93 lines
2.8 KiB
Go
93 lines
2.8 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/logic/types"
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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 Rsi struct {
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Key string
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Name string
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Conf *StockArgConf
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Args *models.StockArgs
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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 NewRsi(args *models.StockArgs) *Rsi {
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rsi := &Rsi{
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Key: "Rsi",
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Name: "RSI指标",
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Conf: nil,
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Args: nil,
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}
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if args == nil {
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return rsi
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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 rsi
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}
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rsi.Conf = &conf
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rsi.Args = args
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return rsi
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}
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func (r *Rsi) Run(code string) *types.RuleResult {
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if r.Conf == nil {
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return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "参数错误！"}
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}
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if r.Conf.BestByProfit != "rsi" {
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return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "BestByProfit!=RSI,BestByProfit=" + r.Conf.BestByProfit}
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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(r.Args.RsiPeriod*4).Pluck("close", &close)
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if len(close) < r.Args.RsiPeriod {
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return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: "数据不足"}
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}
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newCloses := reverseSlice(close)
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rsiResult := talib.Rsi(newCloses, r.Args.RsiPeriod)
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prveRsi := rsiResult[len(rsiResult)-2]
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lastRsi := rsiResult[len(rsiResult)-1]
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lastRsi = utils.FloatRound(lastRsi, 2)
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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 > r.Args.RsiOversold {
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if CheckLowest(close, lastRsiInt, 14) {
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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)}
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}
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if CheckLowest(close, lastRsiInt, 20) {
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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)}
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}
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return &types.RuleResult{Key: r.Key, Name: r.Name, Score: -1, Desc: fmt.Sprintf("RSI=%d 高于%d", lastRsiInt, r.Args.RsiOversold)}
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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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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)}
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}
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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)}
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}
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