自定义数据源范例

指定数据源地址，例如：http://120.24.2.20:9090/data。自定义数据源服务程序使用Golang编写：

            golang
            
            
package main

import (
    "fmt"
    "net/http"
    "encoding/json"
)

func Handle (w http.ResponseWriter, r *http.Request) {
    // e.g. set on backtest DataSourse: http://xxx.xx.x.xx:9090/data

    // request: GET http://xxx.xx.x.xx:9090/data?custom=0&depth=20&detail=true&eid=OKX&from=1584921600&period=86400000&round=true&symbol=BTC_USDT&to=1611244800&trades=1
    //              http://xxx.xx.x.xx:9090/data?custom=0&depth=20&detail=true&eid=Futures_Binance&from=1599958800&period=3600000&round=true&symbol=BTC_USDT.swap&to=1611244800&trades=0
    fmt.Println("request:", r)

    // response
    defer func() {
        // response data
        /* e.g. data
        {
            "detail": {
                "eid": "Binance",
                "symbol": "BTC_USDT",
                "alias": "BTCUSDT",
                "baseCurrency": "BTC",
                "quoteCurrency": "USDT",
                "marginCurrency": "USDT",
                "basePrecision": 5,
                "quotePrecision": 2,
                "minQty": 0.00001,
                "maxQty": 9000,
                "minNotional": 5,
                "maxNotional": 9000000,
                "priceTick": 0.01,
                "volumeTick": 0.00001,
                "marginLevel": 10
            },
            "schema": [
                "time",
                "open",
                "high",
                "low",
                "close",
                "vol"
            ],
            "data": [
                [1610755200000, 3673743, 3795000, 3535780, 3599498, 8634843151],
                [1610841600000, 3599498, 3685250, 3385000, 3582861, 8015772738],
                [1610928000000, 3582499, 3746983, 3480000, 3663127, 7069811875],
                [1611014400000, 3662246, 3785000, 3584406, 3589149, 7961130777],
                [1611100800000, 3590194, 3641531, 3340000, 3546823, 8936842292],
                [1611187200000, 3546823, 3560000, 3007100, 3085013, 13500407666],
                [1611273600000, 3085199, 3382653, 2885000, 3294517, 14297168405],
                [1611360000000, 3295000, 3345600, 3139016, 3207800, 6459528768],
                [1611446400000, 3207800, 3307100, 3090000, 3225990, 5797803797],
                [1611532800000, 3225945, 3487500, 3191000, 3225420, 8849922692]
            ]
        }
        */

        // /* 模拟级Tick
        ret := map[string]interface{}{
            "detail": map[string]interface{}{
                "eid": "Binance",
                "symbol": "BTC_USDT",
                "alias": "BTCUSDT",
                "baseCurrency": "BTC",
                "quoteCurrency": "USDT",
                "marginCurrency": "USDT",
                "basePrecision": 5,
                "quotePrecision": 2,
                "minQty": 0.00001,
                "maxQty": 9000,
                "minNotional": 5,
                "maxNotional": 9000000,
                "priceTick": 0.01,
                "volumeTick": 0.00001,
                "marginLevel": 10,
            },
            "schema": []string{"time","open","high","low","close","vol"},
            "data": []interface{}{
                []int64{1610755200000, 3673743, 3795000, 3535780, 3599498, 8634843151},  // 1610755200000 : 2021-01-16 08:00:00
                []int64{1610841600000, 3599498, 3685250, 3385000, 3582861, 8015772738},  // 1610841600000 : 2021-01-17 08:00:00
                []int64{1610928000000, 3582499, 3746983, 3480000, 3663127, 7069811875},
                []int64{1611014400000, 3662246, 3785000, 3584406, 3589149, 7961130777},
                []int64{1611100800000, 3590194, 3641531, 3340000, 3546823, 8936842292},
                []int64{1611187200000, 3546823, 3560000, 3007100, 3085013, 13500407666},
                []int64{1611273600000, 3085199, 3382653, 2885000, 3294517, 14297168405},
                []int64{1611360000000, 3295000, 3345600, 3139016, 3207800, 6459528768},
                []int64{1611446400000, 3207800, 3307100, 3090000, 3225990, 5797803797},
                []int64{1611532800000, 3225945, 3487500, 3191000, 3225420, 8849922692},
            },
        }
        // */

        /* 实盘级Tick
        ret := map[string]interface{}{
            "detail": map[string]interface{}{
                "eid": "Binance",
                "symbol": "BTC_USDT",
                "alias": "BTCUSDT",
                "baseCurrency": "BTC",
                "quoteCurrency": "USDT",
                "marginCurrency": "USDT",
                "basePrecision": 5,
                "quotePrecision": 2,
                "minQty": 0.00001,
                "maxQty": 9000,
                "minNotional": 5,
                "maxNotional": 9000000,
                "priceTick": 0.01,
                "volumeTick": 0.00001,
                "marginLevel": 10,
            },
            "schema": []string{"time", "asks", "bids", "trades", "close", "vol"},
            "data": []interface{}{
                []interface{}{1610755200000, []interface{}{[]int64{9531300, 10}}, []interface{}{[]int64{9531300, 10}}, []interface{}{[]int64{1610755200000, 0, 9531300, 10}}, 9497060, 787},
                []interface{}{1610841600000, []interface{}{[]int64{9531300, 15}}, []interface{}{[]int64{9531300, 15}}, []interface{}{[]int64{1610841600000, 0, 9531300, 11}}, 9497061, 789},
            },
        }
        */

        b, _ := json.Marshal(ret)
        w.Write(b)
    }()
}

func main () {
    fmt.Println("listen http://localhost:9090")
    http.HandleFunc("/data", Handle)
    http.ListenAndServe(":9090", nil)
}

测试策略，JavaScript示例：

            javascript
            
            
/*backtest
start: 2021-01-16 08:00:00
end: 2021-01-22 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"OKX","currency":"BTC_USDT","feeder":"http://120.24.2.20:9090/data"}]
args: [["number",2]]
*/

function main() {
    var ticker = exchange.GetTicker()
    var records = exchange.GetRecords()
    Log(exchange.GetName(), exchange.GetCurrency())
    Log(ticker)
    Log(records)
}