deving

cmd/pnl/main.go

@@ -19,13 +19,44 @@ func main() {
 	impl.NewImpl()
 
 	fmt.Println("")
-	run()
+	ClosedTable()
+	UnclosedTable()
 	fmt.Println("")
 }
 
-func run() {
+func ClosedTable() {
 	tw := table.NewWriter()
 	tw.SetStyle(table.StyleLight)
+	tw.SetTitle("已清仓列表")
+	tw.AppendHeader(table.Row{"ID", "Code", "Name", "OpenDate", "OpenPrice", "CloseDate", "ClosePrice", "PNL/Per", "PNLRate(%)"})
+	var data []models.MockPosition
+	impl.DBService.Where("status=?", 1).Find(&data)
+	var tPNL, tPNLR, cost, sell float64
+	for _, item := range data {
+		var stock models.StockBasic
+		impl.DBService.Where("ts_code=?", item.Code).First(&stock)
+
+		pnl := utils.FloatRound(item.ClosePrice-item.OpenPrice, 2)
+		pnlRate := utils.FloatRound(pnl/item.OpenPrice*100, 2)
+
+		tPNL = tPNL + pnl
+		cost = cost + item.OpenPrice
+		sell = sell + item.ClosePrice
+
+		tw.AppendRow(table.Row{item.ID, item.Code, stock.Name, item.CreatedAt.Format("2006-01-02"), item.OpenPrice, item.UpdatedAt.Format("2006-01-02"), item.ClosePrice, pnl, pnlRate})
+	}
+
+	tPNLR = utils.FloatRound(((sell-cost)/cost)*100, 2)
+
+	tw.AppendFooter(table.Row{"", "", "", "TOTAL", utils.FloatRound(cost, 2), utils.FloatRound(sell, 2), utils.FloatRound(tPNL, 2), tPNLR})
+
+	fmt.Println(tw.Render())
+}
+
+func UnclosedTable() {
+	tw := table.NewWriter()
+	tw.SetStyle(table.StyleLight)
+	tw.SetTitle("未平仓列表")
 	tw.AppendHeader(table.Row{"ID", "Code", "Name", "OpenDate", "OpenPrice", "TodayPrice", "PNL/Per", "PNLRate(%)"})
 	var data []models.MockPosition
 	impl.DBService.Where("status=?", 0).Find(&data)

internal/logic/mock/order.go

@@ -12,7 +12,7 @@ import (
 func Run(key string, ymd int) {
 	log.Println("Run Mock Order.")
 	var stocks []*models.StratModel
-	impl.DBService.Where("strat_key=? and ymd=? and ai_score>=?", key, ymd, 5).Find(&stocks)
+	impl.DBService.Where("strat_key=? and ymd=? and rsi_score>0 and macd_score>0 ai_score>=?", key, ymd, 5).Find(&stocks)
 	if len(stocks) == 0 {
 		log.Println("No data to process.")
 		return

internal/logic/restful/starter.go

@@ -45,13 +45,11 @@ func Starter(ctx *gin.Context) {
 
 			// 满足以上规则在让Deepseek分析
 			if model.UpDateDay > 360 && model.StScore > 0 && model.IndustryScore > 1 && model.GtPrice > 0 && model.GtAmount > 0 && model.RoeScore > 0 {
-				model.AiScore = 0 // 待分析
+				model.Status = 1 // 待Indicator分析
-				model.Status = 1
 				model.TotalScore = float64(model.IndustryScore + model.StScore + model.GtPrice + model.GtAmount + model.RoeScore)
-				model.RecommendDesc = "Rule规则"
+				model.AddDesc("Rule规则满足，加入标的")
 			} else {
 				model.Status = -1
-				model.AiScore = -2
 				model.AddDesc("Rule规则不满足，不加入标的")
 			}
 
@@ -64,16 +62,12 @@ func Starter(ctx *gin.Context) {
 	impl.DBService.Model(&models.StratModel{}).Where("status=1 and ymd=?", ymd).Find(&allowStocks)
 	for _, m := range allowStocks {
 		// CTA：RSI指标贴近下轨并成上涨趋势
-		indicator.New(m).RunRsi()
+		rsiResult := indicator.RunRsi(m.Code)
-
+		impl.DBService.Model(m).Where("id=?", m.ID).Updates(map[string]any{"rsi_score": rsiResult.Score, "rsi_val_oversold": rsiResult.Oversold, "rsi_val_prve": rsiResult.Prve, "rsi_val_last": rsiResult.Last, "recommend_desc": m.RecommendDesc + "||Rsi:" + rsiResult.Desc})
-		// 满足以上规则在让Deepseek分析
-		if m.ScoreRsi < 0 {
-			impl.DBService.Model(m).Where("id=?", m.ID).Updates(map[string]any{"ai_score": -2, "recommend_desc": m.RecommendDesc + "||" + "无需AI分析,RsiScore:" + utils.Int2String(m.ScoreRsi)})
-		}
 
 		// CTA：MACD指标红绿柱及价量关系
-		score, desc := indicator.New(m).RunMacd()
+		macdResult := indicator.RunMacd(m.Code)
-		impl.DBService.Model(m).Where("id=?", m.ID).Updates(map[string]any{"macd_score": score, "recommend_desc": m.RecommendDesc + "||" + desc})
+		impl.DBService.Model(m).Where("id=?", m.ID).Updates(map[string]any{"macd_score": macdResult.Score, "macd_val": macdResult.Val, "recommend_desc": m.RecommendDesc + "||Macd:" + macdResult.Desc})
 	}
 
 	// 加入资金流向特大的标的

internal/logic/strategy/boot.go

@@ -16,7 +16,7 @@ func Boot() {
 // 启动 AI 分析任务
 func BootAiStart(key string, ymd int) error {
 	var datas []models.StratModel
-	err := impl.DBService.Where("strat_key=? and ymd=? and ai_score=0", key, ymd).Find(&datas).Error
+	err := impl.DBService.Where("strat_key=? and ymd=? and (rsi_score>0 or macd_score>0)", key, ymd).Find(&datas).Error
 	if err != nil {
 		log.Printf("Failed to query data: %v", err)
 		return fmt.Errorf("query failed: %w", err)

internal/logic/strategy/indicator/macd.go

@@ -44,6 +44,7 @@ MACD在0轴下方金叉后，股价小幅调整导致快慢线黏合，但并未
 import (
 	"fmt"
 	"math"
+	"strings"
 
 	"git.apinb.com/bsm-sdk/core/utils"
 	"git.apinb.com/quant/gostock/internal/impl"
@@ -57,11 +58,21 @@ const (
 	defaultMacdSignal = 9
 )
 
+var (
+	desc []string
+)
+
+type MacdResult struct {
+	Score int
+	Val   float64
+	Desc  string
+}
+
 // RunMacd 根据MACD红绿柱及价量关系，对当前标的进行打分与描述
-func (r *IndicatorFactory) RunMacd() (int, string) {
+func RunMacd(code string) *MacdResult {
-	args, _, err := GetArgConfig(r.Model.Code)
+	args, _, err := GetArgConfig(code)
 	if err != nil {
-		return -1, "MACD参数错误！"
+		return &MacdResult{Score: -1, Desc: "MACD参数错误！"}
 	}
 
 	fast := args.EmaFast
@@ -85,19 +96,19 @@ func (r *IndicatorFactory) RunMacd() (int, string) {
 	var vols []float64
 
 	impl.DBService.Model(models.StockDaily{}).
-		Where("ts_code = ?", r.Model.Code).
+		Where("ts_code = ?", code).
 		Order("trade_date desc").
 		Limit(limit).
 		Pluck("close", &closes)
 
 	impl.DBService.Model(models.StockDaily{}).
-		Where("ts_code = ?", r.Model.Code).
+		Where("ts_code = ?", code).
 		Order("trade_date desc").
 		Limit(limit).
 		Pluck("vol", &vols)
 
 	if len(closes) < slow+signal+5 {
-		return -1, "MACD 数据不足"
+		return &MacdResult{Score: -1, Desc: "MACD 数据不足"}
 	}
 
 	closes = ReverseSlice(closes)
@@ -112,7 +123,7 @@ func (r *IndicatorFactory) RunMacd() (int, string) {
 	macdLine, signalLine, hist := talib.Macd(closes, fast, slow, signal)
 	n := len(hist)
 	if n < 5 {
-		return -1, "MACD 计算结果不足"
+		return &MacdResult{Score: -1, Desc: "MACD 计算结果不足"}
 	}
 
 	lastIdx := n - 1
@@ -123,33 +134,33 @@ func (r *IndicatorFactory) RunMacd() (int, string) {
 	lastMacd := macdLine[lastIdx]
 	lastSignal := signalLine[lastIdx]
 
-	r.Model.MacdVal = utils.FloatRound(lastHist, 4)
+	macdVal := utils.FloatRound(lastHist, 4)
 
 	score := -1
 
 	// 3.1 基础买入信号：绿柱转红柱，零轴下方或附近
 	if prevHist < 0 && lastHist > 0 && lastMacd <= 0 {
 		score = maxInt(score, 1)
-		return score, fmt.Sprintf("MACD红绿柱反转：由绿转红，零轴下方/附近，hist=%.4f", lastHist)
+		desc = append(desc, "MACD红绿柱反转：由绿转红，零轴下方/附近")
 	}
 
 	// 3.2 趋势跟随买入：红柱连续伸长，DIF/DEA在零轴上方
 	if lastMacd > 0 && lastSignal > 0 && isGrowingPositive(hist, 3) {
 		score = maxInt(score, 2)
-		return score, "MACD红柱连续伸长，DIF/DEA零轴上方，趋势跟随买入信号"
+		desc = append(desc, "MACD红柱连续伸长，DIF/DEA零轴上方，趋势跟随买入信号")
 
 	}
 
 	// 3.4 底背离买入：价格新低但绿柱底部抬高，随后红柱确认
 	if lastHist > 0 && hasBottomDivergence(closes, hist) {
 		score = maxInt(score, 2)
-		return score, "MACD底背离：价格创新低但绿柱底部抬高，红柱确认"
+		desc = append(desc, "MACD价格新低但绿柱底部抬高，后续红柱确认")
 	}
 
 	// 5.1 零轴下金叉后的拒绝死叉：金叉发生在零轴下方，之后未形成有效死叉，红柱再次放大
 	if lastHist > 0 && isGrowingPositive(hist, 2) && hasGoldenCrossRejection(macdLine, signalLine, hist) {
 		score = maxInt(score, 3)
-		return score, "MACD零轴下金叉后拒绝死叉，红柱再次放大，疑似洗盘结束主升浪启动"
+		desc = append(desc, "MACD零轴下金叉后拒绝死叉，红柱再次放大")
 	}
 
 	// 成交量验证：红柱放大但缩量，降低一次评分
@@ -159,17 +170,21 @@ func (r *IndicatorFactory) RunMacd() (int, string) {
 			if score <= 0 {
 				score = -1
 			}
-			return score, "MACD红柱放大但成交量未同步放大，信号可靠性降低"
+			return &MacdResult{Score: score, Val: macdVal, Desc: "MACD红柱放大但成交量未同步放大，信号可靠性降低"}
 		}
 	}
 
 	if score == -1 {
 		if lastHist <= 0 {
-			return -1, fmt.Sprintf("MACD未出现明确多头信号，hist=%.4f", lastHist)
+			return &MacdResult{Score: -1, Val: macdVal, Desc: fmt.Sprintf("MACD未出现明确多头信号，hist=%.4f", lastHist)}
 		}
 	}
 
-	return score, "无信号"
+	if score > 0 {
+		return &MacdResult{Score: score, Val: macdVal, Desc: strings.Join(desc, "||")}
+	}
+
+	return &MacdResult{Score: -1, Val: macdVal, Desc: "无信号"}
 }
 
 // 最近k根红柱是否连续伸长（严格递增且均为正）
@@ -329,4 +344,3 @@ func maxInt(a, b int) int {
 	}
 	return b
 }
-

internal/logic/strategy/indicator/new.go

@@ -1,13 +0,0 @@
-package indicator
-
-import "git.apinb.com/quant/gostock/internal/models"
-
-type IndicatorFactory struct {
-	Model *models.StratModel
-}
-
-func New(m *models.StratModel) *IndicatorFactory {
-	return &IndicatorFactory{
-		Model: m,
-	}
-}

internal/logic/strategy/indicator/rsi.go

@@ -22,6 +22,14 @@ type StockArgConf struct {
 	BestByWinRate  string `json:"best_by_win_rate"`
 }
 
+type RsiResult struct {
+	Score int
+	Oversold int
+	Prve float64
+	Last float64
+	Desc string
+}
+
 func GetArgConfig(code string) (*models.StockArgs, *StockArgConf, error) {
 	var args models.StockArgs
 	err := impl.DBService.Where("ts_code = ?", code).First(&args).Error
@@ -38,32 +46,24 @@ func GetArgConfig(code string) (*models.StockArgs, *StockArgConf, error) {
 	return &args, &conf, nil
 }
 
-func (r *IndicatorFactory) RunRsi() {
+func RunRsi(code string) *RsiResult {
-	args, conf, err := GetArgConfig(r.Model.Code)
+	args, conf, err := GetArgConfig(code)
 	if err != nil {
-		r.Model.ScoreRsi = -1
+		return &RsiResult{Score: -1, Desc: "RSI参数错误！"}
-		r.Model.AddDesc("RSI参数错误！")
-		return
 	}
 
 	if args.RsiOversold == 0 {
-		r.Model.ScoreRsi = -1
+		return &RsiResult{Score: -1, Desc: "RSI Oversold=0,参数错误！"}
-		r.Model.AddDesc("RSI RsiOversold=0,参数错误！")
-		return
 	}
 
 	if conf.BestByProfit != "rsi" {
-		r.Model.ScoreRsi = -1
+		return &RsiResult{Score: -1, Desc: "BestByProfit不是RSI"}
-		r.Model.AddDesc("BestByProfit不是RSI")
-		return
 	}
 
 	var close []float64
-	impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", r.Model.Code).Order("trade_date desc").Limit(args.RsiPeriod*4).Pluck("close", &close)
+	impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", code).Order("trade_date desc").Limit(args.RsiPeriod*4).Pluck("close", &close)
 	if len(close) < args.RsiPeriod {
-		r.Model.ScoreRsi = -1
+		return &RsiResult{Score: -1, Desc: "数据不足"}
-		r.Model.AddDesc("数据不足")
-		return
 	}
 
 	newCloses := ReverseSlice(close)
@@ -72,46 +72,46 @@ func (r *IndicatorFactory) RunRsi() {
 	rsiResult := talib.Rsi(newCloses, args.RsiPeriod)
 	prveRsi := utils.FloatRound(rsiResult[len(rsiResult)-2], 2)
 	lastRsi := utils.FloatRound(rsiResult[len(rsiResult)-1], 2)
-	r.Model.ValRsiLast = lastRsi
+
-	r.Model.ValRsiPrve = prveRsi
+	r := &RsiResult{Oversold: args.RsiOversold, Prve: prveRsi, Last: lastRsi}
-	r.Model.ValRsiOversold = args.RsiOversold
+
 	prveRsiInt := int(prveRsi)
 	lastRsiInt := int(lastRsi)
 
 	if lastRsiInt == 0 {
-		r.Model.ScoreRsi = -1
+		r.Score = -1
-		r.Model.AddDesc("RSI lastRsiInt=0,计算错误！")
+		r.Desc = "RSI lastRsiInt=0,计算错误！"
-		return
+		return r
 	}
 
 	// 跌破RSI下轨
 	if lastRsiInt > args.RsiOversold {
 		if CheckLowest(close, lastRsiInt, 14) {
-			r.Model.ScoreRsi = 1
+			r.Score = 1
-			r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,14日最低", lastRsiInt))
+			r.Desc = fmt.Sprintf("RSI=%d 跌破下轨,14日最低", lastRsiInt)
-			return
+			return r
 		}
 		if CheckLowest(close, lastRsiInt, 20) {
-			r.Model.ScoreRsi = 1
+			r.Score = 1
-			r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt))
+			r.Desc = fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt)
-			return
+			return r
 		}
-		r.Model.ScoreRsi = -1
+		r.Score = -1
-		r.Model.AddDesc(fmt.Sprintf("RSI=%d 高于Oversold%d", lastRsiInt, args.RsiOversold))
+		r.Desc = fmt.Sprintf("RSI=%d 高于Oversold%d", lastRsiInt, args.RsiOversold)
-		return
+		return r
 	}
 
 	// RSI跌破下轨后呈上涨趋势
 	if lastRsiInt < prveRsiInt {
-		r.Model.ScoreRsi = -1
+		r.Score = -1
-		r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，持续下跌", lastRsiInt, prveRsiInt))
+		r.Desc = fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，持续下跌", lastRsiInt, prveRsiInt)
-		return
+		return r
 	} else if lastRsiInt == prveRsiInt {
-		r.Model.ScoreRsi = 1
+		r.Score = 1
-		r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，与前一交易日无太大波动", lastRsiInt, prveRsiInt))
+		r.Desc = fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，与前一交易日无太大波动", lastRsiInt, prveRsiInt)
-		return
+		return r
 	}
-	r.Model.ScoreRsi = 2
+	r.Score = 1
-	r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨后呈上涨趋势", lastRsiInt, prveRsiInt))
+	r.Desc = fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨后呈上涨趋势", lastRsiInt, prveRsiInt)
-	return
+	return r
 }

internal/models/strat_model.go

@@ -23,18 +23,18 @@ type StratModel struct {
 	GtPrice       int     // 最近20日交易日价格大于设定值
 	RoeScore      int     // ROE 是否大于设定值
 	ValRoe        float64 // ROE 值
-	ScoreRsi      int
+	RecommendDesc string  // 推荐描述
-	RecommendDesc string // 推荐描述
+	Status        int     // 状态 -1:不推荐，0:正常 1:推荐
-	Status        int    // 状态 -1:不推荐，0:正常 1:推荐
 
 	// macd
-	MacdScore int
+	MacdScore int `gorm:"default:0"`
 	MacdVal   float64
 
-	// 值
+	// Rsi值
-	ValRsiOversold int
+	RsiScore       int `gorm:"default:0"`
-	ValRsiPrve     float64
+	RsiValOversold int
-	ValRsiLast     float64
+	RsiValPrve     float64
+	RsiValLast     float64
 
 	//AI
 	AiSummary      string