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王布衣 / engine

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feature.go 2.21 KB
一键复制 编辑 原始数据 按行查看 历史
package factors
import (
"errors"
"gitee.com/quant1x/engine/cache"
)
const (
InvalidPeriod = -1 // 无效的周期
InvalidWeight = float64(-99.99) // 无效的权重值
)
// Trait 基础的特性
//
// 这也是一个特征, 为啥起这个名字, 自己可以脑补 哈哈~
type Trait interface {
// FromHistory 从历史数据加载
FromHistory(history History) Feature
// Increase 增量计算
// 用快照增量计算特征
Increase(snapshot QuoteSnapshot) Feature
// ValidateSample 验证样本
ValidateSample() error
}
// Feature 特征
type Feature interface {
cache.Manifest
cache.Future
// Factory 工厂
Factory(date string, code string) Feature
Trait
}
// Weight 权重数据类型为64, 实际容纳63个
type Weight = uint64
const (
baseFeature cache.Kind = cache.PluginMaskFeature // 特征类型基础编码
)
// 登记所有的特征数据
const (
FeatureF10 = baseFeature + 1 // 特征数据-基本面
FeatureHistory = baseFeature + 2 // 特征数据-历史
FeatureNo1 = baseFeature + 3 // 特征数据-1号策略
FeatureMisc = baseFeature + 4 // 特征数据-Misc
FeatureBreaksThroughBox = baseFeature + 5 // 特征数据-box
FeatureKLineShap = baseFeature + 6 // 特征数据-K线形态等
FeatureInvestmentSentimentMaster = baseFeature + 7 // 狩猎者-情绪周期
)
var (
__mapFeatures = map[cache.Kind]cache.DataSummary{
FeatureF10: cache.Summary(FeatureF10, cacheL5KeyF10, "基本面", cache.DefaultDataProvider),
FeatureHistory: cache.Summary(FeatureHistory, cacheL5KeyHistory, "历史数据", cache.DefaultDataProvider),
FeatureMisc: cache.Summary(FeatureMisc, cacheL5KeyMisc, "交易数据集合", cache.DefaultDataProvider),
FeatureBreaksThroughBox: cache.Summary(FeatureBreaksThroughBox, cacheL5KeyBox, "有效突破平台", cache.DefaultDataProvider),
FeatureInvestmentSentimentMaster: cache.Summary(FeatureInvestmentSentimentMaster, cacheL5KeyInvestmentSentimentMaster, "情绪大师", cache.DefaultDataProvider),
}
)
var (
ErrInvalidFeatureSample = errors.New("无效的特征数据样本")
)
1
https://gitee.com/quant1x/engine.git
git@gitee.com:quant1x/engine.git
quant1x
engine
engine
v1.8.4

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