refactor: 移除年线数据

需要用的时候现算就是了，避免维护更多的原始数据

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

@@ -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;
-}

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

@@ -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> {
-}

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

@@ -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)

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

@@ -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);

leopard-core/src/main/java/com/lanyuanxiaoyao/leopard/core/task/UpdateYearlyTask.java

@@ -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;
-  }
-}

leopard-server/src/test/resources/tushare.http

@@ -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",
+    "ts_code": "600018.SH",
-    "trade_date": "20250102"
+    "trade_date": "20060331"
   },
   "fields": [
     "ts_code",
     "trade_date",
+    "open",
+    "open_qfq",
+    "open_hfq",
     "close",
     "close_qfq",
     "close_hfq"

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

@@ -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(
+    var dailies = dailyRepository.findAll(QDaily.daily.factor.isNull(), QDaily.daily.tradeDate.asc());
-      QDaily.daily.tradeDate.year().eq(2025),
+    for (var daily : dailies) {
-      Sort.by(Daily_.TRADE_DATE)
+      log.info("{} {} {}", daily.getStock().getCode(), daily.getStock().getName(), daily.getTradeDate());
-    );
+      // var response = tuShareService.factorList(daily.getTradeDate(), daily.getStock().getCode());
-    var data = dailies.stream()
+      // var factor = response.data().items().getFirst().get(2);
-      .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));
     }
   }
 }