lanyuanxiaoyao/leopard
1
0
Fork 0
Code Activity

feat: 增加策略模块专门处理策略研究

Browse Source
This commit is contained in:
兰缘小妖
2025-09-07 21:27:26 +08:00
parent 769bd4a90b
commit 7a70c037f9
12 changed files with 368 additions and 28 deletions
Download Patch File Download Diff File Expand all files Collapse all files

86
leopard-strategy/pom.xml Normal file
View File

@@ -0,0 +1,86 @@
<?xml version="1.0" encoding="UTF-8"?>
<project xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xmlns="http://maven.apache.org/POM/4.0.0"
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<parent>
<groupId>com.lanyuanxiaoyao</groupId>
<artifactId>leopard</artifactId>
<version>1.0.0</version>
</parent>
<artifactId>leopard-strategy</artifactId>
<dependencies>
<dependency>
<groupId>com.lanyuanxiaoyao</groupId>
<artifactId>leopard-core</artifactId>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter</artifactId>
</dependency>
<dependency>
<groupId>io.github.ralfkonrad.quantlib_for_maven</groupId>
<artifactId>quantlib</artifactId>
<version>1.39.0</version>
</dependency>
<dependency>
<groupId>org.ta4j</groupId>
<artifactId>ta4j-core</artifactId>
<version>0.17</version>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-test</artifactId>
</dependency>
<dependency>
<groupId>org.postgresql</groupId>
<artifactId>postgresql</artifactId>
<scope>runtime</scope>
</dependency>
</dependencies>
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-compiler-plugin</artifactId>
<configuration>
<annotationProcessorPaths>
<path>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-configuration-processor</artifactId>
</path>
<path>
<groupId>org.projectlombok</groupId>
<artifactId>lombok</artifactId>
</path>
</annotationProcessorPaths>
</configuration>
</plugin>
<plugin>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-maven-plugin</artifactId>
<configuration>
<excludes>
<exclude>
<groupId>org.projectlombok</groupId>
<artifactId>lombok</artifactId>
</exclude>
</excludes>
</configuration>
<executions>
<execution>
<phase>package</phase>
<goals>
<goal>repackage</goal>
</goals>
</execution>
</executions>
</plugin>
</plugins>
</build>
</project>

69
leopard-strategy/src/main/java/com/lanyuanxiaoyao/leopard/strategy/StrategyApplication.java Normal file
View File

@@ -0,0 +1,69 @@
package com.lanyuanxiaoyao.leopard.strategy;
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.repository.DailyRepository;
import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
import jakarta.annotation.Resource;
import jakarta.transaction.Transactional;
import java.time.Duration;
import java.time.ZoneId;
import lombok.extern.slf4j.Slf4j;
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;
import org.ta4j.core.BaseBar;
import org.ta4j.core.BaseBarSeriesBuilder;
import org.ta4j.core.indicators.EMAIndicator;
import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
import org.ta4j.core.num.DoubleNum;
@Slf4j
@SpringBootApplication(scanBasePackages = "com.lanyuanxiaoyao.leopard")
@EnableJpaAuditing
public class StrategyApplication {
@Resource
private StockRepository stockRepository;
@Resource
private DailyRepository dailyRepository;
public static void main(String[] args) {
SpringApplication.run(StrategyApplication.class, args);
}
@Transactional(rollbackOn = Throwable.class)
@EventListener(ApplicationReadyEvent.class)
public void test() {
var dailies = dailyRepository.findAll(QDaily.daily.stock.code.eq("000001.SZ"), Sort.by(Daily_.TRADE_DATE));
var series = new BaseBarSeriesBuilder()
.withNumTypeOf(DoubleNum.class)
.build();
log.info("{}", dailies.size());
for (Daily daily : dailies) {
series.addBar(new BaseBar(
Duration.ofDays(1),
daily.getTradeDate().plusDays(1).atStartOfDay(ZoneId.systemDefault()),
DoubleNum.valueOf(daily.getOpen() * daily.getFactor()),
DoubleNum.valueOf(daily.getHigh() * daily.getFactor()),
DoubleNum.valueOf(daily.getLow() * daily.getFactor()),
DoubleNum.valueOf(daily.getClose() * daily.getFactor()),
DoubleNum.valueOf(daily.getVolume()),
DoubleNum.valueOf(daily.getPriceChangeAmount()),
daily.getTurnover().longValue()
));
}
var ema = new EMAIndicator(new ClosePriceIndicator(series), 5);
var emaValues = ema.stream().toList();
log.info("{}", emaValues.size());
for (int index = 0; index < dailies.size(); index++) {
var daily = dailies.get(index);
var emaValue = emaValues.get(index);
log.info("{} {} {} {} {}", daily.getTradeDate().toString(), daily.getClose(), daily.getFactor(), daily.getClose() * daily.getFactor(), emaValue.doubleValue());
}
}
}

23
leopard-strategy/src/main/resources/logback-spring.xml Normal file
View File

@@ -0,0 +1,23 @@
<configuration>
<include resource="org/springframework/boot/logging/logback/defaults.xml"/>
<conversionRule conversionWord="clr" class="org.springframework.boot.logging.logback.ColorConverter"/>
<conversionRule conversionWord="wex" class="org.springframework.boot.logging.logback.WhitespaceThrowableProxyConverter"/>
<conversionRule conversionWord="wEx" class="org.springframework.boot.logging.logback.ExtendedWhitespaceThrowableProxyConverter"/>
<springProperty scope="context" name="LOGGING_PARENT" source="logging.parent"/>
<springProperty scope="context" name="APP_NAME" source="spring.application.name"/>
<appender name="Console" class="ch.qos.logback.core.ConsoleAppender">
<encoder>
<pattern>%d{yyyy-MM-dd HH:mm:ss.SSS} %clr(%5p) %clr([${HOSTNAME}]){yellow} %clr([%t]){magenta} %clr(%logger{40}){cyan}: %m%n%wEx</pattern>
</encoder>
</appender>
<logger name="com.zaxxer.hikari" level="ERROR"/>
<logger name="org.hibernate.SQL" level="DEBUG"/>
<root level="INFO">
<appender-ref ref="Console"/>
</root>
</configuration>

22
leopard-strategy/src/test/java/com/lanyuanxiaoyao/leopard/strategy/TestMaCalculate.java Normal file
View File

@@ -0,0 +1,22 @@
package com.lanyuanxiaoyao.leopard.strategy;
import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
import lombok.extern.slf4j.Slf4j;
import org.junit.jupiter.api.Test;
import org.springframework.boot.test.autoconfigure.orm.jpa.DataJpaTest;
@Slf4j
@DataJpaTest
public class TestMaCalculate {
private final StockRepository stockRepository;
public TestMaCalculate(StockRepository stockRepository) {
this.stockRepository = stockRepository;
}
@Test
public void test() {
var total = stockRepository.count();
log.info("Total: {}", total);
}
}