101 lines
2.7 KiB
Go
101 lines
2.7 KiB
Go
package rule
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import (
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"encoding/json"
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"fmt"
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"git.apinb.com/bsm-sdk/core/utils"
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"git.apinb.com/quant/gostock/internal/impl"
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"git.apinb.com/quant/gostock/internal/models"
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talib "github.com/markcheno/go-talib"
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)
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type StockArgConf struct {
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BestByDrawdown string `json:"best_by_drawdown"`
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BestByProfit string `json:"best_by_profit"`
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BestByReturn string `json:"best_by_return"`
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BestBySharpe string `json:"best_by_sharpe"`
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BestByWinRate string `json:"best_by_win_rate"`
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}
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func GetArgConfig(code string) (*models.StockArgs, *StockArgConf, error) {
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var args models.StockArgs
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err := impl.DBService.Where("ts_code = ?", code).First(&args).Error
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if err != nil {
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return nil, nil, err
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}
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var conf StockArgConf
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err = json.Unmarshal([]byte(args.Config), &conf)
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if err != nil {
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return nil, nil, err
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}
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return &args, &conf, nil
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}
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func (r *RuleFactory) RunRsi(code string) {
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args, conf, err := GetArgConfig(code)
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if err != nil {
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r.Model.ScoreRsi = -1
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r.Model.AddDesc("RSI参数错误！")
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return
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}
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if conf.BestByProfit != "rsi" {
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r.Model.ScoreRsi = -1
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r.Model.AddDesc("BestByProfit不是RSI")
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return
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}
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var close []float64
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impl.DBService.Model(models.StockDaily{}).Where("ts_code = ?", code).Order("trade_date desc").Limit(args.RsiPeriod*4).Pluck("close", &close)
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if len(close) < args.RsiPeriod {
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r.Model.ScoreRsi = -1
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r.Model.AddDesc("数据不足")
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return
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}
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newCloses := reverseSlice(close)
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rsiResult := talib.Rsi(newCloses, args.RsiPeriod)
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prveRsi := utils.FloatRound(rsiResult[len(rsiResult)-2], 2)
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lastRsi := utils.FloatRound(rsiResult[len(rsiResult)-1], 2)
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r.Model.ValRsiLast = lastRsi
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r.Model.ValRsiPrve = prveRsi
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r.Model.ValRsiOversold = args.RsiOversold
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prveRsiInt := int(prveRsi)
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lastRsiInt := int(lastRsi)
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// 跌破RSI下轨
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if lastRsiInt > args.RsiOversold {
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if CheckLowest(close, lastRsiInt, 14) {
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r.Model.ScoreRsi = 1
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r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,14日最低", lastRsiInt))
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return
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}
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if CheckLowest(close, lastRsiInt, 20) {
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r.Model.ScoreRsi = 1
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r.Model.AddDesc(fmt.Sprintf("RSI=%d 跌破下轨,20日最低", lastRsiInt))
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return
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}
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r.Model.ScoreRsi = -1
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r.Model.AddDesc(fmt.Sprintf("RSI=%d 高于Oversold%d", lastRsiInt, args.RsiOversold))
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return
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}
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// RSI跌破下轨后呈上涨趋势
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if lastRsiInt < prveRsiInt {
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r.Model.ScoreRsi = -1
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r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨，持续下跌", lastRsiInt, prveRsiInt))
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return
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} else if lastRsiInt == prveRsiInt {
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r.Model.ScoreRsi = 1
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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))
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return
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}
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r.Model.ScoreRsi = 2
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r.Model.AddDesc(fmt.Sprintf("Rsi=%d prveRsi=%d,突破下轨后呈上涨趋势", lastRsiInt, prveRsiInt))
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return
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}
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