1、新增二板炸板情况统计；
2、更新项目结构；
This commit is contained in:
@@ -0,0 +1,125 @@
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package api
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import (
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"encoding/csv"
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"fmt"
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"net/http"
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"strconv"
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"strings"
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"github.com/gin-gonic/gin"
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"level_go/internal/model"
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)
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func (h *LimitBoardHandler) DownloadBreakNextPerformanceCSV(c *gin.Context) {
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req, err := parseLimitBreakNextPerformanceRequest(c, false)
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if err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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return
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}
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rows, _, err := h.Service.ListLimitBreakNextPerformanceStocks(req)
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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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filename := fmt.Sprintf("limit_break_next_performance_%s_%s_daily_detail.csv",
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strings.ReplaceAll(req.TradeStartDate, "-", ""),
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strings.ReplaceAll(req.TradeEndDate, "-", ""),
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)
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c.Header("Content-Type", "text/csv; charset=utf-8")
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c.Header("Content-Disposition", `attachment; filename="`+filename+`"`)
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c.Status(http.StatusOK)
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if _, err := c.Writer.Write([]byte{0xEF, 0xBB, 0xBF}); err != nil {
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return
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}
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writer := csv.NewWriter(c.Writer)
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defer writer.Flush()
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_ = writer.Write(breakNextPerformanceCSVHeaders())
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for _, row := range rows {
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if err := writer.Write(breakNextPerformanceCSVRecord(row)); err != nil {
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return
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}
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}
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}
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func breakNextPerformanceCSVHeaders() []string {
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return []string{
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"T日",
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"股票代码",
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"股票简称",
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"T涨跌幅",
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"T开盘<1%",
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"tushare炸板时间",
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"11点前炸板",
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"T+1盘中可盈利",
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"T+1最高获利",
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"T+1开盘涨幅",
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"T+1收盘涨跌",
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"市场",
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"行业",
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"T开盘",
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"T开盘涨幅",
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"T最高",
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"T收盘",
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"tushare是否炸板",
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"T+1开盘",
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"T+1最高",
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"T+1最低",
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"T+1收盘",
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"T+1最大亏损",
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}
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}
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func breakNextPerformanceCSVRecord(row model.LimitBreakNextPerformanceStock) []string {
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return []string{
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row.TradeDate,
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row.TsCode,
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row.Name,
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breakNextPerformanceFormatFloatPtr(row.TPctChg),
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breakNextPerformanceBoolLabel(row.TOpenGainLt101),
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row.FirstTime,
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breakNextPerformanceBoolLabel(row.BreakTimeBefore1100),
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breakNextPerformanceBoolPtrLabel(row.NextIntradayProfitable),
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breakNextPerformanceFormatFloatPtr(row.NextHighProfitPct),
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breakNextPerformanceFormatFloatPtr(row.NextOpenPctChg),
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breakNextPerformanceFormatFloatPtr(row.NextClosePctChg),
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row.Market,
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row.Industry,
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breakNextPerformanceFormatFloatPtr(row.TOpen),
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breakNextPerformanceFormatFloatPtr(row.TOpenPctChg),
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breakNextPerformanceFormatFloatPtr(row.THigh),
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breakNextPerformanceFormatFloatPtr(row.TClose),
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breakNextPerformanceBoolLabel(row.HasTushareBreakData),
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breakNextPerformanceFormatFloatPtr(row.NextOpen),
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breakNextPerformanceFormatFloatPtr(row.NextHigh),
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breakNextPerformanceFormatFloatPtr(row.NextLow),
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breakNextPerformanceFormatFloatPtr(row.NextClose),
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breakNextPerformanceFormatFloatPtr(row.NextLowLossPct),
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}
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}
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func breakNextPerformanceFormatFloatPtr(value *float64) string {
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if value == nil {
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return ""
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}
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return strconv.FormatFloat(*value, 'f', -1, 64)
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}
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func breakNextPerformanceBoolLabel(value bool) string {
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if value {
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return "是"
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}
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return "否"
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}
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func breakNextPerformanceBoolPtrLabel(value *bool) string {
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if value == nil {
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return "无次日数据"
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}
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return breakNextPerformanceBoolLabel(*value)
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}
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@@ -1,7 +1,10 @@
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package api
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import (
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"errors"
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"net/http"
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"strconv"
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"strings"
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"github.com/gin-gonic/gin"
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"level_go/internal/model"
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@@ -48,6 +51,90 @@ func (h *LimitBoardHandler) GetOpenLowerGroups(c *gin.Context) {
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c.JSON(http.StatusOK, resp)
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}
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func (h *LimitBoardHandler) GetBreakNextPerformance(c *gin.Context) {
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req, err := parseLimitBreakNextPerformanceRequest(c, true)
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if err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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return
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}
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resp, err := h.Service.GetLimitBreakNextPerformance(req)
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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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func parseLimitBreakNextPerformanceRequest(c *gin.Context, includePagination bool) (model.LimitBreakNextPerformanceRequest, error) {
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req := model.LimitBreakNextPerformanceRequest{
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TradeStartDate: strings.TrimSpace(c.DefaultQuery("tradeStartDate", c.Query("start_date"))),
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TradeEndDate: strings.TrimSpace(c.DefaultQuery("tradeEndDate", c.Query("end_date"))),
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Page: 1,
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PageSize: 20,
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}
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if req.TradeStartDate == "" {
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return req, errors.New("tradeStartDate 参数不能为空")
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}
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if req.TradeEndDate == "" {
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return req, errors.New("tradeEndDate 参数不能为空")
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}
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if err := validateSecondProfitDateRange(req.TradeStartDate, req.TradeEndDate); err != nil {
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return req, err
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}
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if includePagination {
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pageText := strings.TrimSpace(c.DefaultQuery("page", "1"))
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page, err := strconv.Atoi(pageText)
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if err != nil || page <= 0 {
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return req, errors.New("page 必须为正整数")
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}
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req.Page = page
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pageSizeText := strings.TrimSpace(c.DefaultQuery("pageSize", "20"))
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pageSize, err := strconv.Atoi(pageSizeText)
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if err != nil || pageSize <= 0 {
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return req, errors.New("pageSize 必须为正整数")
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}
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req.PageSize = pageSize
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}
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tOpenGainLt101, err := parseOptionalBoolQuery(c, "tOpenGainLt101", "tOpenLessThan101", "t_open_gain_lt_101")
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if err != nil {
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return req, errors.New("tOpenGainLt101 必须为布尔值")
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}
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req.TOpenGainLt101 = tOpenGainLt101
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breakTimeBefore1100, err := parseOptionalBoolQuery(c, "breakTimeBefore1100", "tBreakTimeBefore1100", "break_time_before_1100")
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if err != nil {
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return req, errors.New("breakTimeBefore1100 必须为布尔值")
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}
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req.BreakTimeBefore1100 = breakTimeBefore1100
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return req, nil
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}
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func parseOptionalBoolQuery(c *gin.Context, keys ...string) (*bool, error) {
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for _, key := range keys {
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valueText, exists := c.GetQuery(key)
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if !exists {
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continue
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}
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valueText = strings.TrimSpace(valueText)
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if valueText == "" {
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continue
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}
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value, err := strconv.ParseBool(valueText)
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if err != nil {
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return nil, err
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}
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return &value, nil
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}
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return nil, nil
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}
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func (h *LimitBoardHandler) GetOpenThresholdGroups(c *gin.Context) {
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var req model.LimitBoardRequest
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if err := c.ShouldBindQuery(&req); err != nil || req.TradeDate == "" {
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@@ -4,6 +4,15 @@ type LimitBoardRequest struct {
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TradeDate string `form:"trade_date" json:"trade_date"`
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}
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type LimitBreakNextPerformanceRequest struct {
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TradeStartDate string `form:"tradeStartDate" json:"trade_start_date"`
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TradeEndDate string `form:"tradeEndDate" json:"trade_end_date"`
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Page int `form:"page" json:"page"`
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PageSize int `form:"pageSize" json:"page_size"`
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TOpenGainLt101 *bool `json:"t_open_gain_lt_101,omitempty"`
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BreakTimeBefore1100 *bool `json:"break_time_before_1100,omitempty"`
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}
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type LimitBoardStock struct {
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Symbol string `json:"symbol"`
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TsCode string `json:"ts_code"`
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@@ -92,6 +101,33 @@ type LimitOpenThresholdStock struct {
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Vol *int64 `json:"vol"`
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}
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type LimitBreakNextPerformanceStock struct {
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TradeDate string `json:"trade_date"`
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Symbol string `json:"symbol"`
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TsCode string `json:"ts_code"`
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Name string `json:"name"`
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Market string `json:"market"`
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Industry string `json:"industry"`
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TOpen *float64 `json:"t_open"`
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TOpenPctChg *float64 `json:"t_open_pct_chg"`
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TOpenGainLt101 bool `json:"t_open_gain_lt_101"`
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THigh *float64 `json:"t_high"`
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TClose *float64 `json:"t_close"`
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TPctChg *float64 `json:"t_pct_chg"`
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FirstTime string `json:"first_time"`
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BreakTimeBefore1100 bool `json:"break_time_before_1100"`
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HasTushareBreakData bool `json:"has_tushare_break_data"`
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NextOpen *float64 `json:"next_open"`
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NextHigh *float64 `json:"next_high"`
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NextLow *float64 `json:"next_low"`
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NextClose *float64 `json:"next_close"`
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NextOpenPctChg *float64 `json:"next_open_pct_chg"`
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NextIntradayProfitable *bool `json:"next_intraday_profitable"`
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NextHighProfitPct *float64 `json:"next_high_profit_pct"`
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NextLowLossPct *float64 `json:"next_low_loss_pct"`
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NextClosePctChg *float64 `json:"next_close_pct_chg"`
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}
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type LimitOpenCompareGroup struct {
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Key string `json:"key"`
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Label string `json:"label"`
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@@ -121,6 +157,11 @@ type LimitOpenThresholdSummary struct {
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ThresholdRatio float64 `json:"threshold_ratio"`
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}
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type LimitBreakNextPerformanceSummary struct {
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BreakCount int `json:"break_count"`
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NextTradeDataCount int `json:"next_trade_data_count"`
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}
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type LimitOpenCompareResponse struct {
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TradeDate string `json:"trade_date"`
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PreviousTradeDate string `json:"previous_trade_date"`
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@@ -129,6 +170,17 @@ type LimitOpenCompareResponse struct {
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Groups []LimitOpenCompareGroup `json:"groups"`
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}
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type LimitBreakNextPerformanceResponse struct {
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TradeStartDate string `json:"trade_start_date"`
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TradeEndDate string `json:"trade_end_date"`
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Page int `json:"page"`
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PageSize int `json:"page_size"`
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Total int `json:"total"`
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TotalPages int `json:"total_pages"`
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Summary LimitBreakNextPerformanceSummary `json:"summary"`
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List []LimitBreakNextPerformanceStock `json:"list"`
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}
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type LimitOpenThresholdResponse struct {
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TradeDate string `json:"trade_date"`
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PreviousTradeDate string `json:"previous_trade_date"`
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@@ -34,11 +34,13 @@ func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler, limitBo
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limitBoard.GET("/open-threshold", limitBoardApi.GetOpenThresholdGroups)
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limitBoard.GET("/open-threshold-groups", limitBoardApi.GetOpenThresholdGroups)
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limitBoard.GET("/second-board-profit", limitBoardApi.ListSecondBoardProfit)
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limitBoard.GET("/break-next-performance", limitBoardApi.GetBreakNextPerformance)
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}
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download := v1.Group("/download")
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{
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download.GET("/limit-board/second-board-profit-csv", limitBoardApi.DownloadSecondBoardProfitCSV)
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download.GET("/limit-board/break-next-performance-csv", limitBoardApi.DownloadBreakNextPerformanceCSV)
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}
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}
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return r
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@@ -0,0 +1,241 @@
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package service
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import (
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"math"
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"strings"
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"level_go/internal/model"
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)
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type limitBreakNextPerformanceRow struct {
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TradeDate string `gorm:"column:trade_date"`
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PreviousTradeDate string `gorm:"column:previous_trade_date"`
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PreviousTwoTradeDate string `gorm:"column:previous_two_trade_date"`
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NextTradeDate string `gorm:"column:next_trade_date"`
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Symbol string `gorm:"column:symbol"`
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TsCode string `gorm:"column:ts_code"`
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Name string `gorm:"column:name"`
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Market string `gorm:"column:market"`
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Industry string `gorm:"column:industry"`
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PreviousClose *float64 `gorm:"column:previous_close"`
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TPreClose *float64 `gorm:"column:t_pre_close"`
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TOpen *float64 `gorm:"column:t_open"`
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THigh *float64 `gorm:"column:t_high"`
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TClose *float64 `gorm:"column:t_close"`
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TPctChg *float64 `gorm:"column:t_pct_chg"`
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FirstTime *string `gorm:"column:first_time"`
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HasTushareBreakData bool `gorm:"column:has_tushare_break_data"`
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NextOpen *float64 `gorm:"column:next_open"`
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NextHigh *float64 `gorm:"column:next_high"`
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NextLow *float64 `gorm:"column:next_low"`
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NextClose *float64 `gorm:"column:next_close"`
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}
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func (s *LimitBoardService) GetLimitBreakNextPerformance(req model.LimitBreakNextPerformanceRequest) (model.LimitBreakNextPerformanceResponse, error) {
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resp := model.LimitBreakNextPerformanceResponse{
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TradeStartDate: req.TradeStartDate,
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TradeEndDate: req.TradeEndDate,
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Page: req.Page,
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PageSize: req.PageSize,
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List: []model.LimitBreakNextPerformanceStock{},
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}
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items, nextTradeDataCount, err := s.ListLimitBreakNextPerformanceStocks(req)
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if err != nil {
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return resp, err
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}
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resp.Total = len(items)
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if resp.Total > 0 {
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resp.TotalPages = (resp.Total + req.PageSize - 1) / req.PageSize
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}
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resp.Summary = model.LimitBreakNextPerformanceSummary{
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BreakCount: resp.Total,
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NextTradeDataCount: nextTradeDataCount,
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}
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start := (req.Page - 1) * req.PageSize
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if start > resp.Total {
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start = resp.Total
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}
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end := start + req.PageSize
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if end > resp.Total {
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end = resp.Total
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}
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resp.List = items[start:end]
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return resp, nil
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}
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func (s *LimitBoardService) ListLimitBreakNextPerformanceStocks(req model.LimitBreakNextPerformanceRequest) ([]model.LimitBreakNextPerformanceStock, int, error) {
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rows, err := s.loadLimitBreakNextPerformanceRows(req.TradeStartDate, req.TradeEndDate)
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if err != nil {
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return nil, 0, err
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}
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items := make([]model.LimitBreakNextPerformanceStock, 0, len(rows))
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nextTradeDataCount := 0
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for _, row := range rows {
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item := buildLimitBreakNextPerformanceStock(row)
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if req.TOpenGainLt101 != nil && item.TOpenGainLt101 != *req.TOpenGainLt101 {
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continue
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}
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if req.BreakTimeBefore1100 != nil && item.BreakTimeBefore1100 != *req.BreakTimeBefore1100 {
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continue
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}
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if item.NextOpen != nil || item.NextHigh != nil || item.NextLow != nil || item.NextClose != nil {
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nextTradeDataCount++
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}
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items = append(items, item)
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}
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return items, nextTradeDataCount, nil
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}
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func (s *LimitBoardService) loadLimitBreakNextPerformanceRows(startDate, endDate string) ([]limitBreakNextPerformanceRow, error) {
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query := `
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WITH open_calendar AS (
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SELECT
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cal_date AS trade_date,
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LAG(cal_date, 1) OVER (ORDER BY cal_date) AS previous_trade_date,
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LAG(cal_date, 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
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LEAD(cal_date, 1) OVER (ORDER BY cal_date) AS next_trade_date
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FROM trade_calendar
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WHERE exchange = 'SSE' AND is_open = 1
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),
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candidate AS (
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SELECT
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DATE_FORMAT(c.trade_date, '%Y-%m-%d') AS trade_date,
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DATE_FORMAT(c.previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
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DATE_FORMAT(c.previous_two_trade_date, '%Y-%m-%d') AS previous_two_trade_date,
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COALESCE(DATE_FORMAT(c.next_trade_date, '%Y-%m-%d'), '') AS next_trade_date,
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l.symbol,
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l.ts_code,
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l.name,
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COALESCE(NULLIF(l.market, ''), '') AS market,
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COALESCE(NULLIF(l.tushare_industry, ''), NULLIF(sb.industry, ''), '') AS industry,
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COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS previous_close,
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COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS t_pre_close,
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d.open AS t_open,
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d.high AS t_high,
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COALESCE(l.calc_close, l.tushare_close, d.close) AS t_close,
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COALESCE(l.tushare_pct_chg, d.pct_chg) AS t_pct_chg,
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CASE
|
||||
WHEN l.tushare_limit_type = 'Z'
|
||||
THEN NULLIF(NULLIF(TRIM(l.tushare_first_time), ''), 'None')
|
||||
ELSE NULL
|
||||
END AS first_time,
|
||||
(l.tushare_limit_type = 'Z') AS has_tushare_break_data,
|
||||
nd.open AS next_open,
|
||||
nd.high AS next_high,
|
||||
nd.low AS next_low,
|
||||
nd.close AS next_close
|
||||
FROM open_calendar c
|
||||
INNER JOIN stock_limit_combined_data l
|
||||
ON l.trade_date = c.trade_date AND l.final_status = 2
|
||||
INNER JOIN stock_limit_combined_data pl
|
||||
ON pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
|
||||
LEFT JOIN stock_limit_combined_data ppl
|
||||
ON ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
|
||||
LEFT JOIN stock_daily d
|
||||
ON d.ts_code = l.ts_code AND d.trade_date = c.trade_date
|
||||
LEFT JOIN stock_daily pd
|
||||
ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
|
||||
LEFT JOIN stock_daily nd
|
||||
ON nd.ts_code = l.ts_code AND nd.trade_date = c.next_trade_date
|
||||
LEFT JOIN stock_basic sb
|
||||
ON sb.ts_code = l.ts_code COLLATE utf8mb4_unicode_ci
|
||||
WHERE c.trade_date BETWEEN ? AND ?
|
||||
AND c.previous_trade_date IS NOT NULL
|
||||
AND c.previous_two_trade_date IS NOT NULL
|
||||
AND ppl.ts_code IS NULL
|
||||
)
|
||||
SELECT *
|
||||
FROM candidate
|
||||
WHERE previous_close IS NOT NULL
|
||||
AND t_close IS NOT NULL
|
||||
ORDER BY trade_date ASC, ts_code ASC`
|
||||
|
||||
var rows []limitBreakNextPerformanceRow
|
||||
err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
|
||||
return rows, err
|
||||
}
|
||||
|
||||
func buildLimitBreakNextPerformanceStock(row limitBreakNextPerformanceRow) model.LimitBreakNextPerformanceStock {
|
||||
item := model.LimitBreakNextPerformanceStock{
|
||||
TradeDate: row.TradeDate,
|
||||
Symbol: row.Symbol,
|
||||
TsCode: row.TsCode,
|
||||
Name: row.Name,
|
||||
Market: row.Market,
|
||||
Industry: row.Industry,
|
||||
TOpen: row.TOpen,
|
||||
THigh: row.THigh,
|
||||
TClose: row.TClose,
|
||||
TPctChg: row.TPctChg,
|
||||
HasTushareBreakData: row.HasTushareBreakData,
|
||||
NextOpen: row.NextOpen,
|
||||
NextHigh: row.NextHigh,
|
||||
NextLow: row.NextLow,
|
||||
NextClose: row.NextClose,
|
||||
}
|
||||
if row.FirstTime != nil {
|
||||
item.FirstTime = formatLimitTime(*row.FirstTime)
|
||||
}
|
||||
item.BreakTimeBefore1100 = isLimitBreakTimeBeforeEleven(item.FirstTime)
|
||||
if row.TPreClose != nil && *row.TPreClose > 0 {
|
||||
item.TOpenPctChg = pctChangePtr(row.TOpen, *row.TPreClose)
|
||||
if row.TOpen != nil {
|
||||
item.TOpenGainLt101 = *row.TOpen < *row.TPreClose*1.01
|
||||
}
|
||||
}
|
||||
if row.TClose != nil && *row.TClose > 0 {
|
||||
item.NextOpenPctChg = pctChangePtr(row.NextOpen, *row.TClose)
|
||||
item.NextHighProfitPct = pctChangePtr(row.NextHigh, *row.TClose)
|
||||
item.NextLowLossPct = pctChangePtr(row.NextLow, *row.TClose)
|
||||
item.NextClosePctChg = pctChangePtr(row.NextClose, *row.TClose)
|
||||
if row.NextHigh != nil && row.THigh != nil {
|
||||
nextIntradayProfitable := *row.NextHigh >= *row.THigh
|
||||
item.NextIntradayProfitable = &nextIntradayProfitable
|
||||
}
|
||||
}
|
||||
return item
|
||||
}
|
||||
|
||||
func pctChangePtr(value *float64, base float64) *float64 {
|
||||
if value == nil || base == 0 {
|
||||
return nil
|
||||
}
|
||||
result := roundLimitBreakPct((*value - base) / base * 100)
|
||||
return &result
|
||||
}
|
||||
|
||||
func roundLimitBreakPct(value float64) float64 {
|
||||
return math.Round(value*100) / 100
|
||||
}
|
||||
|
||||
func formatLimitTime(value string) string {
|
||||
timeText := strings.TrimSpace(value)
|
||||
if timeText == "" || strings.EqualFold(timeText, "none") || strings.EqualFold(timeText, "null") {
|
||||
return ""
|
||||
}
|
||||
if strings.Contains(timeText, ":") {
|
||||
return timeText
|
||||
}
|
||||
switch len(timeText) {
|
||||
case 4:
|
||||
timeText += "00"
|
||||
case 5:
|
||||
timeText = "0" + timeText
|
||||
case 6:
|
||||
default:
|
||||
return value
|
||||
}
|
||||
return timeText[0:2] + ":" + timeText[2:4] + ":" + timeText[4:6]
|
||||
}
|
||||
|
||||
func isLimitBreakTimeBeforeEleven(limitTime string) bool {
|
||||
if strings.TrimSpace(limitTime) == "" {
|
||||
return true
|
||||
}
|
||||
return isBeforeEleven(&limitTime)
|
||||
}
|
||||
@@ -0,0 +1,61 @@
|
||||
package service
|
||||
|
||||
import "testing"
|
||||
|
||||
func TestBuildLimitBreakNextPerformanceStockIntradayProfitableUsesTHigh(t *testing.T) {
|
||||
tClose := 9.50
|
||||
tHigh := 10.00
|
||||
|
||||
tests := []struct {
|
||||
name string
|
||||
nextHigh *float64
|
||||
want *bool
|
||||
}{
|
||||
{
|
||||
name: "next high below T high cannot cover T high buy loss",
|
||||
nextHigh: float64Ptr(9.99),
|
||||
want: boolPtr(false),
|
||||
},
|
||||
{
|
||||
name: "next high equal T high covers T high buy loss",
|
||||
nextHigh: float64Ptr(10.00),
|
||||
want: boolPtr(true),
|
||||
},
|
||||
{
|
||||
name: "missing next high returns nil",
|
||||
nextHigh: nil,
|
||||
want: nil,
|
||||
},
|
||||
}
|
||||
|
||||
for _, tt := range tests {
|
||||
t.Run(tt.name, func(t *testing.T) {
|
||||
item := buildLimitBreakNextPerformanceStock(limitBreakNextPerformanceRow{
|
||||
TClose: &tClose,
|
||||
THigh: &tHigh,
|
||||
NextHigh: tt.nextHigh,
|
||||
})
|
||||
|
||||
if tt.want == nil {
|
||||
if item.NextIntradayProfitable != nil {
|
||||
t.Fatalf("NextIntradayProfitable = %v, want nil", *item.NextIntradayProfitable)
|
||||
}
|
||||
return
|
||||
}
|
||||
if item.NextIntradayProfitable == nil {
|
||||
t.Fatalf("NextIntradayProfitable = nil, want %v", *tt.want)
|
||||
}
|
||||
if *item.NextIntradayProfitable != *tt.want {
|
||||
t.Fatalf("NextIntradayProfitable = %v, want %v", *item.NextIntradayProfitable, *tt.want)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
func float64Ptr(value float64) *float64 {
|
||||
return &value
|
||||
}
|
||||
|
||||
func boolPtr(value bool) *bool {
|
||||
return &value
|
||||
}
|
||||
@@ -0,0 +1,208 @@
|
||||
package service
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"sort"
|
||||
"strconv"
|
||||
"strings"
|
||||
|
||||
"level_go/internal/model"
|
||||
)
|
||||
|
||||
func (s *LimitBoardService) GetLimitOpenCompareGroups(tradeDate string) (model.LimitOpenCompareResponse, error) {
|
||||
resp := model.LimitOpenCompareResponse{TradeDate: tradeDate}
|
||||
|
||||
tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if dateIndex == -1 {
|
||||
resp.Groups = buildLimitOpenCompareGroups(nil, nil)
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
previousTradeDate := ""
|
||||
if dateIndex > 0 {
|
||||
previousTradeDate = tradeDates[dateIndex-1]
|
||||
}
|
||||
resp.PreviousTradeDate = previousTradeDate
|
||||
|
||||
previousTwoTradeDate := ""
|
||||
if dateIndex > 1 {
|
||||
previousTwoTradeDate = tradeDates[dateIndex-2]
|
||||
}
|
||||
resp.PreviousTwoTradeDate = previousTwoTradeDate
|
||||
|
||||
stocks, err := s.loadLimitOpenCompareStocks(tradeDate, previousTradeDate, previousTwoTradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
openLowerStocks := make([]model.LimitOpenCompareStock, 0)
|
||||
otherStocks := make([]model.LimitOpenCompareStock, 0)
|
||||
firstToSecondBoardCount := 0
|
||||
firstSecondBeforeElevenCount := 0
|
||||
for _, stock := range stocks {
|
||||
if stock.IsFirstToSecondBoard {
|
||||
stock.HighlightLabel = "首板进二板"
|
||||
firstToSecondBoardCount++
|
||||
}
|
||||
isOpenLower := previousTradeDate != "" && stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.PreviousClose
|
||||
if isOpenLower && stock.IsFirstToSecondBoard && isBeforeEleven(stock.AkFirstLimitTime) {
|
||||
stock.IsFirstSecondBeforeEleven = true
|
||||
stock.HighlightLabel = "首二一一"
|
||||
firstSecondBeforeElevenCount++
|
||||
}
|
||||
if isOpenLower {
|
||||
openLowerStocks = append(openLowerStocks, stock)
|
||||
continue
|
||||
}
|
||||
otherStocks = append(otherStocks, stock)
|
||||
}
|
||||
|
||||
resp.Summary = model.LimitOpenCompareSummary{
|
||||
LimitCount: len(stocks),
|
||||
OpenLowerPreviousCloseCount: len(openLowerStocks),
|
||||
OthersCount: len(otherStocks),
|
||||
FirstToSecondBoardCount: firstToSecondBoardCount,
|
||||
FirstSecondBeforeElevenCount: firstSecondBeforeElevenCount,
|
||||
}
|
||||
resp.Groups = buildLimitOpenCompareGroups(openLowerStocks, otherStocks)
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func isBeforeEleven(limitTime *string) bool {
|
||||
if limitTime == nil || *limitTime == "" {
|
||||
return false
|
||||
}
|
||||
|
||||
timeText := strings.TrimSpace(*limitTime)
|
||||
hour := 0
|
||||
minute := 0
|
||||
second := 0
|
||||
if strings.Contains(timeText, ":") {
|
||||
if n, _ := fmt.Sscanf(timeText, "%d:%d:%d", &hour, &minute, &second); n < 2 {
|
||||
return false
|
||||
}
|
||||
} else {
|
||||
if len(timeText) < 4 {
|
||||
return false
|
||||
}
|
||||
switch len(timeText) {
|
||||
case 4:
|
||||
timeText += "00"
|
||||
case 5:
|
||||
timeText = "0" + timeText
|
||||
case 6:
|
||||
default:
|
||||
return false
|
||||
}
|
||||
var err error
|
||||
hour, err = strconv.Atoi(timeText[0:2])
|
||||
if err != nil {
|
||||
return false
|
||||
}
|
||||
minute, err = strconv.Atoi(timeText[2:4])
|
||||
if err != nil {
|
||||
return false
|
||||
}
|
||||
second, err = strconv.Atoi(timeText[4:6])
|
||||
if err != nil {
|
||||
return false
|
||||
}
|
||||
}
|
||||
if hour < 0 || hour > 23 || minute < 0 || minute > 59 || second < 0 || second > 59 {
|
||||
return false
|
||||
}
|
||||
|
||||
return hour < 11
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeDate, previousTwoTradeDate string) ([]model.LimitOpenCompareStock, error) {
|
||||
var stocks []model.LimitOpenCompareStock
|
||||
query := `SELECT
|
||||
l.symbol,
|
||||
l.ts_code,
|
||||
l.name,
|
||||
COALESCE(l.market, '') AS market,
|
||||
DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
|
||||
d.open IS NOT NULL AS has_open,
|
||||
COALESCE(d.open, 0) AS open,
|
||||
COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
|
||||
? AS previous_trade_date,
|
||||
? AS previous_two_trade_date,
|
||||
pd.close IS NOT NULL AS has_previous_close,
|
||||
COALESCE(pd.close, 0) AS previous_close,
|
||||
(? <> '' AND NOT EXISTS (
|
||||
SELECT 1
|
||||
FROM stock_limit_combined_data ppl
|
||||
WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1
|
||||
)) AS is_first_to_second_board,
|
||||
COALESCE(l.calc_limit_price, 0) AS limit_price,
|
||||
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
|
||||
l.tushare_amount AS ak_amount,
|
||||
l.tushare_float_mv AS ak_float_market_value,
|
||||
l.tushare_total_mv AS ak_total_market_value,
|
||||
l.tushare_turnover_ratio AS ak_turnover_rate,
|
||||
l.tushare_fd_amount AS ak_seal_amount,
|
||||
l.tushare_first_time AS ak_first_limit_time,
|
||||
l.tushare_last_time AS ak_last_limit_time,
|
||||
l.tushare_open_times AS ak_break_limit_count,
|
||||
l.tushare_up_stat AS ak_limit_up_stat,
|
||||
l.tushare_limit_times AS ak_limit_up_days,
|
||||
l.tushare_industry AS ak_industry,
|
||||
l.calc_vol AS vol
|
||||
FROM stock_limit_combined_data l
|
||||
LEFT JOIN stock_daily d
|
||||
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
|
||||
LEFT JOIN stock_daily pd
|
||||
ON l.ts_code = pd.ts_code AND pd.trade_date = ?
|
||||
INNER JOIN stock_limit_combined_data pl
|
||||
ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
|
||||
WHERE l.trade_date = ? AND l.final_status = 1
|
||||
ORDER BY d.pct_chg DESC, l.ts_code ASC`
|
||||
|
||||
if previousTradeDate == "" {
|
||||
return stocks, nil
|
||||
}
|
||||
|
||||
err := s.DB.Raw(query, previousTradeDate, previousTwoTradeDate, previousTwoTradeDate, previousTwoTradeDate, previousTradeDate, previousTradeDate, tradeDate).Scan(&stocks).Error
|
||||
return stocks, err
|
||||
}
|
||||
|
||||
func buildLimitOpenCompareGroups(openLowerStocks, otherStocks []model.LimitOpenCompareStock) []model.LimitOpenCompareGroup {
|
||||
if openLowerStocks == nil {
|
||||
openLowerStocks = []model.LimitOpenCompareStock{}
|
||||
}
|
||||
if otherStocks == nil {
|
||||
otherStocks = []model.LimitOpenCompareStock{}
|
||||
}
|
||||
|
||||
sortLimitOpenCompareStocks(openLowerStocks)
|
||||
sortLimitOpenCompareStocks(otherStocks)
|
||||
|
||||
return []model.LimitOpenCompareGroup{
|
||||
{
|
||||
Key: "open_lower_previous_close",
|
||||
Label: "开盘低于前收",
|
||||
Count: len(openLowerStocks),
|
||||
Stocks: openLowerStocks,
|
||||
},
|
||||
{
|
||||
Key: "others",
|
||||
Label: "其他涨停股",
|
||||
Count: len(otherStocks),
|
||||
Stocks: otherStocks,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
func sortLimitOpenCompareStocks(stocks []model.LimitOpenCompareStock) {
|
||||
sort.Slice(stocks, func(i, j int) bool {
|
||||
if stocks[i].PctChg == stocks[j].PctChg {
|
||||
return stocks[i].TsCode < stocks[j].TsCode
|
||||
}
|
||||
return stocks[i].PctChg > stocks[j].PctChg
|
||||
})
|
||||
}
|
||||
@@ -0,0 +1,142 @@
|
||||
package service
|
||||
|
||||
import (
|
||||
"sort"
|
||||
|
||||
"level_go/internal/model"
|
||||
)
|
||||
|
||||
func (s *LimitBoardService) GetLimitOpenThresholdGroups(tradeDate string) (model.LimitOpenThresholdResponse, error) {
|
||||
resp := model.LimitOpenThresholdResponse{TradeDate: tradeDate}
|
||||
const thresholdRatio = 1.01
|
||||
|
||||
tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if dateIndex == -1 {
|
||||
resp.Summary.ThresholdRatio = thresholdRatio
|
||||
resp.Groups = buildLimitOpenThresholdGroups(nil, nil)
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
previousTradeDate := ""
|
||||
if dateIndex > 0 {
|
||||
previousTradeDate = tradeDates[dateIndex-1]
|
||||
}
|
||||
resp.PreviousTradeDate = previousTradeDate
|
||||
|
||||
stocks, err := s.loadLimitOpenThresholdStocks(tradeDate, previousTradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
withinThresholdStocks := make([]model.LimitOpenThresholdStock, 0)
|
||||
atOrAboveThresholdStocks := make([]model.LimitOpenThresholdStock, 0)
|
||||
for _, stock := range stocks {
|
||||
if stock.HasPreviousClose && stock.PreviousClose > 0 {
|
||||
stock.OpenThresholdPrice = stock.PreviousClose * thresholdRatio
|
||||
}
|
||||
if stock.HasOpen && stock.HasPreviousClose && stock.PreviousClose > 0 {
|
||||
stock.OpenPreviousCloseRatio = stock.Open / stock.PreviousClose
|
||||
}
|
||||
|
||||
if stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.OpenThresholdPrice {
|
||||
withinThresholdStocks = append(withinThresholdStocks, stock)
|
||||
continue
|
||||
}
|
||||
atOrAboveThresholdStocks = append(atOrAboveThresholdStocks, stock)
|
||||
}
|
||||
|
||||
resp.Summary = model.LimitOpenThresholdSummary{
|
||||
LimitCount: len(stocks),
|
||||
OpenWithinThresholdCount: len(withinThresholdStocks),
|
||||
OpenAtOrAboveThresholdCount: len(atOrAboveThresholdStocks),
|
||||
ThresholdRatio: thresholdRatio,
|
||||
}
|
||||
resp.Groups = buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks)
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTradeDate string) ([]model.LimitOpenThresholdStock, error) {
|
||||
var stocks []model.LimitOpenThresholdStock
|
||||
query := `SELECT
|
||||
l.symbol,
|
||||
l.ts_code,
|
||||
l.name,
|
||||
COALESCE(l.market, '') AS market,
|
||||
DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
|
||||
d.open IS NOT NULL AS has_open,
|
||||
COALESCE(d.open, 0) AS open,
|
||||
COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
|
||||
? AS previous_trade_date,
|
||||
(pl.calc_close IS NOT NULL OR pl.tushare_close IS NOT NULL OR pd.close IS NOT NULL) AS has_previous_close,
|
||||
COALESCE(pl.calc_close, pl.tushare_close, pd.close, 0) AS previous_close,
|
||||
COALESCE(l.calc_limit_price, 0) AS limit_price,
|
||||
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
|
||||
l.tushare_amount AS ak_amount,
|
||||
l.tushare_float_mv AS ak_float_market_value,
|
||||
l.tushare_total_mv AS ak_total_market_value,
|
||||
l.tushare_turnover_ratio AS ak_turnover_rate,
|
||||
l.tushare_fd_amount AS ak_seal_amount,
|
||||
l.tushare_first_time AS ak_first_limit_time,
|
||||
l.tushare_last_time AS ak_last_limit_time,
|
||||
l.tushare_open_times AS ak_break_limit_count,
|
||||
l.tushare_up_stat AS ak_limit_up_stat,
|
||||
l.tushare_limit_times AS ak_limit_up_days,
|
||||
l.tushare_industry AS ak_industry,
|
||||
l.calc_vol AS vol
|
||||
FROM stock_limit_combined_data l
|
||||
LEFT JOIN stock_daily d
|
||||
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
|
||||
LEFT JOIN stock_daily pd
|
||||
ON l.ts_code = pd.ts_code AND pd.trade_date = ?
|
||||
INNER JOIN stock_limit_combined_data pl
|
||||
ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
|
||||
WHERE l.trade_date = ? AND l.final_status = 1
|
||||
ORDER BY d.pct_chg DESC, l.ts_code ASC`
|
||||
|
||||
if previousTradeDate == "" {
|
||||
return stocks, nil
|
||||
}
|
||||
|
||||
err := s.DB.Raw(query, previousTradeDate, previousTradeDate, previousTradeDate, tradeDate).Scan(&stocks).Error
|
||||
return stocks, err
|
||||
}
|
||||
|
||||
func buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks []model.LimitOpenThresholdStock) []model.LimitOpenThresholdGroup {
|
||||
if withinThresholdStocks == nil {
|
||||
withinThresholdStocks = []model.LimitOpenThresholdStock{}
|
||||
}
|
||||
if atOrAboveThresholdStocks == nil {
|
||||
atOrAboveThresholdStocks = []model.LimitOpenThresholdStock{}
|
||||
}
|
||||
|
||||
sortLimitOpenThresholdStocks(withinThresholdStocks)
|
||||
sortLimitOpenThresholdStocks(atOrAboveThresholdStocks)
|
||||
|
||||
return []model.LimitOpenThresholdGroup{
|
||||
{
|
||||
Key: "open_within_previous_close_101",
|
||||
Label: "开盘价低于前收101%",
|
||||
Count: len(withinThresholdStocks),
|
||||
Stocks: withinThresholdStocks,
|
||||
},
|
||||
{
|
||||
Key: "open_at_or_above_previous_close_101",
|
||||
Label: "开盘价大于等于前收101%",
|
||||
Count: len(atOrAboveThresholdStocks),
|
||||
Stocks: atOrAboveThresholdStocks,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
func sortLimitOpenThresholdStocks(stocks []model.LimitOpenThresholdStock) {
|
||||
sort.Slice(stocks, func(i, j int) bool {
|
||||
if stocks[i].PctChg == stocks[j].PctChg {
|
||||
return stocks[i].TsCode < stocks[j].TsCode
|
||||
}
|
||||
return stocks[i].PctChg > stocks[j].PctChg
|
||||
})
|
||||
}
|
||||
@@ -0,0 +1,231 @@
|
||||
package service
|
||||
|
||||
import (
|
||||
"sort"
|
||||
|
||||
"level_go/internal/model"
|
||||
)
|
||||
|
||||
type limitBoardHistoryRow struct {
|
||||
TsCode string `gorm:"column:ts_code"`
|
||||
TradeDate string `gorm:"column:trade_date"`
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) GetLimitBoardOverview(tradeDate string) (model.LimitBoardResponse, error) {
|
||||
resp := model.LimitBoardResponse{TradeDate: tradeDate}
|
||||
|
||||
tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if dateIndex == -1 {
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
resp.RecentMaxBoardStats, err = s.buildRecentMaxBoardStats(tradeDates, dateIndex)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
limitStocks, err := s.loadCurrentLimitStocks(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if len(limitStocks) == 0 {
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
historyMap, err := s.loadLimitHistory(limitStocks, tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
groupMap, maxBoardCount := buildLimitBoardGroups(limitStocks, tradeDates, dateIndex, historyMap)
|
||||
resp.Groups = sortLimitBoardGroups(groupMap)
|
||||
resp.Summary = model.LimitBoardSummary{
|
||||
MaxBoardCount: maxBoardCount,
|
||||
LimitCount: len(limitStocks),
|
||||
GroupCount: len(resp.Groups),
|
||||
}
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) buildRecentMaxBoardStats(tradeDates []string, dateIndex int) ([]model.LimitBoardDailyMax, error) {
|
||||
startIndex := 0
|
||||
if dateIndex >= 29 {
|
||||
startIndex = dateIndex - 29
|
||||
}
|
||||
windowDates := tradeDates[startIndex : dateIndex+1]
|
||||
if len(windowDates) == 0 {
|
||||
return []model.LimitBoardDailyMax{}, nil
|
||||
}
|
||||
|
||||
var history []limitBoardHistoryRow
|
||||
if err := s.DB.Table(stockLimitCombinedTable).
|
||||
Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date").
|
||||
Where("trade_date BETWEEN ? AND ? AND final_status = ?", windowDates[0], windowDates[len(windowDates)-1], 1).
|
||||
Order("ts_code ASC, trade_date ASC").
|
||||
Scan(&history).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
dateByCode := make(map[string]map[string]struct{})
|
||||
for _, item := range history {
|
||||
if _, ok := dateByCode[item.TsCode]; !ok {
|
||||
dateByCode[item.TsCode] = make(map[string]struct{})
|
||||
}
|
||||
dateByCode[item.TsCode][item.TradeDate] = struct{}{}
|
||||
}
|
||||
|
||||
maxBoardByDate := make(map[string]int, len(windowDates))
|
||||
for _, tradeDate := range windowDates {
|
||||
maxBoardByDate[tradeDate] = 0
|
||||
}
|
||||
|
||||
for _, limitDates := range dateByCode {
|
||||
for idx, tradeDate := range windowDates {
|
||||
if _, ok := limitDates[tradeDate]; !ok {
|
||||
continue
|
||||
}
|
||||
|
||||
boardCount := 0
|
||||
for j := idx; j >= 0; j-- {
|
||||
if _, ok := limitDates[windowDates[j]]; !ok {
|
||||
break
|
||||
}
|
||||
boardCount++
|
||||
}
|
||||
|
||||
if boardCount > maxBoardByDate[tradeDate] {
|
||||
maxBoardByDate[tradeDate] = boardCount
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
stats := make([]model.LimitBoardDailyMax, 0, len(windowDates))
|
||||
for _, tradeDate := range windowDates {
|
||||
stats = append(stats, model.LimitBoardDailyMax{
|
||||
TradeDate: tradeDate,
|
||||
MaxBoardCount: maxBoardByDate[tradeDate],
|
||||
})
|
||||
}
|
||||
|
||||
return stats, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadCurrentLimitStocks(tradeDate string) ([]model.LimitBoardStock, error) {
|
||||
var stocks []model.LimitBoardStock
|
||||
query := `SELECT
|
||||
l.symbol,
|
||||
l.ts_code,
|
||||
l.name,
|
||||
COALESCE(l.market, '') AS market,
|
||||
DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
|
||||
COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
|
||||
COALESCE(l.calc_limit_price, 0) AS limit_price,
|
||||
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
|
||||
l.tushare_amount AS ak_amount,
|
||||
l.tushare_float_mv AS ak_float_market_value,
|
||||
l.tushare_total_mv AS ak_total_market_value,
|
||||
l.tushare_turnover_ratio AS ak_turnover_rate,
|
||||
l.tushare_fd_amount AS ak_seal_amount,
|
||||
l.tushare_first_time AS ak_first_limit_time,
|
||||
l.tushare_last_time AS ak_last_limit_time,
|
||||
l.tushare_open_times AS ak_break_limit_count,
|
||||
l.tushare_up_stat AS ak_limit_up_stat,
|
||||
l.tushare_limit_times AS ak_limit_up_days,
|
||||
l.tushare_industry AS ak_industry,
|
||||
l.calc_vol AS vol
|
||||
FROM stock_limit_combined_data l
|
||||
LEFT JOIN stock_daily d
|
||||
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
|
||||
WHERE l.trade_date = ? AND l.final_status = 1
|
||||
ORDER BY d.pct_chg DESC, l.ts_code ASC`
|
||||
|
||||
err := s.DB.Raw(query, tradeDate).Scan(&stocks).Error
|
||||
return stocks, err
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadLimitHistory(stocks []model.LimitBoardStock, tradeDate string) (map[string]map[string]struct{}, error) {
|
||||
codes := make([]string, 0, len(stocks))
|
||||
for _, stock := range stocks {
|
||||
codes = append(codes, stock.TsCode)
|
||||
}
|
||||
|
||||
var history []limitBoardHistoryRow
|
||||
if err := s.DB.Table(stockLimitCombinedTable).
|
||||
Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date").
|
||||
Where("ts_code IN ? AND trade_date <= ? AND final_status = ?", codes, tradeDate, 1).
|
||||
Scan(&history).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
historyMap := make(map[string]map[string]struct{}, len(codes))
|
||||
for _, item := range history {
|
||||
if _, ok := historyMap[item.TsCode]; !ok {
|
||||
historyMap[item.TsCode] = make(map[string]struct{})
|
||||
}
|
||||
historyMap[item.TsCode][item.TradeDate] = struct{}{}
|
||||
}
|
||||
|
||||
return historyMap, nil
|
||||
}
|
||||
|
||||
func buildLimitBoardGroups(stocks []model.LimitBoardStock, tradeDates []string, dateIndex int, historyMap map[string]map[string]struct{}) (map[int][]model.LimitBoardStock, int) {
|
||||
groupMap := make(map[int][]model.LimitBoardStock)
|
||||
maxBoardCount := 0
|
||||
|
||||
for i := range stocks {
|
||||
boardCount := calcBoardCount(tradeDates, dateIndex, historyMap[stocks[i].TsCode])
|
||||
stocks[i].BoardCount = boardCount
|
||||
stocks[i].BoardLabel = boardLabel(boardCount)
|
||||
stocks[i].DisplayStatus = boardLabel(boardCount)
|
||||
|
||||
if boardCount > maxBoardCount {
|
||||
maxBoardCount = boardCount
|
||||
}
|
||||
groupMap[boardCount] = append(groupMap[boardCount], stocks[i])
|
||||
}
|
||||
|
||||
return groupMap, maxBoardCount
|
||||
}
|
||||
|
||||
func calcBoardCount(tradeDates []string, dateIndex int, limitDates map[string]struct{}) int {
|
||||
boardCount := 0
|
||||
for i := dateIndex; i >= 0; i-- {
|
||||
if _, ok := limitDates[tradeDates[i]]; !ok {
|
||||
break
|
||||
}
|
||||
boardCount++
|
||||
}
|
||||
return boardCount
|
||||
}
|
||||
|
||||
func sortLimitBoardGroups(groupMap map[int][]model.LimitBoardStock) []model.LimitBoardGroup {
|
||||
boardCounts := make([]int, 0, len(groupMap))
|
||||
for boardCount := range groupMap {
|
||||
boardCounts = append(boardCounts, boardCount)
|
||||
}
|
||||
sort.Sort(sort.Reverse(sort.IntSlice(boardCounts)))
|
||||
|
||||
groups := make([]model.LimitBoardGroup, 0, len(boardCounts))
|
||||
for _, boardCount := range boardCounts {
|
||||
stocks := groupMap[boardCount]
|
||||
sort.Slice(stocks, func(i, j int) bool {
|
||||
if stocks[i].PctChg == stocks[j].PctChg {
|
||||
return stocks[i].TsCode < stocks[j].TsCode
|
||||
}
|
||||
return stocks[i].PctChg > stocks[j].PctChg
|
||||
})
|
||||
|
||||
groups = append(groups, model.LimitBoardGroup{
|
||||
BoardCount: boardCount,
|
||||
Label: boardLabel(boardCount),
|
||||
Count: len(stocks),
|
||||
Stocks: stocks,
|
||||
})
|
||||
}
|
||||
|
||||
return groups
|
||||
}
|
||||
@@ -2,12 +2,8 @@ package service
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"sort"
|
||||
"strconv"
|
||||
"strings"
|
||||
|
||||
"gorm.io/gorm"
|
||||
"level_go/internal/model"
|
||||
)
|
||||
|
||||
type LimitBoardService struct {
|
||||
@@ -16,11 +12,6 @@ type LimitBoardService struct {
|
||||
|
||||
const stockLimitCombinedTable = "stock_limit_combined_data"
|
||||
|
||||
type limitBoardHistoryRow struct {
|
||||
TsCode string `gorm:"column:ts_code"`
|
||||
TradeDate string `gorm:"column:trade_date"`
|
||||
}
|
||||
|
||||
func boardLabel(boardCount int) string {
|
||||
switch boardCount {
|
||||
case 1:
|
||||
@@ -46,272 +37,6 @@ func boardLabel(boardCount int) string {
|
||||
}
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) GetLimitBoardOverview(tradeDate string) (model.LimitBoardResponse, error) {
|
||||
resp := model.LimitBoardResponse{TradeDate: tradeDate}
|
||||
|
||||
tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if dateIndex == -1 {
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
resp.RecentMaxBoardStats, err = s.buildRecentMaxBoardStats(tradeDates, dateIndex)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
limitStocks, err := s.loadCurrentLimitStocks(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if len(limitStocks) == 0 {
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
historyMap, err := s.loadLimitHistory(limitStocks, tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
groupMap, maxBoardCount := buildLimitBoardGroups(limitStocks, tradeDates, dateIndex, historyMap)
|
||||
resp.Groups = sortLimitBoardGroups(groupMap)
|
||||
resp.Summary = model.LimitBoardSummary{
|
||||
MaxBoardCount: maxBoardCount,
|
||||
LimitCount: len(limitStocks),
|
||||
GroupCount: len(resp.Groups),
|
||||
}
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) GetLimitOpenCompareGroups(tradeDate string) (model.LimitOpenCompareResponse, error) {
|
||||
resp := model.LimitOpenCompareResponse{TradeDate: tradeDate}
|
||||
|
||||
tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if dateIndex == -1 {
|
||||
resp.Groups = buildLimitOpenCompareGroups(nil, nil)
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
previousTradeDate := ""
|
||||
if dateIndex > 0 {
|
||||
previousTradeDate = tradeDates[dateIndex-1]
|
||||
}
|
||||
resp.PreviousTradeDate = previousTradeDate
|
||||
|
||||
previousTwoTradeDate := ""
|
||||
if dateIndex > 1 {
|
||||
previousTwoTradeDate = tradeDates[dateIndex-2]
|
||||
}
|
||||
resp.PreviousTwoTradeDate = previousTwoTradeDate
|
||||
|
||||
stocks, err := s.loadLimitOpenCompareStocks(tradeDate, previousTradeDate, previousTwoTradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
openLowerStocks := make([]model.LimitOpenCompareStock, 0)
|
||||
otherStocks := make([]model.LimitOpenCompareStock, 0)
|
||||
firstToSecondBoardCount := 0
|
||||
firstSecondBeforeElevenCount := 0
|
||||
for _, stock := range stocks {
|
||||
if stock.IsFirstToSecondBoard {
|
||||
stock.HighlightLabel = "首板进二板"
|
||||
firstToSecondBoardCount++
|
||||
}
|
||||
isOpenLower := previousTradeDate != "" && stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.PreviousClose
|
||||
if isOpenLower && stock.IsFirstToSecondBoard && isBeforeEleven(stock.AkFirstLimitTime) {
|
||||
stock.IsFirstSecondBeforeEleven = true
|
||||
stock.HighlightLabel = "首二一一"
|
||||
firstSecondBeforeElevenCount++
|
||||
}
|
||||
if isOpenLower {
|
||||
openLowerStocks = append(openLowerStocks, stock)
|
||||
continue
|
||||
}
|
||||
otherStocks = append(otherStocks, stock)
|
||||
}
|
||||
|
||||
resp.Summary = model.LimitOpenCompareSummary{
|
||||
LimitCount: len(stocks),
|
||||
OpenLowerPreviousCloseCount: len(openLowerStocks),
|
||||
OthersCount: len(otherStocks),
|
||||
FirstToSecondBoardCount: firstToSecondBoardCount,
|
||||
FirstSecondBeforeElevenCount: firstSecondBeforeElevenCount,
|
||||
}
|
||||
resp.Groups = buildLimitOpenCompareGroups(openLowerStocks, otherStocks)
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) GetLimitOpenThresholdGroups(tradeDate string) (model.LimitOpenThresholdResponse, error) {
|
||||
resp := model.LimitOpenThresholdResponse{TradeDate: tradeDate}
|
||||
const thresholdRatio = 1.01
|
||||
|
||||
tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
if dateIndex == -1 {
|
||||
resp.Summary.ThresholdRatio = thresholdRatio
|
||||
resp.Groups = buildLimitOpenThresholdGroups(nil, nil)
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
previousTradeDate := ""
|
||||
if dateIndex > 0 {
|
||||
previousTradeDate = tradeDates[dateIndex-1]
|
||||
}
|
||||
resp.PreviousTradeDate = previousTradeDate
|
||||
|
||||
stocks, err := s.loadLimitOpenThresholdStocks(tradeDate, previousTradeDate)
|
||||
if err != nil {
|
||||
return resp, err
|
||||
}
|
||||
|
||||
withinThresholdStocks := make([]model.LimitOpenThresholdStock, 0)
|
||||
atOrAboveThresholdStocks := make([]model.LimitOpenThresholdStock, 0)
|
||||
for _, stock := range stocks {
|
||||
if stock.HasPreviousClose && stock.PreviousClose > 0 {
|
||||
stock.OpenThresholdPrice = stock.PreviousClose * thresholdRatio
|
||||
}
|
||||
if stock.HasOpen && stock.HasPreviousClose && stock.PreviousClose > 0 {
|
||||
stock.OpenPreviousCloseRatio = stock.Open / stock.PreviousClose
|
||||
}
|
||||
|
||||
if stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.OpenThresholdPrice {
|
||||
withinThresholdStocks = append(withinThresholdStocks, stock)
|
||||
continue
|
||||
}
|
||||
atOrAboveThresholdStocks = append(atOrAboveThresholdStocks, stock)
|
||||
}
|
||||
|
||||
resp.Summary = model.LimitOpenThresholdSummary{
|
||||
LimitCount: len(stocks),
|
||||
OpenWithinThresholdCount: len(withinThresholdStocks),
|
||||
OpenAtOrAboveThresholdCount: len(atOrAboveThresholdStocks),
|
||||
ThresholdRatio: thresholdRatio,
|
||||
}
|
||||
resp.Groups = buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks)
|
||||
|
||||
return resp, nil
|
||||
}
|
||||
|
||||
func isBeforeEleven(limitTime *string) bool {
|
||||
if limitTime == nil || *limitTime == "" {
|
||||
return false
|
||||
}
|
||||
|
||||
timeText := strings.TrimSpace(*limitTime)
|
||||
hour := 0
|
||||
minute := 0
|
||||
second := 0
|
||||
if strings.Contains(timeText, ":") {
|
||||
if n, _ := fmt.Sscanf(timeText, "%d:%d:%d", &hour, &minute, &second); n < 2 {
|
||||
return false
|
||||
}
|
||||
} else {
|
||||
if len(timeText) < 4 {
|
||||
return false
|
||||
}
|
||||
switch len(timeText) {
|
||||
case 4:
|
||||
timeText += "00"
|
||||
case 5:
|
||||
timeText = "0" + timeText
|
||||
case 6:
|
||||
default:
|
||||
return false
|
||||
}
|
||||
var err error
|
||||
hour, err = strconv.Atoi(timeText[0:2])
|
||||
if err != nil {
|
||||
return false
|
||||
}
|
||||
minute, err = strconv.Atoi(timeText[2:4])
|
||||
if err != nil {
|
||||
return false
|
||||
}
|
||||
second, err = strconv.Atoi(timeText[4:6])
|
||||
if err != nil {
|
||||
return false
|
||||
}
|
||||
}
|
||||
if hour < 0 || hour > 23 || minute < 0 || minute > 59 || second < 0 || second > 59 {
|
||||
return false
|
||||
}
|
||||
|
||||
return hour < 11
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) buildRecentMaxBoardStats(tradeDates []string, dateIndex int) ([]model.LimitBoardDailyMax, error) {
|
||||
startIndex := 0
|
||||
if dateIndex >= 29 {
|
||||
startIndex = dateIndex - 29
|
||||
}
|
||||
windowDates := tradeDates[startIndex : dateIndex+1]
|
||||
if len(windowDates) == 0 {
|
||||
return []model.LimitBoardDailyMax{}, nil
|
||||
}
|
||||
|
||||
var history []limitBoardHistoryRow
|
||||
if err := s.DB.Table(stockLimitCombinedTable).
|
||||
Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date").
|
||||
Where("trade_date BETWEEN ? AND ? AND final_status = ?", windowDates[0], windowDates[len(windowDates)-1], 1).
|
||||
Order("ts_code ASC, trade_date ASC").
|
||||
Scan(&history).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
dateByCode := make(map[string]map[string]struct{})
|
||||
for _, item := range history {
|
||||
if _, ok := dateByCode[item.TsCode]; !ok {
|
||||
dateByCode[item.TsCode] = make(map[string]struct{})
|
||||
}
|
||||
dateByCode[item.TsCode][item.TradeDate] = struct{}{}
|
||||
}
|
||||
|
||||
maxBoardByDate := make(map[string]int, len(windowDates))
|
||||
for _, tradeDate := range windowDates {
|
||||
maxBoardByDate[tradeDate] = 0
|
||||
}
|
||||
|
||||
for _, limitDates := range dateByCode {
|
||||
for idx, tradeDate := range windowDates {
|
||||
if _, ok := limitDates[tradeDate]; !ok {
|
||||
continue
|
||||
}
|
||||
|
||||
boardCount := 0
|
||||
for j := idx; j >= 0; j-- {
|
||||
if _, ok := limitDates[windowDates[j]]; !ok {
|
||||
break
|
||||
}
|
||||
boardCount++
|
||||
}
|
||||
|
||||
if boardCount > maxBoardByDate[tradeDate] {
|
||||
maxBoardByDate[tradeDate] = boardCount
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
stats := make([]model.LimitBoardDailyMax, 0, len(windowDates))
|
||||
for _, tradeDate := range windowDates {
|
||||
stats = append(stats, model.LimitBoardDailyMax{
|
||||
TradeDate: tradeDate,
|
||||
MaxBoardCount: maxBoardByDate[tradeDate],
|
||||
})
|
||||
}
|
||||
|
||||
return stats, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadTradeCalendar(tradeDate string) ([]string, int, error) {
|
||||
var tradeDates []string
|
||||
if err := s.DB.Table("trade_calendar").
|
||||
@@ -332,289 +57,3 @@ func (s *LimitBoardService) loadTradeCalendar(tradeDate string) ([]string, int,
|
||||
|
||||
return tradeDates, dateIndex, nil
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadCurrentLimitStocks(tradeDate string) ([]model.LimitBoardStock, error) {
|
||||
var stocks []model.LimitBoardStock
|
||||
query := `SELECT
|
||||
l.symbol,
|
||||
l.ts_code,
|
||||
l.name,
|
||||
COALESCE(l.market, '') AS market,
|
||||
DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
|
||||
COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
|
||||
COALESCE(l.calc_limit_price, 0) AS limit_price,
|
||||
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
|
||||
l.tushare_amount AS ak_amount,
|
||||
l.tushare_float_mv AS ak_float_market_value,
|
||||
l.tushare_total_mv AS ak_total_market_value,
|
||||
l.tushare_turnover_ratio AS ak_turnover_rate,
|
||||
l.tushare_fd_amount AS ak_seal_amount,
|
||||
l.tushare_first_time AS ak_first_limit_time,
|
||||
l.tushare_last_time AS ak_last_limit_time,
|
||||
l.tushare_open_times AS ak_break_limit_count,
|
||||
l.tushare_up_stat AS ak_limit_up_stat,
|
||||
l.tushare_limit_times AS ak_limit_up_days,
|
||||
l.tushare_industry AS ak_industry,
|
||||
l.calc_vol AS vol
|
||||
FROM stock_limit_combined_data l
|
||||
LEFT JOIN stock_daily d
|
||||
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
|
||||
WHERE l.trade_date = ? AND l.final_status = 1
|
||||
ORDER BY d.pct_chg DESC, l.ts_code ASC`
|
||||
|
||||
err := s.DB.Raw(query, tradeDate).Scan(&stocks).Error
|
||||
return stocks, err
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeDate, previousTwoTradeDate string) ([]model.LimitOpenCompareStock, error) {
|
||||
var stocks []model.LimitOpenCompareStock
|
||||
query := `SELECT
|
||||
l.symbol,
|
||||
l.ts_code,
|
||||
l.name,
|
||||
COALESCE(l.market, '') AS market,
|
||||
DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
|
||||
d.open IS NOT NULL AS has_open,
|
||||
COALESCE(d.open, 0) AS open,
|
||||
COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
|
||||
? AS previous_trade_date,
|
||||
? AS previous_two_trade_date,
|
||||
pd.close IS NOT NULL AS has_previous_close,
|
||||
COALESCE(pd.close, 0) AS previous_close,
|
||||
(? <> '' AND NOT EXISTS (
|
||||
SELECT 1
|
||||
FROM stock_limit_combined_data ppl
|
||||
WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1
|
||||
)) AS is_first_to_second_board,
|
||||
COALESCE(l.calc_limit_price, 0) AS limit_price,
|
||||
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
|
||||
l.tushare_amount AS ak_amount,
|
||||
l.tushare_float_mv AS ak_float_market_value,
|
||||
l.tushare_total_mv AS ak_total_market_value,
|
||||
l.tushare_turnover_ratio AS ak_turnover_rate,
|
||||
l.tushare_fd_amount AS ak_seal_amount,
|
||||
l.tushare_first_time AS ak_first_limit_time,
|
||||
l.tushare_last_time AS ak_last_limit_time,
|
||||
l.tushare_open_times AS ak_break_limit_count,
|
||||
l.tushare_up_stat AS ak_limit_up_stat,
|
||||
l.tushare_limit_times AS ak_limit_up_days,
|
||||
l.tushare_industry AS ak_industry,
|
||||
l.calc_vol AS vol
|
||||
FROM stock_limit_combined_data l
|
||||
LEFT JOIN stock_daily d
|
||||
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
|
||||
LEFT JOIN stock_daily pd
|
||||
ON l.ts_code = pd.ts_code AND pd.trade_date = ?
|
||||
INNER JOIN stock_limit_combined_data pl
|
||||
ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
|
||||
WHERE l.trade_date = ? AND l.final_status = 1
|
||||
ORDER BY d.pct_chg DESC, l.ts_code ASC`
|
||||
|
||||
if previousTradeDate == "" {
|
||||
return stocks, nil
|
||||
}
|
||||
|
||||
err := s.DB.Raw(query, previousTradeDate, previousTwoTradeDate, previousTwoTradeDate, previousTwoTradeDate, previousTradeDate, previousTradeDate, tradeDate).Scan(&stocks).Error
|
||||
return stocks, err
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTradeDate string) ([]model.LimitOpenThresholdStock, error) {
|
||||
var stocks []model.LimitOpenThresholdStock
|
||||
query := `SELECT
|
||||
l.symbol,
|
||||
l.ts_code,
|
||||
l.name,
|
||||
COALESCE(l.market, '') AS market,
|
||||
DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
|
||||
d.open IS NOT NULL AS has_open,
|
||||
COALESCE(d.open, 0) AS open,
|
||||
COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
|
||||
? AS previous_trade_date,
|
||||
(pl.calc_close IS NOT NULL OR pl.tushare_close IS NOT NULL OR pd.close IS NOT NULL) AS has_previous_close,
|
||||
COALESCE(pl.calc_close, pl.tushare_close, pd.close, 0) AS previous_close,
|
||||
COALESCE(l.calc_limit_price, 0) AS limit_price,
|
||||
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
|
||||
l.tushare_amount AS ak_amount,
|
||||
l.tushare_float_mv AS ak_float_market_value,
|
||||
l.tushare_total_mv AS ak_total_market_value,
|
||||
l.tushare_turnover_ratio AS ak_turnover_rate,
|
||||
l.tushare_fd_amount AS ak_seal_amount,
|
||||
l.tushare_first_time AS ak_first_limit_time,
|
||||
l.tushare_last_time AS ak_last_limit_time,
|
||||
l.tushare_open_times AS ak_break_limit_count,
|
||||
l.tushare_up_stat AS ak_limit_up_stat,
|
||||
l.tushare_limit_times AS ak_limit_up_days,
|
||||
l.tushare_industry AS ak_industry,
|
||||
l.calc_vol AS vol
|
||||
FROM stock_limit_combined_data l
|
||||
LEFT JOIN stock_daily d
|
||||
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
|
||||
LEFT JOIN stock_daily pd
|
||||
ON l.ts_code = pd.ts_code AND pd.trade_date = ?
|
||||
INNER JOIN stock_limit_combined_data pl
|
||||
ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
|
||||
WHERE l.trade_date = ? AND l.final_status = 1
|
||||
ORDER BY d.pct_chg DESC, l.ts_code ASC`
|
||||
|
||||
if previousTradeDate == "" {
|
||||
return stocks, nil
|
||||
}
|
||||
|
||||
err := s.DB.Raw(query, previousTradeDate, previousTradeDate, previousTradeDate, tradeDate).Scan(&stocks).Error
|
||||
return stocks, err
|
||||
}
|
||||
|
||||
func (s *LimitBoardService) loadLimitHistory(stocks []model.LimitBoardStock, tradeDate string) (map[string]map[string]struct{}, error) {
|
||||
codes := make([]string, 0, len(stocks))
|
||||
for _, stock := range stocks {
|
||||
codes = append(codes, stock.TsCode)
|
||||
}
|
||||
|
||||
var history []limitBoardHistoryRow
|
||||
if err := s.DB.Table(stockLimitCombinedTable).
|
||||
Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date").
|
||||
Where("ts_code IN ? AND trade_date <= ? AND final_status = ?", codes, tradeDate, 1).
|
||||
Scan(&history).Error; err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
historyMap := make(map[string]map[string]struct{}, len(codes))
|
||||
for _, item := range history {
|
||||
if _, ok := historyMap[item.TsCode]; !ok {
|
||||
historyMap[item.TsCode] = make(map[string]struct{})
|
||||
}
|
||||
historyMap[item.TsCode][item.TradeDate] = struct{}{}
|
||||
}
|
||||
|
||||
return historyMap, nil
|
||||
}
|
||||
|
||||
func buildLimitBoardGroups(stocks []model.LimitBoardStock, tradeDates []string, dateIndex int, historyMap map[string]map[string]struct{}) (map[int][]model.LimitBoardStock, int) {
|
||||
groupMap := make(map[int][]model.LimitBoardStock)
|
||||
maxBoardCount := 0
|
||||
|
||||
for i := range stocks {
|
||||
boardCount := calcBoardCount(tradeDates, dateIndex, historyMap[stocks[i].TsCode])
|
||||
stocks[i].BoardCount = boardCount
|
||||
stocks[i].BoardLabel = boardLabel(boardCount)
|
||||
stocks[i].DisplayStatus = boardLabel(boardCount)
|
||||
|
||||
if boardCount > maxBoardCount {
|
||||
maxBoardCount = boardCount
|
||||
}
|
||||
groupMap[boardCount] = append(groupMap[boardCount], stocks[i])
|
||||
}
|
||||
|
||||
return groupMap, maxBoardCount
|
||||
}
|
||||
|
||||
func calcBoardCount(tradeDates []string, dateIndex int, limitDates map[string]struct{}) int {
|
||||
boardCount := 0
|
||||
for i := dateIndex; i >= 0; i-- {
|
||||
if _, ok := limitDates[tradeDates[i]]; !ok {
|
||||
break
|
||||
}
|
||||
boardCount++
|
||||
}
|
||||
return boardCount
|
||||
}
|
||||
|
||||
func sortLimitBoardGroups(groupMap map[int][]model.LimitBoardStock) []model.LimitBoardGroup {
|
||||
boardCounts := make([]int, 0, len(groupMap))
|
||||
for boardCount := range groupMap {
|
||||
boardCounts = append(boardCounts, boardCount)
|
||||
}
|
||||
sort.Sort(sort.Reverse(sort.IntSlice(boardCounts)))
|
||||
|
||||
groups := make([]model.LimitBoardGroup, 0, len(boardCounts))
|
||||
for _, boardCount := range boardCounts {
|
||||
stocks := groupMap[boardCount]
|
||||
sort.Slice(stocks, func(i, j int) bool {
|
||||
if stocks[i].PctChg == stocks[j].PctChg {
|
||||
return stocks[i].TsCode < stocks[j].TsCode
|
||||
}
|
||||
return stocks[i].PctChg > stocks[j].PctChg
|
||||
})
|
||||
|
||||
groups = append(groups, model.LimitBoardGroup{
|
||||
BoardCount: boardCount,
|
||||
Label: boardLabel(boardCount),
|
||||
Count: len(stocks),
|
||||
Stocks: stocks,
|
||||
})
|
||||
}
|
||||
|
||||
return groups
|
||||
}
|
||||
|
||||
func buildLimitOpenCompareGroups(openLowerStocks, otherStocks []model.LimitOpenCompareStock) []model.LimitOpenCompareGroup {
|
||||
if openLowerStocks == nil {
|
||||
openLowerStocks = []model.LimitOpenCompareStock{}
|
||||
}
|
||||
if otherStocks == nil {
|
||||
otherStocks = []model.LimitOpenCompareStock{}
|
||||
}
|
||||
|
||||
sortLimitOpenCompareStocks(openLowerStocks)
|
||||
sortLimitOpenCompareStocks(otherStocks)
|
||||
|
||||
return []model.LimitOpenCompareGroup{
|
||||
{
|
||||
Key: "open_lower_previous_close",
|
||||
Label: "开盘低于前收",
|
||||
Count: len(openLowerStocks),
|
||||
Stocks: openLowerStocks,
|
||||
},
|
||||
{
|
||||
Key: "others",
|
||||
Label: "其他涨停股",
|
||||
Count: len(otherStocks),
|
||||
Stocks: otherStocks,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
func buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks []model.LimitOpenThresholdStock) []model.LimitOpenThresholdGroup {
|
||||
if withinThresholdStocks == nil {
|
||||
withinThresholdStocks = []model.LimitOpenThresholdStock{}
|
||||
}
|
||||
if atOrAboveThresholdStocks == nil {
|
||||
atOrAboveThresholdStocks = []model.LimitOpenThresholdStock{}
|
||||
}
|
||||
|
||||
sortLimitOpenThresholdStocks(withinThresholdStocks)
|
||||
sortLimitOpenThresholdStocks(atOrAboveThresholdStocks)
|
||||
|
||||
return []model.LimitOpenThresholdGroup{
|
||||
{
|
||||
Key: "open_within_previous_close_101",
|
||||
Label: "开盘价低于前收101%",
|
||||
Count: len(withinThresholdStocks),
|
||||
Stocks: withinThresholdStocks,
|
||||
},
|
||||
{
|
||||
Key: "open_at_or_above_previous_close_101",
|
||||
Label: "开盘价大于等于前收101%",
|
||||
Count: len(atOrAboveThresholdStocks),
|
||||
Stocks: atOrAboveThresholdStocks,
|
||||
},
|
||||
}
|
||||
}
|
||||
|
||||
func sortLimitOpenCompareStocks(stocks []model.LimitOpenCompareStock) {
|
||||
sort.Slice(stocks, func(i, j int) bool {
|
||||
if stocks[i].PctChg == stocks[j].PctChg {
|
||||
return stocks[i].TsCode < stocks[j].TsCode
|
||||
}
|
||||
return stocks[i].PctChg > stocks[j].PctChg
|
||||
})
|
||||
}
|
||||
|
||||
func sortLimitOpenThresholdStocks(stocks []model.LimitOpenThresholdStock) {
|
||||
sort.Slice(stocks, func(i, j int) bool {
|
||||
if stocks[i].PctChg == stocks[j].PctChg {
|
||||
return stocks[i].TsCode < stocks[j].TsCode
|
||||
}
|
||||
return stocks[i].PctChg > stocks[j].PctChg
|
||||
})
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user