deving

internal/logic/strategy/data.go

@@ -31,6 +31,17 @@ func GetIndustry() (industry []string) {
 	return
 }
 
+
+func GetArgs(code string) *models.StockArgs {
+	var args models.StockArgs
+	err := impl.DBService.Where("ts_code = ?", code).First(&args).Error
+	if err != nil {
+		return nil
+	}
+
+	return &args
+}
+
 func GetBasic(code string) *models.StockBasic {
 	var data StockData
 	impl.DBService.Where("ts_code = ?", code).First(&data.Basic)

internal/logic/strategy/rule/roe.go

@@ -9,7 +9,7 @@ import (
 )
 
 var (
-	MinRoe = 0
+	MinRoe float64 = 0
 )
 
 type Roe struct {
@@ -26,20 +26,15 @@ func NewRoe() *Roe {
 
 func (r *Roe) Run(code string) *types.RuleResult {
 
-	var data []models.StockDaily
-	impl.DBService.Where("ts_code = ?", code).Order("trade_date desc").Limit(LastDay).Find(&data)
-
-	check := true
-	for _, row := range data {
-		if row.Close < MinPrice {
-			check = false
-			break
-		}
+	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！"}
 	}
 
-	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)}
+	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)}
 	}
 
-	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)}
+	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("ROE=%.2f 高于%.2f", data.Roe, MinRoe)}
 }

internal/logic/strategy/rule/rsi.go

@@ -1 +1,69 @@
 package rule
+
+import (
+	"encoding/json"
+	"fmt"
+
+	"git.apinb.com/quant/gostock/internal/impl"
+	"git.apinb.com/quant/gostock/internal/logic/types"
+	"git.apinb.com/quant/gostock/internal/models"
+	talib "github.com/markcheno/go-talib"
+)
+
+type Rsi struct {
+	Key  string
+	Name string
+	Conf *StockArgConf
+	Args *models.StockArgs
+}
+
+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 NewRsi(args *models.StockArgs) *Rsi {
+	var conf StockArgConf
+	err := json.Unmarshal([]byte(args.Config), &conf)
+	if err != nil {
+		return &Rsi{
+			Key:  "Rsi",
+			Name: "RSI指标",
+			Conf: nil,
+			Args: args,
+		}
+	}
+	return &Rsi{
+		Key:  "Rsi",
+		Name: "RSI指标",
+		Conf: &conf,
+		Args: args,
+	}
+}
+
+func (r *Rsi) Run(code string) *types.RuleResult {
+	if r.Conf == nil {
+		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "参数错误！"}
+	}
+
+	if r.Conf.BestByProfit != "rsi" {
+		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "BestByProfit!=RSI,BestByProfit=" + r.Conf.BestByProfit}
+	}
+
+	var close []float64
+	impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", code).Order("trade_date desc").Limit(r.Args.RsiPeriod*4).Pluck("close", &close)
+	if len(close) < r.Args.RsiPeriod {
+		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "数据不足"}
+	}
+
+	rsiResult := talib.Rsi(close, r.Args.RsiPeriod)
+	lastRsi := rsiResult[len(rsiResult)-1]
+	if lastRsi > float64(r.Args.RsiOversold) {
+		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("RSI=%.2f 高于%d", lastRsi, r.Args.RsiOversold)}
+	}
+
+	return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Desc: fmt.Sprintf("RSI=%.2f 低于%d", lastRsi, r.Args.RsiOversold)}
+}