gitee.com/quant1x/engine@v1.8.4/strategies/no1.go (about)

     1  package strategies
     2  
     3  import (
     4  	"gitee.com/quant1x/engine/config"
     5  	"gitee.com/quant1x/engine/factors"
     6  	"gitee.com/quant1x/engine/models"
     7  	"gitee.com/quant1x/engine/utils"
     8  	"gitee.com/quant1x/gotdx/securities"
     9  	"gitee.com/quant1x/gox/concurrent"
    10  	"gitee.com/quant1x/gox/logger"
    11  	"gitee.com/quant1x/pandas"
    12  	. "gitee.com/quant1x/pandas/formula"
    13  )
    14  
    15  const (
    16  	// MaximumResultDays 结果最大天数
    17  	MaximumResultDays int = 3
    18  )
    19  
    20  func init() {
    21  	err := models.Register(ModelNo1{})
    22  	if err != nil {
    23  		logger.Fatalf("%+v", err)
    24  	}
    25  }
    26  
    27  // ModelNo1 1号模型
    28  //
    29  //	FormulaNo1 3天内5天线上穿10天线，10天线上穿20天线的个股
    30  //	count(cross(MA(c,5),MA(c,10)),3)>=1 and count(cross(MA(c,10),MA(c,20)),3)>=1
    31  type ModelNo1 struct {
    32  }
    33  
    34  func (m ModelNo1) Code() models.ModelKind {
    35  	return models.ModelHousNo1
    36  }
    37  
    38  func (m ModelNo1) Name() string {
    39  	return models.MapStrategies[m.Code()].Name
    40  }
    41  
    42  func (m ModelNo1) OrderFlag() string {
    43  	return models.OrderFlagTail
    44  }
    45  
    46  func (m ModelNo1) Filter(ruleParameter config.RuleParameter, snapshot factors.QuoteSnapshot) error {
    47  	return GeneralFilter(ruleParameter, snapshot)
    48  }
    49  
    50  func (m ModelNo1) Sort(snapshots []factors.QuoteSnapshot) models.SortedStatus {
    51  	_ = snapshots
    52  	return models.SortDefault
    53  }
    54  
    55  func (m ModelNo1) Evaluate(securityCode string, result *concurrent.TreeMap[string, models.ResultInfo]) {
    56  	history := factors.GetL5History(securityCode)
    57  	if history == nil {
    58  		return
    59  	}
    60  	snapshot := models.GetStrategySnapshot(securityCode)
    61  	if snapshot == nil {
    62  		return
    63  	}
    64  
    65  	// 取出昨日的数据
    66  	lastNo1 := history.Last.No1
    67  	r1MA5 := lastNo1.MA5
    68  	r1MA10 := lastNo1.MA10
    69  	r1MA20 := lastNo1.MA20
    70  	// 取出今日的半成品数据
    71  	today := history.Payloads.No1.Increase(*snapshot).(*factors.HousNo1)
    72  	ma5 := today.MA5
    73  	ma10 := today.MA10
    74  	ma20 := today.MA20
    75  
    76  	// 组织series
    77  	s5 := pandas.ToSeries(r1MA5, ma5)
    78  	s10 := pandas.ToSeries(r1MA10, ma10)
    79  	s20 := pandas.ToSeries(r1MA20, ma20)
    80  
    81  	// 两个金叉
    82  	c1 := CROSS(s5, s10)
    83  	c2 := CROSS(s10, s20)
    84  	// 横向对比
    85  	d := c1.And(c2)
    86  	s := utils.BoolIndexOf(d, -1)
    87  	if s {
    88  		price := snapshot.Price
    89  		date := snapshot.Date
    90  		result.Put(securityCode, models.ResultInfo{Code: securityCode,
    91  			Name:         securities.GetStockName(securityCode),
    92  			Date:         date,
    93  			Rate:         0.00,
    94  			Buy:          price,
    95  			Sell:         price * 1.05,
    96  			StrategyCode: m.Code(),
    97  			StrategyName: m.Name()})
    98  	}
    99  }