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package
v1.12.5 Latest Latest
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Published: Jul 8, 2023 License: MIT Imports: 6 Imported by: 1

Documentation

Index

Constants

View Source
const (
	FundFlowPath    = Quant1XCacheRoot + "/fund"
	SnapshotPath    = Quant1XCacheRoot + "/snapshot"
	HoldersFilename = Quant1XCacheRoot + "/holders"
	QuarterlyReport = Quant1XCacheRoot + "/reports"
)
View Source
const (
	CACHE_META_PATH = "meta"
)
View Source
const (
	CacheL5KeyExchange = "cache/exchange"
)
View Source
const (
	CacheL5KeyF10 = "cache/f10"
)
View Source
const (
	Quant1XCacheRoot = "cache"
)

Variables

View Source
var (
	ExchangeDefaultFactory = func(date, code string) Exchange {
		v := Exchange{
			Date: date,
			Code: code,
		}
		return v
	}
)
View Source
var (
	F10DefaultFactory = func(date, code string) F10 {
		v := F10{
			Date:         date,
			Code:         code,
			Name:         securities.GetStockName(code),
			VolUnit:      100,
			DecimalPoint: 2,
		}
		securityInfo, ok := securities.CheckoutSecurityInfo(code)
		if ok {
			v.VolUnit = int(securityInfo.VolUnit)
			v.DecimalPoint = int(securityInfo.DecimalPoint)
			v.Name = securityInfo.Name
		}
		return v
	}
)

Functions

func FundFlowFilename added in v1.12.0

func FundFlowFilename(securityCode string) string

FundFlowFilename 通过证券代码获取资金流向的缓存文件路径

func HoldingFilename added in v1.12.0

func HoldingFilename() string

HoldingFilename 十大流通股东缓存路径

func NoticeFilename added in v1.12.0

func NoticeFilename() string

NoticeFilename 公司公告文件名

func QuarterlyReportFilename added in v1.12.0

func QuarterlyReportFilename() string

QuarterlyReportFilename 季报保存路径

func RefreshL5Exchange added in v1.12.0

func RefreshL5Exchange()

RefreshL5Exchange 刷新缓存

func ReportFilename added in v1.12.0

func ReportFilename() string

ReportFilename 财务报告文件名

func SnapshotFilename added in v1.12.0

func SnapshotFilename(securityCode string) string

SnapshotFilename 快照数据文件

func UpdateL5Exchange added in v1.12.0

func UpdateL5Exchange(extension Exchange)

Types

type Exchange added in v1.12.0

type Exchange struct {
	Date                  string  `name:"日期" dataframe:"日期"`     // 数据日期
	Code                  string  `name:"证券代码" dataframe:"证券代码"` // 证券代码
	SubNew                bool    `name:"次新股" dataframe:"次新股"`   // 次新股
	Shape                 uint64  `name:"K线形态" dataframe:"K线形态"` // K线形态
	MAV5                  float64 `name:"分钟均量" dataframe:"分钟均量"` // 前5日每分钟均量, 量比(QuantityRelativeRatio)需要
	AIC5                  float64 `name:"5日涨幅" dataframe:"5日涨幅"` // 前5日累积涨幅,Accumulated5DIncrease, 5日涨幅统计需要
	FundFlow              float64 `name:"资金流向" dataframe:"资金流向"` // 资金流向, 暂时无用
	VolumeRatio           float64 `name:"成交量比" dataframe:"成交量比"` // 成交量放大比例, 相邻的两个交易日进行比对
	OpenBiddingDirection  int     `name:"开盘竞价" dataframe:"开盘竞价"` // 竞价方向, 交易当日集合竞价开盘时更新
	OpenVolumeDirection   int     `name:"开盘竞量" dataframe:"开盘竞量"` // 委托量差, 交易当日集合竞价开盘时更新
	CloseBiddingDirection int     `name:"收盘竞价" dataframe:"收盘竞价"` // 竞价方向, 交易当日集合竞价收盘时更新
	CloseVolumeDirection  int     `name:"收盘竞量" dataframe:"收盘竞量"` // 委托量差, 交易当日集合竞价收盘时更新
	OpenVolume            int64   `name:"开盘量" dataframe:"开盘量"`
	OpenTurnZ             float64 `name:"开盘换手z" dataframe:"开盘换手z"`
	CloseVolume           int64   `name:"收盘量" dataframe:"收盘量"` // TODO:快照数据实际上有好几条, 应该用当日成交记录修订
	CloseTurnZ            float64 `name:"收盘换手z" dataframe:"收盘换手z"`
	Increase              int     `name:"增持" dataframe:"增持"`   // 公告-增持
	Reduce                int     `name:"减持" dataframe:"减持"`   // 公告-减持
	Risk                  int     `name:"风险数" dataframe:"风险数"` // 公告-风险数
	OpenSentiment         float64 `name:"开盘情绪值" dataframe:"开盘情绪值"`
	OpenConsistent        int     `name:"开盘情绪一致" dataframe:"开盘情绪一致"`
	CloseSentiment        float64 `name:"收盘情绪值" dataframe:"收盘情绪值"`
	CloseConsistent       int     `name:"收盘情绪一致" dataframe:"收盘情绪一致"`
	AveragePrice          float64 `name:"均价线" dataframe:"均价线"` // 均价线
	Change5               float64 `name:"5日涨幅" dataframe:"5日涨幅"`
	Change10              float64 `name:"10日涨幅" dataframe:"10日涨幅"`
	MA5D                  float64 `name:"5日均线" dataframe:"ma5d"`   // 5日均线
	MA10D                 float64 `name:"10日均线" dataframe:"ma10d"` // 10日均线
	MA20D                 float64 `name:"20日均线" dataframe:"ma20d"` // 20日均线
	MA5W                  float64 `name:"5周均线" dataframe:"ma5w"`   // 5周均线
	MA10W                 float64 `name:"10周均线" dataframe:"ma10w"` // 10周均线
	MA20W                 float64 `name:"20周均线" dataframe:"ma20w"` // 20周均线
	MA5M                  float64 `name:"5月均线" dataframe:"ma5m"`   // 5月均线
	MA10M                 float64 `name:"10月均线" dataframe:"ma10m"` // 10月均线
	MA20M                 float64 `name:"20月均线" dataframe:"ma20m"` // 20月均线
	State                 uint64  `name:"样本状态" dataframe:"样本状态"`
}

Exchange 昨日数据快照

func GetL5Exchange added in v1.12.0

func GetL5Exchange(securityCode string, date ...string) (extension *Exchange)

GetL5Exchange 获取扩展信息

func (Exchange) GetDate added in v1.12.0

func (s Exchange) GetDate() string

func (Exchange) GetSecurityCode added in v1.12.0

func (s Exchange) GetSecurityCode() string

type F10 added in v1.12.0

type F10 struct {
	Date           string  `name:"日期"`            // 日期
	Code           string  `name:"代码"`            // 代码
	Name           string  `name:"名称"`            // 名称
	VolUnit        int     `name:"每手"`            // 每手单位
	DecimalPoint   int     `name:"小数点"`           // 小数点
	IpoDate        string  `name:"上市日期"`          // 上市日期
	UpdateDate     string  `name:"更新日期"`          // 更新日期
	TotalCapital   float64 `name:"总股本"`           // 总股本
	Capital        float64 `name:"流通股本"`          // 流通股本
	Top10Capital   float64 `name:"前十大流通股东合计股本"`   // 前十大流通股东股本
	Top10Change    float64 `name:"前十大流通股东合计股本变化"` //前十大流通股东股本变化
	FreeCapital    float64 `name:"自由流通股本"`        // 自由流通股本
	ChangeCapital  float64 `name:"前十大流通股东持仓变化"`   // 前十大流通股东持仓变化
	IncreaseRatio  float64 `name:"当期增持比例"`        // 当期增持比例
	ReductionRatio float64 `name:"当期减持比例"`        // 当期减持比例
	BPS            float64 `name:"每股净资产"`         // 每股净资产
	BasicEPS       float64 `name:"每股收益"`          // 每股收益
	SafetyScore    int     `name:"安全分"`           // 通达信安全分
}

F10 证券基本面

func GetL5F10

func GetL5F10(securityCode string, date ...string) *F10

func (F10) GetDate added in v1.12.0

func (f F10) GetDate() string

func (F10) GetSecurityCode added in v1.12.0

func (f F10) GetSecurityCode() string

func (*F10) TurnZ added in v1.12.0

func (f *F10) TurnZ(v any) float64

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