models

package
v0.7.4 Latest Latest
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 Go to latest Published: Nov 26, 2023 License: Apache-2.0 Imports: 25 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	DefaultStrategy = ModelHousNo1
	KLineMin        = 89 // 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
)
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("strategy is already exists") // 已经存在
	ErrNotFound      = errors.New("strategy not found")         // 已经存在
)
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 ExecuteStrategy 

func ExecuteStrategy(model Strategy, barIndex *int)

ExecuteStrategy 执行策略

func GetAllSnapshotsV2 added in v0.6.1 

func GetAllSnapshotsV2() map[string]quotes.Snapshot

GetAllSnapshotsV2 同步快照数据

func GetTickFromMemory added in v0.7.3 

func GetTickFromMemory(securityCode string) *quotes.Snapshot

GetTickFromMemory 获取快照缓存

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
)
const (
	ModelZero ModelKind = 0 // 0号策略
)

type QuoteSnapshot added in v0.5.6 

type QuoteSnapshot struct {
	Date                  string               // 交易日期
	ServerTime            string               // 时间
	SecurityCode          string               // 证券代码
	ExchangeState         quotes.ExchangeState // 交易状态
	State                 quotes.TradeState    // 上市公司状态
	Market                uint8                // 市场ID
	Code                  string               `name:"证券代码"`  // 代码
	Name                  string               `name:"证券名称"`  // 证券名称
	Active                uint16               `name:"活跃度"`   // 活跃度
	LastClose             float64              `name:"昨收"`    // 昨收
	Open                  float64              `name:"开盘价"`   // 开盘
	OpeningChangeRate     float64              `name:"开盘涨幅%"` // 开盘
	Price                 float64              `name:"现价"`    // 现价
	ChangeRate            float64              `name:"涨跌幅%"`  // 涨跌幅
	PremiumRate           float64              `name:"溢价率%"`  // 集合竞价买入溢价, hedgeRatio
	High                  float64              // 最高
	Low                   float64              // 最低
	Vol                   int                  // 总量
	CurVol                int                  // 现量
	Amount                float64              // 总金额
	SVol                  int                  // 内盘
	BVol                  int                  // 外盘
	IndexOpenAmount       int                  // 指数-集合竞价成交金额=开盘成交金额
	StockOpenAmount       int                  // 个股-集合竞价成交金额=开盘成交金额
	OpenVolume            int                  `name:"开盘量"` // 集合竞价-开盘量, 单位是股
	CloseVolume           int                  `name:"收盘量"` /// 集合竞价-收盘量, 单位是股
	IndexUp               int                  // 指数有效-上涨数
	IndexUpLimit          int                  // 指数有效-涨停数
	IndexDown             int                  // 指数有效-下跌数
	IndexDownLimit        int                  // 指数有效-跌停数
	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
	Rate                  float64              // 涨速
	TopNo                 int                  // 板块排名
	TopCode               string               // 领涨个股
	TopName               string               // 领涨个股名称
	TopRate               float64              // 领涨个股涨幅
	ZhanTing              int                  // 涨停数
	Ling                  int                  // 平盘数
	Count                 int                  // 总数
	Capital               float64              `name:"流通盘"`    // 流通盘
	FreeCapital           float64              `name:"自由流通股本"` // 自由流通股本
	OpenTurnZ             float64              `name:"开盘换手Z%"` // 开盘换手
	OpenQuantityRatio     float64              `name:"开盘量比"`
	QuantityRatio         float64              `name:"量比"`
	ChangePower           float64              `name:"涨跌力度"` // 开盘金额除以开盘涨幅
	AverageBiddingVolume  int                  `name:"委托均量"` // 委托均量
}

QuoteSnapshot 即时行情快照

func BatchSnapShot added in v0.5.6 

func BatchSnapShot(codes []string) []QuoteSnapshot

BatchSnapShot 批量获取即时行情数据快照

func FeatureToSnapshot added in v0.5.6 

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

FeatureToSnapshot 特征缓存数据转快照

func GetStrategySnapshot added in v0.6.1 

func GetStrategySnapshot(securityCode string) *QuoteSnapshot

GetStrategySnapshot 从缓存中获取快照

func QuoteSnapshotFromProtocol added in v0.6.1 

func QuoteSnapshotFromProtocol(v quotes.Snapshot) QuoteSnapshot

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(snapshot QuoteSnapshot) bool
	// Sort 排序
	Sort([]QuoteSnapshot) SortedStatus
	// Evaluate 评估 日线数据
	Evaluate(securityCode string, result *treemap.Map)
}

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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