deving

cmd/cli/main.go

@@ -26,12 +26,14 @@ func main() {
 		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()
 	}

internal/logic/strategy/filter.go

@@ -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
 }

internal/logic/strategy/rule/price.go

@@ -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
 }

internal/logic/strategy/rule/roe.go

@@ -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
 }

internal/logic/strategy/rule/rsi.go

@@ -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 {
+func GetArgConfig(code string) (*models.StockArgs, *StockArgConf, error) {
-	rsi := &Rsi{
+	var args models.StockArgs
-		Key:  "Rsi",
+	err := impl.DBService.Where("ts_code = ?", code).First(&args).Error
-		Name: "RSI指标",
+	if err != nil {
-		Conf: nil,
+		return nil, nil, err
-		Args: nil,
-	}
-
-	if args == nil {
-		return rsi
 	}
 
 	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
+	return &args, &conf, nil
-	rsi.Args = args
-	return rsi
 }
 
-func (r *Rsi) Run(code string) *types.RuleResult {
+func (r *RuleFactory) RunRsi(code string) {
-	if r.Conf == nil {
+	args, conf, err := GetArgConfig(code)
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "参数错误！"}
+	if err != nil {
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc("RSI参数错误！")
+		return
 	}
 
-	if r.Conf.BestByProfit != "rsi" {
+	if conf.BestByProfit != "rsi" {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "BestByProfit!=RSI,BestByProfit=" + r.Conf.BestByProfit}
+		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)
+	impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", code).Order("trade_date desc").Limit(args.RsiPeriod*4).Pluck("close", &close)
-	if len(close) < r.Args.RsiPeriod {
+	if len(close) < args.RsiPeriod {
-		return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "数据不足"}
+		r.Model.ScoreRsi = -1
+		r.Model.AddDesc("数据不足")
+		return
 	}
 
 	newCloses := reverseSlice(close)
 
-	rsiResult := talib.Rsi(newCloses, r.Args.RsiPeriod)
+	rsiResult := talib.Rsi(newCloses, args.RsiPeriod)
-	prveRsi := rsiResult[len(rsiResult)-2]
+	prveRsi := utils.FloatRound(rsiResult[len(rsiResult)-2], 2)
-	lastRsi := rsiResult[len(rsiResult)-1]
+	lastRsi := utils.FloatRound(rsiResult[len(rsiResult)-1], 2)
-	lastRsi = utils.FloatRound(lastRsi, 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
 }

internal/models/strat_desc.go

@@ -0,0 +1,24 @@
+package models
+
+import (
+	"time"
+
+	"git.apinb.com/bsm-sdk/core/database"
+)
+
+type StratDesc struct {
+	ID           uint `gorm:"primarykey"`
+	CreatedAt    time.Time
+	StratModelID uint   `gorm:"column:strat_model_id"`
+	Hash         string `gorm:"uniqueIndex"`
+	Desc         string
+}
+
+func init() {
+	database.AppendMigrate(&StratDesc{})
+}
+
+// TableName 设置表名
+func (StratDesc) TableName() string {
+	return "strat_desc"
+}

internal/models/strat_model.go

@@ -1,6 +1,7 @@
 package models
 
 import (
+	"fmt"
 	"time"
 
 	"git.apinb.com/bsm-sdk/core/database"
@@ -21,7 +22,14 @@ type StratModel struct {
 	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
+	ScoreRsi      int
+
+	// 值
+	ValRoe         float64
+	ValRsiOversold int
+	ValRsiPrve     float64
+	ValRsiLast     float64
+	Desc           []StratDesc `gorm:"foreignKey:StratModelID"`
 }
 
 func init() {
@@ -43,7 +51,17 @@ func NewStratModel(key, code string) *StratModel {
 }
 
 func (s *StratModel) AddDesc(d string) {
-	s.Desc = s.Desc + "||" + d
+	hash := utils.Md5(fmt.Sprintf("%s-%d-%s:%s", s.StratKey, s.Ymd, s.Code, d))
+
+	var cnt int64
+	impl.DBService.Model(&StratDesc{}).Where("hash=?", hash).Count(&cnt)
+	if cnt > 0 {
+		return
+	}
+	s.Desc = append(s.Desc, StratDesc{
+		Hash: hash,
+		Desc: d,
+	})
 }
 
 func (s *StratModel) Save() error {