features

package
v0.1.5 Latest Latest
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 Go to latest Published: Oct 8, 2023 License: Apache-2.0 Imports: 19 Imported by: 0

Documentation

Index

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 BoolIndexOf 

func BoolIndexOf(s stat.Series, n int) bool

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 IndexReverse 

func IndexReverse(s stat.Series) stat.Series

func IsSubNewStockByIpoDate added in v0.1.5 

func IsSubNewStockByIpoDate(securityCode, ipoDate, date string) bool

IsSubNewStockByIpoDate 检查是否次新股

func SeriesChangeRate 

func SeriesChangeRate(base, v stat.Series) stat.Series

SeriesChangeRate 计算两个序列的净增长

func SeriesIndexOf 

func SeriesIndexOf(s stat.Series, n int) float64

SeriesIndexOf 获取序列第n索引的值

func StringIndexOf 

func StringIndexOf(s stat.Series, n int) string

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 NewBox added in v0.1.5 

func NewBox(date, code string) *Box

func (*Box) Factory added in v0.1.5 

func (b *Box) Factory(date string, code string) Feature

func (*Box) FeatureName added in v0.1.5 

func (b *Box) FeatureName() string

func (*Box) FromHistory added in v0.1.5 

func (b *Box) FromHistory(history History) Feature

func (*Box) GetDate added in v0.1.5 

func (b *Box) GetDate() string

func (*Box) GetSecurityCode added in v0.1.5 

func (b *Box) GetSecurityCode() string

func (*Box) Increase added in v0.1.5 

func (b *Box) Increase(snapshot quotes.Snapshot) Feature

func (*Box) Init added in v0.1.5 

func (b *Box) Init() error

func (*Box) Key added in v0.1.5 

func (b *Box) Key() string

func (*Box) Kind added in v0.1.5 

func (b *Box) Kind() FeatureKind

func (*Box) Repair added in v0.1.5 

func (b *Box) Repair(code, cacheDate, featureDate string, complete bool)

func (*Box) Update added in v0.1.5 

func (b *Box) Update(cacheDate, featureDate string)

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 NewF10 added in v0.1.5 

func NewF10(date, code string) *F10

func (*F10) Factory added in v0.1.5 

func (f *F10) Factory(date string, code string) Feature

func (*F10) FeatureName added in v0.1.5 

func (f *F10) FeatureName() string

func (*F10) FromHistory added in v0.1.5 

func (f *F10) FromHistory(history History) Feature

func (*F10) GetDate added in v0.1.5 

func (f *F10) GetDate() string

func (*F10) GetSecurityCode added in v0.1.5 

func (f *F10) GetSecurityCode() string

func (*F10) Increase added in v0.1.5 

func (f *F10) Increase(snapshot quotes.Snapshot) Feature

func (*F10) Init added in v0.1.5 

func (f *F10) Init() error

func (*F10) Key added in v0.1.5 

func (f *F10) Key() string

func (*F10) Kind added in v0.1.5 

func (f *F10) Kind() FeatureKind

func (*F10) Repair added in v0.1.5 

func (f *F10) Repair(code, cacheDate, featureDate string, complete bool)

func (*F10) TurnZ added in v0.1.5 

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

func (*F10) Update added in v0.1.5 

func (f *F10) Update(cacheDate, featureDate string)

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 NewHistory(date, code string) *History

func (*History) Factory 

func (h *History) Factory(date string, code string) Feature

func (*History) FeatureName added in v0.1.5 

func (h *History) FeatureName() string

func (*History) FromHistory 

func (h *History) FromHistory(history History) Feature

func (*History) GetDate 

func (h *History) GetDate() string

func (*History) GetSecurityCode 

func (h *History) GetSecurityCode() string

func (*History) Increase 

func (h *History) Increase(snapshot quotes.Snapshot) Feature

func (*History) Init 

func (h *History) Init() error

func (*History) Key 

func (h *History) Key() string

func (*History) Kind 

func (h *History) Kind() FeatureKind

func (*History) Repair 

func (h *History) Repair(code, cacheDate, featureDate string, complete bool)

func (*History) Update 

func (h *History) Update(cacheDate, featureDate string)

type HousNo1 added in v0.1.2 

type HousNo1 struct {
	MA5  float64
	MA10 float64
	MA20 float64
}

func (*HousNo1) Factory added in v0.1.2 

func (f *HousNo1) Factory(date string, code string) Feature

func (*HousNo1) FeatureName added in v0.1.5 

func (f *HousNo1) FeatureName() string

func (*HousNo1) FromHistory added in v0.1.2 

func (f *HousNo1) FromHistory(history History) Feature

func (*HousNo1) GetDate added in v0.1.2 

func (f *HousNo1) GetDate() string

func (*HousNo1) GetSecurityCode added in v0.1.2 

func (f *HousNo1) GetSecurityCode() string

func (*HousNo1) Increase added in v0.1.2 

func (f *HousNo1) Increase(snapshot quotes.Snapshot) Feature

func (*HousNo1) Init added in v0.1.2 

func (f *HousNo1) Init() error

func (*HousNo1) Key added in v0.1.2 

func (f *HousNo1) Key() string

func (*HousNo1) Kind added in v0.1.2 

func (f *HousNo1) Kind() FeatureKind

func (*HousNo1) Repair added in v0.1.2 

func (f *HousNo1) Repair(code, cacheDate, featureDate string, complete bool)

func (*HousNo1) Update added in v0.1.2 

func (f *HousNo1) Update(cacheDate, featureDate string)

type IncompleteData added in v0.1.2 

type IncompleteData struct {
	No1 HousNo1
}

IncompleteData 不完整的数据

type Quicker deprecated added in v0.1.2 

type Quicker interface {
	Update(cacheDate, featureDate string) // 更新数据
	Repair(cacheDate, featureDate string) // 回补数据
	Increase(snapshot quotes.Snapshot)    // 增量计算, 用快照增量计算特征
}

Quicker 迅速的数据接口 

Deprecated: 废弃的接口

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