feat: 增加一点测试

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/Daily.java

@@ -55,4 +55,20 @@ public class Daily extends SimpleEntity {
   @JoinColumn(nullable = false)
   @ToString.Exclude
   private Stock stock;
+
+  public Double getHfqOpen() {
+    return open * factor;
+  }
+
+  public Double getHfqClose() {
+    return close * factor;
+  }
+
+  public Double getHfqHigh() {
+    return high * factor;
+  }
+
+  public Double getHfqLow() {
+    return low * factor;
+  }
 }

leopard-server/src/test/resources/tushare.http

@@ -126,16 +126,15 @@ Content-Type: application/json
   "api_name": "stk_factor_pro",
   "token": "{{api_key}}",
   "params": {
-    "ts_code": "000001.SZ",
+    "ts_code": "000002.SZ",
-    "trade_date": "20250225"
+    "trade_date": "20250102"
   },
   "fields": [
     "ts_code",
     "trade_date",
     "close",
     "close_qfq",
-    "close_hfq",
+    "close_hfq"
-    "ema_hfq_5"
   ]
 }
 

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

@@ -1,8 +1,9 @@
 package com.lanyuanxiaoyao.leopard.strategy;
 
-import cn.hutool.core.util.ArrayUtil;
+import cn.hutool.core.lang.Tuple;
-import cn.hutool.core.util.ObjectUtil;
+import com.lanyuanxiaoyao.leopard.core.entity.Daily;
-import com.lanyuanxiaoyao.leopard.core.entity.FinanceIndicator;
+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 dailies = dailyRepository.findAll(
-    var stocksMap = stocks.stream().collect(Collectors.toMap(Stock::getCode, stock -> stock));
+      QDaily.daily.tradeDate.year().eq(2025),
-    var scores = stocks.stream().map(Stock::getCode).collect(Collectors.toMap(code -> code, code -> 0));
+      Sort.by(Daily_.TRADE_DATE)
-    for (Stock stock : stocks) {
+    );
-      var recentIndicators = stock.getIndicators()
+    // log.info("OpenDate: {}, CloseDate: {}", dailies.getFirst().getTradeDate(), dailies.getLast().getTradeDate());
-        .stream()
+    // var closes = dailies.stream().map(Daily::getHfqClose).toList();
-        .sorted((a, b) -> b.getYear() - a.getYear())
+    // var statistics = new DescriptiveStatistics();
-        .limit(5)
+    // closes.forEach(statistics::addValue);
-        .toList();
+    // log.info("Ascending: {}", (closes.getLast() - closes.getFirst()) * 100.0 / closes.getFirst());
-      var latestIndicator = recentIndicators.getFirst();
+    // log.info("STD: {}", statistics.getStandardDeviation());
-
+    dailies.stream()
-      var roeScore = 0;
+      .collect(Collectors.groupingBy(Daily::getStock))
-      if (recentIndicators.stream().noneMatch(indicator -> indicator.getReturnOnEquity() == null || indicator.getReturnOnEquity() < 0)) {
+      .entrySet()
-        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()
       .stream()
-      .sorted((e1, e2) -> e2.getValue() - e1.getValue())
+      .map(entry -> {
-      .map(entry -> new StockAndScore(stocksMap.get(entry.getKey()), entry.getValue()))
+        var stock = entry.getKey();
-      .limit(50)
+        var statistics = new DescriptiveStatistics();
-      .forEach(ss -> log.info("{} {}", ss.stock.getName(), ss.score));
+        entry.getValue()
-  }
+          .stream()
-
+          .map(Daily::getHfqClose)
-  public record StockAndScore(Stock stock, int score) {
+          .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)));
   }
 }