	if err != nil {
+		return "", err
+	}
+	tmpDir := filepath.Join(path, "tmp")
+	err = utils.EnsureDir(tmpDir, 0644)
+	if err != nil {
+		return "", err
+	}
+	return filepath.Join(tmpDir, name), nil
+}