storages

Documentation

Index

• Constants
• func BaseDataUpdate(barIndex int, date string, plugins []cache.DataAdapter, op cache.OpKind)
• func FeaturesUpdate(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, ...)
• func GetResultCachePath() string
• func OutputStatistics(model models.Strategy, top int, date string, v []models.Statistics)
• func SaveStockPool(list []StockPool)
• type StockPool
  • func GetStockPool() (list []StockPool)
• type StrategyStatus
  • func (s *StrategyStatus) IsCancel() bool
  • func (s *StrategyStatus) IsHit() bool
  • func (s *StrategyStatus) IsPassed() bool
  • func (s *StrategyStatus) Set(other StrategyStatus, on bool)

Constants

const (
	StrategiesPath = "zero-sum" // 策略结果数据文件存储路径
	OrdersPath     = "qmt"      // QMT订单缓存路径
)

Functions

func BaseDataUpdate

func BaseDataUpdate(barIndex int, date string, plugins []cache.DataAdapter, op cache.OpKind)

BaseDataUpdate 修复数据

func FeaturesUpdate

func FeaturesUpdate(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, op cache.OpKind)

FeaturesUpdate 更新特征

func GetResultCachePath

func GetResultCachePath() string

GetResultCachePath 获取结果缓存路径

func OutputStatistics

func OutputStatistics(model models.Strategy, top int, date string, v []models.Statistics)

func SaveStockPool

func SaveStockPool(list []StockPool)

Types

type StockPool

type StockPool struct {
	Status         StrategyStatus `name:"策略状态" dataframe:"status"`
	Date           string         `name:"信号日期" dataframe:"date"`
	Code           string         `name:"证券代码" dataframe:"code"`
	Name           string         `name:"证券名称" dataframe:"name"`
	TurnZ          float64        `name:"开盘换手Z" dataframe:"turn_z"`
	Rate           float64        `name:"涨跌幅%" dataframe:"rate"`
	Buy            float64        `name:"委托价格" dataframe:"buy"`
	Sell           float64        `name:"目标价格" dataframe:"sell"`
	StrategyCode   int            `name:"策略编码" dataframe:"strategy_code"`
	StrategyName   string         `name:"策略名称" dataframe:"strategy_name"`
	Rules          uint64         `name:"规则" dataframe:"rules"`
	BlockType      string         `name:"板块类型" dataframe:"block_type"`
	BlockCode      string         `name:"板块代码" dataframe:"block_code"`
	BlockName      string         `name:"板块名称" dataframe:"block_name"`
	BlockRate      float64        `name:"板块涨幅%" dataframe:"block_rate"`
	BlockTop       int            `name:"板块排名" dataframe:"block_top"`
	BlockRank      int            `name:"个股排名" dataframe:"block_rank"`
	BlockZhangTing string         `name:"板块涨停数" dataframe:"block_zhangting"`
	BlockDescribe  string         `name:"涨/跌/平" dataframe:"block_describe"`
	BlockTopCode   string         `name:"领涨股代码" dataframe:"block_top_code"`
	BlockTopName   string         `name:"领涨股名称" dataframe:"block_top_name"`
	BlockTopRate   float64        `name:"领涨股涨幅%" dataframe:"block_top_rate"`
	Tendency       string         `name:"短线趋势" dataframe:"tendency"`
	UpdateTime     string         `name:"更新时间" dataframe:"update_time"`
}

StockPool 股票池

func GetStockPool

func GetStockPool() (list []StockPool)

type StrategyStatus

type StrategyStatus int

const (
	StrategyMiss          StrategyStatus = 0x0000 // 策略 - 未命中
	StrategyHit           StrategyStatus = 0x0001 // 策略 - 命中
	StrategyCancel        StrategyStatus = 0x0002 // 策略 - 召回
	StrategyPassed        StrategyStatus = 0x0004 // 策略 - 成功
	StrategyOrdered       StrategyStatus = 0x0008 // 策略 - 已下单
	StrategySucceeded     StrategyStatus = 0x0010 // 策略 - 订单已成功
	StrategyJunk          StrategyStatus = 0x0080 // 策略 - 作废
	StrategyAlreadyExists StrategyStatus = 0x8000 // 已存在
)

func (*StrategyStatus) IsCancel

func (s *StrategyStatus) IsCancel() bool

IsCancel 是否召回/撤销

func (*StrategyStatus) IsHit

func (s *StrategyStatus) IsHit() bool

IsHit 是否命中

func (*StrategyStatus) IsPassed

func (s *StrategyStatus) IsPassed() bool

func (*StrategyStatus) Set

func (s *StrategyStatus) Set(other StrategyStatus, on bool)

Set 设置状态