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refactor: 移除年线数据

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需要用的时候现算就是了，避免维护更多的原始数据
This commit is contained in:
兰缘小妖
2025-10-14 18:08:27 +08:00
parent e387fc839f
commit 963c2a9878
7 changed files with 30 additions and 212 deletions
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57
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/entity/Yearly.java
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@@ -1,57 +0,0 @@
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.JoinColumn;
import jakarta.persistence.ManyToOne;
import jakarta.persistence.Table;
import lombok.Getter;
import lombok.Setter;
import lombok.ToString;
import lombok.experimental.FieldNameConstants;
import org.hibernate.annotations.Comment;
import org.hibernate.annotations.DynamicInsert;
import org.hibernate.annotations.DynamicUpdate;
import org.springframework.data.jpa.domain.support.AuditingEntityListener;
/**
* 年线行情，后复权
*/
@Setter
@Getter
@ToString(callSuper = true)
@FieldNameConstants
@Entity
@DynamicUpdate
@DynamicInsert
@EntityListeners(AuditingEntityListener.class)
@Table(name = Constants.DATABASE_PREFIX + "yearly")
public class Yearly extends SimpleEntity {
@Column(name = "`year`", nullable = false)
@Comment("年份")
private Integer year;
@Comment("开盘价")
private Double open;
@Comment("最高价")
private Double high;
@Comment("最低价")
private Double low;
@Comment("收盘价")
private Double close;
@Comment("涨跌额")
private Double priceChangeAmount;
@Comment("涨跌幅")
private Double priceFluctuationRange;
@Comment("成交量")
private Double volume;
@Comment("成交额")
private Double turnover;
@ManyToOne
@JoinColumn(nullable = false)
@ToString.Exclude
private Stock stock;
}

9
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/repository/YearlyRepository.java
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@@ -1,9 +0,0 @@
package com.lanyuanxiaoyao.leopard.core.repository;
import com.lanyuanxiaoyao.leopard.core.entity.Yearly;
import com.lanyuanxiaoyao.service.template.repository.SimpleRepository;
import org.springframework.stereotype.Repository;
@Repository
public interface YearlyRepository extends SimpleRepository<Yearly> {
}

2
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/service/TaskService.java
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@@ -9,7 +9,6 @@ import com.lanyuanxiaoyao.leopard.core.task.TaskRunner;
import com.lanyuanxiaoyao.leopard.core.task.UpdateDailyTask;
import com.lanyuanxiaoyao.leopard.core.task.UpdateFinanceIndicatorTask;
import com.lanyuanxiaoyao.leopard.core.task.UpdateStockTask;
import com.lanyuanxiaoyao.leopard.core.task.UpdateYearlyTask;
import com.lanyuanxiaoyao.service.template.service.SimpleServiceSupport;
import java.util.Map;
import java.util.Set;
@@ -35,7 +34,6 @@ public class TaskService extends SimpleServiceSupport<Task> {
@Getter
private final Set<TaskTemplate> templates = Stream.of(
new TaskTemplate("b29f76a5-b07d-4182-85f8-2641c2a975c1", "更新股票信息", "更新股票信息", UpdateStockTask.class),
new TaskTemplate("e42dde60-5584-4c27-b3f7-72e4a4ff662d", "更新年线数据", "更新年线数据", UpdateYearlyTask.class),
new TaskTemplate("b9df25ce-aa55-4f73-8265-d8a724614177", "更新日线数据", "更新日线数据", UpdateDailyTask.class),
new TaskTemplate("8ab30478-c81f-4bbf-94dd-7e05fa537b50", "更新财务指标", "更新财务指标", UpdateFinanceIndicatorTask.class),
new TaskTemplate("a6a7b569-a171-481b-9184-716925571639", "金字塔选股", "金字塔选股", PyramidSelect.class)

12
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/service/TuShareService.java
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@@ -97,9 +97,19 @@ public class TuShareService {
@SneakyThrows
public TuShareResponse factorList(LocalDate tradeDate) {
return factorList(tradeDate, null);
}
@SneakyThrows
public TuShareResponse factorList(LocalDate tradeDate, String stockCode) {
var paramsMap = new HashMap<String, Object>();
paramsMap.put("trade_date", tradeDate.format(TRADE_FORMAT));
if (StrUtil.isNotBlank(stockCode)) {
paramsMap.put("ts_code", stockCode);
}
var response = HttpUtil.post(API_URL, buildRequest(
"adj_factor",
Map.of("trade_date", tradeDate.format(TRADE_FORMAT)),
paramsMap,
List.of("ts_code", "trade_date", "adj_factor")
));
var tuShareResponse = mapper.readValue(response, TuShareResponse.class);

80
leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/task/UpdateYearlyTask.java
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@@ -1,80 +0,0 @@
package com.lanyuanxiaoyao.leopard.core.task;
import com.lanyuanxiaoyao.leopard.core.entity.Daily;
import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
import com.lanyuanxiaoyao.leopard.core.entity.QYearly;
import com.lanyuanxiaoyao.leopard.core.entity.Yearly;
import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
import com.lanyuanxiaoyao.leopard.core.repository.YearlyRepository;
import java.util.Map;
import lombok.extern.slf4j.Slf4j;
import org.springframework.context.ApplicationContext;
import org.springframework.stereotype.Component;
import org.springframework.transaction.annotation.Transactional;
/**
* 更新年线指标
*
* @author lanyuanxiaoyao
* @version 20250924
*/
@Slf4j
@Component
public class UpdateYearlyTask extends TaskRunner {
private final StockRepository stockRepository;
private final DailyRepository dailyRepository;
private final YearlyRepository yearlyRepository;
protected UpdateYearlyTask(ApplicationContext context, StockRepository stockRepository, DailyRepository dailyRepository, YearlyRepository yearlyRepository) {
super(context);
this.stockRepository = stockRepository;
this.dailyRepository = dailyRepository;
this.yearlyRepository = yearlyRepository;
}
@Transactional(rollbackFor = Throwable.class)
@Override
public String process(Map<String, Object> params, StepUpdater updater) {
var startYear = dailyRepository.findMinTradeDate().getYear();
var endYear = dailyRepository.findMaxTradeDate().getYear();
var stocks = stockRepository.findAll();
for (int year = startYear, index = 0; year <= endYear; year++, index++) {
int currentYear = year;
stocks.parallelStream()
.forEach(stock -> {
if (stock.getListedDate().getYear() > currentYear) {
return;
}
var yearlyOptional = yearlyRepository.findOne(
QYearly.yearly.stock.eq(stock)
.and(QYearly.yearly.year.eq(currentYear))
);
if (yearlyOptional.isPresent() && currentYear != endYear) {
return;
}
var dailies = dailyRepository.findAll(
QDaily.daily.tradeDate.year().eq(currentYear)
.and(QDaily.daily.stock.eq(stock))
);
if (dailies.isEmpty()) {
return;
}
var yearly = yearlyOptional.orElseGet(Yearly::new);
yearly.setStock(stock);
yearly.setYear(currentYear);
yearly.setClose(dailies.getLast().getHfqClose());
yearly.setOpen(dailies.getFirst().getHfqOpen());
yearly.setHigh(dailies.stream().map(Daily::getHfqHigh).max(Double::compareTo).orElse(0.0));
yearly.setLow(dailies.stream().map(Daily::getHfqLow).min(Double::compareTo).orElse(0.0));
yearly.setVolume(dailies.stream().mapToDouble(Daily::getVolume).sum());
yearly.setTurnover(dailies.stream().mapToDouble(Daily::getTurnover).sum());
yearly.setPriceChangeAmount(yearly.getClose() - yearly.getOpen());
yearly.setPriceFluctuationRange((yearly.getClose() - yearly.getOpen()) / yearly.getOpen());
yearlyRepository.save(yearly);
});
updater.update((year - startYear) * 1.0 / (endYear - startYear + 1));
}
return null;
}
}

10
leopard-server/src/test/resources/tushare.http
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@@ -109,7 +109,8 @@ Content-Type: application/json
"api_name": "adj_factor",
"token": "{{api_key}}",
"params": {
"trade_date": "20241231"
"ts_code": "600018.SH",
"trade_date": "20060331"
},
"fields": [
"ts_code",
@@ -126,12 +127,15 @@ Content-Type: application/json
"api_name": "stk_factor_pro",
"token": "{{api_key}}",
"params": {
"ts_code": "000002.SZ",
"trade_date": "20250102"
"ts_code": "600018.SH",
"trade_date": "20060331"
},
"fields": [
"ts_code",
"trade_date",
"open",
"open_qfq",
"open_hfq",
"close",
"close_qfq",
"close_hfq"

72
leopard-strategy/src/main/java/com/lanyuanxiaoyao/leopard/strategy/StrategyApplication.java
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@@ -1,18 +1,17 @@
package com.lanyuanxiaoyao.leopard.strategy;
import cn.hutool.core.util.NumberUtil;
import cn.hutool.core.util.StrUtil;
import com.fasterxml.jackson.databind.ObjectMapper;
import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
import com.lanyuanxiaoyao.leopard.core.service.AssessmentService;
import com.lanyuanxiaoyao.leopard.core.service.TuShareService;
import com.lanyuanxiaoyao.leopard.core.service.selector.PyramidStockSelector;
import com.lanyuanxiaoyao.leopard.core.service.selector.StockSelector;
import jakarta.annotation.Resource;
import java.io.IOException;
import java.nio.file.Files;
import java.nio.file.Path;
import java.util.ArrayList;
import java.util.Map;
import java.util.stream.Collectors;
import lombok.extern.slf4j.Slf4j;
import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
@@ -30,6 +29,10 @@ public class StrategyApplication {
private PyramidStockSelector pyramidStockSelector;
@Resource
private AssessmentService assessmentService;
@Resource
private TuShareService tuShareService;
@Resource
private DailyRepository dailyRepository;
public static void main(String[] args) {
SpringApplication.run(StrategyApplication.class, args);
@@ -269,62 +272,11 @@ public class StrategyApplication {
@Transactional(readOnly = true)
@EventListener(ApplicationReadyEvent.class)
public void test() {
/*var dailies = dailyRepository.findAll(
QDaily.daily.tradeDate.year().eq(2025),
Sort.by(Daily_.TRADE_DATE)
);
var data = dailies.stream()
.collect(Collectors.groupingBy(Daily::getStock))
.entrySet()
.parallelStream()
.map(entry -> {
var stock = entry.getKey();
var dailyList = entry.getValue()
.stream()
.sorted(Comparator.comparing(Daily::getTradeDate))
.toList();
var statistics = new DescriptiveStatistics();
dailyList.stream().map(Daily::getHfqClose).forEach(statistics::addValue);
var barSeries = new BaseBarSeriesBuilder().build();
dailyList.forEach(daily -> barSeries.addBar(new BaseBar(
Duration.ofDays(1),
daily.getTradeDate().atStartOfDay().atZone(ZoneId.systemDefault()),
daily.getHfqOpen(),
daily.getHfqHigh(),
daily.getHfqLow(),
daily.getHfqClose(),
daily.getVolume()
)));
return Map.<String, String>of(
"code", stock.getCode(),
"name", stock.getName(),
"std", NumberUtil.roundStr(statistics.getStandardDeviation(), 2),
"increase", NumberUtil.roundStr((dailyList.getLast().getHfqClose() - dailyList.getFirst().getHfqClose()) * 100.0 / dailyList.getFirst().getHfqClose(), 2)
);
})
.sorted((t1, t2) -> Double.compare(Double.parseDouble(t2.get("increase")), Double.parseDouble(t1.get("increase"))))
.toList();
render(Map.of("items", data));*/
var lines = new ArrayList<String>();
for (int year = 2024; year < 2025; year++) {
var candidates = pyramidStockSelector.select(new PyramidStockSelector.Request(year));
for (StockSelector.Candidate candidate : candidates) {
log.info("{} {}", candidate.stock().getName(), candidate.score());
}
var stocks = candidates.stream()
.map(StockSelector.Candidate::stock)
.collect(Collectors.toSet());
var results = assessmentService.assess(stocks, year);
int up = results.stream()
.filter(result -> result.change() > 0)
.mapToInt(result -> 1)
.sum();
lines.add(NumberUtil.roundStr(up * 100.0 / results.size(), 2));
results.forEach(result -> log.info("{} {} {} {} {}", result.stock().getCode(), result.stock().getName(), result.change(), result.std(), result.industryTop()));
}
for (int index = 0, year = 2010; index < lines.size(); index++, year++) {
log.info("胜率: {} {}", year, lines.get(index));
var dailies = dailyRepository.findAll(QDaily.daily.factor.isNull(), QDaily.daily.tradeDate.asc());
for (var daily : dailies) {
log.info("{} {} {}", daily.getStock().getCode(), daily.getStock().getName(), daily.getTradeDate());
// var response = tuShareService.factorList(daily.getTradeDate(), daily.getStock().getCode());
// var factor = response.data().items().getFirst().get(2);
}
}
}