Documentation
¶
Index ¶
- Constants
- func BoolIndexOf(s stat.Series, n int) bool
- func ComputeFreeCapital(holderList []dfcf.CirculatingShareholder, capital float64) (...)
- func IndexReverse(s stat.Series) stat.Series
- func IsSubNewStockByIpoDate(securityCode, ipoDate, date string) bool
- 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 Box
- func (b *Box) Factory(date string, code string) Feature
- func (b *Box) FeatureName() string
- func (b *Box) FromHistory(history History) Feature
- func (b *Box) GetDate() string
- func (b *Box) GetSecurityCode() string
- func (b *Box) Increase(snapshot quotes.Snapshot) Feature
- func (b *Box) Init() error
- func (b *Box) Key() string
- func (b *Box) Kind() FeatureKind
- func (b *Box) Repair(code, cacheDate, featureDate string, complete bool)
- func (b *Box) Update(cacheDate, featureDate string)
- type CompleteData
- type DataBuilder
- type F10
- func (f *F10) Factory(date string, code string) Feature
- func (f *F10) FeatureName() string
- func (f *F10) FromHistory(history History) Feature
- func (f *F10) GetDate() string
- func (f *F10) GetSecurityCode() string
- func (f *F10) Increase(snapshot quotes.Snapshot) Feature
- func (f *F10) Init() error
- func (f *F10) Key() string
- func (f *F10) Kind() FeatureKind
- func (f *F10) Repair(code, cacheDate, featureDate string, complete bool)
- func (f *F10) TurnZ(v any) float64
- func (f *F10) Update(cacheDate, featureDate string)
- type Feature
- type FeatureCache
- type FeatureKind
- type History
- func (h *History) Factory(date string, code string) Feature
- func (h *History) FeatureName() string
- func (h *History) FromHistory(history History) Feature
- func (h *History) GetDate() string
- func (h *History) GetSecurityCode() string
- func (h *History) Increase(snapshot quotes.Snapshot) Feature
- func (h *History) Init() error
- func (h *History) Key() string
- func (h *History) Kind() FeatureKind
- func (h *History) Repair(code, cacheDate, featureDate string, complete bool)
- func (h *History) Update(cacheDate, featureDate string)
- type HousNo1
- func (f *HousNo1) Factory(date string, code string) Feature
- func (f *HousNo1) FeatureName() string
- func (f *HousNo1) FromHistory(history History) Feature
- func (f *HousNo1) GetDate() string
- func (f *HousNo1) GetSecurityCode() string
- func (f *HousNo1) Increase(snapshot quotes.Snapshot) Feature
- func (f *HousNo1) Init() error
- func (f *HousNo1) Key() string
- func (f *HousNo1) Kind() FeatureKind
- func (f *HousNo1) Repair(code, cacheDate, featureDate string, complete bool)
- func (f *HousNo1) Update(cacheDate, featureDate string)
- type IncompleteData
- type Quickerdeprecated
Constants ¶
View Source
const ( FeatureHistory = 1 << iota // 特征数据-历史 FeatureF10 // 特征数据-基本面 FeatureKLineShap // 特征数据-K线形态等 FeatureMovingAverage // 特征数据-移动平均线 FeatureBreaksThroughBox // 特征数据-有效突破平台 FeatureHousNo1 // 侯总1号策略 FeatureHousNo2 // 侯总2号策略 )
登记所有的特征数据
View Source
const (
CacheL5KeyBox = "cache/box"
)
View Source
const (
CacheL5KeyF10 = "cache/f10"
)
View Source
const (
CacheL5KeyHistory = "cache/history"
)
View Source
const (
SubNewStockYears = 1 // 次新股几年内
)
Variables ¶
This section is empty.
Functions ¶
func ComputeFreeCapital ¶ added in v0.1.5
func ComputeFreeCapital(holderList []dfcf.CirculatingShareholder, capital float64) (top10Capital, freeCapital, capitalChanged, increaseRatio, reductionRatio float64)
ComputeFreeCapital 计算自由流通股本
func IsSubNewStockByIpoDate ¶ added in v0.1.5
IsSubNewStockByIpoDate 检查是否次新股
func SeriesChangeRate ¶
SeriesChangeRate 计算两个序列的净增长
Types ¶
type Box ¶ added in v0.1.5
type Box struct { Code string `name:"证券代码" dataframe:"证券代码"` // 证券代码 Date string `name:"数据日期" dataframe:"数据日期"` // 数据日期 DoubletPeriod int `name:"倍量周期" dataframe:"倍量周期"` // 倍量周期 DoubleHigh float64 `name:"倍量最高" dataframe:"倍量最高"` // 倍量最高 DoubleLow float64 `name:"倍量最低" dataframe:"倍量最低"` // 倍量最低 Buy bool `name:"买入信号" dataframe:"买入信号"` // 买入信号 HalfPeriod int `name:"半量周期" dataframe:"半量周期"` // 半量周期 HalfHigh float64 `name:"半量最高" dataframe:"半量最高"` // 半量最高 HalfLow float64 `name:"半量最低" dataframe:"半量最低"` // 半量最低 Sell bool `name:"卖出信号" dataframe:"卖出信号"` // 卖出信号 TendencyPeriod int `name:"趋势周期" dataframe:"趋势周期"` // 趋势周期 QSFZ bool `name:"QSFZ" dataframe:"QSFZ"` // QSFZ QSCP float64 `name:"QSCP" dataframe:"QSCP"` // QSFZ: QSCP QSCV float64 `name:"QSCV" dataframe:"QSCV"` // QSFZ: QSCV QSVP float64 `name:"QSVP" dataframe:"QSVP"` // QSFZ: QSVP QSVP3 float64 `name:"QSVP3" dataframe:"QSVP3"` // QSFZ: QSVP3 QSVP5 float64 `name:"QSVP5" dataframe:"QSVP5"` // QSFZ: QSVP5 DkCol float64 `name:"DkCol" dataframe:"DkCol"` // dkqs: 能量柱 DkD float64 `name:"dkd" dataframe:"dkd"` // dkqs: 多头力量 DkK float64 `name:"dkk" dataframe:"dkk"` // dkqs: 空头力量 DkB bool `name:"dkb" dataframe:"dkb"` // dkqs: buy DkS bool `name:"dks" dataframe:"dks"` // dkqs: sell DxDivergence float64 `name:"dxdivergence" dataframe:"dxdivergence"` // madx: 综合发散度评估值 DxDm0 float64 `name:"dxdm0" dataframe:"dxdm0"` // madx: 超短线均线发散度 DxDm1 float64 `name:"dxdm1" dataframe:"dxdm1"` // madx: 短线均线发散度 DxDm2 float64 `name:"dxdm2" dataframe:"dxdm2"` // madx: 中线均线发散度 DxB bool `name:"dxb" dataframe:"dxb"` // madx: 买入 State uint64 `name:"样本状态" dataframe:"样本状态"` // 样本状态 }
Box 平台特征数据
func (*Box) FeatureName ¶ added in v0.1.5
func (*Box) FromHistory ¶ added in v0.1.5
func (*Box) GetSecurityCode ¶ added in v0.1.5
func (*Box) Kind ¶ added in v0.1.5
func (b *Box) Kind() FeatureKind
type CompleteData ¶ added in v0.1.2
type CompleteData struct {
No1 HousNo1
}
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 F10 ¶ added in v0.1.5
type F10 struct { Date string `name:"日期"` // 日期 Code string `name:"代码"` // 代码 Name string `name:"名称"` // 名称 SubNew bool `name:"次新股"` // 是否次新股 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 FreeCapital float64 `name:"自由流通股本"` // 自由流通股本 Top10Capital float64 `name:"前十大流通股东总股本"` // 前十大流通股东股本 Top10Change float64 `name:"前十大流通股东总股本变化"` //前十大流通股东股本变化 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 Increases int `name:"增持"` // 公告-增持 Reduce int `name:"减持"` // 公告-减持 Risk int `name:"风险数"` // 公告-风险数 RiskKeywords string `name:"风险关键词"` // 公告-风险关键词 }
F10 证券基本面
func (*F10) FeatureName ¶ added in v0.1.5
func (*F10) FromHistory ¶ added in v0.1.5
func (*F10) GetSecurityCode ¶ added in v0.1.5
func (*F10) Kind ¶ added in v0.1.5
func (f *F10) Kind() FeatureKind
type Feature ¶
type Feature interface { Factory(date string, code string) Feature // 工厂 Kind() FeatureKind // 类型 FeatureName() 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(code, cacheDate, featureDate string, complete bool) // 回补数据 Increase(snapshot quotes.Snapshot) Feature // 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
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 Payloads IncompleteData // 扩展的半成品数据 Last CompleteData // 上一个交易日的数据 UpdateTime string // 更新时间 }
History 历史整合数据
func NewHistory ¶
func (*History) FeatureName ¶ added in v0.1.5
func (*History) FromHistory ¶
func (*History) GetSecurityCode ¶
func (*History) Kind ¶
func (h *History) Kind() FeatureKind
type HousNo1 ¶ added in v0.1.2
func (*HousNo1) FeatureName ¶ added in v0.1.5
func (*HousNo1) FromHistory ¶ added in v0.1.2
func (*HousNo1) GetSecurityCode ¶ added in v0.1.2
func (*HousNo1) Kind ¶ added in v0.1.2
func (f *HousNo1) Kind() FeatureKind
type IncompleteData ¶ added in v0.1.2
type IncompleteData struct {
No1 HousNo1
}
IncompleteData 不完整的数据
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