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This commit is contained in:
yanweidong
2026-01-31 18:22:58 +08:00
parent b4310c22cd
commit 32cbe88964
12 changed files with 104 additions and 155 deletions
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19
cmd/cli/main.go
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@@ -7,7 +7,9 @@ import (
"git.apinb.com/quant/gostock/internal/config"
"git.apinb.com/quant/gostock/internal/impl"
"git.apinb.com/quant/gostock/internal/logic/strategy"
"git.apinb.com/quant/gostock/internal/logic/strategy/rule"
"git.apinb.com/quant/gostock/internal/logic/types"
"git.apinb.com/quant/gostock/internal/models"
"github.com/gocarina/gocsv"
)
@@ -15,15 +17,26 @@ var (
ServiceKey = "gostock"
)
func main2() {
func main() {
log.Println("Hello Cli!")
config.New(ServiceKey)
impl.NewImpl()
strategy.GenMarkData("601899.SH")
code := "601899.SH"
strategy.InitCacheByCode(code)
model := models.NewStratModel("selector", code)
stratRule := rule.NewRule(model)
stratRule.RunUpDate(strategy.Cache[code].Basic.ListDate)
stratRule.RunST(strategy.Cache[code].Basic.Name)
stratRule.RunIndustry(strategy.Cache[code].Basic.Industry)
stratRule.RunPrice(code)
stratRule.RunAmount(code)
stratRule.RunRoe(code)
model.Save()
}
func main() {
func main2() {
log.Println("Hello Cli!")
config.New(ServiceKey)
impl.NewImpl()

1
internal/logic/strategy/boot.go
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@@ -1,4 +1,5 @@
package strategy
func Boot() {
InitCacheByAll()
}

12
internal/logic/strategy/data.go
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@@ -8,6 +8,8 @@ import (
"git.apinb.com/quant/gostock/internal/models"
)
var Cache = make(map[string]*StockData)
type StockData struct {
Basic models.StockBasic
Daily []models.StockDaily
@@ -15,6 +17,16 @@ type StockData struct {
FinaIndicator []models.StockFinaIndicator
}
func InitCacheByAll() {
for _, code := range GetStocks() {
Cache[code] = GetFullData(code)
}
}
func InitCacheByCode(code string) {
Cache[code] = GetFullData(code)
}
func GetFullData(code string) *StockData {
var data StockData
impl.DBService.Where("ts_code = ?", code).First(&data.Basic)

41
internal/logic/strategy/filter.go
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@@ -18,47 +18,6 @@ func MustFilter(basic *models.StockBasic) (bool, *types.ResultData) {
Desc: "",
Pass: "NOT",
}
if re := rule.NewUpDate().Run(basic.ListDate); re.Score <= 0 {
data.Desc = re.Desc
return false, data
} else {
descripts = append(descripts, re.Desc)
}
if re := rule.NewST().Run(basic.Name); re.Score <= 0 {
data.Desc = re.Desc
return false, data
} else {
descripts = append(descripts, re.Desc)
}
if re := rule.NewIdustry().Run(basic.Industry); re.Score <= 0 {
data.Desc = re.Desc
return false, data
} else {
descripts = append(descripts, re.Desc)
}
if re := rule.NewPrice().Run(basic.TsCode); re.Score <= 0 {
data.Desc = re.Desc
return false, data
} else {
descripts = append(descripts, re.Desc)
}
if re := rule.NewAmount().Run(basic.TsCode); re.Score <= 0 {
data.Desc = re.Desc
return false, data
} else {
descripts = append(descripts, re.Desc)
}
if re := rule.NewRoe().Run(basic.TsCode); re.Score <= 0 {
data.Desc = re.Desc
return false, data
} else {
descripts = append(descripts, re.Desc)
}
// if re := rule.NewRsi(GetArgs(basic.TsCode)).Run(basic.TsCode); re.Score <= 0 {
// data.Desc = re.Desc

23
internal/logic/strategy/rule/amount.go
View File

@@ -2,9 +2,9 @@ package rule
import (
"fmt"
"log"
"git.apinb.com/quant/gostock/internal/impl"
"git.apinb.com/quant/gostock/internal/logic/types"
"git.apinb.com/quant/gostock/internal/models"
)
@@ -13,19 +13,8 @@ var (
MinAmount float64 = 100000 // 万元为单位
)
type Amount struct {
Key string
Name string
}
func NewAmount() *Amount {
return &Amount{
Key: "Amount",
Name: "成交额",
}
}
func (r *Amount) Run(code string) *types.RuleResult {
func (r *RuleFactory) RunAmount(code string) {
log.Println("RunAmount:", r.Model.Code, "Args:", LastAmountDay, MinAmount)
var data []models.StockDaily
impl.DBService.Where("ts_code = ?", code).Order("trade_date desc").Limit(LastAmountDay).Find(&data)
@@ -39,8 +28,10 @@ func (r *Amount) Run(code string) *types.RuleResult {
}
if !check {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("最近%d天, 有成交额低于%.2f万元", LastAmountDay, MinAmount)}
r.Model.GtAmount = -1
r.Model.AddDesc(fmt.Sprintf("最近%d天, 有成交额低于%.2f万元", LastAmountDay, MinAmount))
return
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("最近%d天, 成交额均高于%.2f万元", LastAmountDay, MinAmount)}
r.Model.GtAmount = 1
}

32
internal/logic/strategy/rule/industry.go
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@@ -1,9 +1,8 @@
package rule
import (
"log"
"strings"
"git.apinb.com/quant/gostock/internal/logic/types"
)
var (
@@ -17,28 +16,19 @@ var (
neutralIndustries = "银行,证券,保险,建筑工程,装修装饰,水泥,其他建材,化工原料,农药化肥,汽车服务,运输设备,旅游服务,酒店餐饮,旅游景点,食品,乳制品,白酒,啤酒,家用电器,家居用品,港口,水运,空运,农业综合,种植业,渔业,多元金融,工程机械,轻工机械,机械基件,机床制造,专用机械,化工机械,电器仪表,塑料,橡胶,化纤,服饰,日用化工,文教休闲,影视音像,广告包装,批发业,商贸代理,其他商业,商品城,电信运营,供气供热,软饮料,红黄酒,公共交通,机场,路桥,水力发电,石油加工,石油开采,石油贸易,园区开发,综合类,林业,特种钢"
)
type Industry struct {
Key string
Name string
}
func (r *RuleFactory) RunIndustry(in string) {
log.Println("RunIndustry:", r.Model.Code, "Args:", in)
func NewIdustry() *Industry {
return &Industry{
Key: "industry",
Name: "行业",
}
}
func (r *Industry) Run(in string) *types.RuleResult {
score := 1
desc := "中性/周期型行业"
if strings.Contains(hotIndustries, in) {
score = 2
desc = "热门行业"
r.Model.IndustryScore = 2
r.Model.AddDesc("中性/热门行业")
return
} else if strings.Contains(sunsetIndustries, in) {
score = -1
desc = "夕阳行业"
r.Model.IndustryScore = -1
r.Model.AddDesc("中性/夕阳行业")
return
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: score, Desc: desc}
r.Model.IndustryScore = 1
r.Model.AddDesc("中性/周期型行业")
}

13
internal/logic/strategy/rule/new.go Normal file
View File

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

23
internal/logic/strategy/rule/price.go
View File

@@ -2,9 +2,9 @@ package rule
import (
"fmt"
"log"
"git.apinb.com/quant/gostock/internal/impl"
"git.apinb.com/quant/gostock/internal/logic/types"
"git.apinb.com/quant/gostock/internal/models"
)
@@ -13,19 +13,8 @@ var (
MinPrice = 5.0
)
type Price struct {
Key string
Name string
}
func NewPrice() *Price {
return &Price{
Key: "Price",
Name: "股价",
}
}
func (r *Price) Run(code string) *types.RuleResult {
func (r *RuleFactory) RunPrice(code string) {
log.Println("RunPrice:", r.Model.Code, "Args:", LastDay, MinPrice)
var data []models.StockDaily
impl.DBService.Where("ts_code = ?", code).Order("trade_date desc").Limit(LastDay).Find(&data)
@@ -39,8 +28,10 @@ func (r *Price) Run(code string) *types.RuleResult {
}
if !check {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("最近%d天, 有价格低于%.2f", LastDay, MinPrice)}
r.Model.GtAmount = -1
r.Model.AddDesc(fmt.Sprintf("最近%d天, 有价格低于%.2f", LastDay, MinPrice))
return
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("最近%d天, 价格均高于%.2f", LastDay, MinPrice)}
r.Model.GtAmount = 1
}

29
internal/logic/strategy/rule/roe.go
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@@ -2,10 +2,10 @@ package rule
import (
"fmt"
"log"
"git.apinb.com/bsm-sdk/core/utils"
"git.apinb.com/quant/gostock/internal/impl"
"git.apinb.com/quant/gostock/internal/logic/types"
"git.apinb.com/quant/gostock/internal/models"
)
@@ -13,31 +13,26 @@ var (
MinRoe float64 = 0
)
type Roe struct {
Key string
Name string
}
func NewRoe() *Roe {
return &Roe{
Key: "Roe",
Name: "年化净资产收益率",
}
}
func (r *Roe) Run(code string) *types.RuleResult {
func (r *RuleFactory) RunRoe(code string) {
log.Println("RunRoe:", r.Model.Code)
var data models.StockFinaIndicator
err := impl.DBService.Where("ts_code = ?", code).Order("period desc").Limit(1).First(&data).Error
if err != nil {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "最近无财报，无ROE值！"}
r.Model.GtAmount = -1
r.Model.AddDesc("最近无财报，无ROE值！")
return
}
data.Roe = utils.FloatRound(data.Roe, 2)
if data.Roe < MinRoe {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("ROE=%.2f 低于%.2f", data.Roe, MinRoe)}
r.Model.GtAmount = -1
r.Model.AddDesc(fmt.Sprintf("ROE=%.2f 低于%.2f", data.Roe, MinRoe))
return
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("ROE=%.2f 高于%.2f", data.Roe, MinRoe)}
r.Model.GtAmount = 1
r.Model.AddDesc(fmt.Sprintf("ROE=%.2f 高于%.2f", data.Roe, MinRoe))
return
}

24
internal/logic/strategy/rule/st.go
View File

@@ -1,27 +1,17 @@
package rule
import (
"log"
"strings"
"git.apinb.com/quant/gostock/internal/logic/types"
)
type ST struct {
Key string
Name string
}
func NewST() *ST {
return &ST{
Key: "ST",
Name: "ST",
}
}
func (r *ST) Run(in string) *types.RuleResult {
func (r *RuleFactory) RunST(in string) {
log.Println("RunST:", r.Model.Code, "Args:", in)
if strings.Contains(in, "ST") {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "有退市风险"}
r.Model.StScore = -1
r.Model.AddDesc("有退市风险")
return
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: "无退市风险"}
r.Model.StScore = 1
}

32
internal/logic/strategy/rule/up_date.go
View File

@@ -1,35 +1,25 @@
package rule
import (
"log"
"time"
"git.apinb.com/quant/gostock/internal/logic/types"
)
type UpDate struct {
Key string
Name string
}
func NewUpDate() *UpDate {
return &UpDate{
Key: "UpDate",
Name: "上市时间",
}
}
func (r *UpDate) Run(lastdate string) *types.RuleResult {
func (r *RuleFactory) RunUpDate(lastdate string) {
log.Println("RunUpDate:", r.Model.Code, "Args:", lastdate)
// 计算上市不足半年的股票
if lastdate == "" {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "无上市时间"}
r.Model.UpDateDay = -1
r.Model.AddDesc("无上市时间")
return
}
lastDate, err := time.Parse("20060102", lastdate)
if err != nil {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "上市时间格式错误"}
r.Model.UpDateDay = -1
r.Model.AddDesc("上市时间格式错误")
return
}
if time.Now().Sub(lastDate) < time.Hour*24*365/2 {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "上市时间不足6个月"}
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: "上市超过半年"}
daysDiff := int(time.Since(lastDate).Hours() / 24)
r.Model.UpDateDay = daysDiff
}

10
internal/models/strat_model.go
View File

@@ -15,13 +15,13 @@ type StratModel struct {
StratKey string
Ymd int
Code string
UpDateMonth int //上市时间，月数
UpDateDay int //上市时间，天数
IndustryScore int // 行业分组
IsSt int
StScore int
GtAmount int // 每日交易额大于设定值
GtPrice int // 最近20日交易日价格大于设定值
GtRoe int // ROE 是否大于设定值
Desc string
}
func init() {
@@ -42,6 +42,10 @@ func NewStratModel(key, code string) *StratModel {
return &obj
}
func (s *StratModel) AddDesc(d string) {
s.Desc = s.Desc + "||" + d
}
func (s *StratModel) Save() error {
var cnt int64
impl.DBService.Model(&StratModel{}).Where("strat_key=? and ymd=? and code=?", s.StratKey, s.Ymd, s.Code).Count(&cnt)