129 lines
3.0 KiB
Go
129 lines
3.0 KiB
Go
package service
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import (
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"level_go/internal/model"
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"math"
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"sort"
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"gorm.io/gorm"
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)
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type StockService struct {
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DB *gorm.DB
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}
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func roundTo4(val float64) float64 {
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return math.Round(val*10000) / 10000
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}
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func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.AnalysisResponse, error) {
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var results []model.AnalysisResponse
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var limits []struct {
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TsCode string
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Name string
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Open float64
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High float64
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}
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// 1. 获取选定日期当天涨停的股票
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query := `
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SELECT l.ts_code, l.name, d.open, d.high
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FROM stock_limit_data l
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LEFT JOIN stock_daily d ON l.ts_code = d.ts_code AND l.trade_date = d.trade_date
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WHERE l.trade_date = ? AND l.status = 1`
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if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {
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return nil, err
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}
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for _, stock := range limits {
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var dailies []model.StockDaily
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s.DB.Where("ts_code = ? AND trade_date BETWEEN ? AND ?", stock.TsCode, startDate, endDate).
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Order("trade_date ASC").Find(&dailies)
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if len(dailies) == 0 {
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continue
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}
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// --- 步骤 1：寻找全区间的最高点 (MaxHigh) ---
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maxPrice := -1.0
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maxIdx := 0
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for i, d := range dailies {
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if d.High > maxPrice {
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maxPrice = d.High
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maxIdx = i
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}
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}
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var dropPct, reboundPct *float64
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var postMinLow float64
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maxDateStr := dailies[maxIdx].TradeDate.Format("2006-01-02")
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// --- 步骤 2：寻找最高点之后的最低点 (PostMinLow) ---
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if maxIdx < len(dailies)-1 {
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postMaxData := dailies[maxIdx+1:]
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minLow := postMaxData[0].Low
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minLowIdx := 0
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for i, d := range postMaxData {
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if d.Low < minLow {
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minLow = d.Low
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minLowIdx = i
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}
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}
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postMinLow = minLow
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// 只要出现比 MaxHigh 低的价格，就计算回落幅度
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if minLow < maxPrice {
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dVal := roundTo4(((maxPrice - minLow) / maxPrice) * 100)
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dropPct = &dVal
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// --- 步骤 3：寻找最低点之后的反弹 ---
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if minLowIdx < len(postMaxData)-1 {
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lastClose := postMaxData[len(postMaxData)-1].Close
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if lastClose > minLow {
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rVal := roundTo4(((lastClose - minLow) / minLow) * 100)
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reboundPct = &rVal
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}
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}
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}
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}
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// --- 步骤 4：处理特殊形态（如持续上涨无回落） ---
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if dropPct == nil {
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lastClose := dailies[len(dailies)-1].Close
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firstDayHigh := dailies[0].High
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if lastClose > firstDayHigh {
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rVal := roundTo4(((lastClose - firstDayHigh) / firstDayHigh) * 100)
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reboundPct = &rVal
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}
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}
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results = append(results, model.AnalysisResponse{
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Code: stock.TsCode,
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Name: stock.Name,
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DayOpen: stock.Open,
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DayHigh: stock.High,
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MaxHigh: maxPrice,
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MaxDate: maxDateStr,
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PostMinLow: postMinLow,
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DropPct: dropPct,
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ReboundPct: reboundPct,
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})
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}
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// 5. 基础排序（仅按回落幅度降序，不处理 null 特殊逻辑）
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sort.Slice(results, func(i, j int) bool {
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valI, valJ := -1.0, -1.0
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if results[i].DropPct != nil {
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valI = *results[i].DropPct
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}
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if results[j].DropPct != nil {
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valJ = *results[j].DropPct
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}
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return valI > valJ
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})
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return results, nil
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}
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