dc313fda13
Motivation: crypto-strategy 交易信号采用 envelope 外壳与字符串化/嵌套的 payload,原有 trade_signal 格式化器无法解析,需要独立的转换逻辑以生成通知文本和事件数据。 Changes: * 新增 crypto_strategy 消息转换器,解析 envelope 及嵌套、字符串化、扁平三种 payload 形态 * 根据平仓/止盈/卖出等标志推断交易动作,生成对应事件类型与中文通知文本 * 提取订单号、策略代码、价格、杠杆等字段用于通知数据 * 将消息转换器抽象为接口,订阅器按 formatter 配置选择对应实现 * 更新配置校验以支持 crypto_strategy 格式化器,并补充单元测试
236 lines
5.7 KiB
Go
236 lines
5.7 KiB
Go
package cryptostrategy
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import (
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"bytes"
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"encoding/json"
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"fmt"
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"strings"
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"time"
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)
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type envelope struct {
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EventType string `json:"eventType"`
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CorrelationID string `json:"correlationId"`
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Symbol string `json:"symbol"`
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Direction string `json:"direction"`
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Payload json.RawMessage `json:"payload"`
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EventTime int64 `json:"eventTime"`
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}
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type payload struct {
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StrategyCode string `json:"strategyCode"`
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Period string `json:"period"`
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Currency string `json:"currency"`
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IsSale bool `json:"isSale"`
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IsClose bool `json:"isClose"`
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IsGain bool `json:"isGain"`
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GainTarget float64 `json:"gainTarget"`
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Price float64 `json:"price"`
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LossPrice float64 `json:"lossPrice"`
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GainPrices string `json:"gainPrices"`
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Remark string `json:"remark"`
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TotalGainTarget float64 `json:"totalGainTarget"`
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Leverage int `json:"leverage"`
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}
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type remark struct {
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OrderID string `json:"orderId"`
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}
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type Converter struct{}
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func NewConverter() *Converter { return &Converter{} }
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func (c *Converter) Convert(body []byte) (string, map[string]interface{}, error) {
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return Convert(body)
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}
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func Convert(body []byte) (string, map[string]interface{}, error) {
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var env envelope
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if err := json.Unmarshal(body, &env); err != nil {
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return "", nil, fmt.Errorf("invalid envelope: %w", err)
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}
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p, err := parsePayload(body, env.Payload)
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if err != nil {
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return "", nil, err
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}
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action := inferAction(p)
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event := "trade." + strings.ToLower(action)
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text := format(env, p, action)
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data := map[string]interface{}{
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"eventType": env.EventType,
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"correlationId": env.CorrelationID,
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"symbol": firstNonEmpty(env.Symbol, p.Currency),
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"direction": env.Direction,
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"side": strings.ToUpper(env.Direction),
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"action": action,
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"eventTime": env.EventTime,
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"strategyCode": p.StrategyCode,
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"period": p.Period,
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"currency": p.Currency,
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"isSale": p.IsSale,
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"isClose": p.IsClose,
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"isGain": p.IsGain,
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"gainTarget": p.GainTarget,
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"price": p.Price,
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"lossPrice": p.LossPrice,
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"gainPrices": p.GainPrices,
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"leverage": p.Leverage,
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"formatted": text,
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}
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if p.TotalGainTarget != 0 {
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data["totalGainTarget"] = p.TotalGainTarget
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}
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if oid := parseOrderID(p.Remark); oid != "" {
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data["orderId"] = oid
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}
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return event, data, nil
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}
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func parsePayload(body []byte, raw json.RawMessage) (payload, error) {
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var p payload
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raw = bytes.TrimSpace(raw)
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if len(raw) == 0 || string(raw) == "null" {
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if err := json.Unmarshal(body, &p); err != nil {
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return p, fmt.Errorf("invalid payload: %w", err)
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}
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return p, nil
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}
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var asString string
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if err := json.Unmarshal(raw, &asString); err == nil {
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asString = strings.TrimSpace(asString)
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if asString == "" {
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if err := json.Unmarshal(body, &p); err != nil {
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return p, fmt.Errorf("invalid payload: %w", err)
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}
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return p, nil
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}
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raw = []byte(asString)
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}
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if err := json.Unmarshal(raw, &p); err != nil {
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return p, fmt.Errorf("invalid payload: %w", err)
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}
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return p, nil
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}
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func inferAction(p payload) string {
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switch {
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case p.IsClose:
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return "CLOSE"
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case p.IsGain:
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return "GAIN"
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case p.IsSale:
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return "SELL"
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default:
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return "OPEN"
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}
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}
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func parseOrderID(raw string) string {
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raw = strings.TrimSpace(raw)
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if raw == "" {
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return ""
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}
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var r remark
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if err := json.Unmarshal([]byte(raw), &r); err != nil {
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return ""
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}
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return r.OrderID
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}
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func format(env envelope, p payload, action string) string {
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symbol := firstNonEmpty(env.Symbol, p.Currency)
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lines := []string{actionTitle(env.Direction, action)}
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if symbol != "" {
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lines = append(lines, fmt.Sprintf("交易品种: %s", symbol))
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}
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if p.Period != "" {
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lines = append(lines, fmt.Sprintf("周期: %s", p.Period))
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}
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switch action {
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case "CLOSE":
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if p.Price > 0 {
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lines = append(lines, fmt.Sprintf("平仓价格: %.2f", p.Price))
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}
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case "GAIN":
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if p.Price > 0 {
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lines = append(lines, fmt.Sprintf("止盈价格: %.2f", p.Price))
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}
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case "SELL":
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if p.Price > 0 {
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lines = append(lines, fmt.Sprintf("卖出价格: %.2f", p.Price))
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}
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default:
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if p.Price > 0 {
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lines = append(lines, fmt.Sprintf("开仓价格: %.2f", p.Price))
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}
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}
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if p.LossPrice > 0 {
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lines = append(lines, fmt.Sprintf("止损价格: %.2f", p.LossPrice))
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}
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if gp := strings.TrimSpace(p.GainPrices); gp != "" && action != "GAIN" {
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lines = append(lines, fmt.Sprintf("止盈价格: %s", strings.Join(splitPrices(gp), ", ")))
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}
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if p.GainTarget != 0 {
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lines = append(lines, fmt.Sprintf("止盈目标: %g", p.GainTarget))
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}
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if p.Leverage > 0 {
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lines = append(lines, fmt.Sprintf("杠杆: %dx", p.Leverage))
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}
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if p.StrategyCode != "" {
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lines = append(lines, fmt.Sprintf("策略: %s", p.StrategyCode))
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}
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if env.EventTime > 0 {
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t := time.UnixMilli(env.EventTime).In(time.Local)
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lines = append(lines, fmt.Sprintf("Time: %s", t.Format("2006.01.02 15:04:05")))
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}
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return strings.Join(lines, "\n")
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}
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func actionTitle(direction, action string) string {
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var pos string
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switch strings.ToUpper(direction) {
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case "LONG":
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pos = "多单"
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case "SHORT":
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pos = "空单"
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default:
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pos = direction
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}
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var act string
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switch action {
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case "OPEN":
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act = "开仓"
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case "CLOSE":
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act = "平仓"
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case "GAIN":
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act = "止盈"
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case "SELL":
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act = "卖出"
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default:
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act = action
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}
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return pos + act
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}
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func splitPrices(s string) []string {
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parts := strings.Split(s, ",")
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out := make([]string, 0, len(parts))
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for _, p := range parts {
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p = strings.TrimSpace(p)
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if p != "" {
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out = append(out, p)
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}
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}
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return out
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}
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func firstNonEmpty(a, b string) string {
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if strings.TrimSpace(a) != "" {
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return a
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}
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return b
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}
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