feat: 一些细小的调整

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

@@ -1,26 +1,26 @@
 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 cn.hutool.core.util.NumberUtil;
+import cn.hutool.core.util.ObjectUtil;
+import com.lanyuanxiaoyao.leopard.core.entity.BalanceSheet;
+import com.lanyuanxiaoyao.leopard.core.entity.CashFlow;
+import com.lanyuanxiaoyao.leopard.core.entity.Income;
+import com.lanyuanxiaoyao.leopard.core.entity.QBalanceSheet;
+import com.lanyuanxiaoyao.leopard.core.entity.QCashFlow;
+import com.lanyuanxiaoyao.leopard.core.entity.QIncome;
+import com.lanyuanxiaoyao.leopard.core.repository.BalanceSheetRepository;
+import com.lanyuanxiaoyao.leopard.core.repository.CashFlowRepository;
 import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
+import com.lanyuanxiaoyao.leopard.core.repository.IncomeRepository;
 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")
@@ -30,6 +30,12 @@ public class StrategyApplication {
   private StockRepository stockRepository;
   @Resource
   private DailyRepository dailyRepository;
+  @Resource
+  private BalanceSheetRepository balanceSheetRepository;
+  @Resource
+  private IncomeRepository incomeRepository;
+  @Resource
+  private CashFlowRepository cashFlowRepository;
 
   public static void main(String[] args) {
     SpringApplication.run(StrategyApplication.class, args);
@@ -38,32 +44,76 @@ public class StrategyApplication {
   @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 code = "000799.SZ";
+    for (int year = 2019; year <= 2019; year++) {
+      var balance = balanceSheetRepository.findOne(
+        QBalanceSheet.balanceSheet.stock.code.eq(code)
+          .and(QBalanceSheet.balanceSheet.year.eq(year))
+      ).orElseThrow();
+      var income = incomeRepository.findOne(
+        QIncome.income.stock.code.eq(code)
+          .and(QIncome.income.year.eq(year))
+      ).orElseThrow();
+      var cashflow = cashFlowRepository.findOne(
+        QCashFlow.cashFlow.stock.code.eq(code)
+          .and(QCashFlow.cashFlow.year.eq(year))
+      ).orElseThrow();
+      log.info("{} {}", year, calculateFinanceIndicator(balance, income, cashflow));
     }
-    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());
+  private FinanceIndicator calculateFinanceIndicator(BalanceSheet balance, Income income, CashFlow cashflow) {
+    return new FinanceIndicator(
+      safeDiv(balance.getTotalLiabilities(), balance.getTotalAssets()),
+      safeDiv(balance.getTotalAssets(), balance.getTotalNonCurrentAssets()),
+      safeDiv(balance.getTotalCurrentAssets(), balance.getTotalCurrentLiabilities()),
+      safeDiv(safeMinus(balance.getTotalCurrentAssets(), balance.getInventories()), balance.getTotalCurrentLiabilities()),
+      safeDiv(income.getOperatingRevenue(), balance.getNotesAndAccountsReceivable()),
+      safeDiv(360.0, safeDiv(income.getOperatingRevenue(), balance.getNotesAndAccountsReceivable())),
+      safeDiv(income.getTotalOperatingCost(), balance.getInventories())
+    );
+  }
+
+  private Double safePlus(Double a, Double b) {
+    if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b)) {
+      return null;
+    }
+    return a + b;
+  }
+
+  private Double safeMinus(Double a, Double b) {
+    if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b)) {
+      return null;
+    }
+    return a - b;
+  }
+
+  private Double safeDiv(Double a, Double b) {
+    if (ObjectUtil.isNull(a) || ObjectUtil.isNull(b) || b == 0) {
+      return null;
+    }
+    return NumberUtil.div(a, b, 4);
+  }
+
+  public record FinanceIndicator(
+    Double debtToAssetRatio,
+    Double longTermFundsToRealEstateRatio,
+    Double currentRatio,
+    Double quickRatio,
+    Double accountsReceivableTurnoverRate,
+    Double averageCashCollectionDays,
+    Double inventoryTurnoverRate
+  ) {
+    @Override
+    public String toString() {
+      return "负债占资产比率=" + debtToAssetRatio +
+        ", 长期资金占固定资产比率=" + longTermFundsToRealEstateRatio +
+        ", 流动比率=" + currentRatio +
+        ", 速动比率=" + quickRatio +
+        ", 应收账款周转率=" + accountsReceivableTurnoverRate +
+        ", 平均现金回收天数=" + averageCashCollectionDays +
+        ", 库存周转率=" + inventoryTurnoverRate +
+        ';';
     }
   }
 }

leopard-strategy/src/main/resources/application.yml

@@ -2,9 +2,13 @@ spring:
   application:
     name: leopard-strategy
   datasource:
-    url: jdbc:postgresql://192.168.31.127:6785/leopard
+    url: jdbc:postgresql://81.71.3.24:6785/leopard_dev
     username: leopard
     password: '9NEzFzovnddf@PyEP?e*AYAWnCyd7UhYwQK$pJf>7?ccFiN^x4$eKEZ5~E<7<+~X'
     driver-class-name: org.postgresql.Driver
+  jpa:
+    generate-ddl: false
+  main:
+    banner-mode: off
 fenix:
   print-banner: false

leopard-strategy/src/main/resources/logback-spring.xml

@@ -14,10 +14,10 @@
         </encoder>
     </appender>
 
-    <logger name="com.zaxxer.hikari" level="ERROR"/>
+    <logger name="com.lanyuanxiaoyao.leopard" level="INFO"/>
     <logger name="org.hibernate.SQL" level="DEBUG"/>
 
-    <root level="INFO">
+    <root level="ERROR">
         <appender-ref ref="Console"/>
     </root>
 </configuration>