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feature_box.go 4.93 KB
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王布衣 提交于 2023-12-20 07:47 . 统一数据到factors目录
package factors
import (
"context"
"gitee.com/quant1x/engine/cache"
"gitee.com/quant1x/gox/logger"
)
const (
cacheL5KeyBox = "box"
)
// Box 平台特征数据
type Box struct {
cache.DataSummary `dataframe:"-"`
Code string `name:"证券代码" dataframe:"证券代码"` // 证券代码
Date string `name:"数据日期" dataframe:"数据日期"` // 数据日期
DoubletPeriod int `name:"倍量周期" dataframe:"倍量周期"` // 倍量周期
DoubleHigh float64 `name:"倍量最高" dataframe:"倍量最高"` // 倍量最高
DoubleLow float64 `name:"倍量最低" dataframe:"倍量最低"` // 倍量最低
Buy bool `name:"买入信号" dataframe:"买入信号"` // 买入信号
HalfPeriod int `name:"半量周期" dataframe:"半量周期"` // 半量周期
HalfHigh float64 `name:"半量最高" dataframe:"半量最高"` // 半量最高
HalfLow float64 `name:"半量最低" dataframe:"半量最低"` // 半量最低
Sell bool `name:"卖出信号" dataframe:"卖出信号"` // 卖出信号
TendencyPeriod int `name:"趋势周期" dataframe:"趋势周期"` // 趋势周期
QSFZ bool `name:"QSFZ" dataframe:"QSFZ"` // QSFZ
QSCP float64 `name:"QSCP" dataframe:"QSCP"` // QSFZ: QSCP
QSCV float64 `name:"QSCV" dataframe:"QSCV"` // QSFZ: QSCV
QSVP float64 `name:"QSVP" dataframe:"QSVP"` // QSFZ: QSVP
QSVP3 float64 `name:"QSVP3" dataframe:"QSVP3"` // QSFZ: QSVP3
QSVP5 float64 `name:"QSVP5" dataframe:"QSVP5"` // QSFZ: QSVP5
DkCol float64 `name:"DkCol" dataframe:"DkCol"` // dkqs: 能量柱
DkD float64 `name:"dkd" dataframe:"dkd"` // dkqs: 多头力量
DkK float64 `name:"dkk" dataframe:"dkk"` // dkqs: 空头力量
DkB bool `name:"dkb" dataframe:"dkb"` // dkqs: buy
DkS bool `name:"dks" dataframe:"dks"` // dkqs: sell
DxDivergence float64 `name:"dxdivergence" dataframe:"dxdivergence"` // madx: 综合发散度评估值
DxDm0 float64 `name:"dxdm0" dataframe:"dxdm0"` // madx: 超短线均线发散度
DxDm1 float64 `name:"dxdm1" dataframe:"dxdm1"` // madx: 短线均线发散度
DxDm2 float64 `name:"dxdm2" dataframe:"dxdm2"` // madx: 中线均线发散度
DxB bool `name:"dxb" dataframe:"dxb"` // madx: 买入
State uint64 `name:"样本状态" dataframe:"样本状态"` // 样本状态
}
func NewBox(date, code string) *Box {
summary := __mapFeatures[FeatureBreaksThroughBox]
v := Box{
DataSummary: summary,
Date: date,
Code: code,
}
return &v
}
func (this *Box) GetDate() string {
return this.Date
}
func (this *Box) GetSecurityCode() string {
return this.Code
}
func (this *Box) Factory(date string, code string) Feature {
v := NewBox(date, code)
return v
}
func (this *Box) Init(ctx context.Context, date string) error {
_ = ctx
_ = date
return nil
}
func (this *Box) FromHistory(history History) Feature {
_ = history
return this
}
func (this *Box) Update(code, cacheDate, featureDate string, complete bool) {
cover := NewKLineBox(code, featureDate)
if cover == nil {
logger.Errorf("code[%s, %s] kline not found", code, featureDate)
return
}
info := this
info.Date = cover.Date
info.DoubletPeriod = cover.DoubletPeriod
info.DoubleHigh = cover.DoubleHigh
info.DoubleLow = cover.DoubleLow
info.Buy = cover.Buy
info.HalfPeriod = cover.HalfPeriod
info.HalfHigh = cover.HalfHigh
info.HalfLow = cover.HalfLow
info.Sell = cover.Sell
info.TendencyPeriod = cover.TendencyPeriod
// 趋势反转
info.QSFZ = cover.QSFZ
info.QSCP = cover.QSCP
info.QSCV = cover.QSCV
info.QSVP = cover.QSVP
info.QSVP3 = cover.QSVP3
info.QSVP5 = cover.QSVP5
// 多空趋势
info.DkCol = cover.DkCol
info.DkD = cover.DkD
info.DkK = cover.DkK
info.DkB = cover.DkB
info.DkS = cover.DkS
// 均线发散
info.DxDm0 = cover.DxDm0
info.DxDm1 = cover.DxDm1
info.DxDm2 = cover.DxDm2
info.DxDivergence = cover.DxDivergence
info.DxB = cover.DxB
// 样本状态
info.State |= cover.Kind()
_ = cacheDate
_ = complete
}
func (this *Box) Repair(code, cacheDate, featureDate string, complete bool) {
this.Update(code, cacheDate, featureDate, complete)
}
func (this *Box) Increase(snapshot QuoteSnapshot) Feature {
_ = snapshot
return this
}
// ValidateSample 验证样本数据
func (this *Box) ValidateSample() error {
if this.State > 0 {
return nil
}
return ErrInvalidFeatureSample
}
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