storages

Documentation

Index

• Constants
• func BaseDataUpdate(barIndex int, date string, plugins []cache.DataAdapter, op cache.OpKind)
• func CheckOrderState(date string, model models.Strategy, code string, direction trader.Direction) bool
• func CountStrategyOrders(date string, model models.Strategy, direction trader.Direction) int
• func FeaturesUpdate(barIndex *int, cacheDate, featureDate string, plugins []cache.DataAdapter, ...)
• func FetchListForFirstPurchase(date, qmtStrategyName string, direction trader.Direction) []string
• func GetResultCachePath() string
• func OutputStatistics(model models.Strategy, date string, v []models.Statistics)
• func PushOrderState(date string, model models.Strategy, code string, direction trader.Direction) error
• func SaveStockPool(list []StockPool)
• func Touch(filename string) error
• type StockPool
  • func GetStockPool() (list []StockPool)
  • func (sp StockPool) Key() string
• 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

)

Functions

func BaseDataUpdate

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

BaseDataUpdate 修复数据

func CheckOrderState

func CheckOrderState(date string, model models.Strategy, code string, direction trader.Direction) bool

CheckOrderState 检查订单执行状态

func CountStrategyOrders

func CountStrategyOrders(date string, model models.Strategy, direction trader.Direction) int

CountStrategyOrders 统计策略订单数

func FeaturesUpdate

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

FeaturesUpdate 更新特征

func FetchListForFirstPurchase

func FetchListForFirstPurchase(date, qmtStrategyName string, direction trader.Direction) []string

FetchListForFirstPurchase 获取指定日期交易的个股列表

func GetResultCachePath

func GetResultCachePath() string

GetResultCachePath 获取结果缓存路径

func OutputStatistics

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

OutputStatistics 输出策略结果

func PushOrderState

func PushOrderState(date string, model models.Strategy, code string, direction trader.Direction) error

PushOrderState 推送订单完成状态

func SaveStockPool

func SaveStockPool(list []StockPool)

func Touch

func Touch(filename string) error

Touch 创建一个空文件

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   uint64         `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"`
	OrderId        int            `name:"订单ID" dataframe:"order_id"`
	OrderStatus    int            `name:"订单状态" dataframe:"order_status"`
	Active         int            `name:"活跃度" dataframe:"active"`
	Speed          float64        `name:"涨速" dataframe:"speed"`
	CreateTime     string         `name:"创建时间" dataframe:"create_time"`
	UpdateTime     string         `name:"更新时间" dataframe:"update_time"`
}

StockPool 股票池

func GetStockPool

func GetStockPool() (list []StockPool)

func (StockPool) Key

func (sp StockPool) Key() string

Key 索引字段: 日期/策略代码/证券代码

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