v1.1.3: 动态参数。

strategy/src/predictor.rs

@@ -3,10 +3,12 @@ use std::sync::Arc;
 use chrono::{Utc};
 use futures_channel::mpsc::UnboundedSender;
 use futures_util::StreamExt;
+use reqwest::Client;
 use rust_decimal::prelude::*;
 use rust_decimal_macros::dec;
+use serde_json::{json, Value};
 use tokio::sync::{Mutex};
-use tracing::{info};
+use tracing::{error, info};
 use global::cci::CentralControlInfo;
 use global::fixed_time_range_deque::FixedTimeRangeDeque;
 use global::params::Params;
@@ -31,6 +33,7 @@ pub struct Predictor {
     pub pos_amount: Decimal,                                                    // 原始持仓量
     pub pos_avg_price: Decimal,                                                 // 原始持仓价格
     pub balance: Decimal,                                                       // 初始余额
+    pub prev_balance: Decimal,
 
     pub signal: Decimal,                                                        // 大于0代表此时是正向信号，小于0则相反
 
@@ -49,6 +52,7 @@ pub struct Predictor {
     pub prev_insert_time: Decimal,
     pub prev_save_time: Decimal,
     pub init_time: Decimal,
+    pub prev_update_open_params_time: Decimal,
 
     pub params: Params,
 
@@ -136,6 +140,7 @@ impl Predictor {
             pos_avg_price: Default::default(),
             pos_amount: Default::default(),
             balance: Default::default(),
+            prev_balance: Default::default(),
 
             signal: Default::default(),
 
@@ -146,6 +151,7 @@ impl Predictor {
             prev_save_time: Decimal::from(Utc::now().timestamp_millis()),
             init_time: Decimal::from(Utc::now().timestamp_millis()),
 
+            prev_update_open_params_time: Default::default(),
             params,
 
             debug_sender: tx,
@@ -266,11 +272,21 @@ impl Predictor {
         self.signal.rescale(0);
     }
 
-    pub fn update_delta(&mut self) {
+    pub async fn update_delta(&mut self) {
         if self.mid_price.is_zero() {
             return;
         }
 
+        let now = Decimal::from(Utc::now().timestamp_millis());
+
+        if now - self.prev_update_open_params_time > dec!(60_000)
+            || self.prev_balance != self.balance {
+            self.update_open_params().await;
+
+            self.prev_balance = self.balance;
+            self.prev_update_open_params_time = now;
+        }
+
         for fair_price in &self.fair_price_vec {
             if fair_price.is_zero() {
                 return;
@@ -356,7 +372,7 @@ impl Predictor {
             return;
         }
 
-        self.update_delta();
+        self.update_delta().await;
 
         // let cci_arc = self.cci_arc.clone();
         let now = data_time;
@@ -418,4 +434,68 @@ impl Predictor {
     pub fn get_ref_price(&mut self, _ref_ticker_map: &BTreeMap<String, Ticker>) -> Vec<Vec<Decimal>> {
         vec![]
     }
+
+    pub async fn update_open_params(&mut self) {
+        let url = "http://is.skyfffire.com:18888/ia/get_indicator";
+        let symbol = self.params.pair.to_lowercase();
+        let exchange = self.params.exchange.to_lowercase();
+
+        let params = json!({
+            "indicator": "msv",
+            "query": {
+                "exchange": exchange,
+                "symbol": symbol,
+                "minute_time_range": "10",
+                "mills_back": "37"
+            }
+        });
+
+        // 创建 HTTP 客户端
+        let client = Client::new();
+
+        // 发送 GET 请求
+        let response = client.post(url)
+            .json(&params)
+            .send()
+            .await
+            .unwrap();
+
+        // 错误处理
+        if response.status().is_success() {
+            let response_text = response.text().await.unwrap();
+            let parsed: Value = serde_json::from_str(response_text.as_str()).unwrap();
+            let msv = parsed["data"]["msv"].clone();
+
+            let msv_decimals: Vec<Decimal> = msv.as_array()
+                .unwrap()  // 确保 parsed 是一个数组
+                .iter()
+                .filter_map(|item| {
+                    // 尝试提取第二个值并转换为 Decimal
+                    if let Some(value) = item.get(1) {
+                        value.as_str().unwrap_or("0").parse::<Decimal>().ok()
+                    } else {
+                        None
+                    }
+                })
+                .collect();
+
+            let max_abs_value = msv_decimals.iter()
+                .map(|&value| value.abs())  // 获取每个数的绝对值
+                .fold(Decimal::new(0, 0), |a, b| a.max(b)); // 计算最大值
+
+            let prev_open = self.params.open.clone();
+
+            self.params.open = if max_abs_value.is_zero() {
+                panic!("十分钟内毫无波动的行情，停机。")
+            } else {
+                max_abs_value / Decimal::ONE_HUNDRED
+            };
+
+            if self.params.open != prev_open {
+                info!("open: {} -> {}", prev_open, self.params.open);
+            }
+        } else {
+            error!("自动参数挂了：{}", response.status());
+        }
+    }
 }