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rule_base.go 3.36 KB
一键复制 编辑 原始数据 按行查看 历史
王布衣 提交于 2024-06-14 15:25 . 统一冗详模式输出过滤结果
package rules
import (
"errors"
"fmt"
"gitee.com/quant1x/engine/config"
"gitee.com/quant1x/engine/factors"
"gitee.com/quant1x/gox/exception"
"gitee.com/quant1x/gox/logger"
"gitee.com/quant1x/num"
)
func init() {
err := RegisterFunc(KRuleBase, "基础规则", ruleBase)
if err != nil {
logger.Fatalf("%+v", 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, "非资金流出范围")
ErrHistoryNotExist = exception.New(errorRuleBase+4, "没有找到history数据")
ErrRiskOfGapDown = exception.New(errorRuleBase+5, "开盘存在向下跳空缺口")
ErrExchangeNotExist = exception.New(errorRuleBase+6, "没有找到history数据")
ErrRangeOfChangeRate = exception.New(errorRuleBase+7, "非实时涨跌幅范围")
ErrRangeOfFinancingBalanceRatio = exception.New(errorRuleBase+8, "融资余额占比过大")
)
// 判断是否冗详模式输出错误信息
func throwException(err error, ruleParameter config.RuleParameter, value float64) error {
if !ruleParameter.Verbose {
return err
} else {
return errors.New(fmt.Sprintf("%s, %f", err.Error(), value))
}
}
// ruleBase 基础规则
func ruleBase(ruleParameter config.RuleParameter, snapshot factors.QuoteSnapshot) error {
// 基础过滤规则
securityCode := snapshot.SecurityCode
// 1. 开盘换手Z的逻辑
if num.IsNaN(snapshot.OpenTurnZ) || !ruleParameter.OpenTurnZ.Validate(snapshot.OpenTurnZ) {
return throwException(ErrRangeOfOpeningTurnZ, ruleParameter, snapshot.OpenTurnZ)
}
// 2. 当日 - 开盘量比
if num.IsNaN(snapshot.OpenQuantityRatio) || !ruleParameter.OpenQuantityRatio.Validate(snapshot.OpenQuantityRatio) {
return throwException(ErrRangeOfOpeningQuantityRatio, ruleParameter, snapshot.OpenQuantityRatio)
}
// 3. 当日 - 开盘涨幅
if num.IsNaN(snapshot.OpeningChangeRate) || !ruleParameter.OpenChangeRate.Validate(snapshot.OpeningChangeRate) {
return ErrRangeOfOpeningChangeRate
}
// 3.1 当日 - 涨幅
if num.IsNaN(snapshot.ChangeRate) || !ruleParameter.ChangeRate.Validate(snapshot.ChangeRate) {
return ErrRangeOfChangeRate
}
//// 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
misc := factors.GetL5Misc(securityCode)
if misc == nil {
//return ErrExchangeNotExist
} else {
//// 6.1 资金流向
//if exchange.FundFlow != 0 && (exchange.FundFlow/TenThousand) < RuleParameters.MaxReduceAmount {
// return ErrRangeOfFundFlow
//}
// 6.2 检查融资余额占比
if misc.RZYEZB > 0 && misc.RZYEZB >= ruleParameter.FinancingBalanceRatio {
return throwException(ErrRangeOfFinancingBalanceRatio, ruleParameter, misc.RZYEZB)
}
}
// 7. 历史数据
history := factors.GetL5History(securityCode)
if history == nil {
return ErrHistoryNotExist
} else {
// 7.1 开盘存在跳空缺口
if !ruleParameter.GapDown && history.LOW >= snapshot.Open {
return ErrRiskOfGapDown
}
}
// 规则通过
return nil
}
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quant1x
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engine
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