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feat: 增加策略模块专门处理策略研究

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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
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1
.idea/compiler.xml generated
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@@ -96,6 +96,7 @@
<entry name="$MAVEN_REPOSITORY$/org/springframework/boot/spring-boot-configuration-processor/3.5.0/spring-boot-configuration-processor-3.5.0.jar" /> <entry name="$MAVEN_REPOSITORY$/org/springframework/boot/spring-boot-configuration-processor/3.5.0/spring-boot-configuration-processor-3.5.0.jar" />
<entry name="$MAVEN_REPOSITORY$/org/projectlombok/lombok/1.18.38/lombok-1.18.38.jar" /> <entry name="$MAVEN_REPOSITORY$/org/projectlombok/lombok/1.18.38/lombok-1.18.38.jar" />
</processorPath> </processorPath>
<module name="leopard-strategy" />
<module name="leopard-server" /> <module name="leopard-server" />
</profile> </profile>
</annotationProcessing> </annotationProcessing>

2
.idea/encodings.xml generated
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@@ -5,6 +5,8 @@
<file url="file://$PROJECT_DIR$/leopard-core/src/main/resources" charset="UTF-8" /> <file url="file://$PROJECT_DIR$/leopard-core/src/main/resources" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/leopard-server/src/main/java" charset="UTF-8" /> <file url="file://$PROJECT_DIR$/leopard-server/src/main/java" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/leopard-server/src/main/resources" charset="UTF-8" /> <file url="file://$PROJECT_DIR$/leopard-server/src/main/resources" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/leopard-strategy/src/main/java" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/leopard-strategy/src/main/resources" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/src/main/java" charset="UTF-8" /> <file url="file://$PROJECT_DIR$/src/main/java" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/src/main/kotlin" charset="UTF-8" /> <file url="file://$PROJECT_DIR$/src/main/kotlin" charset="UTF-8" />
<file url="file://$PROJECT_DIR$/src/main/resources" charset="UTF-8" /> <file url="file://$PROJECT_DIR$/src/main/resources" charset="UTF-8" />

5
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/Stock.java
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@@ -9,6 +9,7 @@ import jakarta.persistence.Entity;
import jakarta.persistence.EntityListeners; import jakarta.persistence.EntityListeners;
import jakarta.persistence.EnumType; import jakarta.persistence.EnumType;
import jakarta.persistence.Enumerated; import jakarta.persistence.Enumerated;
import jakarta.persistence.ManyToMany;
import jakarta.persistence.OneToMany; import jakarta.persistence.OneToMany;
import jakarta.persistence.Table; import jakarta.persistence.Table;
import java.time.LocalDate; import java.time.LocalDate;
@@ -61,6 +62,10 @@ public class Stock extends SimpleEntity {
@ToString.Exclude @ToString.Exclude
private Set<Daily> dailies; private Set<Daily> dailies;
@ManyToMany
@ToString.Exclude
private Set<StockCollection> collections;
@Getter @Getter
@AllArgsConstructor @AllArgsConstructor
public enum Market implements SimpleEnum { public enum Market implements SimpleEnum {

37
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/StockCollection.java Normal file
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@@ -0,0 +1,37 @@
package com.lanyuanxiaoyao.leopard.core.entity;
import com.lanyuanxiaoyao.leopard.core.Constants;
import com.lanyuanxiaoyao.service.template.entity.SimpleEntity;
import jakarta.persistence.Column;
import jakarta.persistence.Entity;
import jakarta.persistence.EntityListeners;
import jakarta.persistence.ManyToMany;
import jakarta.persistence.Table;
import java.util.Set;
import lombok.Getter;
import lombok.Setter;
import lombok.ToString;
import lombok.experimental.FieldNameConstants;
import org.hibernate.annotations.DynamicInsert;
import org.hibernate.annotations.DynamicUpdate;
import org.springframework.data.jpa.domain.support.AuditingEntityListener;
@Setter
@Getter
@ToString(callSuper = true)
@FieldNameConstants
@Entity
@DynamicUpdate
@DynamicInsert
@EntityListeners(AuditingEntityListener.class)
@Table(name = Constants.DATABASE_PREFIX + "stock_collection")
public class StockCollection extends SimpleEntity {
@Column(nullable = false)
private String name;
@Column(nullable = false)
private String description;
@ManyToMany
@ToString.Exclude
private Set<Stock> stocks;
}

11
leopard-server/src/main/java/com/lanyuanxiaoyao/leopard/server/Constants.java
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@@ -1,11 +0,0 @@
package com.lanyuanxiaoyao.leopard.server;
/**
* 静态字段
*
* @author lanyuanxiaoyao
* @version 20250829
*/
public interface Constants {
String DATABASE_PREFIX = "leopard_";
}

24
leopard-server/src/main/resources/logback-spring.xml
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@@ -1,24 +1,36 @@
<configuration> <configuration>
<include resource="org/springframework/boot/logging/logback/defaults.xml"/> <include resource="org/springframework/boot/logging/logback/defaults.xml"/>
<conversionRule conversionWord="clr" converterClass="org.springframework.boot.logging.logback.ColorConverter"/> <conversionRule conversionWord="clr" class="org.springframework.boot.logging.logback.ColorConverter"/>
<conversionRule conversionWord="wex" converterClass="org.springframework.boot.logging.logback.WhitespaceThrowableProxyConverter"/> <conversionRule conversionWord="wex" class="org.springframework.boot.logging.logback.WhitespaceThrowableProxyConverter"/>
<conversionRule conversionWord="wEx" converterClass="org.springframework.boot.logging.logback.ExtendedWhitespaceThrowableProxyConverter"/> <conversionRule conversionWord="wEx" class="org.springframework.boot.logging.logback.ExtendedWhitespaceThrowableProxyConverter"/>
<springProperty scope="context" name="LOGGING_PARENT" source="logging.parent"/> <springProperty scope="context" name="LOGGING_PARENT" source="logging.parent"/>
<springProperty scope="context" name="APP_NAME" source="spring.application.name"/> <springProperty scope="context" name="APP_NAME" source="spring.application.name"/>
<appender name="Console" class="ch.qos.logback.core.ConsoleAppender"> <appender name="Console" class="ch.qos.logback.core.ConsoleAppender">
<encoder> <encoder>
<pattern>%d{yyyy-MM-dd HH:mm:ss.SSS} %clr(%5p) %clr([${HOSTNAME}]){yellow} %clr([%t]){magenta} %clr(%logger{40}){cyan}: %m%n%wEx</pattern> <pattern>%d{yyyy-MM-dd HH:mm:ss.SSS} %clr(%5p) %clr([${HOSTNAME}]){yellow} %clr([%t]){magenta} %clr(%logger{40}){cyan}: %m%n%wEx
</pattern>
</encoder>
</appender>
<appender name="RollingFile" class="ch.qos.logback.core.rolling.RollingFileAppender">
<file>${LOGGING_PARENT:-.}/${APP_NAME:-run}.log</file>
<rollingPolicy class="ch.qos.logback.core.rolling.TimeBasedRollingPolicy">
<fileNamePattern>${LOGGING_PARENT:-.}/archive/${APP_NAME:-run}-%d{yyyy-MM-dd}.gz</fileNamePattern>
<MaxHistory>7</MaxHistory>
</rollingPolicy>
<encoder>
<pattern>%d{yyyy-MM-dd HH:mm:ss.SSS} %p [${HOSTNAME}] [%t] %logger: %m%n%wEx</pattern>
</encoder> </encoder>
</appender> </appender>
<logger name="com.zaxxer.hikari" level="ERROR"/> <logger name="com.zaxxer.hikari" level="ERROR"/>
<logger name="org.hibernate.SQL" level="DEBUG"/> <!--<logger name="org.hibernate.SQL" level="DEBUG"/>-->
<logger name="org.hibernate.type.descriptor.jdbc.BasicBinder" level="TRACE"/>
<root level="INFO"> <root level="INFO">
<appender-ref ref="Console"/> <appender-ref ref="Console"/>
<appender-ref ref="RollingFile"/>
</root> </root>
</configuration> </configuration>

93
leopard-server/src/test/resources/tushare.http
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@@ -110,3 +110,96 @@ Content-Type: application/json
"adj_factor" "adj_factor"
] ]
} }
### Get daily factor
POST {{api_url}}
Content-Type: application/json
{
"api_name": "stk_factor_pro",
"token": "{{api_key}}",
"params": {
"ts_code": "000001.SZ",
"trade_date": "20250225"
},
"fields": [
"ts_code",
"trade_date",
"close",
"close_qfq",
"close_hfq",
"ema_hfq_5"
]
}
### Get income
POST {{api_url}}
Content-Type: application/json
{
"api_name": "income",
"token": "{{api_key}}",
"params": {
"ts_code": "000001.SZ",
"period": "20241231"
},
"fields": [
"ts_code",
"ann_date",
"total_revenue",
"int_income"
]
}
### Get cashflow
POST {{api_url}}
Content-Type: application/json
{
"api_name": "cashflow",
"token": "{{api_key}}",
"params": {
"ts_code": "000002.SZ",
"period": "20231231"
},
"fields": [
"ann_date",
"n_cashflow_act"
]
}
### Get balancesheet
POST {{api_url}}
Content-Type: application/json
{
"api_name": "balancesheet",
"token": "{{api_key}}",
"params": {
"ts_code": "000002.SZ",
"period": "20231231"
},
"fields": [
"ann_date",
"total_cur_liab",
"oth_cur_liab"
]
}
### Get fina_indicator
POST {{api_url}}
Content-Type: application/json
{
"api_name": "fina_indicator",
"token": "{{api_key}}",
"params": {
"ts_code": "000002.SZ",
"period": "20231231"
},
"fields": [
"ann_date",
"ocf_to_shortdebt",
"currentdebt_to_debt"
]
}

86
leopard-strategy/pom.xml Normal file
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@@ -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
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@@ -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
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@@ -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
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@@ -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);
}
}

1
pom.xml
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@@ -12,6 +12,7 @@
<modules> <modules>
<module>leopard-core</module> <module>leopard-core</module>
<module>leopard-server</module> <module>leopard-server</module>
<module>leopard-strategy</module>
</modules> </modules>
<properties> <properties>