feat: 增加年线和周线的计算

.idea/inspectionProfiles/Project_Default.xml

@@ -0,0 +1,15 @@
+<component name="InspectionProjectProfileManager">
+  <profile version="1.0">
+    <option name="myName" value="Project Default" />
+    <inspection_tool class="NullableProblems" enabled="false" level="WARNING" enabled_by_default="false">
+      <option name="REPORT_NULLABLE_METHOD_OVERRIDES_NOTNULL" value="true" />
+      <option name="REPORT_NOT_ANNOTATED_METHOD_OVERRIDES_NOTNULL" value="true" />
+      <option name="REPORT_NOTNULL_PARAMETER_OVERRIDES_NULLABLE" value="true" />
+      <option name="REPORT_NOT_ANNOTATED_PARAMETER_OVERRIDES_NOTNULL" value="true" />
+      <option name="REPORT_NOT_ANNOTATED_GETTER" value="true" />
+      <option name="REPORT_NOT_ANNOTATED_SETTER_PARAMETER" value="true" />
+      <option name="REPORT_ANNOTATION_NOT_PROPAGATED_TO_OVERRIDERS" value="true" />
+      <option name="REPORT_NULLS_PASSED_TO_NON_ANNOTATED_METHOD" value="true" />
+    </inspection_tool>
+  </profile>
+</component>

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

@@ -1,5 +1,6 @@
 package com.lanyuanxiaoyao.leopard.core.entity;
 
+import cn.hutool.core.util.ObjectUtil;
 import com.lanyuanxiaoyao.leopard.core.Constants;
 import com.lanyuanxiaoyao.service.template.entity.SimpleEntity;
 import jakarta.persistence.Column;
@@ -58,18 +59,18 @@ public class Daily extends SimpleEntity {
   private Stock stock;
 
   public Double getHfqOpen() {
-    return open * factor;
+    return open * ObjectUtil.defaultIfNull(factor, 1.0);
   }
 
   public Double getHfqClose() {
-    return close * factor;
+    return close * ObjectUtil.defaultIfNull(factor, 1.0);
   }
 
   public Double getHfqHigh() {
-    return high * factor;
+    return high * ObjectUtil.defaultIfNull(factor, 1.0);
   }
 
   public Double getHfqLow() {
-    return low * factor;
+    return low * ObjectUtil.defaultIfNull(factor, 1.0);
   }
 }

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

@@ -61,10 +61,6 @@ public class Stock extends SimpleEntity {
   @ToString.Exclude
   private Set<Daily> dailies;
 
-  @OneToMany(mappedBy = "stock", cascade = CascadeType.REMOVE)
-  @ToString.Exclude
-  private Set<Yearly> yearlies;
-
   @OneToMany(mappedBy = "stock", cascade = CascadeType.REMOVE)
   @ToString.Exclude
   private Set<FinanceIndicator> indicators;

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/dto/Monthly.java

@@ -0,0 +1,18 @@
+package com.lanyuanxiaoyao.leopard.core.entity.dto;
+
+import java.time.LocalDate;
+
+public record Monthly(
+  LocalDate tradeDate,
+  int year,
+  int month,
+  Double open,
+  Double high,
+  Double low,
+  Double close,
+  Double priceChangeAmount,
+  Double priceFluctuationRange,
+  Double volume,
+  Double turnover
+) {
+}

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/dto/Weekly.java

@@ -0,0 +1,18 @@
+package com.lanyuanxiaoyao.leopard.core.entity.dto;
+
+import java.time.LocalDate;
+
+public record Weekly(
+  LocalDate tradeDate,
+  int year,
+  int week,
+  Double open,
+  Double high,
+  Double low,
+  Double close,
+  Double priceChangeAmount,
+  Double priceFluctuationRange,
+  Double volume,
+  Double turnover
+) {
+}

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/dto/Yearly.java

@@ -0,0 +1,17 @@
+package com.lanyuanxiaoyao.leopard.core.entity.dto;
+
+import java.time.LocalDate;
+
+public record Yearly(
+  LocalDate tradeDate,
+  int year,
+  Double open,
+  Double high,
+  Double low,
+  Double close,
+  Double priceChangeAmount,
+  Double priceFluctuationRange,
+  Double volume,
+  Double turnover
+) {
+}

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/repository/DailyRepository.java

@@ -2,12 +2,12 @@ package com.lanyuanxiaoyao.leopard.core.repository;
 
 import com.lanyuanxiaoyao.leopard.core.entity.Daily;
 import com.lanyuanxiaoyao.service.template.repository.SimpleRepository;
+import com.querydsl.core.types.OrderSpecifier;
 import com.querydsl.core.types.Predicate;
 import java.time.LocalDate;
 import java.util.List;
 import java.util.Optional;
 import java.util.Set;
-import org.springframework.data.domain.Sort;
 import org.springframework.data.jpa.repository.EntityGraph;
 import org.springframework.data.jpa.repository.Query;
 import org.springframework.stereotype.Repository;
@@ -32,5 +32,5 @@ public interface DailyRepository extends SimpleRepository<Daily> {
 
   @EntityGraph(attributePaths = {"stock"})
   @Override
-  List<Daily> findAll(Predicate predicate, Sort sort);
+  List<Daily> findAll(Predicate predicate, OrderSpecifier<?>... orders);
 }

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/service/StockService.java

@@ -1,22 +1,28 @@
 package com.lanyuanxiaoyao.leopard.core.service;
 
+import cn.hutool.core.util.ObjectUtil;
 import com.lanyuanxiaoyao.leopard.core.entity.Daily;
-import com.lanyuanxiaoyao.leopard.core.entity.Daily_;
 import com.lanyuanxiaoyao.leopard.core.entity.FinanceIndicator;
-import com.lanyuanxiaoyao.leopard.core.entity.FinanceIndicator_;
 import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
 import com.lanyuanxiaoyao.leopard.core.entity.QFinanceIndicator;
 import com.lanyuanxiaoyao.leopard.core.entity.Stock;
+import com.lanyuanxiaoyao.leopard.core.entity.dto.Monthly;
+import com.lanyuanxiaoyao.leopard.core.entity.dto.Weekly;
+import com.lanyuanxiaoyao.leopard.core.entity.dto.Yearly;
 import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
 import com.lanyuanxiaoyao.leopard.core.repository.FinanceIndicatorRepository;
 import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
 import com.lanyuanxiaoyao.service.template.service.SimpleServiceSupport;
 import java.time.LocalDate;
+import java.time.temporal.ChronoField;
+import java.time.temporal.WeekFields;
+import java.util.Comparator;
 import java.util.List;
 import java.util.Optional;
+import java.util.function.Function;
+import java.util.stream.Collectors;
 import lombok.extern.slf4j.Slf4j;
 import org.springframework.cache.annotation.Cacheable;
-import org.springframework.data.domain.Sort;
 import org.springframework.stereotype.Service;
 
 /**
@@ -49,7 +55,7 @@ public class StockService extends SimpleServiceSupport<Stock> {
     return financeIndicatorRepository.findAll(
       QFinanceIndicator.financeIndicator.stock.id.eq(stockId)
         .and(QFinanceIndicator.financeIndicator.year.between(current.minusYears(years).getYear(), current.getYear())),
-      Sort.by(Sort.Direction.ASC, FinanceIndicator_.YEAR)
+      QDaily.daily.tradeDate.asc()
     );
   }
 
@@ -59,7 +65,7 @@ public class StockService extends SimpleServiceSupport<Stock> {
     return dailyRepository.findAll(
       QDaily.daily.stock.id.eq(stockId)
         .and(QDaily.daily.tradeDate.between(current.minusDays(days), current)),
-      Sort.by(Sort.Direction.ASC, Daily_.TRADE_DATE)
+      QDaily.daily.tradeDate.asc()
     );
   }
 
@@ -67,4 +73,174 @@ public class StockService extends SimpleServiceSupport<Stock> {
   public Optional<Daily> findDailyLatest(Long stockId) {
     return dailyRepository.findLatest(stockId);
   }
+
+  @Cacheable(value = "long-cache", sync = true)
+  public List<Yearly> findYearlyRecent(Long stockId, int years) {
+    var current = LocalDate.now().withMonth(1).withDayOfMonth(1);
+    var start = current.minusYears(years).getYear();
+    var end = current.getYear();
+    return dailyRepository
+      .findAll(
+        QDaily.daily.stock.id.eq(stockId)
+          .and(QDaily.daily.tradeDate.year().gt(start))
+          .and(QDaily.daily.tradeDate.year().loe(end)),
+        QDaily.daily.tradeDate.asc()
+      )
+      .stream()
+      .collect(Collectors.groupingBy(daily -> daily.getTradeDate().getYear()))
+      .entrySet()
+      .stream()
+      .map(entry -> {
+        var year = entry.getKey();
+        var dailies = entry.getValue();
+        var open = dailies.getFirst().getHfqOpen();
+        var close = dailies.getLast().getHfqClose();
+        return new Yearly(
+          LocalDate.of(year, 1, 1),
+          year,
+          open,
+          maxFromDaily(dailies, Daily::getHfqHigh),
+          minFromDaily(dailies, Daily::getHfqLow),
+          close,
+          close - open,
+          (close - open) / open * 100,
+          sumFromDaily(dailies, Daily::getVolume),
+          sumFromDaily(dailies, Daily::getTurnover)
+        );
+      })
+      .sorted(Comparator.comparingInt(Yearly::year))
+      .toList();
+  }
+
+  @Cacheable(value = "long-cache", sync = true)
+  public List<Monthly> findMonthlyRecent(Long stockId, int months) {
+    var end = LocalDate.now().withDayOfMonth(1);
+    var start = end.minusMonths(months);
+    return dailyRepository
+      .findAll(
+        QDaily.daily.stock.id.eq(stockId)
+          .and(
+            QDaily.daily.tradeDate.year().gt(start.getYear())
+              .or(
+                QDaily.daily.tradeDate.year().eq(start.getYear())
+                  .and(QDaily.daily.tradeDate.month().gt(start.getMonthValue()))
+              )
+          )
+          .and(
+            QDaily.daily.tradeDate.year().lt(end.getYear())
+              .or(
+                QDaily.daily.tradeDate.year().eq(end.getYear())
+                  .and(QDaily.daily.tradeDate.month().loe(end.getMonthValue()))
+              )
+          ),
+        QDaily.daily.tradeDate.asc()
+      )
+      .stream()
+      .collect(Collectors.groupingBy(daily -> new YearAndMonth(daily.getTradeDate().getYear(), daily.getTradeDate().getMonthValue())))
+      .entrySet()
+      .stream()
+      .map(entry -> {
+        var yearAndMonth = entry.getKey();
+        var dailies = entry.getValue();
+        var open = dailies.getFirst().getHfqOpen();
+        var close = dailies.getLast().getHfqClose();
+        return new Monthly(
+          LocalDate.of(yearAndMonth.year, yearAndMonth.month, 1),
+          yearAndMonth.year,
+          yearAndMonth.month,
+          open,
+          maxFromDaily(dailies, Daily::getHfqHigh),
+          minFromDaily(dailies, Daily::getHfqLow),
+          close,
+          close - open,
+          (close - open) / open * 100,
+          sumFromDaily(dailies, Daily::getVolume),
+          sumFromDaily(dailies, Daily::getTurnover)
+        );
+      })
+      .sorted(Comparator.comparingInt(monthly -> monthly.year() * 100 + monthly.month()))
+      .toList();
+  }
+
+  @Cacheable(value = "long-cache", sync = true)
+  public List<Weekly> findWeeklyRecent(Long stockId, int weeks) {
+    var end = LocalDate.now().with(ChronoField.DAY_OF_WEEK, 1);
+    var start = end.minusWeeks(weeks);
+    return dailyRepository
+      .findAll(
+        QDaily.daily.stock.id.eq(stockId)
+          .and(
+            QDaily.daily.tradeDate.year().gt(start.getYear())
+              .or(
+                QDaily.daily.tradeDate.year().eq(start.getYear())
+                  .and(QDaily.daily.tradeDate.week().gt(start.get(WeekFields.ISO.weekOfYear())))
+              )
+          )
+          .and(
+            QDaily.daily.tradeDate.year().lt(end.getYear())
+              .or(
+                QDaily.daily.tradeDate.year().eq(end.getYear())
+                  .and(QDaily.daily.tradeDate.month().loe(end.get(WeekFields.ISO.weekOfYear())))
+              )
+          ),
+        QDaily.daily.tradeDate.asc()
+      )
+      .stream()
+      .collect(Collectors.groupingBy(daily -> new YearAndWeek(daily.getTradeDate().getYear(), daily.getTradeDate().get(WeekFields.ISO.weekOfYear()))))
+      .entrySet()
+      .stream()
+      .map(entry -> {
+        var yearAndWeek = entry.getKey();
+        var dailies = entry.getValue();
+        var open = dailies.getFirst().getHfqOpen();
+        var close = dailies.getLast().getHfqClose();
+        return new Weekly(
+          LocalDate.of(yearAndWeek.year, 1, 1).with(WeekFields.ISO.weekOfYear(), yearAndWeek.week),
+          yearAndWeek.year,
+          yearAndWeek.week,
+          open,
+          maxFromDaily(dailies, Daily::getHfqHigh),
+          minFromDaily(dailies, Daily::getHfqLow),
+          close,
+          close - open,
+          (close - open) / open * 100,
+          sumFromDaily(dailies, Daily::getVolume),
+          sumFromDaily(dailies, Daily::getTurnover)
+        );
+      })
+      .sorted(Comparator.comparingInt(weekly -> weekly.year() * 100 + weekly.week()))
+      .toList();
+  }
+
+  private Double maxFromDaily(List<Daily> dailies, Function<Daily, Double> function) {
+    return dailies.stream()
+      .map(function)
+      .filter(ObjectUtil::isNotNull)
+      .mapToDouble(Double::doubleValue)
+      .max()
+      .orElse(0);
+  }
+
+  private Double minFromDaily(List<Daily> dailies, Function<Daily, Double> function) {
+    return dailies.stream()
+      .map(function)
+      .filter(ObjectUtil::isNotNull)
+      .mapToDouble(Double::doubleValue)
+      .min()
+      .orElse(0);
+  }
+
+  private Double sumFromDaily(List<Daily> dailies, Function<Daily, Double> function) {
+    return dailies.stream()
+      .map(function)
+      .filter(ObjectUtil::isNotNull)
+      .mapToDouble(Double::doubleValue)
+      .sum();
+  }
+
+  private record YearAndMonth(int year, int month) {
+  }
+
+  private record YearAndWeek(int year, int week) {
+  }
 }

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

@@ -2,9 +2,11 @@ package com.lanyuanxiaoyao.leopard.strategy;
 
 import cn.hutool.core.util.StrUtil;
 import com.fasterxml.jackson.databind.ObjectMapper;
-import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
+import com.lanyuanxiaoyao.leopard.core.entity.QStock;
 import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
+import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
 import com.lanyuanxiaoyao.leopard.core.service.AssessmentService;
+import com.lanyuanxiaoyao.leopard.core.service.StockService;
 import com.lanyuanxiaoyao.leopard.core.service.TuShareService;
 import com.lanyuanxiaoyao.leopard.core.service.selector.PyramidStockSelector;
 import jakarta.annotation.Resource;
@@ -33,6 +35,10 @@ public class StrategyApplication {
   private TuShareService tuShareService;
   @Resource
   private DailyRepository dailyRepository;
+  @Resource
+  private StockRepository stockRepository;
+  @Resource
+  private StockService stockService;
 
   public static void main(String[] args) {
     SpringApplication.run(StrategyApplication.class, args);
@@ -272,11 +278,10 @@ public class StrategyApplication {
   @Transactional(readOnly = true)
   @EventListener(ApplicationReadyEvent.class)
   public void test() {
-    var dailies = dailyRepository.findAll(QDaily.daily.factor.isNull(), QDaily.daily.tradeDate.asc());
+    var stock = stockRepository.findOne(QStock.stock.code.eq("000001.SZ")).orElseThrow();
-    for (var daily : dailies) {
+    var weeklies = stockService.findWeeklyRecent(stock.getId(), 2);
-      log.info("{} {} {}", daily.getStock().getCode(), daily.getStock().getName(), daily.getTradeDate());
+    for (var weekly : weeklies) {
-      // var response = tuShareService.factorList(daily.getTradeDate(), daily.getStock().getCode());
+      log.info("{}", weekly);
-      // var factor = response.data().items().getFirst().get(2);
     }
   }
 }