feat: 增加额外得分数据保存
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@@ -2,10 +2,13 @@ package com.lanyuanxiaoyao.leopard.core.entity;
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import com.lanyuanxiaoyao.leopard.core.Constants;
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import com.lanyuanxiaoyao.service.template.entity.SimpleEntity;
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import jakarta.persistence.ElementCollection;
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import jakarta.persistence.Entity;
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import jakarta.persistence.EntityListeners;
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import jakarta.persistence.JoinTable;
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import jakarta.persistence.ManyToOne;
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import jakarta.persistence.Table;
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import java.util.Map;
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import lombok.Getter;
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import lombok.Setter;
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import lombok.ToString;
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@@ -28,5 +31,8 @@ public class StockScore extends SimpleEntity {
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private Stock stock;
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@ManyToOne
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private StockCollection collection;
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@ElementCollection
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@JoinTable(name = Constants.DATABASE_PREFIX + "stock_score_extra")
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private Map<String, String> extra;
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private Double score;
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}
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@@ -4,9 +4,11 @@ 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.QStock;
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import com.lanyuanxiaoyao.leopard.core.entity.Stock;
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import com.lanyuanxiaoyao.leopard.core.helper.NumberHelper;
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import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
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import java.time.LocalDate;
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import java.util.Comparator;
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import java.util.HashMap;
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import java.util.Set;
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import java.util.stream.Collectors;
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import lombok.extern.slf4j.Slf4j;
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@@ -34,9 +36,12 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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public Set<Candidate> select(Request request) {
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// 选择至少有最近5年财报的股票
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// 有点奇怪,001400.SZ有近5年的财报但资料显示是2025年才上市的
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var stocks = stockRepository.findAll(QStock.stock.listedDate.before(LocalDate.of(request.year(), 1, 1)));
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var scores = stocks.stream().collect(Collectors.toMap(stock -> stock, code -> 0));
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for (Stock stock : stocks) {
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return stockRepository.findAll(QStock.stock.listedDate.before(LocalDate.of(request.year(), 1, 1)))
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.stream()
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.map(stock -> {
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var extra = new HashMap<String, String>();
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var score = 0;
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var recentIndicators = stock.getIndicators()
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.stream()
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.filter(indicator -> indicator.getYear() < request.year())
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@@ -44,7 +49,7 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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.limit(5)
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.toList();
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if (recentIndicators.size() < 5) {
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continue;
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return null;
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}
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var latestIndicator = recentIndicators.getFirst();
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@@ -69,8 +74,10 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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} else if (averageRoe >= 10) {
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roeScore = 300;
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}
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extra.put("平均ROE", NumberHelper.formatPriceDouble(averageRoe));
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}
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scores.put(stock, scores.get(stock) + roeScore);
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extra.put("平均ROE得分", NumberHelper.formatPriceDouble(roeScore));
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score += roeScore;
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var roaScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getReturnOnAssets() == null)) {
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@@ -86,8 +93,10 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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} else if (averageRoa >= 7) {
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roaScore = 50;
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}
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extra.put("平均ROA", NumberHelper.formatPriceDouble(averageRoa));
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}
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scores.put(stock, scores.get(stock) + roaScore);
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extra.put("平均ROA得分", NumberHelper.formatPriceDouble(roaScore));
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score += roaScore;
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var netProfitScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getNetProfit() == null)) {
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@@ -101,8 +110,10 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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} else if (averageNetProfit >= 1000.0 * 10000000) {
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netProfitScore = 100;
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}
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extra.put("平均净利润", NumberHelper.formatPriceDouble(averageNetProfit));
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}
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scores.put(stock, scores.get(stock) + netProfitScore);
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extra.put("平均净利润得分", NumberHelper.formatPriceDouble(netProfitScore));
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score += netProfitScore;
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var cashScore = 0;
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if (
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@@ -114,19 +125,22 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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) {
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cashScore = 50;
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}
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scores.put(stock, scores.get(stock) + cashScore);
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extra.put("现金流得分", NumberHelper.formatPriceDouble(cashScore));
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score += cashScore;
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if (ObjectUtil.isNotNull(latestIndicator.getDaysAccountsReceivableTurnover()) && latestIndicator.getDaysAccountsReceivableTurnover() <= 30) {
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scores.put(stock, scores.get(stock) + 20);
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extra.put("应收账款周转天数得分", "20");
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score += 20;
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}
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if (ObjectUtil.isNotNull(latestIndicator.getDaysInventoryTurnover()) && latestIndicator.getDaysInventoryTurnover() <= 30) {
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scores.put(stock, scores.get(stock) + 20);
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extra.put("存货周转天数得分", "20");
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score += 20;
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}
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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, scores.get(stock) + 20);
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score += 20;
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} else if (latestIndicator.getDaysAccountsReceivableTurnover() + latestIndicator.getDaysInventoryTurnover() <= 60) {
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scores.put(stock, scores.get(stock) + 10);
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score += 10;
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}
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}
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@@ -137,7 +151,8 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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.mapToDouble(Double::doubleValue)
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.forEach(stat::addValue);
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if (stat.getStandardDeviation() <= 0.3) {
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scores.put(stock, scores.get(stock) + 50);
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extra.put("毛利率标准差得分", "50");
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score += 50;
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}
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}
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@@ -150,8 +165,10 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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} else if (latestIndicator.getOperatingSafetyMarginRatio() >= 30) {
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operatingSafeMarginScore = 10;
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}
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extra.put("安全边际比率", NumberHelper.formatPriceDouble(latestIndicator.getOperatingSafetyMarginRatio()));
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}
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scores.put(stock, scores.get(stock) + operatingSafeMarginScore);
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extra.put("安全边际比率得分", NumberHelper.formatPriceDouble(operatingSafeMarginScore));
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score += operatingSafeMarginScore;
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var netProfitAscendingScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getNetProfit() == null)) {
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@@ -178,7 +195,8 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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netProfitAscendingScore -= 15;
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}
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}
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scores.put(stock, scores.get(stock) + netProfitAscendingScore);
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extra.put("近五年净利润得分", NumberHelper.formatPriceDouble(netProfitAscendingScore));
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score += netProfitAscendingScore;
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var cashAscendingScore = 0;
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if (recentIndicators.stream().noneMatch(indicator -> indicator.getCashAndCashEquivalents() == null)) {
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@@ -206,13 +224,14 @@ public class PyramidStockSelector implements StockSelector<PyramidStockSelector.
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cashAscendingScore -= 15;
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}
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}
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scores.put(stock, scores.get(stock) + cashAscendingScore);
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}
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return scores.entrySet()
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.stream()
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.sorted((e1, e2) -> e2.getValue() - e1.getValue())
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.limit(request.limit())
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.map(entry -> new Candidate(entry.getKey(), entry.getValue()))
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extra.put("近五年现金流得分", NumberHelper.formatPriceDouble(cashAscendingScore));
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score += cashAscendingScore;
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return new Candidate(stock, score, extra);
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})
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.filter(ObjectUtil::isNotNull)
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.sorted(Comparator.comparingDouble(Candidate::score).reversed())
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.limit(request.limit)
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.collect(Collectors.toSet());
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}
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@@ -13,7 +13,7 @@ import java.util.Set;
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public interface StockSelector<T> {
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Set<Candidate> select(T request);
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record Candidate(Stock stock, double score, Map<String, Object> extra) {
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record Candidate(Stock stock, double score, Map<String, String> extra) {
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public Candidate(Stock stock, double score) {
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this(stock, score, Map.of());
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}
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@@ -45,6 +45,7 @@ public class PyramidSelect extends TaskRunner {
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var score = new StockScore();
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score.setStock(candidate.stock());
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score.setScore(candidate.score());
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score.setExtra(candidate.extra());
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score.setCollection(collection);
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return score;
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})
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@@ -3,6 +3,8 @@ package com.lanyuanxiaoyao.leopard.server.entity;
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import com.lanyuanxiaoyao.leopard.core.entity.Stock;
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import com.lanyuanxiaoyao.leopard.core.entity.StockScore;
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import java.time.LocalDate;
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import java.util.Map;
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import java.util.stream.Collectors;
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/**
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* @author lanyuanxiaoyao
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@@ -16,7 +18,8 @@ public record StockScoreVo(
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Stock.Market market,
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String industry,
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LocalDate listedDate,
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Double score
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Double score,
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String extra
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) {
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public static StockScoreVo of(StockScore score) {
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return new StockScoreVo(
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@@ -27,7 +30,13 @@ public record StockScoreVo(
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score.getStock().getMarket(),
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score.getStock().getIndustry(),
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score.getStock().getListedDate(),
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score.getScore()
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score.getScore(),
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score.getExtra()
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.entrySet()
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.stream()
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.sorted(Map.Entry.comparingByKey())
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.map(entry -> entry.getKey() + ": " + entry.getValue())
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.collect(Collectors.joining("<br>"))
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);
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}
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}
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@@ -21,10 +21,21 @@ function StockCollectionDetail() {
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undefined,
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[
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{
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className: 'white-space-pre',
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name: 'score',
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label: '得分',
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width: 50,
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align: 'center',
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type: 'tpl',
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tpl: '${score}',
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popOver: {
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trigger: 'click',
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showIcon: false,
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body: {
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type: 'tpl',
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tpl: '${extra|raw}',
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},
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},
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},
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],
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),
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