trading-maid 1.0.2

use trading_maid::prelude::*;

// 出现长上影线时开空单
async fn my_strategy(cx: &Context<'_>) -> anyhow::Result<()> {
    let body_size = (cx.open - cx.close).abs();
    let upper_shadow_size = (cx.high - cx.open).abs();
    let open_short_condition =
        cx.open > cx.close && upper_shadow_size >= body_size * 2.0 && body_size >= 300.0;

    if cx.get_position("BTCUSDT").await?.is_none() && open_short_condition {
        println!("place order: {}", t2s(cx.time));

        let take_profit_price = cx.open - upper_shadow_size;
        let stop_price = cx.open + upper_shadow_size;

        cx.cancel_all_order("BTCUSDT").await?;
        cx.sell("BTCUSDT", 0.01).await?;
        cx.buy_limit_reduce_only("BTCUSDT", take_profit_price, 0.01)
            .await?;
        cx.buy_trigger_market_reduce_only("BTCUSDT", stop_price, 0.01)
            .await?;
    }

    Ok(())
}

#[tokio::main]
async fn main() {
    let path = get_or_download("BTCUSDT/1m", 12).await.unwrap();

    let data_source_1m = DataSource::from_file_metadata(
        path,
        Metadata {
            symbol: "BTCUSDT".to_string(),
            level: Level::Minute1,
            min_size: 0.01,
            min_notional: 0.0,
            tick_size: 0.1,
            maker_fee: 0.0002,
            taker_fee: 0.0005,
            maintenance: 0.004,
        },
    )
    .unwrap();

    let exchange = LocalExchange::new(data_source_1m.clone())
        .cash(10000.0)
        .leverage(10)
        .slippage(0.0);

    let mut engine = Engine::new(exchange.clone(), my_strategy);

    // 使用 1 分钟级别数据进行回测，但在每个 1 小时级别的 K 线生成时都会调用策略函数
    if let Err(v) = engine.run("BTCUSDT", Level::Hour1).await {
        println!("{:#?}", v);
    }

    let history_position = exchange.get_history_position_list("BTCUSDT").await.unwrap();
    let history_order = exchange.get_history_order_list("BTCUSDT").await.unwrap();
    let summary = summarize(&history_position);

    println!("history summary: {:#?}", summary);

    // 从 1 分钟级别数据重采样得到 1 小时级别数据
    let data_source_1h = data_source_1m.resample(Level::Hour1).unwrap();

    open_in_browser(
        [data_source_1h, data_source_1m],
        history_position,
        history_order,
    )
    .unwrap();
}