Initial quant trader service baseline

2026-06-23 22:09:06 +08:00
commit 7ff786f658
137 changed files with 6664 additions and 0 deletions
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+package com.quantai.trader.config;
+
+import com.quantai.trader.enums.TraderRunMode;
+import org.springframework.boot.context.properties.ConfigurationProperties;
+
+import java.math.BigDecimal;
+
+@ConfigurationProperties(prefix = "trader")
+public class TraderProperties {
+
+    private String serviceName = "quant-trader-service";
+    private TraderRunMode runMode = TraderRunMode.REPLAY;
+    private String symbol = "BTCUSDT";
+    private String featureVersion = "trader_feature_v0";
+    private String labelVersion = "trader_label_v0";
+    private Playbook playbook = new Playbook();
+    private Replay replay = new Replay();
+    private Integration integration = new Integration();
+    private Risk risk = new Risk();
+    private Sizing sizing = new Sizing();
+    private DataSource dataSource = new DataSource();
+
+    public String getServiceName() {
+        return serviceName;
+    }
+
+    public void setServiceName(String serviceName) {
+        this.serviceName = serviceName;
+    }
+
+    public TraderRunMode getRunMode() {
+        return runMode;
+    }
+
+    public void setRunMode(TraderRunMode runMode) {
+        this.runMode = runMode;
+    }
+
+    public String getSymbol() {
+        return symbol;
+    }
+
+    public void setSymbol(String symbol) {
+        this.symbol = symbol;
+    }
+
+    public String getFeatureVersion() {
+        return featureVersion;
+    }
+
+    public void setFeatureVersion(String featureVersion) {
+        this.featureVersion = featureVersion;
+    }
+
+    public String getLabelVersion() {
+        return labelVersion;
+    }
+
+    public void setLabelVersion(String labelVersion) {
+        this.labelVersion = labelVersion;
+    }
+
+    public Playbook getPlaybook() {
+        return playbook;
+    }
+
+    public void setPlaybook(Playbook playbook) {
+        this.playbook = playbook;
+    }
+
+    public Replay getReplay() {
+        return replay;
+    }
+
+    public void setReplay(Replay replay) {
+        this.replay = replay;
+    }
+
+    public Integration getIntegration() {
+        return integration;
+    }
+
+    public void setIntegration(Integration integration) {
+        this.integration = integration;
+    }
+
+    public Risk getRisk() {
+        return risk;
+    }
+
+    public void setRisk(Risk risk) {
+        this.risk = risk;
+    }
+
+    public Sizing getSizing() {
+        return sizing;
+    }
+
+    public void setSizing(Sizing sizing) {
+        this.sizing = sizing;
+    }
+
+    public DataSource getDataSource() {
+        return dataSource;
+    }
+
+    public void setDataSource(DataSource dataSource) {
+        this.dataSource = dataSource;
+    }
+
+    public static class Playbook {
+        private String locationPattern = "classpath:/playbooks/*.yml";
+
+        public String getLocationPattern() {
+            return locationPattern;
+        }
+
+        public void setLocationPattern(String locationPattern) {
+            this.locationPattern = locationPattern;
+        }
+    }
+
+    public static class Replay {
+        private String outputDir = "/Users/zach/Desktop/app/trader/replay-output";
+        private boolean failOnDataMissing = true;
+
+        public String getOutputDir() {
+            return outputDir;
+        }
+
+        public void setOutputDir(String outputDir) {
+            this.outputDir = outputDir;
+        }
+
+        public boolean isFailOnDataMissing() {
+            return failOnDataMissing;
+        }
+
+        public void setFailOnDataMissing(boolean failOnDataMissing) {
+            this.failOnDataMissing = failOnDataMissing;
+        }
+    }
+
+    public static class Integration {
+        private String appActionChannel = "JAR_FUTURE";
+        private boolean httpFeedbackEnabled = false;
+
+        public String getAppActionChannel() {
+            return appActionChannel;
+        }
+
+        public void setAppActionChannel(String appActionChannel) {
+            this.appActionChannel = appActionChannel;
+        }
+
+        public boolean isHttpFeedbackEnabled() {
+            return httpFeedbackEnabled;
+        }
+
+        public void setHttpFeedbackEnabled(boolean httpFeedbackEnabled) {
+            this.httpFeedbackEnabled = httpFeedbackEnabled;
+        }
+    }
+
+    public static class Risk {
+        private BigDecimal leverageScreen = BigDecimal.TEN;
+        private boolean requireOneXNotNegative = true;
+        private int maxPlannedEntryLegs = 3;
+        private boolean allowFreeScaleIn = false;
+        private boolean allowReduceThenAdd = false;
+        private boolean requireStop = true;
+        private boolean requireTarget = true;
+        private boolean requireInvalid = true;
+
+        public BigDecimal getLeverageScreen() {
+            return leverageScreen;
+        }
+
+        public void setLeverageScreen(BigDecimal leverageScreen) {
+            this.leverageScreen = leverageScreen;
+        }
+
+        public boolean isRequireOneXNotNegative() {
+            return requireOneXNotNegative;
+        }
+
+        public void setRequireOneXNotNegative(boolean requireOneXNotNegative) {
+            this.requireOneXNotNegative = requireOneXNotNegative;
+        }
+
+        public int getMaxPlannedEntryLegs() {
+            return maxPlannedEntryLegs;
+        }
+
+        public void setMaxPlannedEntryLegs(int maxPlannedEntryLegs) {
+            this.maxPlannedEntryLegs = maxPlannedEntryLegs;
+        }
+
+        public boolean isAllowFreeScaleIn() {
+            return allowFreeScaleIn;
+        }
+
+        public void setAllowFreeScaleIn(boolean allowFreeScaleIn) {
+            this.allowFreeScaleIn = allowFreeScaleIn;
+        }
+
+        public boolean isAllowReduceThenAdd() {
+            return allowReduceThenAdd;
+        }
+
+        public void setAllowReduceThenAdd(boolean allowReduceThenAdd) {
+            this.allowReduceThenAdd = allowReduceThenAdd;
+        }
+
+        public boolean isRequireStop() {
+            return requireStop;
+        }
+
+        public void setRequireStop(boolean requireStop) {
+            this.requireStop = requireStop;
+        }
+
+        public boolean isRequireTarget() {
+            return requireTarget;
+        }
+
+        public void setRequireTarget(boolean requireTarget) {
+            this.requireTarget = requireTarget;
+        }
+
+        public boolean isRequireInvalid() {
+            return requireInvalid;
+        }
+
+        public void setRequireInvalid(boolean requireInvalid) {
+            this.requireInvalid = requireInvalid;
+        }
+    }
+
+    public static class Sizing {
+        private String method = "SIGNAL_EXECUTION_RISK_DYNAMIC";
+        private boolean allowFullInitialEntry = true;
+        private int maxPlannedEntryLegs = 3;
+        private BigDecimal maxTotalPositionRatio = BigDecimal.ONE;
+        private BigDecimal maxSingleLegRatio = BigDecimal.ONE;
+
+        public String getMethod() {
+            return method;
+        }
+
+        public void setMethod(String method) {
+            this.method = method;
+        }
+
+        public boolean isAllowFullInitialEntry() {
+            return allowFullInitialEntry;
+        }
+
+        public void setAllowFullInitialEntry(boolean allowFullInitialEntry) {
+            this.allowFullInitialEntry = allowFullInitialEntry;
+        }
+
+        public int getMaxPlannedEntryLegs() {
+            return maxPlannedEntryLegs;
+        }
+
+        public void setMaxPlannedEntryLegs(int maxPlannedEntryLegs) {
+            this.maxPlannedEntryLegs = maxPlannedEntryLegs;
+        }
+
+        public BigDecimal getMaxTotalPositionRatio() {
+            return maxTotalPositionRatio;
+        }
+
+        public void setMaxTotalPositionRatio(BigDecimal maxTotalPositionRatio) {
+            this.maxTotalPositionRatio = maxTotalPositionRatio;
+        }
+
+        public BigDecimal getMaxSingleLegRatio() {
+            return maxSingleLegRatio;
+        }
+
+        public void setMaxSingleLegRatio(BigDecimal maxSingleLegRatio) {
+            this.maxSingleLegRatio = maxSingleLegRatio;
+        }
+    }
+
+    public static class DataSource {
+        private String hashMode = "FULL_HASH_OR_SCHEMA_ROW_TIME_MISSING_SUMMARY";
+
+        public String getHashMode() {
+            return hashMode;
+        }
+
+        public void setHashMode(String hashMode) {
+            this.hashMode = hashMode;
+        }
+    }
+}