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feat: 增加一点测试

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This commit is contained in:
兰缘小妖
2025-09-17 23:32:05 +08:00
parent 5953c9b9f2
commit 19dd19a9f8
3 changed files with 49 additions and 186 deletions
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212
leopard-strategy/src/main/java/com/lanyuanxiaoyao/leopard/strategy/StrategyApplication.java
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@@ -1,8 +1,9 @@
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 cn.hutool.core.lang.Tuple;
import com.lanyuanxiaoyao.leopard.core.entity.Daily;
import com.lanyuanxiaoyao.leopard.core.entity.Daily_;
import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
import com.lanyuanxiaoyao.leopard.core.entity.Stock;
import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
@@ -15,6 +16,7 @@ import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
import org.springframework.boot.context.event.ApplicationReadyEvent;
import org.springframework.context.event.EventListener;
import org.springframework.data.domain.Sort;
import org.springframework.data.jpa.repository.config.EnableJpaAuditing;
@Slf4j
@@ -33,185 +35,31 @@ public class StrategyApplication {
@Transactional(rollbackOn = Throwable.class)
@EventListener(ApplicationReadyEvent.class)
public void test() {
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) {
var recentIndicators = stock.getIndicators()
.stream()
.sorted((a, b) -> b.getYear() - a.getYear())
.limit(5)
.toList();
var latestIndicator = recentIndicators.getFirst();
var roeScore = 0;
if (recentIndicators.stream().noneMatch(indicator -> indicator.getReturnOnEquity() == null || indicator.getReturnOnEquity() < 0)) {
var averageRoe = recentIndicators.stream()
.map(FinanceIndicator::getReturnOnEquity)
.map(item -> ObjectUtil.defaultIfNull(item, 0.0))
.mapToDouble(Double::doubleValue)
.average()
.orElse(0.0);
if (averageRoe >= 35) {
roeScore = 550;
} else if (averageRoe >= 30) {
roeScore = 500;
} else if (averageRoe >= 25) {
roeScore = 450;
} else if (averageRoe >= 20) {
roeScore = 400;
} else if (averageRoe >= 15) {
roeScore = 350;
} else if (averageRoe >= 10) {
roeScore = 300;
}
}
scores.put(stock.getCode(), scores.get(stock.getCode()) + roeScore);
var roaScore = 0;
if (recentIndicators.stream().noneMatch(indicator -> indicator.getReturnOnAssets() == null)) {
var averageRoa = recentIndicators.stream()
.map(FinanceIndicator::getReturnOnAssets)
.mapToDouble(Double::doubleValue)
.average()
.orElse(0.0);
if (averageRoa >= 15) {
roaScore = 100;
} else if (averageRoa >= 11) {
roaScore = 80;
} else if (averageRoa >= 7) {
roaScore = 50;
}
}
scores.put(stock.getCode(), scores.get(stock.getCode()) + roaScore);
var netProfitScore = 0;
if (recentIndicators.stream().noneMatch(indicator -> indicator.getNetProfit() == null)) {
var averageNetProfit = recentIndicators.stream()
.map(FinanceIndicator::getNetProfit)
.mapToDouble(Double::doubleValue)
.average()
.orElse(0.0);
if (averageNetProfit >= 10000.0 * 10000000) {
netProfitScore = 150;
} else if (averageNetProfit >= 1000.0 * 10000000) {
netProfitScore = 100;
}
}
scores.put(stock.getCode(), scores.get(stock.getCode()) + netProfitScore);
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);
if (ObjectUtil.isNotNull(latestIndicator.getDaysAccountsReceivableTurnover()) && latestIndicator.getDaysAccountsReceivableTurnover() <= 30) {
scores.put(stock.getCode(), scores.get(stock.getCode()) + 20);
}
if (ObjectUtil.isNotNull(latestIndicator.getDaysInventoryTurnover()) && latestIndicator.getDaysInventoryTurnover() <= 30) {
scores.put(stock.getCode(), scores.get(stock.getCode()) + 20);
}
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) {
scores.put(stock.getCode(), scores.get(stock.getCode()) + 10);
}
}
if (recentIndicators.stream().noneMatch(indicator -> indicator.getOperatingGrossProfitMargin() == null)) {
var stat = new DescriptiveStatistics();
recentIndicators.stream()
.map(FinanceIndicator::getOperatingGrossProfitMargin)
.mapToDouble(Double::doubleValue)
.forEach(stat::addValue);
if (stat.getStandardDeviation() <= 0.3) {
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()
var dailies = dailyRepository.findAll(
QDaily.daily.tradeDate.year().eq(2025),
Sort.by(Daily_.TRADE_DATE)
);
// log.info("OpenDate: {}, CloseDate: {}", dailies.getFirst().getTradeDate(), dailies.getLast().getTradeDate());
// var closes = dailies.stream().map(Daily::getHfqClose).toList();
// var statistics = new DescriptiveStatistics();
// closes.forEach(statistics::addValue);
// log.info("Ascending: {}", (closes.getLast() - closes.getFirst()) * 100.0 / closes.getFirst());
// log.info("STD: {}", statistics.getStandardDeviation());
dailies.stream()
.collect(Collectors.groupingBy(Daily::getStock))
.entrySet()
.stream()
.sorted((e1, e2) -> e2.getValue() - e1.getValue())
.map(entry -> new StockAndScore(stocksMap.get(entry.getKey()), entry.getValue()))
.limit(50)
.forEach(ss -> log.info("{} {}", ss.stock.getName(), ss.score));
}
public record StockAndScore(Stock stock, int score) {
.map(entry -> {
var stock = entry.getKey();
var statistics = new DescriptiveStatistics();
entry.getValue()
.stream()
.map(Daily::getHfqClose)
.forEach(statistics::addValue);
var std = statistics.getStandardDeviation();
return new Tuple(stock, std);
})
.sorted((t1, t2) -> Double.compare(t2.get(1), t1.get(1)))
.forEachOrdered(tuple -> log.info("Stock: {}, STD: {}", ((Stock) tuple.get(0)).getCode(), tuple.get(1)));
}
}