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feat: 补全金字塔选股

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This commit is contained in:
兰缘小妖
2025-09-17 17:02:40 +08:00
parent 585b37a1cc
commit 0b9cb55788
1 changed files with 82 additions and 10 deletions
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92
leopard-strategy/src/main/java/com/lanyuanxiaoyao/leopard/strategy/StrategyApplication.java
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@@ -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;
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)) {
var cashScore = 0;
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()