Documentation
¶
Index ¶
- Constants
- func CacheBox() *cachel5.Cache1D[*Box]
- func CacheExchange() *cachel5.Cache1D[*Exchange]
- func RefreshL5Exchange()
- func UpdateL5Exchange(extension *Exchange)
- type Box
- func (this *Box) Factory(date string, code string) factors.Feature
- func (this *Box) FromHistory(history factors.History) factors.Feature
- func (this *Box) GetDate() string
- func (this *Box) GetSecurityCode() string
- func (this *Box) Increase(snapshot factors.QuoteSnapshot) factors.Feature
- func (this *Box) Init(ctx context.Context, date string) error
- func (this *Box) Repair(code, cacheDate, featureDate string, complete bool)
- func (this *Box) Update(code, cacheDate, featureDate string, complete bool)
- func (this *Box) ValidateSample() error
- type DuoKongQuShi
- type Exchange
- func (this *Exchange) Factory(date string, code string) factors.Feature
- func (this *Exchange) FromHistory(history factors.History) factors.Feature
- func (this *Exchange) GetDate() string
- func (this *Exchange) GetSecurityCode() string
- func (this *Exchange) Increase(snapshot factors.QuoteSnapshot) factors.Feature
- func (this *Exchange) Init(ctx context.Context, date string) error
- func (this *Exchange) Repair(code, cacheDate, featureDate string, complete bool)
- func (this *Exchange) Update(code, cacheDate, featureDate string, complete bool)
- func (this *Exchange) ValidateSample() error
- type ExchangeKLine
- type JuXianDongXiang
- type KLineBox
- type QuShiFanZhuan
- type ShapeType
Constants ¶
View Source
const ( //FeatureHistory = baseFeature + 1 // 特征数据-历史 //FeatureNo1 = baseFeature + 2 // 特征数据-1号策略 FeatureExchange = baseFeature + 3 // exchange FeatureBreaksThroughBox = baseFeature + 4 // 特征数据-有效突破平台 FeatureKLineShap = baseFeature + 5 // 特征数据-K线形态等 )
登记所有的特征数据
View Source
const (
CacheL5KeyBox = "box"
)
View Source
const (
CacheL5KeyExchange = "exchange"
)
Variables ¶
This section is empty.
Functions ¶
func CacheExchange ¶ added in v0.8.6
func UpdateL5Exchange ¶ added in v0.8.6
func UpdateL5Exchange(extension *Exchange)
UpdateL5Exchange 更新当日exchange
Types ¶
type Box ¶ added in v0.1.5
type Box struct { cache.DataSummary `dataframe:"-"` 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) FromHistory ¶ added in v0.1.5
func (*Box) GetSecurityCode ¶ added in v0.1.5
func (*Box) Increase ¶ added in v0.1.5
func (this *Box) Increase(snapshot factors.QuoteSnapshot) factors.Feature
func (*Box) ValidateSample ¶ added in v0.8.6
ValidateSample 验证样本数据
type DuoKongQuShi ¶ added in v0.8.6
DuoKongQuShi 多空趋势
type Exchange ¶ added in v0.8.6
type Exchange struct { cache.DataSummary `dataframe:"-"` Date string `name:"日期" dataframe:"日期"` // 数据日期 Code string `name:"证券代码" dataframe:"证券代码"` // 证券代码 Shape uint64 `name:"K线形态" dataframe:"K线形态"` // K线形态 MV3 float64 `name:"前3日分钟均量" dataframe:"前3日分钟均量"` // 前3日分钟均量 MA3 float64 `name:"3日均线" dataframe:"3日均线"` // 3日均价 MV5 float64 `name:"前5日分钟均量" dataframe:"前5日分钟均量"` // 前5日每分钟均量, 量比(QuantityRelativeRatio)需要 MA5 float64 `name:"5日均线" dataframe:"5日均线"` // 5日均价 MA10 float64 `name:"10日均线" dataframe:"10日均线"` // 10日均价 MA20 float64 `name:"20日均线" dataframe:"20日均线"` // 生命线(MA20)/20日线 FundFlow float64 `name:"资金流向" dataframe:"资金流向"` // 资金流向, 暂时无用 VolumeRatio float64 `name:"成交量比" dataframe:"成交量比"` // 成交量放大比例, 相邻的两个交易日进行比对 TurnoverRate float64 `name:"换手率" dataframe:"换手率"` // 换手率 AmplitudeRatio float64 `name:"振幅" dataframe:"振幅"` // 振幅 BidOpen float64 `name:"竞价开盘" dataframe:"竞价开盘"` // 竞价开盘价 BidClose float64 `name:"竞价结束" dataframe:"竞价结束"` // 竞价结束 BidHigh float64 `name:"竞价最高" dataframe:"竞价最高"` // 竞价最高 BidLow float64 `name:"竞价最低" dataframe:"竞价最低"` // 竞价最低 BidMatched float64 `name:"竞价匹配量" dataframe:"竞价匹配量"` // 竞价匹配量 BidUnmatched float64 `name:"竞价未匹配" dataframe:"竞价未匹配"` // 竞价未匹配量 BidDirection int `name:"竞价方向" dataframe:"竞价方向"` // 竞价方向 OpenBiddingDirection int `name:"开盘竞价" dataframe:"开盘竞价"` // 竞价方向, 交易当日集合竞价开盘时更新 OpenVolumeDirection int `name:"开盘竞量" dataframe:"开盘竞量"` // 委托量差, 交易当日集合竞价开盘时更新 CloseBiddingDirection int `name:"收盘竞价" dataframe:"收盘竞价"` // 竞价方向, 交易当日集合竞价收盘时更新 CloseVolumeDirection int `name:"收盘竞量" dataframe:"收盘竞量"` // 委托量差, 交易当日集合竞价收盘时更新 OpenVolume int64 `name:"开盘量" dataframe:"开盘量"` // 开盘量 OpenTurnZ float64 `name:"开盘换手z" dataframe:"开盘换手z"` // 开盘换手z CloseVolume int64 `name:"收盘量" dataframe:"收盘量"` // TODO:快照数据实际上有好几条, 应该用当日成交记录修订 CloseTurnZ float64 `name:"收盘换手z" dataframe:"收盘换手z"` // 收盘换手z LastSentiment float64 `name:"昨日情绪" dataframe:"昨日情绪"` // 昨日情绪 LastConsistent int `name:"昨日情绪一致" dataframe:"昨日情绪一致"` // 昨日情绪一致 OpenSentiment float64 `name:"开盘情绪值" dataframe:"开盘情绪值"` // 开盘情绪值, 个股没有 OpenConsistent int `name:"开盘情绪一致" dataframe:"开盘情绪一致"` // 开盘情绪一致, 个股没有 CloseSentiment float64 `name:"收盘情绪值" dataframe:"收盘情绪值"` // 收盘情绪值 CloseConsistent int `name:"收盘情绪一致" dataframe:"收盘情绪一致"` // 收盘情绪一致 AveragePrice float64 `name:"均价线" dataframe:"均价线"` // 均价线 Volume int64 `name:"成交量" dataframe:"成交量"` // 成交量 InnerVolume int64 `name:"内盘" dataframe:"内盘"` // 内盘 OuterVolume int64 `name:"外盘" dataframe:"外盘"` // 外盘 Change5 float64 `name:"5日涨幅" dataframe:"5日涨幅"` // 5日涨幅 Change10 float64 `name:"10日涨幅" dataframe:"10日涨幅"` // 10日涨幅 InitialPrice float64 `name:"启动价格" dataframe:"启动价格"` // 短线底部(Short-Term Bottom),股价最近一次上穿5日均线 ShortIntensity float64 `name:"短线强度" dataframe:"短线强度"` // 短线强度,Strength ShortIntensityDiff float64 `name:"短线强度增幅" dataframe:"短线强度增幅"` // 短线强度 MediumIntensity float64 `name:"中线强度" dataframe:"中线强度"` // 中线强度 MediumIntensityDiff float64 `name:"中线强度增幅" dataframe:"中线强度增幅"` // 中线强度 Vix float64 `name:"波动率" dataframe:"波动率"` // 波动率 State uint64 `name:"样本状态" dataframe:"样本状态"` }
Exchange 上一个交易日的数据快照
func GetL5Exchange ¶ added in v0.8.6
GetL5Exchange 获取扩展信息
func NewExchange ¶ added in v0.8.6
func (*Exchange) FromHistory ¶ added in v0.8.6
func (*Exchange) GetSecurityCode ¶ added in v0.8.6
func (*Exchange) Increase ¶ added in v0.8.6
func (this *Exchange) Increase(snapshot factors.QuoteSnapshot) factors.Feature
func (*Exchange) ValidateSample ¶ added in v0.8.6
ValidateSample 验证样本数据
type ExchangeKLine ¶ added in v0.8.6
type ExchangeKLine struct { Date string // 日期 Code string // 证券代码 Shape uint64 // K线形态 MV3 float64 // 3日均量 MA3 float64 // 3日均价 MV5 float64 // 5日均量 MA5 float64 // 5日均价 MA10 float64 // 10日均价 MA20 float64 // 20日均价 VolumeRatio float64 // 成交量比 TurnoverRate float64 // 换手率 AmplitudeRatio float64 // 振幅 AveragePrice float64 // 均价线 Change5 float64 // 5日涨幅 Change10 float64 // 10日涨幅 InitialPrice float64 // 短线底部(Short-Term Bottom),股价最近一次上串5日均线 ShortIntensity float64 // 短线强度 ShortIntensityDiff float64 // 短线强度增幅 MediumIntensity float64 // 中线强度 MediumIntensityDiff float64 // 中线强度增幅 Vix float64 // 波动率 Sentiment float64 // 情绪值 Consistent int // 情绪一致 }
ExchangeKLine K线特征
func NewExchangeKLine ¶ added in v0.8.6
func NewExchangeKLine(code, date string) *ExchangeKLine
NewExchangeKLine 构建制定日期的K线数据
func (*ExchangeKLine) Kind ¶ added in v0.8.6
func (k *ExchangeKLine) Kind() cache.Kind
func (*ExchangeKLine) Name ¶ added in v0.8.6
func (k *ExchangeKLine) Name() string
type JuXianDongXiang ¶ added in v0.8.6
type KLineBox ¶ added in v0.8.6
type KLineBox struct { Code string // 证券代码 Date string // 数据日期 DoubletPeriod int // box: 倍量周期 DoubleHigh float64 // box: 倍量最高 DoubleLow float64 // box: 倍量最低 Buy bool // box: 买入 HalfPeriod int // box: 半量周期 HalfHigh float64 // box: 半量最高 HalfLow float64 // box: 半量最低 Sell bool // box: 卖出 TendencyPeriod int // box: 趋势周期 QSFZ bool // 趋势反转 QSCP float64 // 趋势反转 QSCV float64 // 趋势反转 QSVP float64 // 趋势反转 QSVP3 float64 // 趋势反转 QSVP5 float64 // 趋势反转 DkCol float64 // dkqs: 能量柱, 通达信分时指标DkCol DkD float64 // dkqs: 多头力量 DkK float64 // dkqs: 空头力量 DkB bool // dkqs: 买入 DkS bool // dkqs: 卖出 DxDivergence float64 // madx: 综合发散度评估值 DxDm0 float64 // madx: 超短线均线发散度 DxDm1 float64 // madx: 短线均线发散度 DxDm2 float64 // madx: 中线均线发散度 DxB bool // madx: 买入 }
KLineBox 有效突破(BreaksThrough)平台
func NewKLineBox ¶ added in v0.8.6
NewKLineBox 构建有效突破数据
type QuShiFanZhuan ¶
type QuShiFanZhuan struct { QSFZ bool // 反转信号 CP float64 // 股价涨幅 CV float64 // 成交量涨幅 VP float64 // 价量比 VP3 float64 // 3日价量比 VP5 float64 // 5日价量比 }
QuShiFanZhuan 趋势反转
type ShapeType ¶ added in v0.8.6
type ShapeType = uint64
ShapeType K线形态类型
const ( KLineShapeYiZi ShapeType = 1 << iota // 1一字 KLineShapeLimitUp // 2涨停板 KLineShapeLimitDown // 3跌停板 KLineShapeNoChanged // 4平盘 KLineShapeUp // 5上涨 KLineShapeDown // 6下跌 KLineShapeDoji // 7十字星 KLineShapeLongUpShadow // 8长上影线 KLineShapeLongDownShadow // 9长下影线 KLineShapeDaYangLine // 10大阳线 KLineShapeDaYinLine // 11大阴线 KLineShapeZhongYangLine // 12中阳线 KLineShapeZhongYinLine // 13中阴线 KLineShapeXiaoYangLine // 14小阳线 KLineShapeXiaoYinLine // 15小阴线 KLineShapeNotLimitUp // 16炸板, 曾涨停 KLineShapeNotLimitDown // 17曾跌停 KLineShapeShrinkToHalf // 18第3日缩量到一半 KLineShapeGrabChipInFinalRound // 19尾盘抢筹 KLineShapeChant // 20吟唱, 蓄力 配合大阳线 KLineShapeStepBackDailyMA // 21日线-连续2个周期回踩均线 KLineShapeStepBackWeeklyMA // 22周线-连续2个周期回踩均线 KLineShapeStepBackMonthlyMA // 23月线-连续2个周期回踩均线 )
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