feat: 补全金字塔选股
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@@ -1,5 +1,6 @@
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package com.lanyuanxiaoyao.leopard.strategy;
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import cn.hutool.core.util.ArrayUtil;
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import cn.hutool.core.util.ObjectUtil;
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import com.lanyuanxiaoyao.leopard.core.entity.FinanceIndicator;
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import com.lanyuanxiaoyao.leopard.core.entity.Stock;
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@@ -32,7 +33,7 @@ public class StrategyApplication {
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@Transactional(rollbackOn = Throwable.class)
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@EventListener(ApplicationReadyEvent.class)
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public void test() {
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var stocks = stockRepository.findAllByIndicatorsSizeGreaterThanEqual(6);
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var stocks = stockRepository.findAllByIndicatorsSizeGreaterThanEqual(5);
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var stocksMap = stocks.stream().collect(Collectors.toMap(Stock::getCode, stock -> stock));
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var scores = stocks.stream().map(Stock::getCode).collect(Collectors.toMap(code -> code, code -> 0));
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for (Stock stock : stocks) {
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@@ -41,9 +42,9 @@ public class StrategyApplication {
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.sorted((a, b) -> b.getYear() - a.getYear())
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.limit(5)
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.toList();
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var latestIndicator = recentIndicators.get(0);
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var latestIndicator = recentIndicators.getFirst();
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int roeScore = 0;
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var roeScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getReturnOnEquity() == null || indicator.getReturnOnEquity() < 0)) {
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var averageRoe = recentIndicators.stream()
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.map(FinanceIndicator::getReturnOnEquity)
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@@ -67,11 +68,10 @@ public class StrategyApplication {
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + roeScore);
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int roaScore = 0;
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var roaScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getReturnOnAssets() == null)) {
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var averageRoa = recentIndicators.stream()
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.map(FinanceIndicator::getReturnOnAssets)
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.map(item -> ObjectUtil.defaultIfNull(item, 0.0))
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.mapToDouble(Double::doubleValue)
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.average()
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.orElse(0.0);
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@@ -85,11 +85,10 @@ public class StrategyApplication {
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + roaScore);
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int netProfitScore = 0;
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var netProfitScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getNetProfit() == null)) {
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var averageNetProfit = recentIndicators.stream()
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.map(FinanceIndicator::getNetProfit)
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.map(item -> ObjectUtil.defaultIfNull(item, 0.0))
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.mapToDouble(Double::doubleValue)
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.average()
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.orElse(0.0);
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@@ -101,8 +100,14 @@ public class StrategyApplication {
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + netProfitScore);
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int cashScore = 0;
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if (ObjectUtil.isNotNull(latestIndicator.getTotalAssetsTurnover()) && ObjectUtil.isNotNull(latestIndicator.getCashAndCashEquivalentsToTotalAssetsRatio()) && (latestIndicator.getTotalAssetsTurnover() > 0.8 && latestIndicator.getCashAndCashEquivalentsToTotalAssetsRatio() >= 0.1 || latestIndicator.getTotalAssetsTurnover() <= 0.8 && latestIndicator.getCashAndCashEquivalentsToTotalAssetsRatio() >= 0.2)) {
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var cashScore = 0;
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if (
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ArrayUtil.isAllNotNull(latestIndicator.getTotalAssetsTurnover(), latestIndicator.getCashAndCashEquivalentsToTotalAssetsRatio())
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&& (
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latestIndicator.getTotalAssetsTurnover() > 0.8 && latestIndicator.getCashAndCashEquivalentsToTotalAssetsRatio() >= 0.1
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|| latestIndicator.getTotalAssetsTurnover() <= 0.8 && latestIndicator.getCashAndCashEquivalentsToTotalAssetsRatio() >= 0.2
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)
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) {
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cashScore = 50;
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + cashScore);
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@@ -113,7 +118,7 @@ public class StrategyApplication {
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if (ObjectUtil.isNotNull(latestIndicator.getDaysInventoryTurnover()) && latestIndicator.getDaysInventoryTurnover() <= 30) {
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scores.put(stock.getCode(), scores.get(stock.getCode()) + 20);
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}
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if (ObjectUtil.isNotNull(latestIndicator.getDaysAccountsReceivableTurnover()) && ObjectUtil.isNotNull(latestIndicator.getDaysInventoryTurnover())) {
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if (ArrayUtil.isAllNotNull(latestIndicator.getDaysAccountsReceivableTurnover(), latestIndicator.getDaysInventoryTurnover())) {
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if (latestIndicator.getDaysAccountsReceivableTurnover() + latestIndicator.getDaysInventoryTurnover() <= 40) {
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scores.put(stock.getCode(), scores.get(stock.getCode()) + 20);
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} else if (latestIndicator.getDaysAccountsReceivableTurnover() + latestIndicator.getDaysInventoryTurnover() <= 60) {
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@@ -131,6 +136,73 @@ public class StrategyApplication {
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scores.put(stock.getCode(), scores.get(stock.getCode()) + 50);
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}
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}
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var operatingSafeMarginScore = 0;
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if (ObjectUtil.isNotNull(latestIndicator.getOperatingSafetyMarginRatio())) {
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if (latestIndicator.getOperatingSafetyMarginRatio() >= 70) {
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operatingSafeMarginScore = 50;
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} else if (latestIndicator.getOperatingSafetyMarginRatio() >= 50) {
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operatingSafeMarginScore = 30;
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} else if (latestIndicator.getOperatingSafetyMarginRatio() >= 30) {
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operatingSafeMarginScore = 10;
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}
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + operatingSafeMarginScore);
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var netProfitAscendingScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getNetProfit() == null)) {
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if (recentIndicators.get(0).getNetProfit() > recentIndicators.get(1).getNetProfit()) {
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netProfitAscendingScore += 30;
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} else {
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netProfitAscendingScore -= 30;
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}
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if (recentIndicators.get(1).getNetProfit() > recentIndicators.get(2).getNetProfit()) {
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netProfitAscendingScore += 25;
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} else {
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netProfitAscendingScore -= 25;
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}
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if (recentIndicators.get(2).getNetProfit() > recentIndicators.get(3).getNetProfit()) {
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netProfitAscendingScore += 20;
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} else {
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netProfitAscendingScore -= 20;
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}
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if (recentIndicators.get(3).getNetProfit() > recentIndicators.get(4).getNetProfit()) {
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netProfitAscendingScore += 15;
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} else {
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netProfitAscendingScore -= 15;
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}
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + netProfitAscendingScore);
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var cashAscendingScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getCashAndCashEquivalents() == null)) {
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if (recentIndicators.get(0).getCashAndCashEquivalents() > recentIndicators.get(1).getCashAndCashEquivalents()) {
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cashAscendingScore += 30;
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} else {
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cashAscendingScore -= 30;
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}
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if (recentIndicators.get(1).getCashAndCashEquivalents() > recentIndicators.get(2).getCashAndCashEquivalents()) {
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cashAscendingScore += 25;
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} else {
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cashAscendingScore -= 25;
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}
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if (recentIndicators.get(2).getCashAndCashEquivalents() > recentIndicators.get(3).getCashAndCashEquivalents()) {
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cashAscendingScore += 20;
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} else {
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cashAscendingScore -= 20;
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}
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if (recentIndicators.get(3).getCashAndCashEquivalents() > recentIndicators.get(4).getCashAndCashEquivalents()) {
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cashAscendingScore += 15;
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} else {
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cashAscendingScore -= 15;
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}
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}
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scores.put(stock.getCode(), scores.get(stock.getCode()) + cashAscendingScore);
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}
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scores.entrySet()
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.stream()
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