更新
This commit is contained in:
+17
-48
@@ -1,68 +1,37 @@
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package main
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import (
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"fmt"
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"github.com/gin-gonic/gin"
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"gorm.io/driver/mysql"
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"gorm.io/gorm"
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"level_go/internal/api"
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"level_go/internal/router"
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"level_go/internal/service"
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"level_go/pkg/config"
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"level_go/pkg/config" // 引入配置包
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"log"
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)
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func main() {
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// 1. 加载配置
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// 1. 初始化配置
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config.InitConfig()
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dbConf := config.AppConfig.Database
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// 2. 连接数据库
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dsn := fmt.Sprintf("%s:%s@tcp(%s:%d)/%s?charset=%s&parseTime=True&loc=Local",
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dbConf.User, dbConf.Password, dbConf.Host, dbConf.Port, dbConf.Dbname, dbConf.Charset)
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// 2. 使用配置中的 DSN 连接数据库
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dsn := config.GetDSN()
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db, err := gorm.Open(mysql.Open(dsn), &gorm.Config{})
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if err != nil {
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panic("数据库连接失败: " + err.Error())
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log.Fatal("数据库连接失败:", err)
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}
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// 3. 注入 Service
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stockSvc := &service.StockService{DB: db}
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// 3. 依赖注入
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commonSrv := &service.CommonService{DB: db}
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stockSrv := &service.StockService{DB: db}
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// 4. 路由设置
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r := gin.Default()
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commonHandler := &api.CommonHandler{Service: commonSrv}
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stockHandler := &api.StockHandler{Service: stockSrv}
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// 跨域中间件
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r.Use(func(c *gin.Context) {
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c.Writer.Header().Set("Access-Control-Allow-Origin", "*")
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c.Writer.Header().Set("Access-Control-Allow-Methods", "GET, POST, OPTIONS")
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c.Writer.Header().Set("Access-Control-Allow-Headers", "Content-Type")
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if c.Request.Method == "OPTIONS" {
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c.AbortWithStatus(204)
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return
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}
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c.Next()
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})
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// 4. 启动路由
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r := router.NewRouter(commonHandler, stockHandler)
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api := r.Group("/api/v1")
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{
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api.GET("/stock/analyze", func(c *gin.Context) {
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start := c.Query("start_date")
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end := c.Query("end_date")
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if start == "" || end == "" {
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c.JSON(400, gin.H{"error": "参数缺失"})
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return
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}
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data, err := stockSvc.AnalyzePerformance(start, end)
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if err != nil {
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c.JSON(500, gin.H{"error": err.Error()})
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return
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}
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c.JSON(200, data)
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})
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}
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// 5. 启动
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port := fmt.Sprintf(":%d", config.AppConfig.Server.Port)
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fmt.Printf("服务已启动，监听端口 %s\n", port)
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port := config.GetServerPort()
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log.Printf("服务启动于端口 %s", port)
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r.Run(port)
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}
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@@ -0,0 +1,20 @@
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package api
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import (
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"github.com/gin-gonic/gin"
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"level_go/internal/service"
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"net/http"
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)
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type CommonHandler struct {
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Service *service.CommonService
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}
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func (h *CommonHandler) GetTradeCalendar(c *gin.Context) {
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resp, err := h.Service.GetTradeCalendar()
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
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return
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}
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c.JSON(http.StatusOK, resp)
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}
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@@ -0,0 +1,48 @@
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package api
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import (
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"github.com/gin-gonic/gin"
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"level_go/internal/model"
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"level_go/internal/service"
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"net/http"
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)
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type StockHandler struct {
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Service *service.StockService
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}
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func NewStockHandler(s *service.StockService) *StockHandler {
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return &StockHandler{Service: s}
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}
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// GetKlineData 获取指定股票从2024-09-24至今的K线
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func (h *StockHandler) GetKlineData(c *gin.Context) {
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code := c.Param("code")
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if code == "" {
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c.JSON(http.StatusBadRequest, gin.H{"error": "股票代码不能为空"})
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return
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}
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data, err := h.Service.GetHistoryKline(code)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
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return
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}
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c.JSON(http.StatusOK, data)
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}
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func (h *StockHandler) Analyze(c *gin.Context) {
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var req model.AnalyzeRequest
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if err := c.ShouldBindJSON(&req); err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": "参数错误"})
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return
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}
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results, err := h.Service.AnalyzePerformance(req.StartDate, req.EndDate)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
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return
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}
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c.JSON(http.StatusOK, results)
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}
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@@ -0,0 +1,17 @@
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package model
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import "time"
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type TradeCalendar struct {
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CalDate time.Time `gorm:"column:cal_date;primaryKey"`
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Exchange string `gorm:"column:exchange;primaryKey"`
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IsOpen int `gorm:"column:is_open"`
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PretradeDate time.Time `gorm:"column:pretrade_date"`
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}
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func (TradeCalendar) TableName() string { return "trade_calendar" }
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type CalendarResponse struct {
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OpenDates []string `json:"open_dates"`
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MaxDate string `json:"max_date"`
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}
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+26
-16
@@ -2,25 +2,35 @@ package model
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import "time"
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// StockDaily 对应数据库中的 stock_daily 表
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type StockDaily struct {
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TsCode string `gorm:"column:ts_code"`
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TradeDate time.Time `gorm:"column:trade_date"`
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Open float64 `gorm:"column:open"`
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High float64 `gorm:"column:high"`
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Low float64 `gorm:"column:low"`
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Close float64 `gorm:"column:close"`
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TsCode string `gorm:"column:ts_code" json:"ts_code"`
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TradeDate time.Time `gorm:"column:trade_date" json:"trade_date"`
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Open float64 `gorm:"column:open" json:"open"`
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High float64 `gorm:"column:high" json:"high"`
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Low float64 `gorm:"column:low" json:"low"`
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Close float64 `gorm:"column:close" json:"close"`
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PctChg float64 `gorm:"column:pct_chg" json:"pct_chg"`
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}
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func (StockDaily) TableName() string { return "stock_daily" }
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// AnalyzeRequest 用于接收前端 POST 请求的参数
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type AnalyzeRequest struct {
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StartDate string `json:"start_date"`
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EndDate string `json:"end_date"`
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}
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// AnalysisResponse 用于向前端返回分析结果
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type AnalysisResponse struct {
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Code string `json:"code"`
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Name string `json:"name"`
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DayOpen float64 `json:"day_open"`
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DayHigh float64 `json:"day_high"`
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MaxHigh float64 `json:"max_high"`
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MaxDate string `json:"max_date"`
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PostMinLow float64 `json:"post_min_low"`
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DropPct *float64 `json:"drop_pct"` // 改为指针以支持 null
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ReboundPct *float64 `json:"rebound_pct"` // 改为指针以支持 null
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Code string `json:"code"`
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Name string `json:"name"`
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DayOpen float64 `json:"day_open"`
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DayHigh float64 `json:"day_high"`
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MaxHigh float64 `json:"max_high"` // 逻辑最高点（用于计算降幅）
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MaxDate string `json:"max_date"` // 逻辑最高点日期
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OverallMaxHigh float64 `json:"overall_max_high"` // 区间绝对最高点
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OverallMaxDate string `json:"overall_max_date"` // 区间绝对最高点日期
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PostMinLow float64 `json:"post_min_low"` // 涨停日后的最低点
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DropPct *float64 `json:"drop_pct"` // 降幅 (跌破涨停价才有)
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ReboundPct *float64 `json:"rebound_pct"` // 涨幅/反弹
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ClosePrices []float64 `json:"close_prices"` // 用于前端画图的收盘价序列
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}
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@@ -0,0 +1,30 @@
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package router
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import (
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"github.com/gin-gonic/gin"
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"level_go/internal/api"
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)
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func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler) *gin.Engine {
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r := gin.Default()
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// 跨域中间件 (根据需要开启)
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r.Use(func(c *gin.Context) {
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c.Writer.Header().Set("Access-Control-Allow-Origin", "*")
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c.Writer.Header().Set("Access-Control-Allow-Methods", "POST, GET, OPTIONS")
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c.Writer.Header().Set("Access-Control-Allow-Headers", "Content-Type")
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if c.Request.Method == "OPTIONS" {
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c.AbortWithStatus(204)
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return
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}
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c.Next()
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})
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v1 := r.Group("/api/v1")
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{
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v1.GET("/common/trade-calendar", commonApi.GetTradeCalendar)
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v1.POST("/stock/analyze", stockApi.Analyze)
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v1.GET("/stock/kline/:code", stockApi.GetKlineData)
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}
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return r
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}
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@@ -1,128 +0,0 @@
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package service
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import (
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"level_go/internal/model"
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"math"
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"sort"
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"gorm.io/gorm"
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)
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type StockService struct {
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DB *gorm.DB
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}
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func roundTo4(val float64) float64 {
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return math.Round(val*10000) / 10000
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}
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func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.AnalysisResponse, error) {
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var results []model.AnalysisResponse
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var limits []struct {
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TsCode string
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Name string
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Open float64
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High float64
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}
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// 1. 获取选定日期当天涨停的股票
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query := `
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SELECT l.ts_code, l.name, d.open, d.high
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FROM stock_limit_data l
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LEFT JOIN stock_daily d ON l.ts_code = d.ts_code AND l.trade_date = d.trade_date
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WHERE l.trade_date = ? AND l.status = 1`
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if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {
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return nil, err
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}
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for _, stock := range limits {
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var dailies []model.StockDaily
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s.DB.Where("ts_code = ? AND trade_date BETWEEN ? AND ?", stock.TsCode, startDate, endDate).
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Order("trade_date ASC").Find(&dailies)
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if len(dailies) == 0 {
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continue
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}
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// --- 步骤 1：寻找全区间的最高点 (MaxHigh) ---
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maxPrice := -1.0
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maxIdx := 0
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for i, d := range dailies {
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if d.High > maxPrice {
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maxPrice = d.High
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maxIdx = i
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}
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}
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var dropPct, reboundPct *float64
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var postMinLow float64
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maxDateStr := dailies[maxIdx].TradeDate.Format("2006-01-02")
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// --- 步骤 2：寻找最高点之后的最低点 (PostMinLow) ---
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if maxIdx < len(dailies)-1 {
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postMaxData := dailies[maxIdx+1:]
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minLow := postMaxData[0].Low
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minLowIdx := 0
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for i, d := range postMaxData {
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if d.Low < minLow {
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minLow = d.Low
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minLowIdx = i
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}
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}
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postMinLow = minLow
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// 只要出现比 MaxHigh 低的价格，就计算回落幅度
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if minLow < maxPrice {
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dVal := roundTo4(((maxPrice - minLow) / maxPrice) * 100)
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dropPct = &dVal
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// --- 步骤 3：寻找最低点之后的反弹 ---
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if minLowIdx < len(postMaxData)-1 {
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lastClose := postMaxData[len(postMaxData)-1].Close
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if lastClose > minLow {
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rVal := roundTo4(((lastClose - minLow) / minLow) * 100)
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reboundPct = &rVal
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}
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}
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}
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}
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// --- 步骤 4：处理特殊形态（如持续上涨无回落） ---
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if dropPct == nil {
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lastClose := dailies[len(dailies)-1].Close
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firstDayHigh := dailies[0].High
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if lastClose > firstDayHigh {
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rVal := roundTo4(((lastClose - firstDayHigh) / firstDayHigh) * 100)
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reboundPct = &rVal
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}
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}
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results = append(results, model.AnalysisResponse{
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Code: stock.TsCode,
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Name: stock.Name,
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DayOpen: stock.Open,
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DayHigh: stock.High,
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MaxHigh: maxPrice,
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MaxDate: maxDateStr,
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PostMinLow: postMinLow,
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DropPct: dropPct,
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ReboundPct: reboundPct,
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})
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}
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// 5. 基础排序（仅按回落幅度降序，不处理 null 特殊逻辑）
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sort.Slice(results, func(i, j int) bool {
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valI, valJ := -1.0, -1.0
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if results[i].DropPct != nil {
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valI = *results[i].DropPct
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}
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if results[j].DropPct != nil {
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valJ = *results[j].DropPct
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}
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return valI > valJ
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})
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return results, nil
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}
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@@ -0,0 +1,32 @@
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package service
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import (
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"gorm.io/gorm"
|
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"level_go/internal/model"
|
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)
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|
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type CommonService struct {
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DB *gorm.DB
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}
|
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func (s *CommonService) GetTradeCalendar() (model.CalendarResponse, error) {
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var results []struct {
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DateStr string `gorm:"column:ds"`
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}
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var resp model.CalendarResponse
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err := s.DB.Model(&model.TradeCalendar{}).
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Select("DATE_FORMAT(cal_date, '%Y-%m-%d') as ds").
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Where("is_open = ? AND exchange = ?", 1, "SSE").
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Order("cal_date ASC").Scan(&results).Error
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|
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if err != nil {
|
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return resp, err
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}
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|
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for _, r := range results {
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resp.OpenDates = append(resp.OpenDates, r.DateStr)
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resp.MaxDate = r.DateStr
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}
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return resp, nil
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}
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@@ -0,0 +1,186 @@
|
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package service
|
||||
|
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import (
|
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"gorm.io/gorm"
|
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"level_go/internal/model"
|
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"math"
|
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"sort"
|
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)
|
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|
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type StockService struct {
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DB *gorm.DB
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}
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func (s *StockService) GetHistoryKline(code string) ([]model.StockDaily, error) {
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var dailies []model.StockDaily
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startDate := "2024-09-24"
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|
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err := s.DB.Table("stock_daily").
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Where("ts_code = ? AND trade_date >= ?", code, startDate).
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Order("trade_date ASC").
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Find(&dailies).Error
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|
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return dailies, err
|
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}
|
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|
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func roundTo2(val float64) float64 {
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return math.Round(val*100) / 100
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}
|
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|
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func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.AnalysisResponse, error) {
|
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var results []model.AnalysisResponse
|
||||
var limits []struct {
|
||||
TsCode string
|
||||
Name string
|
||||
Open float64
|
||||
High float64
|
||||
}
|
||||
|
||||
// 查询涨停股
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query := `SELECT l.ts_code, l.name, d.open, d.high FROM stock_limit_data l
|
||||
LEFT JOIN stock_daily d ON l.ts_code = d.ts_code AND l.trade_date = d.trade_date
|
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WHERE l.trade_date = ? AND l.status = 1`
|
||||
|
||||
if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
if len(limits) == 0 {
|
||||
return results, nil
|
||||
}
|
||||
|
||||
codes := make([]string, 0, len(limits))
|
||||
for _, stock := range limits {
|
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codes = append(codes, stock.TsCode)
|
||||
}
|
||||
|
||||
var allDailies []model.StockDaily
|
||||
if err := s.DB.Table("stock_daily").
|
||||
Select("ts_code", "trade_date", "open", "high", "low", "close").
|
||||
Where("ts_code IN ? AND trade_date BETWEEN ? AND ?", codes, startDate, endDate).
|
||||
Order("ts_code ASC, trade_date ASC").
|
||||
Find(&allDailies).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
dailiesByCode := make(map[string][]model.StockDaily, len(codes))
|
||||
for _, daily := range allDailies {
|
||||
dailiesByCode[daily.TsCode] = append(dailiesByCode[daily.TsCode], daily)
|
||||
}
|
||||
|
||||
for _, stock := range limits {
|
||||
dailies := dailiesByCode[stock.TsCode]
|
||||
if len(dailies) <= 1 {
|
||||
continue
|
||||
}
|
||||
|
||||
// A. 计算区间绝对最高价
|
||||
overallMax := dailies[0].High
|
||||
overallMaxDate := dailies[0].TradeDate.Format("2006-01-02")
|
||||
for _, d := range dailies {
|
||||
if d.High > overallMax {
|
||||
overallMax = d.High
|
||||
overallMaxDate = d.TradeDate.Format("2006-01-02")
|
||||
}
|
||||
}
|
||||
|
||||
// B. 逻辑计算
|
||||
limitHigh := stock.High
|
||||
postDailies := dailies[1:]
|
||||
|
||||
// 找出涨停后的全局最低
|
||||
minLowAfterLimit := postDailies[0].Low
|
||||
for _, d := range postDailies {
|
||||
if d.Low < minLowAfterLimit {
|
||||
minLowAfterLimit = d.Low
|
||||
}
|
||||
}
|
||||
|
||||
var dropPct, reboundPct *float64
|
||||
var logicMaxHigh float64
|
||||
var logicMaxDate string
|
||||
|
||||
if minLowAfterLimit >= limitHigh {
|
||||
// 形态 1：强势。计算涨幅
|
||||
currMax := limitHigh
|
||||
maxIdx := -1
|
||||
for i, d := range postDailies {
|
||||
if d.High > currMax {
|
||||
currMax = d.High
|
||||
maxIdx = i
|
||||
}
|
||||
}
|
||||
logicMaxHigh = currMax
|
||||
logicMaxDate = startDate
|
||||
if maxIdx != -1 {
|
||||
logicMaxDate = postDailies[maxIdx].TradeDate.Format("2006-01-02")
|
||||
val := roundTo2(((logicMaxHigh - limitHigh) / limitHigh) * 100)
|
||||
reboundPct = &val
|
||||
}
|
||||
dropPct = nil
|
||||
} else {
|
||||
// 形态 2：破位。计算降幅和反弹
|
||||
absMinLow := postDailies[0].Low
|
||||
minIdx := 0
|
||||
for i, d := range postDailies {
|
||||
if d.Low < absMinLow {
|
||||
absMinLow = d.Low
|
||||
minIdx = i
|
||||
}
|
||||
}
|
||||
// 找到涨停到该最低点之间的最高
|
||||
rangeDailies := dailies[:minIdx+2]
|
||||
rangeMax := dailies[0].High
|
||||
maxD := startDate
|
||||
for _, d := range rangeDailies {
|
||||
if d.High > rangeMax {
|
||||
rangeMax = d.High
|
||||
maxD = d.TradeDate.Format("2006-01-02")
|
||||
}
|
||||
}
|
||||
logicMaxHigh = rangeMax
|
||||
logicMaxDate = maxD
|
||||
|
||||
dVal := roundTo2(((rangeMax - absMinLow) / rangeMax) * 100)
|
||||
dropPct = &dVal
|
||||
|
||||
lastClose := postDailies[len(postDailies)-1].Close
|
||||
rVal := roundTo2(((lastClose - absMinLow) / absMinLow) * 100)
|
||||
reboundPct = &rVal
|
||||
}
|
||||
|
||||
var closePrices []float64
|
||||
for _, d := range dailies {
|
||||
closePrices = append(closePrices, d.Close)
|
||||
}
|
||||
|
||||
results = append(results, model.AnalysisResponse{
|
||||
Code: stock.TsCode,
|
||||
Name: stock.Name,
|
||||
DayOpen: stock.Open,
|
||||
DayHigh: stock.High,
|
||||
MaxHigh: logicMaxHigh,
|
||||
MaxDate: logicMaxDate,
|
||||
OverallMaxHigh: overallMax,
|
||||
OverallMaxDate: overallMaxDate,
|
||||
PostMinLow: minLowAfterLimit,
|
||||
DropPct: dropPct,
|
||||
ReboundPct: reboundPct,
|
||||
ClosePrices: closePrices,
|
||||
})
|
||||
}
|
||||
|
||||
sort.Slice(results, func(i, j int) bool {
|
||||
if results[i].DropPct == nil && results[j].DropPct != nil {
|
||||
return false
|
||||
}
|
||||
if results[i].DropPct != nil && results[j].DropPct == nil {
|
||||
return true
|
||||
}
|
||||
if results[i].DropPct != nil && results[j].DropPct != nil {
|
||||
return *results[i].DropPct > *results[j].DropPct
|
||||
}
|
||||
return false
|
||||
})
|
||||
return results, nil
|
||||
}
|
||||
+14
-1
@@ -24,7 +24,8 @@ var AppConfig *Config
|
||||
func InitConfig() {
|
||||
viper.SetConfigName("config")
|
||||
viper.SetConfigType("yaml")
|
||||
viper.AddConfigPath(".") // 在当前目录查找 config.yaml
|
||||
viper.AddConfigPath(".") // 在当前目录查找 config.yaml
|
||||
viper.AddConfigPath("./config") // 兼容多一层目录的情况
|
||||
|
||||
if err := viper.ReadInConfig(); err != nil {
|
||||
panic(fmt.Errorf("无法读取配置文件: %w", err))
|
||||
@@ -34,3 +35,15 @@ func InitConfig() {
|
||||
panic(fmt.Errorf("无法解析配置结构体: %w", err))
|
||||
}
|
||||
}
|
||||
|
||||
// GetDSN 生成 MySQL 连接字符串
|
||||
func GetDSN() string {
|
||||
db := AppConfig.Database
|
||||
return fmt.Sprintf("%s:%s@tcp(%s:%d)/%s?charset=%s&parseTime=True&loc=Local",
|
||||
db.User, db.Password, db.Host, db.Port, db.Dbname, db.Charset)
|
||||
}
|
||||
|
||||
// GetServerPort 获取服务器端口字符串
|
||||
func GetServerPort() string {
|
||||
return fmt.Sprintf(":%d", AppConfig.Server.Port)
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user