feat: 补全金字塔选股

leopard-strategy/src/main/java/com/lanyuanxiaoyao/leopard/strategy/StrategyApplication.java

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