datasets

package
v0.3.2 Latest Latest
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 Go to latest Published: Oct 17, 2023 License: Apache-2.0 Imports: 13 Imported by: 0

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Constants

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const (
	BaseXdxr             = cache.PluginMaskBaseData | (baseKind + 1) // 基础数据-除权除息
	BaseKLine            = cache.PluginMaskBaseData | (baseKind + 2) // 基础数据-基础K线
	BaseTransaction      = cache.PluginMaskBaseData | (baseKind + 3) // 基础数据-历史成交
	BaseMinutes          = cache.PluginMaskBaseData | (baseKind + 4) // 基础数据-分时数据
	BaseQuarterlyReports = cache.PluginMaskBaseData | (baseKind + 5) // 基础数据-季报
	BaseSafetyScore      = cache.PluginMaskBaseData | (baseKind + 6) // 基础数据-安全分

)

Variables

This section is empty.

Functions

func BasicKLine added in v0.1.5 

func BasicKLine(securityCode string) pandas.DataFrame

BasicKLine 基础日K线

func CountInflow added in v0.2.0 

func CountInflow(list []quotes.TickTransaction, securityCode string, date string) (summary cache.TurnoverDataSummary)

CountInflow 统计指定日期的内外盘

func GetDataDescript added in v0.2.0 

func GetDataDescript(kind cache.Kind) cache.DataSummary

func IntegrateQuarterlyReports added in v0.1.5 

func IntegrateQuarterlyReports(barIndex *int, date string) map[string]dfcf.QuarterlyReport

IntegrateQuarterlyReports 更新季报数据

func KLineToWeekly added in v0.1.5 

func KLineToWeekly(kline pandas.DataFrame) pandas.DataFrame

KLineToWeekly 日线转周线 

deprecated: 不推荐使用

func MonthlyKLine added in v0.1.5 

func MonthlyKLine(securityCode string, cacheKLine ...[]base.KLine) (df pandas.DataFrame)

MonthlyKLine 月K线

func WeeklyKLine added in v0.1.5 

func WeeklyKLine(securityCode string, cacheKLine ...[]base.KLine) (df pandas.DataFrame)

WeeklyKLine 周线

Types

type DataCache 

type DataCache struct {
	Date string // 日期
	Code string // 证券代码
	// contains filtered or unexported fields
}

DataCache 基础的数据缓存

type DataKLine 

type DataKLine struct {
	DataCache
}

func (*DataKLine) Check added in v0.2.3 

func (k *DataKLine) Check(cacheDate, featureDate string) error

func (*DataKLine) Checkout added in v0.3.2 

func (k *DataKLine) Checkout(securityCode, date string)

func (*DataKLine) Clone 

func (k *DataKLine) Clone(date, code string) DataSet

func (*DataKLine) Filename 

func (k *DataKLine) Filename(date, code string) string

func (*DataKLine) Increase 

func (k *DataKLine) Increase(snapshot quotes.Snapshot)

func (*DataKLine) Init added in v0.1.5 

func (k *DataKLine) Init(ctx context.Context, date, securityCode string) error

func (*DataKLine) Key 

func (k *DataKLine) Key() string

func (*DataKLine) Kind 

func (k *DataKLine) Kind() cache.Kind

func (*DataKLine) Name 

func (k *DataKLine) Name() string

func (*DataKLine) Owner added in v0.3.2 

func (k *DataKLine) Owner() string

func (*DataKLine) Print added in v0.2.0 

func (k *DataKLine) Print(code string, date ...string)

func (*DataKLine) Repair 

func (k *DataKLine) Repair(cacheDate, featureDate string)

func (*DataKLine) Update 

func (k *DataKLine) Update(cacheDate, featureDate string)

func (*DataKLine) Usage added in v0.2.0 

func (k *DataKLine) Usage() string

type DataQuarterlyReport added in v0.1.5 

type DataQuarterlyReport struct {
	DataCache
	// contains filtered or unexported fields
}

DataQuarterlyReport 季报

func (*DataQuarterlyReport) Check added in v0.2.3 

func (r *DataQuarterlyReport) Check(cacheDate, featureDate string) error

func (*DataQuarterlyReport) Checkout added in v0.3.2 

func (r *DataQuarterlyReport) Checkout(securityCode, date string)

func (*DataQuarterlyReport) Clone added in v0.1.5 

func (r *DataQuarterlyReport) Clone(date string, code string) DataSet

func (*DataQuarterlyReport) Filename added in v0.1.5 

func (r *DataQuarterlyReport) Filename(date, code string) string

func (*DataQuarterlyReport) Increase added in v0.1.5 

func (r *DataQuarterlyReport) Increase(snapshot quotes.Snapshot)

func (*DataQuarterlyReport) Init added in v0.1.5 

func (r *DataQuarterlyReport) Init(ctx context.Context, date, securityCode string) error

func (*DataQuarterlyReport) Key added in v0.1.5 

func (r *DataQuarterlyReport) Key() string

func (*DataQuarterlyReport) Kind added in v0.1.5 

func (r *DataQuarterlyReport) Kind() cache.Kind

func (*DataQuarterlyReport) Name added in v0.1.5 

func (r *DataQuarterlyReport) Name() string

func (*DataQuarterlyReport) Owner added in v0.3.2 

func (r *DataQuarterlyReport) Owner() string

func (*DataQuarterlyReport) Print added in v0.2.0 

func (r *DataQuarterlyReport) Print(code string, date ...string)

func (*DataQuarterlyReport) Repair added in v0.1.5 

func (r *DataQuarterlyReport) Repair(cacheDate, featureDate string)

func (*DataQuarterlyReport) Update added in v0.1.5 

func (r *DataQuarterlyReport) Update(cacheDate, featureDate string)

func (*DataQuarterlyReport) Usage added in v0.2.0 

func (r *DataQuarterlyReport) Usage() string

type DataSafetyScore deprecated added in v0.1.5 

type DataSafetyScore struct {
	DataCache
}

DataSafetyScore 个股基本面安全评分 

Deprecated: 废弃

type DataSet 

type DataSet interface {
	cache.Trait
	cache.DataFile
	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
	Clone(date string, code string) DataSet // 克隆一个DataSet
}

DataSet 数据层, 数据集接口 smart 

数据集是基础数据, 应当遵循结构简单, 尽量减小缓存的文件数量, 加载迅速
检索的规则是按日期和代码进行查询

type DataXdxr 

type DataXdxr struct {
	DataCache
}

func (*DataXdxr) Check added in v0.2.3 

func (x *DataXdxr) Check(cacheDate, featureDate string) error

func (*DataXdxr) Checkout added in v0.3.2 

func (x *DataXdxr) Checkout(securityCode, date string)

func (*DataXdxr) Clone 

func (x *DataXdxr) Clone(date string, code string) DataSet

func (*DataXdxr) Filename 

func (x *DataXdxr) Filename(date, code string) string

func (*DataXdxr) Increase 

func (x *DataXdxr) Increase(snapshot quotes.Snapshot)

func (*DataXdxr) Init added in v0.1.5 

func (x *DataXdxr) Init(ctx context.Context, date, securityCode string) error

func (*DataXdxr) Key 

func (x *DataXdxr) Key() string

func (*DataXdxr) Kind 

func (x *DataXdxr) Kind() cache.Kind

func (*DataXdxr) Name 

func (x *DataXdxr) Name() string

func (*DataXdxr) Owner added in v0.3.2 

func (x *DataXdxr) Owner() string

func (*DataXdxr) Print added in v0.2.0 

func (x *DataXdxr) Print(code string, date ...string)

func (*DataXdxr) Repair 

func (x *DataXdxr) Repair(cacheDate, featureDate string)

func (*DataXdxr) Update 

func (x *DataXdxr) Update(cacheDate, featureDate string)

func (*DataXdxr) Usage added in v0.2.0 

func (x *DataXdxr) Usage() string

type MovingAverage added in v0.1.5 

type MovingAverage struct {
	MA5  float64 // 5日均线
	MA10 float64 // 10日均线
	MA20 float64 // 20日均线
}

MovingAverage 移动平均线(MA)

type TransactionRecord added in v0.2.0 

type TransactionRecord struct {
	DataCache
}

TransactionRecord 成交记录 

最短3秒内的合并统计数据, 与行情数据保持一致
不可以当作tick数据来使用

func (*TransactionRecord) Check added in v0.2.3 

func (r *TransactionRecord) Check(cacheDate, featureDate string) error

func (*TransactionRecord) Checkout added in v0.3.2 

func (r *TransactionRecord) Checkout(securityCode, date string)

func (*TransactionRecord) Clone added in v0.2.0 

func (r *TransactionRecord) Clone(date string, code string) DataSet

func (*TransactionRecord) Filename added in v0.2.0 

func (r *TransactionRecord) Filename(date, code string) string

func (*TransactionRecord) Increase added in v0.2.0 

func (r *TransactionRecord) Increase(snapshot quotes.Snapshot)

func (*TransactionRecord) Init added in v0.2.0 

func (r *TransactionRecord) Init(ctx context.Context, date, securityCode string) error

func (*TransactionRecord) Key added in v0.2.0 

func (r *TransactionRecord) Key() string

func (*TransactionRecord) Kind added in v0.2.0 

func (r *TransactionRecord) Kind() cache.Kind

func (*TransactionRecord) Name added in v0.2.0 

func (r *TransactionRecord) Name() string

func (*TransactionRecord) Owner added in v0.3.2 

func (r *TransactionRecord) Owner() string

func (*TransactionRecord) Print added in v0.2.0 

func (r *TransactionRecord) Print(code string, date ...string)

func (*TransactionRecord) Repair added in v0.2.0 

func (r *TransactionRecord) Repair(cacheDate, featureDate string)

func (*TransactionRecord) Update added in v0.2.0 

func (r *TransactionRecord) Update(cacheDate, featureDate string)

func (*TransactionRecord) Usage added in v0.2.0 

func (r *TransactionRecord) Usage() string

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