gitee.com/quant1x/engine@v1.8.4/factors/dataset_features.go (about) 1 package factors 2 3 // SecurityFeature 证券特征信息 4 type SecurityFeature struct { 5 Date string `name:"日期" dataframe:"date,string"` 6 Open float64 `name:"开盘" dataframe:"open,float64"` 7 Close float64 `name:"收盘" dataframe:"close,float64"` 8 High float64 `name:"最高" dataframe:"high,float64"` 9 Low float64 `name:"最低" dataframe:"low,float64"` 10 Volume int64 `name:"成交量" dataframe:"volume,int64"` 11 Amount float64 `name:"成交额" dataframe:"amount,float64"` 12 Up int `name:"上涨家数" dataframe:"up,int64"` // 个股无效 13 Down int `name:"下跌家数" dataframe:"down,int64"` // 个股无效 14 LastClose float64 `name:"昨收" dataframe:"last_close,float64"` 15 ChangeRate float64 `name:"涨跌幅" dataframe:"change_rate,float64"` 16 OpenVolume int64 `name:"开盘量" dataframe:"open_volume,int64"` 17 OpenTurnZ float64 `name:"开盘换手z" dataframe:"open_turnz,float64"` 18 OpenUnmatched int64 `name:"开盘未匹配" dataframe:"open_unmatched,int64"` // K线无效, 调取misc特征数据获取 19 CloseVolume int64 `name:"收盘量" dataframe:"close_volume,int64"` 20 CloseTurnZ float64 `name:"收盘换手z" dataframe:"close_turnz,float64"` 21 CloseUnmatched int64 `name:"收盘未匹配" dataframe:"close_unmatched,int64"` // K线无效, 调取misc特征数据获取 22 InnerVolume int64 `name:"内盘" dataframe:"inner_volume,int64"` 23 OuterVolume int64 `name:"外盘" dataframe:"outer_volume,int64"` 24 InnerAmount float64 `name:"流出金额" dataframe:"inner_amount,float64"` 25 OuterAmount float64 `name:"流入金额" dataframe:"outer_amount,float64"` 26 //State int `name:"数据状态" dataframe:"state"` 27 } 28 29 // CheckSum 校验和 30 func (this SecurityFeature) CheckSum() int { 31 sign := 0 32 sign += int(this.OpenVolume) 33 sign += int(this.OpenTurnZ) 34 sign += int(this.OpenUnmatched) 35 sign += int(this.CloseVolume) 36 sign += int(this.CloseTurnZ) 37 sign += int(this.CloseUnmatched) 38 sign += int(this.InnerVolume) 39 sign += int(this.OuterVolume) 40 sign += int(this.InnerAmount) 41 sign += int(this.OuterAmount) 42 return sign 43 } 44 45 // TurnoverDataSummary 换手数据概要 46 type TurnoverDataSummary struct { 47 OpenVolume int64 `name:"开盘量" dataframe:"open_volume,int64"` 48 OpenTurnZ float64 `name:"开盘换手z" dataframe:"open_turnz,float64"` 49 OpenUnmatched int64 `name:"开盘未匹配" dataframe:"open_unmatched,int64"` // K线无效, 调取misc特征数据获取 50 CloseVolume int64 `name:"收盘量" dataframe:"close_volume,int64"` 51 CloseTurnZ float64 `name:"收盘换手z" dataframe:"close_turnz,float64"` 52 CloseUnmatched int64 `name:"收盘未匹配" dataframe:"close_unmatched,int64"` // K线无效, 调取misc特征数据获取 53 InnerVolume int64 `name:"内盘" dataframe:"inner_volume,int64"` 54 OuterVolume int64 `name:"外盘" dataframe:"outer_volume,int64"` 55 InnerAmount float64 `name:"流出金额" dataframe:"inner_amount,float64"` 56 OuterAmount float64 `name:"流入金额" dataframe:"outer_amount,float64"` 57 }