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王布衣/engine

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sentiments.go 1.98 KB
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王布衣 提交于 2024-02-12 22:53 . 适配新版本的pandas
package market
import (
"gitee.com/quant1x/exchange"
"gitee.com/quant1x/gotdx"
"gitee.com/quant1x/gotdx/quotes"
"gitee.com/quant1x/gox/logger"
"gitee.com/quant1x/num"
)
const (
kSentimentCriticalValue = float64(61.80) // 情绪临界值
)
type SentimentType = int
const (
SentimentZero SentimentType = iota // 情绪一般
SentimentHigh SentimentType = 1 // 情绪高涨
SentimentLow SentimentType = -1 // 情绪低迷
)
// IndexSentiment 情绪指数, 50%为平稳, 低于50%为情绪差, 高于50%为情绪好
func IndexSentiment(codes ...string) (sentiment float64, consistent int) {
// 默认上证指数
securityCode := "sh000001"
if len(codes) > 0 {
securityCode = exchange.CorrectSecurityCode(codes[0])
}
// 非指数不判断情绪
if !exchange.AssertIndexBySecurityCode(securityCode) {
return
}
if len(securityCode) != 8 {
return
}
tdxApi := gotdx.GetTdxApi()
hq, err := tdxApi.GetSnapshot([]string{securityCode})
if err != nil && len(hq) != len(codes) {
logger.Errorf("获取即时行情数据失败", err)
return
}
return SnapshotSentiment(hq[0])
}
// SecuritySentiment 计算证券情绪
func SecuritySentiment[E ~int | ~int64 | ~float32 | ~float64](up, down E) (sentiment float64, consistent int) {
sentiment = 100 * float64(up) / float64(up+down)
if num.Float64IsNaN(sentiment) {
sentiment = 0
return
}
consistent = SentimentZero
if sentiment >= kSentimentCriticalValue {
consistent = SentimentHigh
} else if sentiment < 100-kSentimentCriticalValue {
consistent = SentimentLow
}
return
}
// SnapshotSentiment 情绪指数, 50%为平稳, 低于50%为情绪差, 高于50%为情绪好
func SnapshotSentiment(snapshot quotes.Snapshot) (sentiment float64, consistent int) {
if exchange.AssertIndexByMarketAndCode(snapshot.Market, snapshot.Code) {
// 指数和板块按照上涨和下跌家数计算
return SecuritySentiment(snapshot.IndexUp, snapshot.IndexDown)
}
// 个股按照内外盘计算
return SecuritySentiment(snapshot.BVol, snapshot.SVol)
}
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