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rule_base.go 1.89 KB
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package rules
import (
"gitee.com/quant1x/engine/factors"
"gitee.com/quant1x/gox/exception"
"gitee.com/quant1x/gox/num"
)
func init() {
err := Register(RuleBase{})
if err != nil {
panic(err)
}
}
var (
ErrRangeOfOpeningTurnZ = exception.New(errorRuleBase+0, "非开盘换手范围")
ErrRangeOfOpeningQuantityRatio = exception.New(errorRuleBase+1, "非开盘量比范围")
ErrRangeOfOpeningChangeRate = exception.New(errorRuleBase+2, "非开盘涨跌幅范围")
ErrRangeOfFundFlow = exception.New(errorRuleBase+3, "非资金流出")
)
// RuleBase 基本面规则
type RuleBase struct{}
func (r RuleBase) Kind() Kind {
return KRuleBase
}
func (r RuleBase) Name() string {
return "基础规则"
}
func (r RuleBase) Exec(snapshot factors.QuoteSnapshot) error {
// 基础过滤规则
securityCode := snapshot.Code
// 1. 开盘换手Z的逻辑
if num.IsNaN(snapshot.OpenTurnZ) || !RuleParameters.TurnZ.Validate(snapshot.OpenTurnZ) {
return ErrRangeOfOpeningTurnZ
}
// 2. 当日 - 开盘量比
if num.IsNaN(snapshot.OpenQuantityRatio) || !RuleParameters.QuantityRatio.Validate(snapshot.OpenQuantityRatio) {
return ErrRangeOfOpeningQuantityRatio
}
// 3. 当日 - 开盘涨幅
if num.IsNaN(snapshot.OpeningChangeRate) || !RuleParameters.OpenRate.Validate(snapshot.OpeningChangeRate) {
return ErrRangeOfOpeningChangeRate
}
//// 4. 委托量
//if snapshot.AverageBiddingVolume > RuleParameters.BiddingVolumeMax || snapshot.AverageBiddingVolume < RuleParameters.BiddingVolumeMin {
// return false
//}
//// 5. 力度-测试
//if snapshot.ChangePower < 0 {
// return false
//}
// 6. exchange 过滤
exchange := factors.GetL5Exchange(securityCode)
if exchange != nil {
//// 6.1 资金流向
//if exchange.FundFlow != 0 && (exchange.FundFlow/TenThousand) < RuleParameters.MaxReduceAmount {
// return ErrRangeOfFundFlow
//}
}
_ = securityCode
// 规则通过
return nil
}
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https://gitee.com/quant1x/engine.git
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quant1x
engine
engine
v0.9.8

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