factors

package
v0.7.4 Latest Latest
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 Go to latest Published: Nov 26, 2023 License: Apache-2.0 Imports: 21 Imported by: 0

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Index

Constants

View Source 
const (
	FeatureF10              = baseFeature + 1 // 特征数据-基本面
	FeatureHistory          = baseFeature + 2 // 特征数据-历史
	FeatureKLineShap        = baseFeature + 3 // 特征数据-K线形态等
	FeatureMovingAverage    = baseFeature + 4 // 特征数据-移动平均线
	FeatureBreaksThroughBox = baseFeature + 5 // 特征数据-有效突破平台

	FeatureHousNo1 = featureHous + 1 // 侯总1号策略
	FeatureHousNo2 = featureHous + 2 // 侯总2号策略
)

登记所有的特征数据

View Source 
const (
	CacheL5KeyF10 = "f10"
)
View Source 
const (
	CacheL5KeyHistory = "history"
)
View Source 
const (
	InvalidPeriod = -1 // 无效的周期
)
View Source 
const (
	SubNewStockYears = 1 // 次新股几年内
)

Variables

This section is empty.

Functions

func BoolIndexOf added in v0.2.0 

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

func ComputeFreeCapital added in v0.2.0 

func ComputeFreeCapital(holderList []dfcf.CirculatingShareholder, capital float64) (top10Capital, freeCapital, capitalChanged, increaseRatio, reductionRatio float64)

ComputeFreeCapital 计算自由流通股本

func IndexReverse added in v0.2.0 

func IndexReverse(s stat.Series) stat.Series

func IntegerIndexOf added in v0.6.7 

func IntegerIndexOf(s stat.Series, n int) int

func IsSubNewStockByIpoDate added in v0.2.0 

func IsSubNewStockByIpoDate(securityCode, ipoDate, date string) bool

IsSubNewStockByIpoDate 检查是否次新股

func SeriesChangeRate added in v0.2.0 

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

SeriesChangeRate 计算两个序列的净增长

func SeriesIndexOf added in v0.2.0 

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

SeriesIndexOf 获取序列第n索引的值

func StringIndexOf added in v0.2.0 

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

Types

type CompleteData added in v0.2.0 

type CompleteData struct {
	No1 HousNo1
}

type F10 added in v0.2.0 

type F10 struct {
	cache.DataSummary `dataframe:"-"`
	Date              string  `name:"日期" dataframe:"Date"`                   // 日期
	Code              string  `name:"代码" dataframe:"Code"`                   // 证券代码
	SecurityName      string  `name:"名称" dataframe:"Name"`                   // 证券名称
	SubNew            bool    `name:"次新股" dataframe:"SubNew"`                // 是否次新股
	VolUnit           int     `name:"每手" dataframe:"VolUnit"`                // 每手单位
	DecimalPoint      int     `name:"小数点" dataframe:"DecimalPoint"`          // 小数点
	IpoDate           string  `name:"上市日期" dataframe:"IpoDate"`              // 上市日期
	UpdateDate        string  `name:"更新日期" dataframe:"UpdateDate"`           // 更新日期
	TotalCapital      float64 `name:"总股本" dataframe:"TotalCapital"`          // 总股本
	Capital           float64 `name:"流通股本" dataframe:"Capital"`              // 流通股本
	FreeCapital       float64 `name:"自由流通股本" dataframe:"FreeCapital"`        // 自由流通股本
	Top10Capital      float64 `name:"前十大流通股东总股本" dataframe:"Top10Capital"`   // 前十大流通股东股本
	Top10Change       float64 `name:"前十大流通股东总股本变化" dataframe:"Top10Change"`  //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" dataframe:"ChangeCapital"` // 前十大流通股东持仓变化
	IncreaseRatio     float64 `name:"当期增持比例" dataframe:"IncreaseRatio"`      // 当期增持比例
	ReductionRatio    float64 `name:"当期减持比例" dataframe:"ReductionRatio"`     // 当期减持比例
	BPS               float64 `name:"每股净资产" dataframe:"BPS"`                 // 每股净资产
	BasicEPS          float64 `name:"每股收益" dataframe:"BasicEPS"`             // 每股收益
	SafetyScore       int     `name:"安全分" dataframe:"SafetyScore"`           // 通达信安全分
	Increases         int     `name:"增持" dataframe:"Increases"`              // 公告-增持
	Reduces           int     `name:"减持" dataframe:"Reduces"`                // 公告-减持
	Risk              int     `name:"风险数" dataframe:"Risk"`                  // 公告-风险数
	RiskKeywords      string  `name:"风险关键词" dataframe:"RiskKeywords"`        // 公告-风险关键词
}

F10 证券基本面

func NewF10 added in v0.2.0 

func NewF10(date, code string) *F10

func (*F10) Factory added in v0.2.0 

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

func (*F10) FromHistory added in v0.2.0 

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

func (*F10) GetDate added in v0.2.0 

func (this *F10) GetDate() string

func (*F10) GetSecurityCode added in v0.2.0 

func (this *F10) GetSecurityCode() string

func (*F10) Increase added in v0.2.0 

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

func (*F10) Init added in v0.2.0 

func (this *F10) Init(ctx context.Context, date string) error

func (*F10) Repair added in v0.2.0 

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

func (*F10) TurnZ added in v0.2.0 

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

func (*F10) Update added in v0.2.0 

func (this *F10) Update(code, cacheDate, featureDate string, complete bool)

type Feature 

type Feature interface {
	cache.Manifest
	cache.Future
	// Factory 工厂
	Factory(date string, code string) Feature
	Trait
}

Feature 特征

type History 

type History struct {
	cache.DataSummary `dataframe:"-"`
	Date              string         `name:"日期" dataframe:"date"`           // 日期, 数据落地的日期
	Code              string         `name:"代码" dataframe:"code"`           // 代码
	MA3               float64        `name:"3日均价" dataframe:"ma3"`          // 3日均价
	MV3               float64        `name:"3日均量" dataframe:"mv3"`          // 3日均量
	MA5               float64        `name:"5日均价" dataframe:"ma5"`          // 5日均价
	MV5               float64        `name:"5日均量" dataframe:"mv5"`          // 5日均量
	MA10              float64        `name:"10日均价" dataframe:"ma10"`        // 10日均价
	MV10              float64        `name:"10日均量" dataframe:"mv10"`        // 10日均量
	MA20              float64        `name:"20日均价" dataframe:"ma20"`        // 20日均价
	MV20              float64        `name:"20日均量" dataframe:"mv20"`        // 20日均量
	HIGH              float64        `name:"最高" dataframe:"high"`           // 昨日最高
	LOW               float64        `name:"最低" dataframe:"low"`            // 昨日最低
	AveragePrice      float64        `name:"均价" dataframe:"average_price"`  // 昨日均价
	Payloads          IncompleteData `name:"payloads" dataframe:"payloads"` // 扩展的半成品数据
	Last              CompleteData   `name:"last" dataframe:"last"`         // 上一个交易日的数据
	UpdateTime        string         `name:"更新时间" dataframe:"update_time"`  // 更新时间
}

History 历史整合数据 

记录重要的截止上一个交易日的数据

func NewHistory added in v0.2.0 

func NewHistory(date, code string) *History

func (*History) Factory added in v0.2.0 

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

func (*History) FromHistory added in v0.2.0 

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

func (*History) GetDate added in v0.2.0 

func (this *History) GetDate() string

func (*History) GetMV5 added in v0.6.1 

func (this *History) GetMV5() float64

GetMV5 前5日分钟均量

func (*History) GetSecurityCode added in v0.2.0 

func (this *History) GetSecurityCode() string

func (*History) Increase added in v0.2.0 

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

func (*History) Init added in v0.2.0 

func (this *History) Init(ctx context.Context, date string) error

func (*History) Repair added in v0.2.0 

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

func (*History) Update added in v0.2.0 

func (this *History) Update(code, cacheDate, featureDate string, complete bool)

type HousNo1 added in v0.2.0 

type HousNo1 struct {
	cache.DataSummary `dataframe:"-"`
	MA5               float64 `dataframe:"ma5"`
	MA10              float64 `dataframe:"ma10"`
	MA20              float64 `dataframe:"ma20"`
}

func (*HousNo1) Factory added in v0.2.0 

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

func (*HousNo1) FromHistory added in v0.2.0 

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

func (*HousNo1) GetDate added in v0.2.0 

func (f *HousNo1) GetDate() string

func (*HousNo1) GetSecurityCode added in v0.2.0 

func (f *HousNo1) GetSecurityCode() string

func (*HousNo1) Increase added in v0.2.0 

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

func (*HousNo1) Init added in v0.2.0 

func (f *HousNo1) Init(ctx context.Context, date string) error

func (*HousNo1) Repair added in v0.2.0 

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

func (*HousNo1) Update added in v0.2.0 

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

type IncompleteData added in v0.2.0 

type IncompleteData struct {
	No1 HousNo1
}

IncompleteData 不完整的数据

type Trait added in v0.3.7 

type Trait interface {
	// FromHistory 从历史数据加载
	FromHistory(history History) Feature
	// Increase 增量计算
	//	用快照增量计算特征
	Increase(snapshot quotes.Snapshot) Feature
}

Trait 基础的特性 

这也是一个特征, 为啥起这个名字, 自己可以脑补 哈哈~

type Weight 

type Weight = uint64

Weight 权重数据类型为64, 实际容纳63个

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