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core Package ​

The core package provides system core data structures, constants, and error definitions.

Core Structures ​

Param ​

Parameter configuration structure, used to define and manage parameter values in the system, especially suitable for hyperparameter search scenarios.

Field descriptions:

  • Name string - Parameter name
  • VType int - Parameter value type, can be:
    • VTypeUniform(0) - Uniform linear distribution
    • VTypeNorm(1) - Normal distribution
  • Min float64 - Minimum parameter value
  • Max float64 - Maximum parameter value
  • Mean float64 - Mean value (effective for normal distribution type)
  • IsInt bool - Whether it's an integer type
  • Rate float64 - Normal distribution rate parameter, default is 1. Higher values make random values tend towards Mean
  • edgeY float64 - Cache for normal distribution edge y-value calculation

PerfSta ​

Strategy performance statistics structure, used to record statistical information for a strategy across all trading targets.

Field descriptions:

  • OdNum int - Number of orders
  • LastGpAt int - Order count at last clustering execution
  • Splits *[4]float64 - Split points array for performance grouping
  • Delta float64 - Multiplier for total profit before logarithmic processing

JobPerf ​

Job performance structure, used to record strategy performance on specific trading pairs and time periods.

Field descriptions:

  • Num int - Number of orders
  • TotProfit float64 - Total profit
  • Score float64 - Order multiplier, less than 1 indicates need to reduce order size. When Score equals PrefMinRate(0.001), will directly use MinStakeAmount

Core Function Methods ​

Setup ​

Initialize system core components.

Returns:

  • *errs.Error - Error information during initialization, returns nil if successful

SetRunMode ​

Set system running mode.

Parameters:

  • mode string - Running mode identifier

SetRunEnv ​

Set system running environment.

Parameters:

  • env string - Running environment identifier

SetPairMs ​

Set time parameters for trading pair.

Parameters:

  • pair string - Trading pair name
  • barMS int64 - candlestick time interval (milliseconds)
  • waitMS int64 - Wait time (milliseconds)

Sleep ​

Sleep function with interrupt check.

Parameters:

  • d time.Duration - Sleep duration

Returns:

  • bool - Whether interrupted (true means normal sleep completion, false means interrupted)

GetCacheVal ​

Get value from cache for specified key, supports generics.

Parameters:

  • key string - Cache key name
  • defVal T - Default value

Returns:

  • T - Cache value or default value

SnapMem ​

Get memory snapshot.

Parameters:

  • name string - Snapshot name

Performance Statistics Methods ​

GetPerfSta ​

Get strategy performance statistics.

Parameters:

  • stagy string - Strategy name

Returns:

  • *PerfSta - Performance statistics object

DumpPerfs ​

Export performance statistics data to file.

Parameters:

  • outDir string - Output directory path

GetPrice ​

Get latest price for trading pair.

Parameters:

  • symbol string - Trading pair symbol

Returns:

  • float64 - Latest price

GetPriceSafe ​

Safely get trading pair price, including fiat currency handling logic.

Parameters:

  • symbol string - Trading pair symbol

Returns:

  • float64 - Processed price

SetPrice ​

Set latest price for trading pair.

Parameters:

  • pair string - Trading pair name
  • price float64 - Price value

SetPrices ​

Batch set prices for multiple trading pairs.

Parameters:

  • data map[string]float64 - Trading pair price mapping

IsMaker ​

Determine if current price is a market maker price.

Parameters:

  • pair string - Trading pair name
  • side string - Trading side
  • price float64 - Price

Returns:

  • bool - Whether it's a market maker price

Utility Methods ​

IsFiat ​

Determine if it's a fiat currency code.

Parameters:

  • code string - Currency code

Returns:

  • bool - Whether it's a fiat currency

KeyStratPairTf ​

Generate combined key name for strategy-pair-timeframe.

Parameters:

  • stagy string - Strategy name
  • pair string - Trading pair name
  • tf string - Time frame

Returns:

  • string - Combined key name

MarshalYaml ​

Serialize object to YAML format.

Parameters:

  • v any - Object to serialize

Returns:

  • []byte - Serialized byte array
  • error - Error information

GroupByPairQuotes ​

Group by trading pairs and quotes.

Parameters:

  • items map[string][]string - Items to group

Returns:

  • string - String representation of grouped results

SplitSymbol ​

Split trading pair symbol into base currency and quote currency.

Parameters:

  • pair string - Trading pair name

Returns:

  • string - Base currency
  • string - Quote currency
  • string - Base currency code
  • string - Quote currency code

Parameter Generation Methods ​

PNorm ​

Create normal distribution parameter.

Parameters:

  • min float64 - Minimum value
  • max float64 - Maximum value

Returns:

  • *Param - Parameter object

PNormF ​

Create normal distribution parameter with mean and rate.

Parameters:

  • min float64 - Minimum value
  • max float64 - Maximum value
  • mean float64 - Mean value
  • rate float64 - Rate

Returns:

  • *Param - Parameter object

PUniform ​

Create uniform distribution parameter.

Parameters:

  • min float64 - Minimum value
  • max float64 - Maximum value

Returns:

  • *Param - Parameter object

IsLimitOrder ​

Determine if it's a limit order.

Parameters:

  • t int - Order type

Returns:

  • bool - Whether it's a limit order

System Control Methods ​

RunExitCalls ​

Execute callback functions on exit.

IsPriceEmpty ​

Check if price cache is empty.

Returns:

  • bool - Whether price cache is empty

PrintStratGroups ​

Print strategy group information.