fix bug

2026-02-24 16:29:28 +08:00
parent 5340b07795
commit 24fe2a97cf
8 changed files with 411 additions and 58 deletions
--- a/internal/logic/strategy/indicator/rsi.go
+++ b/internal/logic/strategy/indicator/rsi.go
@@ -0,0 +1,117 @@
+package indicator
+
+import (
+	"encoding/json"
+	"fmt"
+
+	"git.apinb.com/bsm-sdk/core/utils"
+	"git.apinb.com/quant/gostock/internal/impl"
+	"git.apinb.com/quant/gostock/internal/models"
+	talib "github.com/markcheno/go-talib"
+)
+
+var (
+	offset = 1 // 偏移量
+)
+
+type StockArgConf struct {
+	BestByDrawdown string `json:"best_by_drawdown"`
+	BestByProfit   string `json:"best_by_profit"`
+	BestByReturn   string `json:"best_by_return"`
+	BestBySharpe   string `json:"best_by_sharpe"`
+	BestByWinRate  string `json:"best_by_win_rate"`
+}
+
+func GetArgConfig(code string) (*models.StockArgs, *StockArgConf, error) {
+	var args models.StockArgs
+	err := impl.DBService.Where("ts_code = ?", code).First(&args).Error
+	if err != nil {
+		return nil, nil, err
+	}
+
+	var conf StockArgConf
+	err = json.Unmarshal([]byte(args.Config), &conf)
+	if err != nil {
+		return nil, nil, err
+	}
+
+	return &args, &conf, nil
+}
+
+func (r *IndicatorFactory) RunRsi() {
+	args, conf, err := GetArgConfig(r.Model.Code)
+	if err != nil {
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc("RSI参数错误！")
+		return
+	}
+
+	if args.RsiOversold == 0 {
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc("RSI RsiOversold=0,参数错误！")
+		return
+	}
+
+	if conf.BestByProfit != "rsi" {
+		r.Model.ScoreRsi = -1
+		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)
+	if len(close) < args.RsiPeriod {
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc("数据不足")
+		return
+	}
+
+	newCloses := ReverseSlice(close)
+	args.RsiOversold = args.RsiOversold + offset
+
+	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.Model.ValRsiOversold = args.RsiOversold
+	prveRsiInt := int(prveRsi)
+	lastRsiInt := int(lastRsi)
+
+	if lastRsiInt == 0 {
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc("RSI lastRsiInt=0,计算错误！")
+		return
+	}
+
+	// 跌破RSI下轨
+	if lastRsiInt > args.RsiOversold {
+		if CheckLowest(close, lastRsiInt, 14) {
+			r.Model.ScoreRsi = 1
+			r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,14日最低", lastRsiInt))
+			return
+		}
+		if CheckLowest(close, lastRsiInt, 20) {
+			r.Model.ScoreRsi = 1
+			r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt))
+			return
+		}
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc(fmt.Sprintf("RSI=%d 高于Oversold%d", lastRsiInt, args.RsiOversold))
+		return
+	}
+
+	// RSI跌破下轨后呈上涨趋势
+	if lastRsiInt < prveRsiInt {
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，持续下跌", lastRsiInt, prveRsiInt))
+		return
+	} else if lastRsiInt == prveRsiInt {
+		r.Model.ScoreRsi = 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))
+		return
+	}
+	r.Model.ScoreRsi = 2
+	r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨后呈上涨趋势", lastRsiInt, prveRsiInt))
+	return
+}