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76 lines
3.3 KiB
76 lines
3.3 KiB
package main
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// 账号配置 - 对应Python的account.txt
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// 在Go中，我们用结构体(struct)代替Python的字典
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type AccountConfig struct {
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Username string `json:"username"` // `json:xxx` 是标签，告诉程序如何解析JSON
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Password string `json:"password"`
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}
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// Alpha模拟设置 - 对应Python的default_settings
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type SimulationSettings struct {
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InstrumentType string `json:"instrumentType"` // "EQUITY"
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Region string `json:"region"` // "USA"
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Universe string `json:"universe"` // "TOP3000"
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Delay int `json:"delay"` // 1
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Decay int `json:"decay"` // 12
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Truncation float64 `json:"truncation"` // 0.05
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Neutralization string `json:"neutralization"` // "FAST"
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Pasteurization string `json:"pasteurization"` // "ON"
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UnitHandling string `json:"unitHandling"` // "VERIFY"
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NanHandling string `json:"nanHandling"` // "ON"
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Language string `json:"language"` // "FASTEXPR"
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Visualization bool `json:"visualization"` // false
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}
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// 模拟请求数据 - 对应Python的simulation_data
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type SimulationRequest struct {
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Type string `json:"type"` // "REGULAR"
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Settings SimulationSettings `json:"settings"`
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Regular string `json:"regular"` // 表达式
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}
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// PerformanceMetrics 包含Alpha因子的所有性能指标
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type PerformanceMetrics struct {
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// 基本统计信息
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SharpeRatio *float64 `json:"sharpe_ratio,omitempty"`
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AnnualReturn *float64 `json:"annual_return,omitempty"`
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AnnualVolatility *float64 `json:"annual_volatility,omitempty"`
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MaxDrawdown *float64 `json:"max_drawdown,omitempty"`
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InformationRatio *float64 `json:"information_ratio,omitempty"`
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TailRatio *float64 `json:"tail_ratio,omitempty"`
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CommonRatio *float64 `json:"common_ratio,omitempty"`
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// 风险调整后收益
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Score *float64 `json:"score,omitempty"`
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Turnover *float64 `json:"turnover,omitempty"`
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SpecificReturn *float64 `json:"specific_return,omitempty"`
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SpecificRisk *float64 `json:"specific_risk,omitempty"`
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// 分位数表现
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TopMinusBottom *float64 `json:"top_minus_bottom,omitempty"`
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TopDecileReturn *float64 `json:"top_decile_return,omitempty"`
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BottomDecileReturn *float64 `json:"bottom_decile_return,omitempty"`
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IC *float64 `json:"ic,omitempty"`
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ICDecay *float64 `json:"ic_decay,omitempty"`
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// 其他指标
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TotalReturn *float64 `json:"total_return,omitempty"`
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Capacity *float64 `json:"capacity,omitempty"`
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Fitness *float64 `json:"fitness,omitempty"`
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InstrumentCount *float64 `json:"instrument_count,omitempty"`
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StartDate *string `json:"start_date,omitempty"`
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EndDate *string `json:"end_date,omitempty"`
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}
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// 模拟结果 - 对应Python的simulation_result
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type SimulationResult struct {
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Status string `json:"status"` // "success", "error", "failed"
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Expression string `json:"expression"`
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AlphaID string `json:"alpha_id"`
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Message string `json:"message,omitempty"` // 错误信息
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Metrics *PerformanceMetrics `json:"metrics,omitempty"`
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TimeCost float64 `json:"time_cost"` // 耗时（秒）
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FormattedTime string `json:"formatted_time"`
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Timestamp string `json:"timestamp"`
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}
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