增加开仓助手策略

northstar-strategy-example/src/main/java/org/dromara/northstar/strategy/OpenningHelperStrategy.java

@@ -0,0 +1,138 @@
+package org.dromara.northstar.strategy;
+
+import java.util.List;
+import java.util.Objects;
+import java.util.Optional;
+
+import org.dromara.northstar.common.constant.FieldType;
+import org.dromara.northstar.common.constant.ModuleState;
+import org.dromara.northstar.common.model.DynamicParams;
+import org.dromara.northstar.common.model.Setting;
+import org.dromara.northstar.common.model.core.Contract;
+import org.dromara.northstar.common.model.core.Tick;
+import org.dromara.northstar.common.model.core.Trade;
+import org.dromara.northstar.common.utils.FieldUtils;
+import org.dromara.northstar.common.utils.TradeHelper;
+import org.slf4j.Logger;
+
+import cn.hutool.core.lang.Assert;
+import lombok.Getter;
+import lombok.Setter;
+
+@StrategicComponent(OpenningHelperStrategy.NAME)
+public class OpenningHelperStrategy extends AbstractStrategy implements TradeStrategy{
+
+	public static final String NAME = "开仓助手";
+
+	InitParams params;	// 策略的参数配置信息 
+
+	Contract tradeContract;
+	Contract indexContract;
+
+	TradeHelper helper;
+
+	Double buyTrigger;
+	Double sellTrigger;
+	Double buyStop;
+	Double sellStop;
+
+	Logger logger;
+
+	@Override
+	protected void initIndicators() {
+		logger = ctx.getLogger(getClass());
+		List<Contract> contracts = ctx.bindedContracts();
+		if(contracts.size() == 1){
+			tradeContract = contracts.get(0);
+		} else if(contracts.size() == 2){
+			contracts.stream().filter(c -> c.name().contains("指数")).findAny().ifPresent(c -> indexContract = c);
+			contracts.stream().filter(c -> c.tradable()).findAny().ifPresent(c -> tradeContract = c);
+			Assert.notNull(indexContract, "指数合约为空");
+			Assert.notNull(tradeContract, "交易合约为空");
+		} else {
+			throw new IllegalArgumentException("只能绑定不多于两个合约");
+		}
+
+		helper = TradeHelper.builder().context(ctx).tradeContract(tradeContract).build();
+		logger = ctx.getLogger(getClass());
+
+		if(params.buyTriggerPrice > 0) 
+			buyTrigger = params.buyTriggerPrice;
+		if(params.sellTriggerPrice > 0) 
+			sellTrigger = params.sellTriggerPrice;
+		if(params.buyStopPrice > 0)
+			buyStop = params.buyStopPrice;
+		if(params.sellStopPrice > 0)
+			sellStop = params.sellStopPrice;
+	}
+
+	@Override
+	public void onTick(Tick tick) {
+		Contract c = Optional.ofNullable(indexContract).orElse(tradeContract);
+		if(!c.equals(tick.contract())) {
+			return;
+		}
+		if(ctx.getState().isEmpty()) {
+			if(Objects.nonNull(buyTrigger) && tick.lastPrice() <= buyTrigger && tick.lastPrice() > params.buyStopPrice) {
+				helper.doBuyOpen(ctx.getDefaultVolume());
+				return;
+			}
+			if(Objects.nonNull(sellTrigger) && tick.lastPrice() >= sellTrigger && tick.lastPrice() < params.sellStopPrice) {
+				helper.doSellOpen(ctx.getDefaultVolume());
+				return;
+			}
+		}
+		if(ctx.getState() == ModuleState.HOLDING_SHORT && Objects.nonNull(sellStop) && tick.lastPrice() >= sellStop) {
+			helper.doBuyClose(ctx.getDefaultVolume());
+		}
+		if(ctx.getState() == ModuleState.HOLDING_LONG && Objects.nonNull(buyStop) && tick.lastPrice() <= buyStop) {
+			helper.doSellClose(ctx.getDefaultVolume());
+		}
+	}
+
+	@Override
+	public void onTrade(Trade trade) {
+		if(params.reverse && FieldUtils.isClose(trade.offsetFlag())) {
+			switch(trade.direction()) {
+			case D_Buy -> helper.doBuyOpen(trade.volume());
+			case D_Sell -> helper.doSellOpen(trade.volume());
+			default -> throw new IllegalArgumentException("Unexpected value: " + trade.direction());
+			}
+		}
+	}
+
+	@Override
+	public DynamicParams getDynamicParams() {
+		return new InitParams();
+	}
+
+	@Override
+	public void initWithParams(DynamicParams params) {
+		this.params = (InitParams) params;
+	}
+
+	@Setter
+	@Getter
+	public static class InitParams extends DynamicParams {			
+
+		@Setting(label="多头触发价", order=1)
+		private double buyTriggerPrice;
+
+		@Setting(label="多头止损价", order=2)
+		private double buyStopPrice;
+
+		@Setting(label="空头触发价", order=3)
+		private double sellTriggerPrice;
+
+		@Setting(label="空头止损价", order=4)
+		private double sellStopPrice;
+
+		@Setting(label="反手", type = FieldType.SELECT, options = {"是", "否"}, optionsVal = {"true", "false"}, order=5)
+		private boolean reverse;
+	}
+
+	@Override
+	public String name() {
+		return NAME;
+	}
+}