models

package
v1.0.3 Latest Latest
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 Go to latest Published: Dec 28, 2023 License: Apache-2.0 Imports: 25 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	DefaultStrategy = ModelHousNo1
	KLineMin        = cache.KLineMin // K线最少记录数
)
View Source 
const (
	OrderFlagHead = "head" // 早盘订单标志
	OrderFlagTick = "tick" // 实时订单标志
	OrderFlagTail = "tail" // 尾盘订单标志
	OrderFlagSell = "sell" // 卖出订单标志
)
View Source 
const (
	SortNotExecuted = iota // 没有排序, 由engine自行决定
	SortFinished           // 排序已完成
	SortDefault            // 默认排序, 由engine自行决定
	SortNotRequired        // 无需排序, 保持自然顺序, 这个顺序是证券代码的顺序
)
View Source 
const (
	// CACHE_STRATEGY_PATH 策略文件存储路径
	CACHE_STRATEGY_PATH = "strategy"
)

Variables

View Source 
var (
	ErrAlreadyExists = errors.New("the strategy already exists") // 已经存在
	ErrNotFound      = errors.New("the strategy was not found")  // 不存在
)
View Source 
var (
	CountDays int // 统计多少天, 由控制台传入数值
	CountTopN int // 统计前N, 由控制台传入数值
)
View Source 
var (
	MapStrategies = map[ModelKind]StrategyWrap{
		ModelZero:    {Type: ModelZero, Name: "0号策略"},
		ModelHousNo1: {Type: ModelHousNo1, Name: "1号策略"},
		ModelTail:    {Type: ModelTail, Name: "尾盘策略"},
	}
)

Functions

func AllStockTopN added in v0.7.5 

func AllStockTopN() int

AllStockTopN 最大输出多少只个股

func BatchSnapShot added in v0.5.6 

func BatchSnapShot(codes []string) []factors.QuoteSnapshot

BatchSnapShot 批量获取即时行情数据快照

func ExecuteStrategy 

func ExecuteStrategy(model Strategy, barIndex *int)

ExecuteStrategy 执行策略

func FeatureToSnapshot added in v0.5.6 

func FeatureToSnapshot(feature cache.SecurityFeature, securityCode string) factors.QuoteSnapshot

FeatureToSnapshot 特征缓存数据转快照

func GetStrategySnapshot added in v0.6.1 

func GetStrategySnapshot(securityCode string) *factors.QuoteSnapshot

GetStrategySnapshot 从缓存中获取快照

func GetTick added in v0.7.6 

func GetTick(securityCode string) *factors.QuoteSnapshot

GetTick 获取一只股票的tick数据 

该函数用于测试

func GetTickFromMemory added in v0.7.3 

func GetTickFromMemory(securityCode string) *quotes.Snapshot

GetTickFromMemory 获取快照缓存

func QmtOrderRemark added in v0.7.7 

func QmtOrderRemark(model Strategy) string

QmtOrderRemark 获取用于QMT系统的订单备注

func QmtStrategyName added in v0.7.7 

func QmtStrategyName(model Strategy) string

QmtStrategyName 获取用于QMT系统的策略名称

func QuoteSnapshotFromProtocol added in v0.6.1 

func QuoteSnapshotFromProtocol(v quotes.Snapshot) factors.QuoteSnapshot

func Register added in v0.7.2 

func Register(strategy Strategy) error

Register 注册策略

func SyncAllSnapshots added in v0.7.3 

func SyncAllSnapshots(barIndex *int)

SyncAllSnapshots 同步快照数据

func UsageStrategyList added in v0.7.2 

func UsageStrategyList() string

UsageStrategyList 输出策略列表

Types

type ModelKind 

type ModelKind = int

ModelKind 做多64个策略 

const (
	ModelHousNo1             ModelKind = 1 << iota // 1号策略
	ModelTail                                      // 尾盘策略
	ModelTick                                      // 盘中实时策略
	ModelOneSizeFitsAllSells ModelKind = 117       // 卖出策略: 一刀切(Panic sell, cookie-cutter, One size fits all sales)
	ModelNoShareHolding      ModelKind = 861       // 卖出策略: 不留了
)
const (
	ModelZero ModelKind = 0 // 0号策略
)

type ResultInfo 

type ResultInfo struct {
	Code           string  `name:"证券代码" dataframe:"code"`
	Name           string  `name:"证券名称" dataframe:"name"`
	Date           string  `name:"信号日期" dataframe:"date"`
	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"`
	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"`
}

ResultInfo 策略结果

func (*ResultInfo) Predict added in v0.6.1 

func (this *ResultInfo) Predict()

Predict 预测趋势

type SortedStatus added in v0.7.2 

type SortedStatus int

SortedStatus 排序模式 

这个状态机

type Statistics added in v0.5.6 

type Statistics struct {
	Date                 string  `name:"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:"turnz"`
	QuantityRatio        float64 `name:"开盘量比" dataframe:"quantity_ratio"`
	Tendency             string  `name:"趋势" dataframe:"tendency"`
	LastClose            float64 `name:"昨收" dataframe:"last_close"`
	Open                 float64 `name:"开盘价" dataframe:"open"`
	OpenRaise            float64 `name:"开盘涨幅%" dataframe:"open_raise"`
	Price                float64 `name:"现价" dataframe:"price"`
	UpRate               float64 `name:"涨跌幅%" dataframe:"up_rate"`
	OpenPremiumRate      float64 `name:"浮动溢价率%" dataframe:"open_premium_rate"`
	NextPremiumRate      float64 `name:"隔日溢价率%" dataframe:"next_premium_rate"`
	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"`
	OpenVolume           int     `name:"开盘量" dataframe:"open_volume"`
	AveragePrice         float64 `name:"均价线" dataframe:"average_price"`
	Active               int     `name:"活跃度" dataframe:"active"`
	Speed                float64 `name:"涨速" dataframe:"speed"`
	ChangePower          float64 `name:"力度" dataframe:"change_power"`
	AverageBiddingVolume int     `name:"委托均量" dataframe:"average_bidding_volume"`
	UpdateTime           string  `name:"时间戳" dataframe:"update_time"`
}

Statistics 0号策略数据, 订单结构

type Strategy 

type Strategy interface {
	// Code 策略编号
	Code() ModelKind
	// Name 策略名称
	Name() string
	// OrderFlag 订单标志
	OrderFlag() string
	// Filter 过滤
	Filter(ruleParameter config.RuleParameter, snapshot factors.QuoteSnapshot) error
	// Sort 排序
	Sort([]factors.QuoteSnapshot) SortedStatus
	// Evaluate 评估 日线数据
	Evaluate(securityCode string, result *concurrent.TreeMap[string, ResultInfo])
}

Strategy 策略/公式指标(features)接口

func CheckoutStrategy added in v0.7.2 

func CheckoutStrategy(strategyNumber int) (Strategy, error)

CheckoutStrategy 捡出策略对象

type StrategyWrap 

type StrategyWrap struct {
	Type ModelKind
	Name string
}

Source Files

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