quant/gostock
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

deving

Browse Source
This commit is contained in:
yanweidong
2026-02-01 14:57:20 +08:00
parent ec0fb57d1f
commit d89d7967b8
7 changed files with 108 additions and 60 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
internal/logic/strategy/filter.go
View File

@@ -3,7 +3,6 @@ package strategy
import (
"strings"
"git.apinb.com/quant/gostock/internal/logic/strategy/rule"
"git.apinb.com/quant/gostock/internal/logic/types"
"git.apinb.com/quant/gostock/internal/models"
)
@@ -33,11 +32,6 @@ func MustFilter(basic *models.StockBasic) (bool, *types.ResultData) {
}
func ClacFilter(allow []*types.ResultData) []*types.ResultData {
for idx, item := range allow {
re := rule.NewRsi(GetArgs(item.Code)).Run(item.Code)
allow[idx].Score = re.Score
allow[idx].RSI = re.Result.(float64)
}
return allow
}

4
internal/logic/strategy/rule/price.go
View File

@@ -28,10 +28,10 @@ func (r *RuleFactory) RunPrice(code string) {
}
if !check {
r.Model.GtAmount = -1
r.Model.GtPrice = -1
r.Model.AddDesc(fmt.Sprintf("最近%d天, 有价格低于%.2f", LastDay, MinPrice))
return
}
r.Model.GtAmount = 1
r.Model.GtPrice = 1
}

8
internal/logic/strategy/rule/roe.go
View File

@@ -19,20 +19,22 @@ func (r *RuleFactory) RunRoe(code string) {
var data models.StockFinaIndicator
err := impl.DBService.Where("ts_code = ?", code).Order("period desc").Limit(1).First(&data).Error
if err != nil {
r.Model.GtAmount = -1
r.Model.GtRoe = -1
r.Model.ValRoe = -1
r.Model.AddDesc("最近无财报，无ROE值！")
return
}
data.Roe = utils.FloatRound(data.Roe, 2)
r.Model.ValRoe = data.Roe
if data.Roe < MinRoe {
r.Model.GtAmount = -1
r.Model.GtRoe = -1
r.Model.AddDesc(fmt.Sprintf("ROE=%.2f 低于%.2f", data.Roe, MinRoe))
return
}
r.Model.GtAmount = 1
r.Model.GtRoe = 1
r.Model.AddDesc(fmt.Sprintf("ROE=%.2f 高于%.2f", data.Roe, MinRoe))
return
}

90
internal/logic/strategy/rule/rsi.go
View File

@@ -6,18 +6,10 @@ import (
"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"
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"`
@@ -26,67 +18,83 @@ type StockArgConf struct {
BestByWinRate string `json:"best_by_win_rate"`
}
func NewRsi(args *models.StockArgs) *Rsi {
rsi := &Rsi{
Key: "Rsi",
Name: "RSI指标",
Conf: nil,
Args: nil,
}
if args == nil {
return rsi
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)
err = json.Unmarshal([]byte(args.Config), &conf)
if err != nil {
return rsi
return nil, nil, err
}
rsi.Conf = &conf
rsi.Args = args
return rsi
return &args, &conf, nil
}
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！"}
func (r *RuleFactory) RunRsi(code string) {
args, conf, err := GetArgConfig(code)
if err != nil {
r.Model.ScoreRsi = -1
r.Model.AddDesc("RSI参数错误！")
return
}
if r.Conf.BestByProfit != "rsi" {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "BestByProfit!=RSI,BestByProfit=" + r.Conf.BestByProfit}
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 = ?", 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"}
impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", 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)
rsiResult := talib.Rsi(newCloses, r.Args.RsiPeriod)
prveRsi := rsiResult[len(rsiResult)-2]
lastRsi := rsiResult[len(rsiResult)-1]
lastRsi = utils.FloatRound(lastRsi, 2)
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)
// 跌破RSI下轨
if lastRsiInt > r.Args.RsiOversold {
if lastRsiInt > args.RsiOversold {
if CheckLowest(close, lastRsiInt, 14) {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Result: lastRsi, Desc: fmt.Sprintf("RSI=%d 跌破下轨,14日最低", lastRsiInt)}
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) {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Result: lastRsi, Desc: fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt)}
r.Model.ScoreRsi = 1
r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt))
return
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("RSI=%d 高于%d", lastRsiInt, r.Args.RsiOversold)}
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 {
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("Rsi=%d prveRsi=%d,跌破下轨，持续下跌", 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
}
return &types.RuleResult{Key: r.Key, Name: r.Name, Score: 1, Result: lastRsi, Desc: fmt.Sprintf("RSI=%d prveRsi=%d,跌破下轨后呈上涨趋势", lastRsiInt, prveRsiInt)}
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
}