Documentation
¶
Index ¶
- Constants
- func BoolIndexOf(s stat.Series, n int) bool
- func IndexReverse(s stat.Series) stat.Series
- func SeriesChangeRate(base, v stat.Series) stat.Series
- func SeriesIndexOf(s stat.Series, n int) float64
- func StringIndexOf(s stat.Series, n int) string
- type DataBuilder
- type DataCache
- type DataKLine
- func (k *DataKLine) Clone(date, code string) DataSet
- func (k *DataKLine) Filename(date, code string) string
- func (k *DataKLine) Increase(snapshot Snapshot)
- func (k *DataKLine) Key() string
- func (k *DataKLine) Kind() FeatureKind
- func (k *DataKLine) Name() string
- func (k *DataKLine) Repair(cacheDate, featureDate string)
- func (k *DataKLine) Update(cacheDate, featureDate string)
- type DataSet
- type DataXdxr
- func (x *DataXdxr) Clone(date string, code string) DataSet
- func (x *DataXdxr) Filename(date, code string) string
- func (x *DataXdxr) Increase(snapshot Snapshot)
- func (x *DataXdxr) Key() string
- func (x *DataXdxr) Kind() FeatureKind
- func (x *DataXdxr) Name() string
- func (x *DataXdxr) Repair(cacheDate, featureDate string)
- func (x *DataXdxr) Update(cacheDate, featureDate string)
- type Feature
- type FeatureCache
- type FeatureKind
- type History
- func (h *History) Factory(date string, code string) Feature
- func (h *History) FromHistory(history History) Feature
- func (h *History) GetDate() string
- func (h *History) GetSecurityCode() string
- func (h *History) Increase(snapshot Snapshot)
- func (h *History) Init() error
- func (h *History) Key() string
- func (h *History) Kind() FeatureKind
- func (h *History) Name() string
- func (h *History) Repair(cacheDate, featureDate string)
- func (h *History) Update(cacheDate, featureDate string)
- type QuShiFanZhuan
- func (q *QuShiFanZhuan) FromHistory(history History) Feature
- func (q *QuShiFanZhuan) GetDate() string
- func (q *QuShiFanZhuan) GetSecurityCode() string
- func (q *QuShiFanZhuan) Increase(snapshot Snapshot)
- func (q *QuShiFanZhuan) Init() error
- func (q *QuShiFanZhuan) Key() string
- func (q *QuShiFanZhuan) Kind() FeatureKind
- func (q *QuShiFanZhuan) Name() string
- func (q *QuShiFanZhuan) Repair(cacheDate, featureDate string)
- func (q *QuShiFanZhuan) Update(cacheDate, featureDate string)
- type Snapshot
Constants ¶
View Source
const (
CacheL5KeyHistory = "cache/history"
)
Variables ¶
This section is empty.
Functions ¶
func SeriesChangeRate ¶
SeriesChangeRate 计算两个序列的净增长
Types ¶
type DataBuilder ¶
type DataBuilder struct { Name string // 名称 CacheDate string // 缓存文件日期 ResourcesDate string // 源数据日期, 一般来说源数据日期要比缓存文件的日期早一个交易日 Build func(allCodes []string) }
DataBuilder 数据构建器
func NewDataBuilder ¶
func NewDataBuilder(name, date string, build func(allCodes []string)) *DataBuilder
func (*DataBuilder) Execute ¶
func (this *DataBuilder) Execute(allCodes []string)
type DataKLine ¶
type DataKLine struct {
DataCache
}
func (*DataKLine) Kind ¶
func (k *DataKLine) Kind() FeatureKind
type DataSet ¶
type DataSet interface { Kind() FeatureKind // 类型 Name() string // 特征名称 Key() string // 缓存关键字 Filename(date, code string) string // 缓存文件名 Update(cacheDate, featureDate string) // 更新数据 Repair(cacheDate, featureDate string) // 回补数据 Increase(snapshot Snapshot) // 增量计算, 用快照增量计算特征 Clone(date string, code string) DataSet // 克隆一个DataSet }
DataSet 数据层, 数据集接口
type DataXdxr ¶
type DataXdxr struct {
DataCache
}
func (*DataXdxr) Kind ¶
func (x *DataXdxr) Kind() FeatureKind
type Feature ¶
type Feature interface { Factory(date string, code string) Feature // 工厂 Kind() FeatureKind // 类型 Name() string // 特征名称 Key() string // 缓存关键字 Init() error // 初始化, 加载配置信息 GetDate() string // 日期 GetSecurityCode() string // 证券代码 FromHistory(history History) Feature // 从历史数据加载 Update(cacheDate, featureDate string) // 更新数据 Repair(cacheDate, featureDate string) // 回补数据 Increase(snapshot Snapshot) // 增量计算, 用快照增量计算特征 }
Feature 特征
type FeatureCache ¶
type FeatureCache struct { Type FeatureKind Key string Name string }
type FeatureKind ¶
type FeatureKind = uint64
const ( FeatureBaseKLine FeatureKind = 1 << iota // 基础数据-基础K线 FeatureBaseTransaction // 基础数据-历史成交 FeatureBaseMinutes // 基础数据-分时数据 FeatureHistory // 历史特征数据 FeatureF10 // 基本面 FeatureKLineShap // K线形态等 FeatureMovingAverage // 移动平均线 FeatureBreaksThroughBox // 有效突破平台 )
const (
FeatureBaseXdxr FeatureKind = 0 // 基础数据-除权除息
)
type History ¶
type History struct { Date string // 日期, 数据落地的日期 Code string // 代码 MA3 float64 // 3日均价 MV3 float64 // 3日均量 MA5 float64 // 5日均价 MV5 float64 // 5日均量 MA10 float64 // 10日均价 MV10 float64 // 10日均量 MA20 float64 // 20日均价 MV20 float64 // 20日均量 QSFZ bool // QSFZ: 反转信号 CP float64 // QSFZ: 股价涨幅 CV float64 // QSFZ: 成交量涨幅 VP float64 // QSFZ: 价量比 VP3 float64 // QSFZ: 3日价量比 VP5 float64 // QSFZ: 5日价量比 UpdateTime string // 更新时间 }
History 历史整合数据
func NewHistory ¶
func (*History) FromHistory ¶
func (*History) GetSecurityCode ¶
func (*History) Kind ¶
func (h *History) Kind() FeatureKind
type QuShiFanZhuan ¶
type QuShiFanZhuan struct { QSFZ bool // 反转信号 CP float64 // 股价涨幅 CV float64 // 成交量涨幅 VP float64 // 价量比 VP3 float64 // 3日价量比 VP5 float64 // 5日价量比 }
QuShiFanZhuan 趋势反转
func (*QuShiFanZhuan) FromHistory ¶
func (q *QuShiFanZhuan) FromHistory(history History) Feature
func (*QuShiFanZhuan) GetDate ¶
func (q *QuShiFanZhuan) GetDate() string
func (*QuShiFanZhuan) GetSecurityCode ¶
func (q *QuShiFanZhuan) GetSecurityCode() string
func (*QuShiFanZhuan) Increase ¶
func (q *QuShiFanZhuan) Increase(snapshot Snapshot)
func (*QuShiFanZhuan) Init ¶
func (q *QuShiFanZhuan) Init() error
func (*QuShiFanZhuan) Key ¶
func (q *QuShiFanZhuan) Key() string
func (*QuShiFanZhuan) Kind ¶
func (q *QuShiFanZhuan) Kind() FeatureKind
func (*QuShiFanZhuan) Name ¶
func (q *QuShiFanZhuan) Name() string
func (*QuShiFanZhuan) Repair ¶
func (q *QuShiFanZhuan) Repair(cacheDate, featureDate string)
func (*QuShiFanZhuan) Update ¶
func (q *QuShiFanZhuan) Update(cacheDate, featureDate string)
Source Files
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