add mock order.

This commit is contained in:
yanweidong
2026-02-09 18:28:00 +08:00
parent 8a6b129ba6
commit b9f522b101
10 changed files with 141 additions and 13 deletions

View File

@@ -30,6 +30,7 @@ func main() {
app.Use(middleware.Cors())
app.Use(gin.Recovery())
app.GET("/", restful.Ping)
app.GET("/start/strategy", restful.Starter)
// 启动HTTP服务器
err := app.Run(fmt.Sprintf(":%s", config.Spec.Port))

View File

@@ -22,9 +22,10 @@ func main() {
config.New(ServiceKey)
impl.NewImpl()
ymd := models.GetYmd()
for _, code := range strategy.GetStocks() {
strategy.InitCacheByCode(code)
model := models.NewStratModel("selector", code)
model := models.NewStratModel("selector", code, ymd)
stratRule := rule.NewRule(model)
{
stratRule.RunUpDate(strategy.Cache[code].Basic.ListDate)

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@@ -1,5 +1,5 @@
Service: gostock
Port: 14299
Port: 13499
Databases:
Driver: postgres

View File

@@ -1,5 +1,5 @@
Service: gostock
Port: 14299
Port: 13499
Databases:
Driver: postgres

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@@ -1,5 +1,5 @@
Service: gostock
Port: 14299
Port: 13499
Databases:
Driver: postgres

View File

@@ -0,0 +1,81 @@
package mock
import (
"log"
"git.apinb.com/bsm-sdk/core/utils"
"git.apinb.com/quant/gostock/internal/impl"
"git.apinb.com/quant/gostock/internal/models"
)
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)
if len(stocks) == 0 {
log.Println("No data to process.")
return
}
for _, s := range stocks {
log.Printf("Processing %s %s", s.Code, s.StratKey)
// 1.判断是否有持仓
var cnt int64
impl.DBService.Model(&models.MockPosition{}).Where("code=? and status=0", s.Code).Count(&cnt)
if cnt > 0 {
log.Printf("Position exists for %s, skip.", s.Code)
continue
}
// 2.获取当日收盘最新价
var latestPrice float64
impl.DBService.Model(&models.StockDaily{}).Where("ts_code=? and trade_date=?", s.Code, ymd).Select("close").Scan(&latestPrice)
if latestPrice == 0 {
log.Printf("No data for %s, skip.", s.Code)
continue
}
// 3.开仓
newOpenPrice := utils.FloatRound(latestPrice*1.005, 2) // 默认开仓价为收盘价+0.5%的滑点
log.Printf("Latest price for %s is %f,open %f", s.Code, latestPrice, newOpenPrice)
impl.DBService.Model(&models.MockPosition{}).Create(&models.MockPosition{
Code: s.Code,
OpenPrice: newOpenPrice,
Pnl: 0,
PnlRate: 0,
Status: 0,
})
}
}
func CheckClose() {
log.Println("Check Close Mock Order.")
var positions []*models.MockPosition
impl.DBService.Where("status=0").Find(&positions)
for _, p := range positions {
var item models.StockDaily
err := impl.DBService.Model(&models.StockDaily{}).Where("ts_code=?", p.Code).Order("id desc").Limit(1).First(&item).Error
if err != nil {
log.Printf("No data for %s, skip.", p.Code)
continue
}
// 1.通过最高价计算平仓价格
newClosePrice := utils.FloatRound(item.High*0.99, 2)
log.Printf("Latest price for %s is %f,close %f", p.Code, item.High, newClosePrice)
// 2.计算盈亏
pnl := utils.FloatRound(newClosePrice-p.OpenPrice, 2)
pnlRate := utils.FloatRound(p.Pnl/p.OpenPrice*100, 2)
log.Printf("Pnl for %s is %f,rate %f", p.Code, pnl, pnlRate)
// 3.判断盈亏超过20%,才确定平仓
if pnlRate >= 20 {
impl.DBService.Model(&models.MockPosition{}).Where("id=?", p.ID).Updates(map[string]any{
"close_price": newClosePrice,
"pnl": pnl,
"pnl_rate": pnlRate,
"status": 1,
})
}
}
}

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@@ -0,0 +1,43 @@
package restful
import (
"log"
"git.apinb.com/quant/gostock/internal/logic/mock"
"git.apinb.com/quant/gostock/internal/logic/strategy"
"git.apinb.com/quant/gostock/internal/logic/strategy/rule"
"git.apinb.com/quant/gostock/internal/models"
"github.com/gin-gonic/gin"
)
func Starter(ctx *gin.Context) {
log.Println("Strategy START.")
ymd := models.GetYmd()
for _, code := range strategy.GetStocks() {
strategy.InitCacheByCode(code)
model := models.NewStratModel("selector", code, ymd)
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)
stratRule.RunRsi(code)
// 过滤无需AI分析
if model.StScore > 0 && model.IndustryScore > 0 && model.GtPrice > 0 && model.GtAmount > 0 && model.GtRoe > 0 && model.ScoreRsi > 0 {
model.AiScore = 0 // 待分析
} else {
model.AiScore = -2
model.AddDesc("无需AI分析")
}
}
model.Save()
}
strategy.BootAiStart("selector", ymd)
log.Println("Strategy END.")
mock.Run("selector", ymd)
}

View File

@@ -1,11 +1,13 @@
package models
import "gorm.io/gorm"
type MockPosition struct {
gorm.Model
Code string
OpenPrice float64
Code string
OpenPrice float64
ClosePrice float64
Pnl float64
PnlRate float64
Status int
}
Pnl float64
PnlRate float64
Status int `default:"0"`
}

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@@ -52,10 +52,10 @@ func (StratModel) TableName() string {
return "strat_model"
}
func NewStratModel(key, code string) *StratModel {
func NewStratModel(key, code string, ymd int) *StratModel {
obj := StratModel{
StratKey: key,
Ymd: GetYmd(),
Ymd: ymd,
Code: code,
}
return &obj

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@@ -1,5 +1,5 @@
#!/bin/bash
GOARCH=amd64 GOOS=linux go build -o ../builds/gostock ./cmd/cli/main.go
GOARCH=amd64 GOOS=linux go build -o ../builds/gostock ./cmd/main/main.go
nohup ./gostock > /data/app/logs/gostock.log 2>&1 &