use-on-demand
Version:
260 lines • 10.3 kB
JavaScript
import { __assign, __extends, __read, __spread } from "tslib";
import { xX_ExceptionError_Helper } from '../../exception-error/ExceptionError_Helper';
export var SolidSide;
(function (SolidSide) {
SolidSide["Buy"] = "\u4E70\u5355";
SolidSide["Sell"] = "\u5356\u5355";
})(SolidSide || (SolidSide = {}));
export var FutureSide;
(function (FutureSide) {
FutureSide["Long"] = "\u591A\u4ED3";
FutureSide["Short"] = "\u7A7A\u4ED3";
})(FutureSide || (FutureSide = {}));
var KLine_Indexes_Class = /** @class */ (function () {
function KLine_Indexes_Class(raw) {
this.raw = raw;
var len = raw.length;
// 克隆数组，并排序。（不改变原有数组的顺序）
var sortedRaw = __spread(raw).sort(function (new1, old1) { return (new1 - old1); });
this.index = {
firstK: raw[0],
lastK: raw[len - 1],
highestK: sortedRaw[0],
lowestK: sortedRaw[len - 1],
kLen: len,
avgPerK: raw.reduce(function (preObj, k) { return (preObj + k); }, 0) / len,
};
}
KLine_Indexes_Class.prototype.print = function () {
console.log(this.index);
};
/**
* 一个【大K线数组】，平均拆分为，若干个【小K线数组】。
*/
KLine_Indexes_Class.prototype.split = function (part) {
var len = this.raw.length;
var size = parseInt(len / part); // 每个块的大小
var splitArr = [];
for (var i = 0; i < len; i += size) {
splitArr.push(new KLine_Indexes_Class(this.raw.slice(i, i + size)));
}
return splitArr;
};
/**
* 采用【平方】的方式，来拆分【大K线数组】
* 1.比如，原本为16长度，将拆分为，4个4长度的。
*/
KLine_Indexes_Class.prototype.splitSquare = function () {
var len = this.raw.length;
var part = parseInt(Math.pow(len, 1 / 2)); // 开平方
return this.split(part);
};
return KLine_Indexes_Class;
}());
export { KLine_Indexes_Class };
var ActionSummary_Class = /** @class */ (function () {
function ActionSummary_Class(actionQueue, holdingVol) {
this.actionQueue = actionQueue;
this.holdingVol = holdingVol;
}
ActionSummary_Class.prototype.getSummary = function () {
return __assign(__assign({}, this.actionQueue.reduce(function (preObj, item) {
preObj.queueVol += item.fVol;
preObj.queueCny += item.actionCny;
return preObj;
}, {
queueVol: 0,
queueCny: 0,
})), { leftVol: this.holdingVol });
};
return ActionSummary_Class;
}());
var CnyManager_Class = /** @class */ (function () {
function CnyManager_Class() {
this.perTimeCny = 5000;
}
CnyManager_Class.instance = new CnyManager_Class();
return CnyManager_Class;
}());
export { CnyManager_Class };
var Base_ActionQueue_Class = /** @class */ (function () {
function Base_ActionQueue_Class(kIndexes, cnyManager) {
this.kIndexes = kIndexes;
this.cnyManager = cnyManager;
}
Object.defineProperty(Base_ActionQueue_Class.prototype, "pureFullQueue", {
// public abstract settleBoth(): Trade.Settle; // 抽象
/**
* 【买入Action】和【卖出Action】，的组合数组。
* 1.此处，没有做【汇总逻辑】。交给【Settle】环节去做。
*/
get: function () {
return __spread(this.getBuyQueue().actionQueue, this.getSellQueue().actionQueue);
},
enumerable: false,
configurable: true
});
Base_ActionQueue_Class.prototype.print = function () {
console.log({
'买入Action结算': this.settleBuy(),
'卖出Action结算': this.settleSell(),
'两者总结算': this.settleBoth(),
});
};
Base_ActionQueue_Class.prototype.settleBuy = function () {
return {
settlePieces: this.getBuyQueue().getSummary().queueVol,
cny_inBuy: this.getBuyQueue().getSummary().queueCny,
leftPieces: this.getBuyQueue().getSummary().leftVol,
};
};
Base_ActionQueue_Class.prototype.settleSell = function () {
return {
settlePieces: this.getSellQueue().getSummary().queueVol,
cny_inSell: this.getSellQueue().getSummary().queueCny,
leftPieces: this.getSellQueue().getSummary().leftVol,
};
};
Base_ActionQueue_Class.prototype.settleBoth = function () {
var _a = this.settleBuy(), cny_inBuy = _a.cny_inBuy, buy_settlePieces = _a.settlePieces, buy_leftPieces = _a.leftPieces;
var _b = this.settleSell(), cny_inSell = _b.cny_inSell, sell_settlePieces = _b.settlePieces, sell_leftPieces = _b.leftPieces;
if ((buy_settlePieces + buy_leftPieces).toFixed(4) // 可能略微有误差
!== (sell_settlePieces + sell_leftPieces).toFixed(4) // 可能略微有误差
) {
console.log({
买入: {
成功: buy_settlePieces,
遗留: buy_leftPieces,
},
卖出: {
成功: sell_settlePieces,
遗留: sell_leftPieces,
},
});
throw new Error(xX_ExceptionError_Helper.throwError_andLog('按道理说，【买入张数】和【卖出张数】，一定是严格相等的！'));
}
return {
cny_inBuy: cny_inBuy,
cny_inSell: cny_inSell,
settlePieces: buy_settlePieces,
leftPieces: buy_leftPieces,
};
};
return Base_ActionQueue_Class;
}());
var Long_ActionQueue_Class = /** @class */ (function (_super) {
__extends(Long_ActionQueue_Class, _super);
function Long_ActionQueue_Class() {
return _super !== null && _super.apply(this, arguments) || this;
}
/**
* 【多仓】买入操作：
* 1.分多批买入
*/
Long_ActionQueue_Class.prototype.getBuyQueue = function () {
var _this = this;
// Action队列
var actionQueue = this.kIndexes.raw.map(function (k) {
return {
actionCny: _this.cnyManager.perTimeCny,
fVol: _this.cnyManager.perTimeCny / k,
price: k,
solidSide: SolidSide.Buy,
};
});
return new ActionSummary_Class(actionQueue, 0);
};
/**
* 【多仓】卖出操作：
* 1.最后一日，一次性卖出。
*/
Long_ActionQueue_Class.prototype.getSellQueue = function () {
var fVol = this.getBuyQueue().getSummary().queueVol;
var price = this.kIndexes.index.lastK;
// Action队列
var actionQueue = [
{
actionCny: fVol * price,
fVol: fVol,
price: price,
solidSide: SolidSide.Sell,
},
];
return new ActionSummary_Class(actionQueue, 0);
};
return Long_ActionQueue_Class;
}(Base_ActionQueue_Class));
export { Long_ActionQueue_Class };
var Short_ActionQueue_Class = /** @class */ (function (_super) {
__extends(Short_ActionQueue_Class, _super);
function Short_ActionQueue_Class() {
return _super !== null && _super.apply(this, arguments) || this;
}
/**
* 【空仓】买入操作：
* 1.分多批买入
*/
Short_ActionQueue_Class.prototype.getBuyQueue = function () {
var _this = this;
var holdingVol = this.getSellQueue().getSummary().queueVol; // 当前持有量
// Action队列
var actionQueue = this.kIndexes.raw.map(function (k) {
var targetVol = _this.cnyManager.perTimeCny / k;
if (holdingVol > targetVol) { // TIP 买下【全部目标值】
var action = {
actionCny: _this.cnyManager.perTimeCny,
fVol: _this.cnyManager.perTimeCny / k,
price: k,
solidSide: SolidSide.Buy,
};
holdingVol -= action.fVol; // 【持有量】变少
return action;
}
else if (holdingVol > 0) { // TIP 买下【部分目标值】
var partVol = holdingVol; // 买下【当前所有持有量】
var action = {
actionCny: partVol * k,
fVol: partVol,
price: k,
solidSide: SolidSide.Buy,
};
holdingVol -= action.fVol; // 【持有量】变少
return action;
}
else { // TIP 【什么都不能买】
if (holdingVol !== 0) {
throw new Error(xX_ExceptionError_Helper.throwError_andLog('程序出错了，此处【当前持有量】必为0'));
}
var action = {
actionCny: 0,
fVol: 0,
price: k,
solidSide: SolidSide.Buy,
};
return action;
}
});
return new ActionSummary_Class(actionQueue, holdingVol);
};
/**
* 【空仓】卖出操作：
* 1.第一天时，一次性卖出。
*/
Short_ActionQueue_Class.prototype.getSellQueue = function () {
var actionCny = this.cnyManager.perTimeCny * this.kIndexes.index.kLen;
var price = this.kIndexes.index.firstK;
// Action队列
var actionQueue = [
{
actionCny: actionCny,
fVol: actionCny / price,
price: price,
solidSide: SolidSide.Sell,
},
];
return new ActionSummary_Class(actionQueue, 0);
};
return Short_ActionQueue_Class;
}(Base_ActionQueue_Class));
export { Short_ActionQueue_Class };
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