feat(去重逻辑): 增强信号去重机制以区分不同动作
Changes: * 更新去重键计算逻辑,新增动作字段以区分不同的交易动作(如 REDUCE 和 CLOSE) * 增加单元测试以验证不同动作在相同价格下的去重行为 * 更新文档以反映去重窗口的变化,确保准确性
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@@ -37,8 +37,9 @@ func signalKey(source string, data map[string]interface{}) string {
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symbol := firstNonEmptyField(fieldString(data["symbol"]), fieldString(data["currency"]))
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period := fieldString(data["period"])
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direction := strings.ToUpper(firstNonEmptyField(fieldString(data["direction"]), fieldString(data["side"])))
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action := strings.ToUpper(fieldString(data["action"]))
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price := fieldString(data["price"])
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return strings.Join([]string{strings.TrimSpace(source), strategy, symbol, period, direction, price}, "\x1f")
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return strings.Join([]string{strings.TrimSpace(source), strategy, symbol, period, direction, action, price}, "\x1f")
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}
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func firstNonEmptyField(a, b string) string {
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