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 +1,241 @@
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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
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WHEN l.tushare_limit_type = 'Z'
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THEN NULLIF(NULLIF(TRIM(l.tushare_first_time), ''), 'None')
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ELSE NULL
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END AS first_time,
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(l.tushare_limit_type = 'Z') AS has_tushare_break_data,
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nd.open AS next_open,
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nd.high AS next_high,
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nd.low AS next_low,
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nd.close AS next_close
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FROM open_calendar c
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INNER JOIN stock_limit_combined_data l
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ON l.trade_date = c.trade_date AND l.final_status = 2
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INNER JOIN stock_limit_combined_data pl
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ON pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
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LEFT JOIN stock_limit_combined_data ppl
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ON ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
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LEFT JOIN stock_daily d
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ON d.ts_code = l.ts_code AND d.trade_date = c.trade_date
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LEFT JOIN stock_daily pd
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ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
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LEFT JOIN stock_daily nd
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ON nd.ts_code = l.ts_code AND nd.trade_date = c.next_trade_date
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LEFT JOIN stock_basic sb
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ON sb.ts_code = l.ts_code COLLATE utf8mb4_unicode_ci
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WHERE c.trade_date BETWEEN ? AND ?
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AND c.previous_trade_date IS NOT NULL
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AND c.previous_two_trade_date IS NOT NULL
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AND ppl.ts_code IS NULL
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)
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SELECT *
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FROM candidate
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WHERE previous_close IS NOT NULL
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AND t_close IS NOT NULL
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ORDER BY trade_date ASC, ts_code ASC`
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var rows []limitBreakNextPerformanceRow
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err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
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return rows, err
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}
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func buildLimitBreakNextPerformanceStock(row limitBreakNextPerformanceRow) model.LimitBreakNextPerformanceStock {
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item := model.LimitBreakNextPerformanceStock{
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TradeDate: row.TradeDate,
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Symbol: row.Symbol,
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TsCode: row.TsCode,
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Name: row.Name,
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Market: row.Market,
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Industry: row.Industry,
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TOpen: row.TOpen,
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THigh: row.THigh,
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TClose: row.TClose,
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TPctChg: row.TPctChg,
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HasTushareBreakData: row.HasTushareBreakData,
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NextOpen: row.NextOpen,
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NextHigh: row.NextHigh,
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NextLow: row.NextLow,
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NextClose: row.NextClose,
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}
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if row.FirstTime != nil {
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item.FirstTime = formatLimitTime(*row.FirstTime)
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}
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item.BreakTimeBefore1100 = isLimitBreakTimeBeforeEleven(item.FirstTime)
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if row.TPreClose != nil && *row.TPreClose > 0 {
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item.TOpenPctChg = pctChangePtr(row.TOpen, *row.TPreClose)
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if row.TOpen != nil {
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item.TOpenGainLt101 = *row.TOpen < *row.TPreClose*1.01
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}
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}
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if row.TClose != nil && *row.TClose > 0 {
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item.NextOpenPctChg = pctChangePtr(row.NextOpen, *row.TClose)
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item.NextHighProfitPct = pctChangePtr(row.NextHigh, *row.TClose)
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item.NextLowLossPct = pctChangePtr(row.NextLow, *row.TClose)
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item.NextClosePctChg = pctChangePtr(row.NextClose, *row.TClose)
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if row.NextHigh != nil && row.THigh != nil {
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nextIntradayProfitable := *row.NextHigh >= *row.THigh
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item.NextIntradayProfitable = &nextIntradayProfitable
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}
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}
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return item
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}
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func pctChangePtr(value *float64, base float64) *float64 {
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if value == nil || base == 0 {
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return nil
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}
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result := roundLimitBreakPct((*value - base) / base * 100)
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return &result
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}
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func roundLimitBreakPct(value float64) float64 {
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return math.Round(value*100) / 100
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}
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func formatLimitTime(value string) string {
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timeText := strings.TrimSpace(value)
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if timeText == "" || strings.EqualFold(timeText, "none") || strings.EqualFold(timeText, "null") {
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return ""
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}
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if strings.Contains(timeText, ":") {
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return timeText
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}
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switch len(timeText) {
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case 4:
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timeText += "00"
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case 5:
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timeText = "0" + timeText
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case 6:
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default:
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return value
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}
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return timeText[0:2] + ":" + timeText[2:4] + ":" + timeText[4:6]
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}
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func isLimitBreakTimeBeforeEleven(limitTime string) bool {
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if strings.TrimSpace(limitTime) == "" {
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return true
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}
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return isBeforeEleven(&limitTime)
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}
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@@ -0,0 +1,61 @@
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package service
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import "testing"
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func TestBuildLimitBreakNextPerformanceStockIntradayProfitableUsesTHigh(t *testing.T) {
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tClose := 9.50
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tHigh := 10.00
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tests := []struct {
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name string
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nextHigh *float64
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want *bool
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}{
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{
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name: "next high below T high cannot cover T high buy loss",
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nextHigh: float64Ptr(9.99),
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want: boolPtr(false),
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},
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{
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name: "next high equal T high covers T high buy loss",
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nextHigh: float64Ptr(10.00),
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want: boolPtr(true),
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},
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{
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name: "missing next high returns nil",
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nextHigh: nil,
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want: nil,
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},
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}
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for _, tt := range tests {
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t.Run(tt.name, func(t *testing.T) {
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item := buildLimitBreakNextPerformanceStock(limitBreakNextPerformanceRow{
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TClose: &tClose,
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THigh: &tHigh,
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NextHigh: tt.nextHigh,
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})
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if tt.want == nil {
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if item.NextIntradayProfitable != nil {
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t.Fatalf("NextIntradayProfitable = %v, want nil", *item.NextIntradayProfitable)
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}
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return
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}
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if item.NextIntradayProfitable == nil {
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t.Fatalf("NextIntradayProfitable = nil, want %v", *tt.want)
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}
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if *item.NextIntradayProfitable != *tt.want {
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t.Fatalf("NextIntradayProfitable = %v, want %v", *item.NextIntradayProfitable, *tt.want)
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}
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})
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}
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}
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func float64Ptr(value float64) *float64 {
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return &value
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}
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func boolPtr(value bool) *bool {
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return &value
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}
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@@ -0,0 +1,208 @@
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package service
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import (
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"fmt"
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"sort"
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"strconv"
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"strings"
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"level_go/internal/model"
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)
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func (s *LimitBoardService) GetLimitOpenCompareGroups(tradeDate string) (model.LimitOpenCompareResponse, error) {
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resp := model.LimitOpenCompareResponse{TradeDate: tradeDate}
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tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
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if err != nil {
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return resp, err
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}
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if dateIndex == -1 {
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resp.Groups = buildLimitOpenCompareGroups(nil, nil)
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return resp, nil
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}
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previousTradeDate := ""
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if dateIndex > 0 {
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previousTradeDate = tradeDates[dateIndex-1]
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}
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resp.PreviousTradeDate = previousTradeDate
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previousTwoTradeDate := ""
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if dateIndex > 1 {
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previousTwoTradeDate = tradeDates[dateIndex-2]
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}
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resp.PreviousTwoTradeDate = previousTwoTradeDate
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stocks, err := s.loadLimitOpenCompareStocks(tradeDate, previousTradeDate, previousTwoTradeDate)
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if err != nil {
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return resp, err
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}
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openLowerStocks := make([]model.LimitOpenCompareStock, 0)
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otherStocks := make([]model.LimitOpenCompareStock, 0)
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firstToSecondBoardCount := 0
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firstSecondBeforeElevenCount := 0
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for _, stock := range stocks {
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if stock.IsFirstToSecondBoard {
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stock.HighlightLabel = "首板进二板"
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firstToSecondBoardCount++
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}
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isOpenLower := previousTradeDate != "" && stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.PreviousClose
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if isOpenLower && stock.IsFirstToSecondBoard && isBeforeEleven(stock.AkFirstLimitTime) {
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stock.IsFirstSecondBeforeEleven = true
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stock.HighlightLabel = "首二一一"
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firstSecondBeforeElevenCount++
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}
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if isOpenLower {
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openLowerStocks = append(openLowerStocks, stock)
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continue
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}
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otherStocks = append(otherStocks, stock)
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}
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resp.Summary = model.LimitOpenCompareSummary{
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LimitCount: len(stocks),
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OpenLowerPreviousCloseCount: len(openLowerStocks),
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OthersCount: len(otherStocks),
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FirstToSecondBoardCount: firstToSecondBoardCount,
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FirstSecondBeforeElevenCount: firstSecondBeforeElevenCount,
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}
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resp.Groups = buildLimitOpenCompareGroups(openLowerStocks, otherStocks)
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return resp, nil
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}
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func isBeforeEleven(limitTime *string) bool {
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if limitTime == nil || *limitTime == "" {
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return false
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}
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timeText := strings.TrimSpace(*limitTime)
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hour := 0
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minute := 0
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second := 0
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if strings.Contains(timeText, ":") {
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if n, _ := fmt.Sscanf(timeText, "%d:%d:%d", &hour, &minute, &second); n < 2 {
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return false
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}
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} else {
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if len(timeText) < 4 {
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return false
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}
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switch len(timeText) {
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case 4:
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timeText += "00"
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case 5:
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timeText = "0" + timeText
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case 6:
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default:
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return false
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}
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var err error
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hour, err = strconv.Atoi(timeText[0:2])
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if err != nil {
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return false
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}
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minute, err = strconv.Atoi(timeText[2:4])
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if err != nil {
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return false
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}
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second, err = strconv.Atoi(timeText[4:6])
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if err != nil {
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return false
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}
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}
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if hour < 0 || hour > 23 || minute < 0 || minute > 59 || second < 0 || second > 59 {
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return false
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}
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return hour < 11
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}
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func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeDate, previousTwoTradeDate string) ([]model.LimitOpenCompareStock, error) {
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var stocks []model.LimitOpenCompareStock
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query := `SELECT
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l.symbol,
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l.ts_code,
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l.name,
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COALESCE(l.market, '') AS market,
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DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
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d.open IS NOT NULL AS has_open,
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COALESCE(d.open, 0) AS open,
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COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
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? AS previous_trade_date,
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? AS previous_two_trade_date,
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pd.close IS NOT NULL AS has_previous_close,
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COALESCE(pd.close, 0) AS previous_close,
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(? <> '' AND NOT EXISTS (
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SELECT 1
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FROM stock_limit_combined_data ppl
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WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1
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)) AS is_first_to_second_board,
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COALESCE(l.calc_limit_price, 0) AS limit_price,
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COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
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l.tushare_amount AS ak_amount,
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l.tushare_float_mv AS ak_float_market_value,
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l.tushare_total_mv AS ak_total_market_value,
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l.tushare_turnover_ratio AS ak_turnover_rate,
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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