326 lines
12 KiB
Go
326 lines
12 KiB
Go
package schema
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import (
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"errors"
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"strconv"
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"strings"
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"time"
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"gorm.io/gorm"
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)
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// DatasetSummary 个股重要指标总览(每股一行,由 Basic / Daily / Indicator / IndicatorPro /
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// FinaIndicator / MoneyTotal / PledgeStat / BlocksMember 等表聚合写入)。
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type DatasetSummary struct {
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ID uint `gorm:"primarykey"`
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TsCode string `gorm:"type:varchar(20);not null;uniqueIndex:uq_dataset_summary_ts_code;index;comment:TS代码" json:"ts_code"`
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UpdateYmd int `gorm:"uniqueIndex:uq_dataset_summary_ts_code;index;comment:更新日期" json:"update_ymd"`
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// --- DatasetBasic:身份与分类 ---
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Name string `gorm:"type:varchar(50);not null;default:'';comment:股票名称" json:"name"`
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Industry string `gorm:"type:varchar(50);not null;default:'';comment:所属行业" json:"industry"`
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Area string `gorm:"type:varchar(50);not null;default:'';comment:地域" json:"area"`
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Market string `gorm:"type:varchar(50);not null;default:'';comment:市场类型" json:"market"`
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ListDate string `gorm:"type:varchar(50);not null;default:'';comment:上市日期" json:"list_date"`
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IsHS string `gorm:"type:varchar(2);default:'N';comment:沪深港通 N/H/S" json:"is_hs"`
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IsSt string `gorm:"type:varchar(2);default:'N';comment:是否是ST" json:"is_st"`
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// --- DatasetDaily / DatasetIndicator / DatasetIndicatorPro:最近交易日行情与估值 ---
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Close float64 `gorm:"type:decimal(20,4);comment:收盘价" json:"close"`
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PctChg float64 `gorm:"type:decimal(20,6);comment:涨跌幅(%)" json:"pct_chg"`
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Vol float64 `gorm:"type:decimal(20,2);comment:成交量(手)" json:"vol"`
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Amount float64 `gorm:"type:decimal(20,2);comment:成交额(千元)" json:"amount"`
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TurnoverRate float64 `gorm:"type:decimal(20,4);comment:换手率(%)" json:"turnover_rate"`
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TurnoverRateF float64 `gorm:"type:decimal(20,4);comment:换手率(自由流通股%)" json:"turnover_rate_f"`
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VolumeRatio float64 `gorm:"type:decimal(20,4);comment:量比" json:"volume_ratio"`
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Pe float64 `gorm:"type:decimal(20,4);comment:市盈率" json:"pe"`
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PeTtm float64 `gorm:"type:decimal(20,4);comment:市盈率TTM" json:"pe_ttm"`
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Pb float64 `gorm:"type:decimal(20,4);comment:市净率" json:"pb"`
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PsTtm float64 `gorm:"type:decimal(20,4);comment:市销率TTM" json:"ps_ttm"`
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DvTtm float64 `gorm:"type:decimal(20,4);comment:股息率TTM(%)" json:"dv_ttm"`
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TotalShare float64 `gorm:"type:decimal(20,4);comment:总股本(万股)" json:"total_share"`
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FloatShare float64 `gorm:"type:decimal(20,4);comment:流通股本(万股)" json:"float_share"`
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FreeShare float64 `gorm:"type:decimal(20,4);comment:自由流通股本(万)" json:"free_share"`
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TotalMv float64 `gorm:"type:decimal(20,4);comment:总市值(万元)" json:"total_mv"`
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CircMv float64 `gorm:"type:decimal(20,4);comment:流通市值(万元)" json:"circ_mv"`
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AdjFactor float64 `gorm:"type:decimal(20,6);comment:复权因子(来自因子表)" json:"adj_factor"`
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MaQfq5 float64 `gorm:"type:decimal(20,6);comment:MA5前复权" json:"ma_bfq5"`
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MaQfq20 float64 `gorm:"type:decimal(20,6);comment:MA20前复权" json:"ma_bfq20"`
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MacdDifQfq float64 `gorm:"type:decimal(20,6);comment:MACD DIF前复权" json:"macd_dif_bfq"`
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RsiQfq12 float64 `gorm:"type:decimal(20,6);comment:RSI12前复权" json:"rsi_bfq12"`
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// --- DatasetFinaIndicator:最近一期财务核心 ---
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FinaPeriod int `gorm:"index;comment:财务报告期数(与 fina 表 period 一致)" json:"fina_period"`
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FinaAnnDate string `gorm:"type:varchar(32);default:'';comment:财报公告日" json:"fina_ann_date"`
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FinaEndDate string `gorm:"type:varchar(32);default:'';comment:财报报告期" json:"fina_end_date"`
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Eps float64 `gorm:"type:decimal(20,4);comment:基本每股收益" json:"eps"`
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Bps float64 `gorm:"type:decimal(20,4);comment:每股净资产" json:"bps"`
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Ocfps float64 `gorm:"type:decimal(20,4);comment:每股经营活动现金流净额" json:"ocfps"`
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Roe float64 `gorm:"type:decimal(20,4);comment:净资产收益率" json:"roe"`
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RoeWaa float64 `gorm:"type:decimal(20,4);comment:加权平均净资产收益率" json:"roe_waa"`
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Roa float64 `gorm:"type:decimal(20,4);comment:总资产报酬率" json:"roa"`
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DebtToAssets float64 `gorm:"type:decimal(20,4);comment:资产负债率" json:"debt_to_assets"`
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GrossprofitMargin float64 `gorm:"type:decimal(20,4);comment:销售毛利率" json:"grossprofit_margin"`
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NetprofitYoy float64 `gorm:"type:decimal(20,4);comment:归母净利润同比(%)" json:"netprofit_yoy"`
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OrYoy float64 `gorm:"type:decimal(20,4);comment:营业收入同比(%)" json:"or_yoy"`
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TrYoy float64 `gorm:"type:decimal(20,4);comment:营业总收入同比(%)" json:"tr_yoy"`
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// --- 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 ---
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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"`
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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"`
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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"`
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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"`
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IsGreaterPervious bool `gorm:"comment:主力净流入是否大于上一交易日" json:"is_greater_pervious"`
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// --- DatasetPledgeStat:股权质押 ---
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PledgeEndDate int `gorm:"comment:质押统计截止日期" json:"pledge_end_date"`
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PledgeRatio float64 `gorm:"type:decimal(20,4);comment:质押比例" json:"pledge_ratio"`
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PledgeCount float64 `gorm:"type:decimal(20,4);comment:质押次数" json:"pledge_count"`
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// --- DatasetBlocksMember:板块覆盖度(成分条数) ---
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BlockMemberCount int `gorm:"not null;default:0;comment:所属板块/指数成分条数" json:"block_member_count"`
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}
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func (DatasetSummary) TableName() string {
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return "dataset_summary"
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}
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// UpdateByTsCode 根据 ts_code 从各源表聚合并写入或更新本表对应行。
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func (DatasetSummary) UpdateByTsCode(db *gorm.DB, tsCode string) error {
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sum, err := buildDatasetSummary(db, tsCode)
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if err != nil {
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return err
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}
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return upsertDatasetSummary(db, sum)
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}
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// UpdateAll 遍历 dataset_basic 中全部 ts_code,逐只聚合并写入或更新本表。
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func (DatasetSummary) UpdateAll(db *gorm.DB) error {
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var codes []string
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if err := db.Model(&DatasetBasic{}).Pluck("ts_code", &codes).Error; err != nil {
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return err
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}
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var z DatasetSummary
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for _, c := range codes {
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if c == "" {
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continue
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}
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if err := z.UpdateByTsCode(db, c); err != nil {
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return err
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}
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}
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return nil
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}
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func upsertDatasetSummary(db *gorm.DB, sum *DatasetSummary) error {
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if sum == nil || sum.TsCode == "" {
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return errors.New("schema: invalid dataset_summary row")
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}
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var cur DatasetSummary
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err := db.Where("ts_code = ?", sum.TsCode).Take(&cur).Error
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if errors.Is(err, gorm.ErrRecordNotFound) {
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return db.Create(sum).Error
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}
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if err != nil {
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return err
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}
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sum.ID = cur.ID
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return db.Save(sum).Error
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}
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func buildDatasetSummary(db *gorm.DB, tsCode string) (*DatasetSummary, error) {
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if tsCode == "" {
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return nil, errors.New("schema: empty ts_code")
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}
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var basic DatasetBasic
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if err := db.Where("ts_code = ?", tsCode).Take(&basic).Error; err != nil {
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return nil, err
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}
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var dip DatasetIndicatorPro
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hasDip := db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Take(&dip).Error == nil
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var day DatasetDaily
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hasDay := db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Take(&day).Error == nil
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var ind DatasetIndicator
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hasInd := db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Take(&ind).Error == nil
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var fina DatasetFinaIndicator
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hasFina := db.Where("ts_code = ?", tsCode).Order("period DESC").Take(&fina).Error == nil
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last1Mf, last3Mf, last1Tot, last3Tot, mfGreater := aggregateMoneyForSummary(db, tsCode)
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var pledge DatasetPledgeStat
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hasPledge := db.Where("ts_code = ?", tsCode).Take(&pledge).Error == nil
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var blockCnt int64
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if err := db.Model(&DatasetBlocksMember{}).Where("ts_code = ?", tsCode).Count(&blockCnt).Error; err != nil {
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return nil, err
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}
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updateYmd := todayYmd()
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switch {
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case hasDip && dip.TradeDate > 0:
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updateYmd = dip.TradeDate
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case hasDay && day.TradeDate > 0:
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updateYmd = day.TradeDate
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case hasInd && ind.TradeDate > 0:
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updateYmd = ind.TradeDate
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}
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s := &DatasetSummary{
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TsCode: tsCode,
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UpdateYmd: updateYmd,
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Name: basic.Name,
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Industry: basic.Industry,
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Area: basic.Area,
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Market: basic.Market,
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ListDate: basic.ListDate,
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IsHS: basic.IsHS,
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IsSt: isStFlag(basic.Name),
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BlockMemberCount: int(blockCnt),
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Last1DayMfAmount: last1Mf,
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Last3DayMfAmount: last3Mf,
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Last1DayTotalAmount: last1Tot,
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Last3DayTotalAmount: last3Tot,
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IsGreaterPervious: mfGreater,
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}
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if hasPledge {
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s.PledgeEndDate = pledge.EndDate
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s.PledgeRatio = pledge.PledgeRatio
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s.PledgeCount = pledge.PledgeCount
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}
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if hasFina {
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s.FinaPeriod = fina.Period
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s.FinaAnnDate = fina.AnnDate
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s.FinaEndDate = fina.EndDate
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s.Eps = fina.Eps
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s.Bps = fina.Bps
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s.Ocfps = fina.Ocfps
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s.Roe = fina.Roe
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s.RoeWaa = fina.RoeWaa
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s.Roa = fina.Roa
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s.DebtToAssets = fina.DebtToAssets
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s.GrossprofitMargin = fina.GrossprofitMargin
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s.NetprofitYoy = fina.NetprofitYoy
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s.OrYoy = fina.OrYoy
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s.TrYoy = fina.TrYoy
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}
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switch {
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case hasDip:
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s.Close = dip.Close
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s.PctChg = dip.PctChg
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s.Vol = dip.Vol
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s.Amount = dip.Amount
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s.TurnoverRate = dip.TurnoverRate
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s.TurnoverRateF = dip.TurnoverRateF
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s.VolumeRatio = dip.VolumeRatio
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s.Pe = dip.Pe
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s.PeTtm = dip.PeTtm
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s.Pb = dip.Pb
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s.PsTtm = dip.PsTtm
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s.DvTtm = dip.DvTtm
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s.TotalShare = dip.TotalShare
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s.FloatShare = dip.FloatShare
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s.FreeShare = dip.FreeShare
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s.TotalMv = dip.TotalMv
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s.CircMv = dip.CircMv
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s.AdjFactor = dip.AdjFactor
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s.MaQfq5 = dip.MaQfq5
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s.MaQfq20 = dip.MaQfq20
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s.MacdDifQfq = dip.MacdDifQfq
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s.RsiQfq12 = dip.RsiQfq12
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case hasDay:
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s.Close = day.Close
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s.PctChg = day.PctChg
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s.Vol = day.Vol
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s.Amount = day.Amount
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if hasInd {
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s.TurnoverRate = ind.TurnoverRate
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s.TurnoverRateF = ind.TurnoverRateF
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s.VolumeRatio = ind.VolumeRatio
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s.Pe = ind.Pe
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s.PeTtm = ind.PeTtm
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s.Pb = ind.Pb
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s.PsTtm = ind.PsTtm
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s.DvTtm = ind.DvTtm
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s.TotalShare = ind.TotalShare
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s.FloatShare = ind.FloatShare
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s.FreeShare = ind.FreeShare
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s.TotalMv = ind.TotalMv
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s.CircMv = ind.CircMv
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}
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case hasInd:
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s.Close = ind.Close
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s.TurnoverRate = ind.TurnoverRate
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s.TurnoverRateF = ind.TurnoverRateF
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s.VolumeRatio = ind.VolumeRatio
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s.Pe = ind.Pe
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s.PeTtm = ind.PeTtm
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s.Pb = ind.Pb
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s.PsTtm = ind.PsTtm
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s.DvTtm = ind.DvTtm
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s.TotalShare = ind.TotalShare
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s.FloatShare = ind.FloatShare
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s.FreeShare = ind.FreeShare
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s.TotalMv = ind.TotalMv
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s.CircMv = ind.CircMv
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}
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return s, nil
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}
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// aggregateMoneyForSummary 由 dataset_money_total(moneyflow)与 dataset_daily 聚合近 1/3 日指标。
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// 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。
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func aggregateMoneyForSummary(db *gorm.DB, tsCode string) (last1Mf, last3Mf, last1Tot, last3Tot float64, greater bool) {
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var mfRows []DatasetMoney
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_ = db.Where("ts_code = ?", tsCode).Order("update_ymd DESC, id DESC").Limit(3).Find(&mfRows).Error
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for i, r := range mfRows {
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v := r.MainForceNetWan
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if i == 0 {
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last1Mf = v
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}
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if i < 3 {
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last3Mf += v
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}
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}
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if len(mfRows) >= 2 {
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greater = mfRows[0].MainForceNetWan > mfRows[1].MainForceNetWan
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}
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var dayRows []DatasetDaily
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_ = db.Where("ts_code = ?", tsCode).Order("trade_date DESC").Limit(3).Find(&dayRows).Error
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for i, d := range dayRows {
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wan := d.Amount / 10 // 千元 -> 万元
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if i == 0 {
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last1Tot = wan
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}
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if i < 3 {
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last3Tot += wan
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}
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}
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return
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}
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func todayYmd() int {
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n, err := strconv.Atoi(time.Now().Format("20060102"))
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if err != nil {
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return 0
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}
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return n
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}
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func isStFlag(name string) string {
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s := strings.TrimSpace(name)
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if len(s) >= 3 && strings.HasPrefix(s, "*ST") {
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return "Y"
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}
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if len(s) >= 2 && strings.HasPrefix(s, "ST") {
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return "Y"
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}
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return "N"
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}
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