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add money flow.

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This commit is contained in:
yanweidong
2026-05-02 10:01:33 +08:00
parent 94de0de8c7
commit ba41a6af76
5 changed files with 379 additions and 42 deletions
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33
schema/dataset_money.go Normal file
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package schema
// DatasetMoney个股资金流向（与 Tushare moneyflow 接口字段一致，每行 ts_code+trade_date）。
// 金额单位为万元，量单位为手；分类阈值见 Tushare 文档（小单 5 万以下、中单 5～20 万等）。
type DatasetMoney struct {
ID uint `gorm:"primarykey;autoIncrement"`
TsCode string `gorm:"type:varchar(20);not null;uniqueIndex:un_money_ts_date;index;comment:TS代码" json:"ts_code"`
UpdateYmd int `gorm:"index;comment:更新日期" json:"update_ymd"`
BuySmVol int64 `gorm:"comment:小单买入量(手)" json:"buy_sm_vol"`
BuySmAmount float64 `gorm:"type:decimal(20,4);comment:小单买入金额(万元)" json:"buy_sm_amount"`
SellSmVol int64 `gorm:"comment:小单卖出量(手)" json:"sell_sm_vol"`
SellSmAmount float64 `gorm:"type:decimal(20,4);comment:小单卖出金额(万元)" json:"sell_sm_amount"`
BuyMdVol int64 `gorm:"comment:中单买入量(手)" json:"buy_md_vol"`
BuyMdAmount float64 `gorm:"type:decimal(20,4);comment:中单买入金额(万元)" json:"buy_md_amount"`
SellMdVol int64 `gorm:"comment:中单卖出量(手)" json:"sell_md_vol"`
SellMdAmount float64 `gorm:"type:decimal(20,4);comment:中单卖出金额(万元)" json:"sell_md_amount"`
BuyLgVol int64 `gorm:"comment:大单买入量(手)" json:"buy_lg_vol"`
BuyLgAmount float64 `gorm:"type:decimal(20,4);comment:大单买入金额(万元)" json:"buy_lg_amount"`
SellLgVol int64 `gorm:"comment:大单卖出量(手)" json:"sell_lg_vol"`
SellLgAmount float64 `gorm:"type:decimal(20,4);comment:大单卖出金额(万元)" json:"sell_lg_amount"`
BuyElgVol int64 `gorm:"comment:特大单买入量(手)" json:"buy_elg_vol"`
BuyElgAmount float64 `gorm:"type:decimal(20,4);comment:特大单买入金额(万元)" json:"buy_elg_amount"`
SellElgVol int64 `gorm:"comment:特大单卖出量(手)" json:"sell_elg_vol"`
SellElgAmount float64 `gorm:"type:decimal(20,4);comment:特大单卖出金额(万元)" json:"sell_elg_amount"`
NetMfVol int64 `gorm:"comment:净流入量(手)" json:"net_mf_vol"`
NetMfAmount float64 `gorm:"type:decimal(20,4);comment:净流入额(万元)" json:"net_mf_amount"`
MainForceNetWan float64 `gorm:"type:decimal(20,4);comment:主力净流入(万元)" json:"main_force_net_wan"`
}
func (DatasetMoney) TableName() string {
return "dataset_money"
}

31
schema/dataset_money_total.go
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package schema
// DatasetMoneyTotal 资金流汇总（采用 dataset/stock 的索引定义）。
type DatasetMoneyTotal struct {
ID uint `gorm:"primarykey"`
TsCode string `gorm:"type:varchar(20);not null;uniqueIndex:uq_money_total_ts_code"`
Last1DayMfAmount float64
Last3DayMfAmount float64
Last1DayTotalAmount float64
Last3DayTotalAmount float64
IsGreaterPervious bool
}
func (DatasetMoneyTotal) TableName() string {
return "dataset_money_total"
}
// Key 与唯一索引 uq_money_total_ts_code 一致。
func (m *DatasetMoneyTotal) Key() string {
return m.TsCode
}
// NetFlow1Day 最近 1 日主力净流入（万元），与字段语义一致。
func (m *DatasetMoneyTotal) NetFlow1Day() float64 {
return m.Last1DayMfAmount
}
// NetFlow3Day 最近 3 日主力净流入（万元）。
func (m *DatasetMoneyTotal) NetFlow3Day() float64 {
return m.Last3DayMfAmount
}

325
schema/dataset_summary.go Normal file
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package schema
import (
"errors"
"strconv"
"strings"
"time"
"gorm.io/gorm"
)
// DatasetSummary 个股重要指标总览（每股一行，由 Basic / Daily / Indicator / IndicatorPro /
// FinaIndicator / MoneyTotal / PledgeStat / BlocksMember 等表聚合写入）。
type DatasetSummary struct {
ID uint `gorm:"primarykey"`
TsCode string `gorm:"type:varchar(20);not null;uniqueIndex:uq_dataset_summary_ts_code;index;comment:TS代码" json:"ts_code"`
UpdateYmd int `gorm:"index;comment:更新日期" json:"update_ymd"`
// --- DatasetBasic：身份与分类 ---
Name string `gorm:"type:varchar(50);not null;default:'';comment:股票名称" json:"name"`
Industry string `gorm:"type:varchar(50);not null;default:'';comment:所属行业" json:"industry"`
Area string `gorm:"type:varchar(50);not null;default:'';comment:地域" json:"area"`
Market string `gorm:"type:varchar(50);not null;default:'';comment:市场类型" json:"market"`
ListDate string `gorm:"type:varchar(50);not null;default:'';comment:上市日期" json:"list_date"`
IsHS string `gorm:"type:varchar(2);default:'N';comment:沪深港通 N/H/S" json:"is_hs"`
IsSt string `gorm:"type:varchar(2);default:'N';comment:是否是ST" json:"is_st"`
// --- DatasetDaily / DatasetIndicator / DatasetIndicatorPro：最近交易日行情与估值 ---
Close float64 `gorm:"type:decimal(20,4);comment:收盘价" json:"close"`
PctChg float64 `gorm:"type:decimal(20,6);comment:涨跌幅(%)" json:"pct_chg"`
Vol float64 `gorm:"type:decimal(20,2);comment:成交量(手)" json:"vol"`
Amount float64 `gorm:"type:decimal(20,2);comment:成交额(千元)" json:"amount"`
TurnoverRate float64 `gorm:"type:decimal(20,4);comment:换手率(%)" json:"turnover_rate"`
TurnoverRateF float64 `gorm:"type:decimal(20,4);comment:换手率(自由流通股%)" json:"turnover_rate_f"`
VolumeRatio float64 `gorm:"type:decimal(20,4);comment:量比" json:"volume_ratio"`
Pe float64 `gorm:"type:decimal(20,4);comment:市盈率" json:"pe"`
PeTtm float64 `gorm:"type:decimal(20,4);comment:市盈率TTM" json:"pe_ttm"`
Pb float64 `gorm:"type:decimal(20,4);comment:市净率" json:"pb"`
PsTtm float64 `gorm:"type:decimal(20,4);comment:市销率TTM" json:"ps_ttm"`
DvTtm float64 `gorm:"type:decimal(20,4);comment:股息率TTM(%)" json:"dv_ttm"`
TotalShare float64 `gorm:"type:decimal(20,4);comment:总股本(万股)" json:"total_share"`
FloatShare float64 `gorm:"type:decimal(20,4);comment:流通股本(万股)" json:"float_share"`
FreeShare float64 `gorm:"type:decimal(20,4);comment:自由流通股本(万)" json:"free_share"`
TotalMv float64 `gorm:"type:decimal(20,4);comment:总市值(万元)" json:"total_mv"`
CircMv float64 `gorm:"type:decimal(20,4);comment:流通市值(万元)" json:"circ_mv"`
AdjFactor float64 `gorm:"type:decimal(20,6);comment:复权因子(来自因子表)" json:"adj_factor"`
MaBfq5 float64 `gorm:"type:decimal(20,6);comment:MA5不复权" json:"ma_bfq5"`
MaBfq20 float64 `gorm:"type:decimal(20,6);comment:MA20不复权" json:"ma_bfq20"`
MacdDifBfq float64 `gorm:"type:decimal(20,6);comment:MACD DIF不复权" json:"macd_dif_bfq"`
RsiBfq12 float64 `gorm:"type:decimal(20,6);comment:RSI12不复权" json:"rsi_bfq12"`
// --- DatasetFinaIndicator：最近一期财务核心 ---
FinaPeriod int `gorm:"index;comment:财务报告期数(与 fina 表 period 一致)" json:"fina_period"`
FinaAnnDate string `gorm:"type:varchar(32);default:'';comment:财报公告日" json:"fina_ann_date"`
FinaEndDate string `gorm:"type:varchar(32);default:'';comment:财报报告期" json:"fina_end_date"`
Eps float64 `gorm:"type:decimal(20,4);comment:基本每股收益" json:"eps"`
Bps float64 `gorm:"type:decimal(20,4);comment:每股净资产" json:"bps"`
Ocfps float64 `gorm:"type:decimal(20,4);comment:每股经营活动现金流净额" json:"ocfps"`
Roe float64 `gorm:"type:decimal(20,4);comment:净资产收益率" json:"roe"`
RoeWaa float64 `gorm:"type:decimal(20,4);comment:加权平均净资产收益率" json:"roe_waa"`
Roa float64 `gorm:"type:decimal(20,4);comment:总资产报酬率" json:"roa"`
DebtToAssets float64 `gorm:"type:decimal(20,4);comment:资产负债率" json:"debt_to_assets"`
GrossprofitMargin float64 `gorm:"type:decimal(20,4);comment:销售毛利率" json:"grossprofit_margin"`
NetprofitYoy float64 `gorm:"type:decimal(20,4);comment:归母净利润同比(%)" json:"netprofit_yoy"`
OrYoy float64 `gorm:"type:decimal(20,4);comment:营业收入同比(%)" json:"or_yoy"`
TrYoy float64 `gorm:"type:decimal(20,4);comment:营业总收入同比(%)" json:"tr_yoy"`
// --- DatasetMoneyTotal（moneyflow）：近 1/3 交易日主力净流入(万元) 与成交额，由源表按 update_ymd 倒序聚合 ---
Last1DayMfAmount float64 `gorm:"type:decimal(20,4);comment:最近1个交易日主力净流入(万元)" json:"last_1day_mf_amount"`
Last3DayMfAmount float64 `gorm:"type:decimal(20,4);comment:最近3个交易日主力净流入合计(万元)" json:"last_3day_mf_amount"`
Last1DayTotalAmount float64 `gorm:"type:decimal(20,4);comment:最近1个交易日成交额(万元,来自日线千元换算)" json:"last_1day_total_amount"`
Last3DayTotalAmount float64 `gorm:"type:decimal(20,4);comment:最近3个交易日成交额合计(万元)" json:"last_3day_total_amount"`
IsGreaterPervious bool `gorm:"comment:主力净流入是否大于上一交易日" json:"is_greater_pervious"`
// --- DatasetPledgeStat：股权质押 ---
PledgeEndDate int `gorm:"comment:质押统计截止日期" json:"pledge_end_date"`
PledgeRatio float64 `gorm:"type:decimal(20,4);comment:质押比例" json:"pledge_ratio"`
PledgeCount float64 `gorm:"type:decimal(20,4);comment:质押次数" json:"pledge_count"`
// --- DatasetBlocksMember：板块覆盖度(成分条数) ---
BlockMemberCount int `gorm:"not null;default:0;comment:所属板块/指数成分条数" json:"block_member_count"`
}
func (DatasetSummary) TableName() string {
return "dataset_summary"
}
// UpdateByTsCode 根据 ts_code 从各源表聚合并写入或更新本表对应行。
func (DatasetSummary) UpdateByTsCode(db *gorm.DB, tsCode string) error {
sum, err := buildDatasetSummary(db, tsCode)
if err != nil {
return err
}
return upsertDatasetSummary(db, sum)
}
// UpdateAll 遍历 dataset_basic 中全部 ts_code，逐只聚合并写入或更新本表。
func (DatasetSummary) UpdateAll(db *gorm.DB) error {
var codes []string
if err := db.Model(&DatasetBasic{}).Pluck("ts_code", &codes).Error; err != nil {
return err
}
var z DatasetSummary
for _, c := range codes {
if c == "" {
continue
}
if err := z.UpdateByTsCode(db, c); err != nil {
return err
}
}
return nil
}
func upsertDatasetSummary(db *gorm.DB, sum *DatasetSummary) error {
if sum == nil || sum.TsCode == "" {
return errors.New("schema: invalid dataset_summary row")
}
var cur DatasetSummary
err := db.Where("ts_code = ?", sum.TsCode).Take(&cur).Error
if errors.Is(err, gorm.ErrRecordNotFound) {
return db.Create(sum).Error
}
if err != nil {
return err
}
sum.ID = cur.ID
return db.Save(sum).Error
}
func buildDatasetSummary(db *gorm.DB, tsCode string) (*DatasetSummary, error) {
if tsCode == "" {
return nil, errors.New("schema: empty ts_code")
}
var basic DatasetBasic
if err := db.Where("ts_code = ?", tsCode).Take(&basic).Error; err != nil {
return nil, err
}
var dip DatasetIndicatorPro
hasDip := db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Take(&dip).Error == nil
var day DatasetDaily
hasDay := db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Take(&day).Error == nil
var ind DatasetIndicator
hasInd := db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Take(&ind).Error == nil
var fina DatasetFinaIndicator
hasFina := db.Where("ts_code = ?", tsCode).Order("period DESC").Take(&fina).Error == nil
last1Mf, last3Mf, last1Tot, last3Tot, mfGreater := aggregateMoneyForSummary(db, tsCode)
var pledge DatasetPledgeStat
hasPledge := db.Where("ts_code = ?", tsCode).Take(&pledge).Error == nil
var blockCnt int64
if err := db.Model(&DatasetBlocksMember{}).Where("ts_code = ?", tsCode).Count(&blockCnt).Error; err != nil {
return nil, err
}
updateYmd := todayYmd()
switch {
case hasDip && dip.TradeDate > 0:
updateYmd = dip.TradeDate
case hasDay && day.TradeDate > 0:
updateYmd = day.TradeDate
case hasInd && ind.TradeDate > 0:
updateYmd = ind.TradeDate
}
s := &DatasetSummary{
TsCode: tsCode,
UpdateYmd: updateYmd,
Name: basic.Name,
Industry: basic.Industry,
Area: basic.Area,
Market: basic.Market,
ListDate: basic.ListDate,
IsHS: basic.IsHS,
IsSt: isStFlag(basic.Name),
BlockMemberCount: int(blockCnt),
Last1DayMfAmount: last1Mf,
Last3DayMfAmount: last3Mf,
Last1DayTotalAmount: last1Tot,
Last3DayTotalAmount: last3Tot,
IsGreaterPervious: mfGreater,
}
if hasPledge {
s.PledgeEndDate = pledge.EndDate
s.PledgeRatio = pledge.PledgeRatio
s.PledgeCount = pledge.PledgeCount
}
if hasFina {
s.FinaPeriod = fina.Period
s.FinaAnnDate = fina.AnnDate
s.FinaEndDate = fina.EndDate
s.Eps = fina.Eps
s.Bps = fina.Bps
s.Ocfps = fina.Ocfps
s.Roe = fina.Roe
s.RoeWaa = fina.RoeWaa
s.Roa = fina.Roa
s.DebtToAssets = fina.DebtToAssets
s.GrossprofitMargin = fina.GrossprofitMargin
s.NetprofitYoy = fina.NetprofitYoy
s.OrYoy = fina.OrYoy
s.TrYoy = fina.TrYoy
}
switch {
case hasDip:
s.Close = dip.Close
s.PctChg = dip.PctChg
s.Vol = dip.Vol
s.Amount = dip.Amount
s.TurnoverRate = dip.TurnoverRate
s.TurnoverRateF = dip.TurnoverRateF
s.VolumeRatio = dip.VolumeRatio
s.Pe = dip.Pe
s.PeTtm = dip.PeTtm
s.Pb = dip.Pb
s.PsTtm = dip.PsTtm
s.DvTtm = dip.DvTtm
s.TotalShare = dip.TotalShare
s.FloatShare = dip.FloatShare
s.FreeShare = dip.FreeShare
s.TotalMv = dip.TotalMv
s.CircMv = dip.CircMv
s.AdjFactor = dip.AdjFactor
s.MaBfq5 = dip.MaBfq5
s.MaBfq20 = dip.MaBfq20
s.MacdDifBfq = dip.MacdDifBfq
s.RsiBfq12 = dip.RsiBfq12
case hasDay:
s.Close = day.Close
s.PctChg = day.PctChg
s.Vol = day.Vol
s.Amount = day.Amount
if hasInd {
s.TurnoverRate = ind.TurnoverRate
s.TurnoverRateF = ind.TurnoverRateF
s.VolumeRatio = ind.VolumeRatio
s.Pe = ind.Pe
s.PeTtm = ind.PeTtm
s.Pb = ind.Pb
s.PsTtm = ind.PsTtm
s.DvTtm = ind.DvTtm
s.TotalShare = ind.TotalShare
s.FloatShare = ind.FloatShare
s.FreeShare = ind.FreeShare
s.TotalMv = ind.TotalMv
s.CircMv = ind.CircMv
}
case hasInd:
s.Close = ind.Close
s.TurnoverRate = ind.TurnoverRate
s.TurnoverRateF = ind.TurnoverRateF
s.VolumeRatio = ind.VolumeRatio
s.Pe = ind.Pe
s.PeTtm = ind.PeTtm
s.Pb = ind.Pb
s.PsTtm = ind.PsTtm
s.DvTtm = ind.DvTtm
s.TotalShare = ind.TotalShare
s.FloatShare = ind.FloatShare
s.FreeShare = ind.FreeShare
s.TotalMv = ind.TotalMv
s.CircMv = ind.CircMv
}
return s, nil
}
// aggregateMoneyForSummary 由 dataset_money_total（moneyflow）与 dataset_daily 聚合近 1/3 日指标。
// 主力净流入取源表 MainForceNetWan（万元）；按 update_ymd 从新到旧取至多 3 行。成交额取日线 amount（千元）换算为万元。
func aggregateMoneyForSummary(db *gorm.DB, tsCode string) (last1Mf, last3Mf, last1Tot, last3Tot float64, greater bool) {
var mfRows []DatasetMoney
_ = db.Where("ts_code = ?", tsCode).Order("update_ymd DESC, id DESC").Limit(3).Find(&mfRows).Error
for i, r := range mfRows {
v := r.MainForceNetWan
if i == 0 {
last1Mf = v
}
if i < 3 {
last3Mf += v
}
}
if len(mfRows) >= 2 {
greater = mfRows[0].MainForceNetWan > mfRows[1].MainForceNetWan
}
var dayRows []DatasetDaily
_ = db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Limit(3).Find(&dayRows).Error
for i, d := range dayRows {
wan := d.Amount / 10 // 千元 -> 万元
if i == 0 {
last1Tot = wan
}
if i < 3 {
last3Tot += wan
}
}
return
}
func todayYmd() int {
n, err := strconv.Atoi(time.Now().Format("20060102"))
if err != nil {
return 0
}
return n
}
func isStFlag(name string) string {
s := strings.TrimSpace(name)
if len(s) >= 3 && strings.HasPrefix(s, "*ST") {
return "Y"
}
if len(s) >= 2 && strings.HasPrefix(s, "ST") {
return "Y"
}
return "N"
}

3
schema/register.go
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@@ -9,11 +9,12 @@ func RegisterAutoMigrate() {
&DatasetDaily{}, &DatasetDaily{},
&DatasetBlocksIndex{}, &DatasetBlocksIndex{},
&DatasetBlocksMember{}, &DatasetBlocksMember{},
&DatasetMoneyTotal{}, &DatasetMoney{},
&DatasetPledgeStat{}, &DatasetPledgeStat{},
&DatasetIndicator{}, &DatasetIndicator{},
&DatasetIndicatorPro{}, &DatasetIndicatorPro{},
&DatasetFinaIndicator{}, &DatasetFinaIndicator{},
&DatasetSummary{},
} { } {
database.AppendMigrate(t) database.AppendMigrate(t)
} }

29
tushare/finance.go
View File

@@ -117,17 +117,26 @@ func (cli *TushareClient) Moneyflow(ts_code, trade_date, start_date, end_date st
} }
fields := []map[string]string{ fields := []map[string]string{
{"ts_code": "股票代码"}, {"ts_code": "TS代码"},
{"trade_date": "交易日期"}, {"trade_date": "交易日期"},
{"buy_sm_amount": "小单买入金额 (千元)"}, {"buy_sm_vol": "小单买入量 (手)"},
{"sell_sm_amount": "小单卖出金额 (千元)"}, {"buy_sm_amount": "小单买入金额 (万元)"},
{"buy_md_amount": "中单买入金额 (千元)"}, {"sell_sm_vol": "小单卖出量 (手)"},
{"sell_md_amount": "中单卖出金额 (千元)"}, {"sell_sm_amount": "小单卖出金额 (万元)"},
{"buy_lg_amount": "大单买入金额 (千元)"}, {"buy_md_vol": "中单买入量 (手)"},
{"sell_lg_amount": "大单卖出金额 (千元)"}, {"buy_md_amount": "中单买入金额 (万元)"},
{"buy_elg_amount": "特大单买入金额 (千元)"}, {"sell_md_vol": "中单卖出量 (手)"},
{"sell_elg_amount": "特大单卖出金额 (千元)"}, {"sell_md_amount": "中单卖出金额 (万元)"},
{"net_mf_amount": "净流入金额 (千元)"}, {"buy_lg_vol": "大单买入量 (手)"},
{"buy_lg_amount": "大单买入金额 (万元)"},
{"sell_lg_vol": "大单卖出量 (手)"},
{"sell_lg_amount": "大单卖出金额 (万元)"},
{"buy_elg_vol": "特大单买入量 (手)"},
{"buy_elg_amount": "特大单买入金额 (万元)"},
{"sell_elg_vol": "特大单卖出量 (手)"},
{"sell_elg_amount": "特大单卖出金额 (万元)"},
{"net_mf_vol": "净流入量 (手)"},
{"net_mf_amount": "净流入额 (万元)"},
} }
return cli.Do(req, fields) return cli.Do(req, fields)