add mock order.
This commit is contained in:
@@ -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))
|
||||
|
||||
@@ -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)
|
||||
@@ -1,5 +1,5 @@
|
||||
Service: gostock
|
||||
Port: 14299
|
||||
Port: 13499
|
||||
|
||||
Databases:
|
||||
Driver: postgres
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
Service: gostock
|
||||
Port: 14299
|
||||
Port: 13499
|
||||
|
||||
Databases:
|
||||
Driver: postgres
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
Service: gostock
|
||||
Port: 14299
|
||||
Port: 13499
|
||||
|
||||
Databases:
|
||||
Driver: postgres
|
||||
|
||||
81
internal/logic/mock/order.go
Normal file
81
internal/logic/mock/order.go
Normal 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,
|
||||
})
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
43
internal/logic/restful/starter.go
Normal file
43
internal/logic/restful/starter.go
Normal file
@@ -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)
|
||||
}
|
||||
@@ -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"`
|
||||
}
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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 &
|
||||
Reference in New Issue
Block a user