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feat: 实现基本的回测图表绘制

This commit is contained in:
2025-11-03 23:28:04 +08:00
parent f4fef2bd95
commit db8a094c8f
10 changed files with 560 additions and 60 deletions

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@@ -0,0 +1,6 @@
package com.lanyuanxiaoyao.leopard.core.entity.dto;
import java.time.LocalDate;
public record DailyDouble(LocalDate date, Double value) {
}

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@@ -0,0 +1,4 @@
package com.lanyuanxiaoyao.leopard.core.entity.dto;
public record YearAndMonth(int year, int month) {
}

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@@ -0,0 +1,4 @@
package com.lanyuanxiaoyao.leopard.core.entity.dto;
public record YearAndWeek(int year, int week) {
}

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@@ -1,5 +1,7 @@
package com.lanyuanxiaoyao.leopard.core.helper;
import cn.hutool.core.util.ObjectUtil;
import com.lanyuanxiaoyao.leopard.core.entity.Daily;
import java.time.Duration;
import java.time.ZonedDateTime;
import java.util.ArrayList;
@@ -34,4 +36,30 @@ public class TaHelper {
}
return result;
}
public static Double maxFromDaily(List<Daily> dailies, Function<Daily, Double> function) {
return dailies.stream()
.map(function)
.filter(ObjectUtil::isNotNull)
.mapToDouble(Double::doubleValue)
.max()
.orElse(0);
}
public static Double minFromDaily(List<Daily> dailies, Function<Daily, Double> function) {
return dailies.stream()
.map(function)
.filter(ObjectUtil::isNotNull)
.mapToDouble(Double::doubleValue)
.min()
.orElse(0);
}
public static Double sumFromDaily(List<Daily> dailies, Function<Daily, Double> function) {
return dailies.stream()
.map(function)
.filter(ObjectUtil::isNotNull)
.mapToDouble(Double::doubleValue)
.sum();
}
}

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@@ -1,6 +1,5 @@
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.FinanceIndicator;
import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
@@ -8,6 +7,8 @@ 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.YearAndMonth;
import com.lanyuanxiaoyao.leopard.core.entity.dto.YearAndWeek;
import com.lanyuanxiaoyao.leopard.core.entity.dto.Yearly;
import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
import com.lanyuanxiaoyao.leopard.core.repository.FinanceIndicatorRepository;
@@ -19,12 +20,15 @@ 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.stereotype.Service;
import static com.lanyuanxiaoyao.leopard.core.helper.TaHelper.maxFromDaily;
import static com.lanyuanxiaoyao.leopard.core.helper.TaHelper.minFromDaily;
import static com.lanyuanxiaoyao.leopard.core.helper.TaHelper.sumFromDaily;
/**
* @author lanyuanxiaoyao
* @version 20250828
@@ -143,9 +147,9 @@ public class StockService extends SimpleServiceSupport<Stock> {
var open = dailies.getFirst().getHfqOpen();
var close = dailies.getLast().getHfqClose();
return new Monthly(
LocalDate.of(yearAndMonth.year, yearAndMonth.month, 1),
yearAndMonth.year,
yearAndMonth.month,
LocalDate.of(yearAndMonth.year(), yearAndMonth.month(), 1),
yearAndMonth.year(),
yearAndMonth.month(),
open,
maxFromDaily(dailies, Daily::getHfqHigh),
minFromDaily(dailies, Daily::getHfqLow),
@@ -193,9 +197,9 @@ public class StockService extends SimpleServiceSupport<Stock> {
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,
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),
@@ -209,36 +213,4 @@ public class StockService extends SimpleServiceSupport<Stock> {
.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) {
}
}

View File

@@ -28,7 +28,7 @@
</appender>
<logger name="com.zaxxer.hikari" level="ERROR"/>
<!--<logger name="org.hibernate.SQL" level="DEBUG"/>-->
<logger name="org.hibernate.SQL" level="DEBUG"/>
<root level="INFO">
<appender-ref ref="Console"/>

View File

@@ -1,21 +1,34 @@
package com.lanyuanxiaoyao.leopard.strategy;
import cn.hutool.core.lang.Dict;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import cn.hutool.extra.template.TemplateConfig;
import cn.hutool.extra.template.TemplateEngine;
import cn.hutool.extra.template.TemplateUtil;
import com.lanyuanxiaoyao.leopard.core.entity.Daily;
import com.lanyuanxiaoyao.leopard.core.entity.QDaily;
import com.lanyuanxiaoyao.leopard.core.entity.QStock;
import com.lanyuanxiaoyao.leopard.core.entity.dto.Monthly;
import com.lanyuanxiaoyao.leopard.core.entity.dto.Weekly;
import com.lanyuanxiaoyao.leopard.core.entity.dto.YearAndMonth;
import com.lanyuanxiaoyao.leopard.core.entity.dto.YearAndWeek;
import com.lanyuanxiaoyao.leopard.core.helper.TaHelper;
import com.lanyuanxiaoyao.leopard.core.repository.DailyRepository;
import com.lanyuanxiaoyao.leopard.core.repository.StockCollectionRepository;
import com.lanyuanxiaoyao.leopard.core.repository.StockRepository;
import com.lanyuanxiaoyao.leopard.core.strategy.TradeEngine;
import jakarta.annotation.Resource;
import java.io.IOException;
import java.nio.file.Files;
import java.nio.file.Path;
import java.time.LocalDate;
import java.time.temporal.WeekFields;
import java.util.ArrayList;
import java.util.Comparator;
import java.util.HashMap;
import java.util.List;
import java.util.stream.Collectors;
import lombok.extern.slf4j.Slf4j;
import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
@@ -24,12 +37,20 @@ import org.springframework.context.event.EventListener;
import org.springframework.data.jpa.repository.config.EnableJpaAuditing;
import org.springframework.transaction.annotation.Transactional;
import static com.lanyuanxiaoyao.leopard.core.helper.TaHelper.maxFromDaily;
import static com.lanyuanxiaoyao.leopard.core.helper.TaHelper.minFromDaily;
import static com.lanyuanxiaoyao.leopard.core.helper.TaHelper.sumFromDaily;
@Slf4j
@SpringBootApplication(scanBasePackages = "com.lanyuanxiaoyao.leopard")
@EnableJpaAuditing
public class StrategyApplication {
private static final TemplateEngine engine = TemplateUtil.createEngine(new TemplateConfig("templates", TemplateConfig.ResourceMode.CLASSPATH));
@Resource
private TradeEngine tradeEngine;
@Resource
private StockRepository stockRepository;
@Resource
private DailyRepository dailyRepository;
@Resource
@@ -41,38 +62,234 @@ public class StrategyApplication {
@Transactional(readOnly = true)
@EventListener(ApplicationReadyEvent.class)
public void test() throws IOException {
var charts = Dict.create();
List.of("000048.SZ", "000333.SZ", "000568.SZ", "000596.SZ", "000651.SZ", "000848.SZ", "000858.SZ", "000933.SZ", "002027.SZ", "002032.SZ", "002142.SZ", "002192.SZ", "002415.SZ", "002432.SZ", "002475.SZ", "002517.SZ", "002555.SZ", "002648.SZ", "002756.SZ", "002847.SZ", "600036.SH", "600096.SH", "600132.SH", "600188.SH", "600309.SH", "600426.SH", "600436.SH", "600519.SH", "600546.SH", "600563.SH", "600702.SH", "600779.SH", "600803.SH", "600809.SH", "600961.SH", "601001.SH", "601100.SH", "601138.SH", "601225.SH", "601899.SH", "601919.SH", "603195.SH", "603198.SH", "603288.SH", "603369.SH", "603444.SH", "603565.SH", "603568.SH", "603605.SH", "603688.SH")
public void backtest() throws IOException {
var startDate = LocalDate.of(2024, 12, 1);
var endDate = LocalDate.of(2024, 12, 31);
var charts = new ArrayList<Dict>();
List.of("000048.SZ", "000333.SZ", "000568.SZ", "000596.SZ"/*, "000651.SZ", "000848.SZ", "000858.SZ", "000933.SZ", "002027.SZ", "002032.SZ", "002142.SZ", "002192.SZ", "002415.SZ", "002432.SZ", "002475.SZ", "002517.SZ", "002555.SZ", "002648.SZ", "002756.SZ", "002847.SZ", "600036.SH", "600096.SH", "600132.SH", "600188.SH", "600309.SH", "600426.SH", "600436.SH", "600519.SH", "600546.SH", "600563.SH", "600702.SH", "600779.SH", "600803.SH", "600809.SH", "600961.SH", "601001.SH", "601100.SH", "601138.SH", "601225.SH", "601899.SH", "601919.SH", "603195.SH", "603198.SH", "603288.SH", "603369.SH", "603444.SH", "603565.SH", "603568.SH", "603605.SH", "603688.SH"*/)
.parallelStream()
.forEach(code -> {
var dailies = dailyRepository.findAll(
var stock = stockRepository.findOne(QStock.stock.code.eq(code)).orElseThrow();
var asset = tradeEngine.backtest(
List.of(stock.getId()),
(now, currentAsset, dailies) -> {
return dailies.entrySet()
.stream()
.map(entry -> {
var stockId = entry.getKey();
var stockDailies = entry.getValue()
.stream()
.sorted(Comparator.comparing(Daily::getTradeDate))
.toList();
var yesterday = stockDailies.getLast();
if (yesterday.getHfqClose() > yesterday.getHfqOpen()) {
log.info("{} Buy for price {} {}", now, yesterday.getHfqOpen(), yesterday.getHfqClose());
return new TradeEngine.Trade(now, stockId, 100);
} else if (yesterday.getHfqClose() < yesterday.getHfqOpen()) {
var hold = currentAsset.getStocks().getOrDefault(stockId, 0);
if (hold > 0) {
log.info("{} Sell for price {} {}", now, yesterday.getHfqOpen(), yesterday.getHfqClose());
return new TradeEngine.Trade(now, stockId, -1 * hold);
}
} else {
log.info("{} Hold for price {} {}", now, yesterday.getHfqOpen(), yesterday.getHfqClose());
}
return null;
})
.filter(ObjectUtil::isNotNull)
.toList();
},
startDate,
endDate
);
var sources = dailyRepository.findAll(
QDaily.daily.stock.code.eq(code)
.and(QDaily.daily.tradeDate.after(LocalDate.of(2025, 1, 1))),
.and(QDaily.daily.tradeDate.after(startDate.minusDays(150)))
.and(QDaily.daily.tradeDate.before(endDate)),
QDaily.daily.tradeDate.asc()
);
var sma30 = TaHelper.sma(dailies, 30, Daily::getHfqClose);
var slopes = new ArrayList<Double>();
var dailies = sources.stream()
.filter(daily -> daily.getTradeDate().isAfter(startDate) && daily.getTradeDate().isBefore(endDate))
.sorted(Comparator.comparing(Daily::getTradeDate))
.toList();
var dailyXList = new ArrayList<String>();
var dailyYList = new ArrayList<List<Double>>();
var dailyCloseMapping = new HashMap<String, Double>();
for (var daily : dailies) {
dailyXList.add(daily.getTradeDate().toString());
dailyYList.add(List.of(daily.getHfqOpen(), daily.getHfqClose(), daily.getHfqLow(), daily.getHfqHigh()));
dailyCloseMapping.put(daily.getTradeDate().toString(), daily.getHfqClose());
}
charts.add(Dict.create()
.set("title", code)
.set(
"data",
Dict.create()
.set(
"日线",
Dict.create()
.set("xList", dailyXList)
.set("yList", dailyYList)
.set(
"points",
asset.getHistories()
.stream()
.filter(history -> ObjectUtil.isNotEmpty(history.trades()))
.filter(history -> history.trades().containsKey(stock.getId()))
.filter(history -> ObjectUtil.isNotEmpty(history.trades().get(stock.getId())))
.map(history -> {
var trade = history.trades().get(stock.getId()).getFirst();
return Dict.create()
.set("value", trade.volume())
.set("itemStyle", Dict.create()
.set("color", trade.volume() > 0 ? "#e5b8b5" : "#b5e2e5")
)
.set("coord", List.of(history.date().toString(), dailyCloseMapping.getOrDefault(history.date().toString(), 0.0)));
}
)
.toList()
)
)
)
);
/*log.info("Final Cash: {}", asset.getCash());
for (var history : asset.getHistories()) {
log.info("Date: {} Cash: {} Trade: {}", history.date(), history.cash(), history.trades().values());
}*/
});
var template = engine.getTemplate("backtest_report.html");
Files.writeString(Path.of("backtest_report.html"), template.render(
Dict.create().set("charts", charts)
));
}
@Transactional(readOnly = true)
@EventListener(ApplicationReadyEvent.class)
public void test() throws IOException {
var dailyRange = 150;
var weekRange = 24;
var monthRange = 12;
var charts = Dict.create();
List.of("000048.SZ", "000333.SZ", "000568.SZ", "000596.SZ", "000651.SZ", "000848.SZ"/*, "000858.SZ", "000933.SZ", "002027.SZ", "002032.SZ", "002142.SZ", "002192.SZ", "002415.SZ", "002432.SZ", "002475.SZ", "002517.SZ", "002555.SZ", "002648.SZ", "002756.SZ", "002847.SZ", "600036.SH", "600096.SH", "600132.SH", "600188.SH", "600309.SH", "600426.SH", "600436.SH", "600519.SH", "600546.SH", "600563.SH", "600702.SH", "600779.SH", "600803.SH", "600809.SH", "600961.SH", "601001.SH", "601100.SH", "601138.SH", "601225.SH", "601899.SH", "601919.SH", "603195.SH", "603198.SH", "603288.SH", "603369.SH", "603444.SH", "603565.SH", "603568.SH", "603605.SH", "603688.SH"*/)
.parallelStream()
.forEach(code -> {
var sources = dailyRepository.findAll(
QDaily.daily.stock.code.eq(code)
.and(QDaily.daily.tradeDate.after(LocalDate.now().minusMonths(12))),
QDaily.daily.tradeDate.asc()
);
var dailies = sources.stream()
.filter(daily -> daily.getTradeDate().isAfter(LocalDate.now().minusDays(dailyRange)))
.sorted(Comparator.comparing(Daily::getTradeDate))
.toList();
var dailyXList = new ArrayList<String>();
var dailyYList = new ArrayList<List<Double>>();
for (var daily : dailies) {
dailyXList.add(daily.getTradeDate().toString());
dailyYList.add(List.of(daily.getHfqOpen(), daily.getHfqClose(), daily.getHfqLow(), daily.getHfqHigh()));
}
// 30日均线和均线斜率
var sma30 = TaHelper.sma(sources, 30, Daily::getHfqClose).subList(sources.size() - dailyRange, sources.size());
/*var slopes = new ArrayList<Double>();
slopes.add(0.0);
for (int i = 1; i < sma30.size(); i++) {
slopes.add(((sma30.get(i) - sma30.get(i - 1)) * 1000.0) / sma30.get(i - 1));
}
}*/
var sma60 = TaHelper.sma(sources, 60, Daily::getHfqClose).subList(sources.size() - dailyRange, sources.size());
var xList = new ArrayList<String>();
var yList = new ArrayList<List<Double>>();
for (var daily : dailies) {
xList.add(daily.getTradeDate().toString());
yList.add(List.of(daily.getHfqOpen(), daily.getHfqClose(), daily.getHfqLow(), daily.getHfqHigh()));
charts.set(
StrUtil.format("日线 {}", code),
Dict.create()
.set("xList", dailyXList)
.set("yList", dailyYList)
.set("sma30", sma30)
.set("sma60", sma60)
// .set("sma30Slopes", slopes)
);
var weeklies = sources.stream()
.filter(daily -> daily.getTradeDate().isAfter(LocalDate.now().minusWeeks(weekRange)))
.collect(Collectors.groupingBy(daily -> new YearAndWeek(daily.getTradeDate().getYear(), daily.getTradeDate().get(WeekFields.ISO.weekOfYear()))))
.entrySet()
.stream()
.map(entry -> {
var yearAndWeek = entry.getKey();
var subDailies = entry.getValue();
var open = subDailies.getFirst().getHfqOpen();
var close = subDailies.getLast().getHfqClose();
return new Weekly(
LocalDate.of(yearAndWeek.year(), 1, 1).with(WeekFields.ISO.weekOfYear(), yearAndWeek.week()),
yearAndWeek.year(),
yearAndWeek.week(),
open,
maxFromDaily(subDailies, Daily::getHfqHigh),
minFromDaily(subDailies, Daily::getHfqLow),
close,
close - open,
(close - open) / open * 100,
sumFromDaily(subDailies, Daily::getVolume),
sumFromDaily(subDailies, Daily::getTurnover)
);
})
.sorted(Comparator.comparingInt(weekly -> weekly.year() * 100 + weekly.week()))
.toList();
var weekXList = new ArrayList<String>();
var weekYList = new ArrayList<List<Double>>();
for (var weekly : weeklies) {
weekXList.add(weekly.tradeDate().toString());
weekYList.add(List.of(weekly.open(), weekly.close(), weekly.low(), weekly.high()));
}
charts.set(
code,
StrUtil.format("周线 {}", code),
Dict.create()
.set("xList", xList)
.set("yList", yList)
.set("sma30", sma30)
.set("sma30Slopes", slopes)
.set("xList", weekXList)
.set("yList", weekYList)
);
var monthlies = sources.stream()
.filter(daily -> daily.getTradeDate().isAfter(LocalDate.now().minusMonths(monthRange)))
.collect(Collectors.groupingBy(daily -> new YearAndMonth(daily.getTradeDate().getYear(), daily.getTradeDate().getMonthValue())))
.entrySet()
.stream()
.map(entry -> {
var yearAndMonth = entry.getKey();
var subDailies = entry.getValue();
var open = subDailies.getFirst().getHfqOpen();
var close = subDailies.getLast().getHfqClose();
return new Monthly(
LocalDate.of(yearAndMonth.year(), yearAndMonth.month(), 1),
yearAndMonth.year(),
yearAndMonth.month(),
open,
maxFromDaily(subDailies, Daily::getHfqHigh),
minFromDaily(subDailies, Daily::getHfqLow),
close,
close - open,
(close - open) / open * 100,
sumFromDaily(subDailies, Daily::getVolume),
sumFromDaily(subDailies, Daily::getTurnover)
);
})
.sorted(Comparator.comparingInt(monthly -> monthly.year() * 100 + monthly.month()))
.toList();
var monthXList = new ArrayList<String>();
var monthYList = new ArrayList<List<Double>>();
for (var month : monthlies) {
monthXList.add(month.tradeDate().toString());
monthYList.add(List.of(month.open(), month.close(), month.low(), month.high()));
}
charts.set(
StrUtil.format("月线 {}", code),
Dict.create()
.set("xList", monthXList)
.set("yList", monthYList)
);
});

View File

@@ -15,7 +15,7 @@
</appender>
<logger name="com.lanyuanxiaoyao.leopard" level="INFO"/>
<!--<logger name="org.hibernate.SQL" level="DEBUG"/>-->
<logger name="org.hibernate.SQL" level="DEBUG"/>
<root level="ERROR">
<appender-ref ref="Console"/>

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@@ -0,0 +1,259 @@
<html lang='zh'>
<head>
<meta charset='utf-8'/>
<meta content="text/html; charset=utf-8" http-equiv="Content-Type"/>
<meta content='width=device-width, initial-scale=1.0' name='viewport'/>
<title>Strategy</title>
<link href="https://cdnjs.cloudflare.com/ajax/libs/amis/6.13.0/antd.min.css" rel="stylesheet"/>
<link href="https://cdnjs.cloudflare.com/ajax/libs/amis/6.13.0/helper.min.css" rel="stylesheet"/>
<link href="https://cdnjs.cloudflare.com/ajax/libs/amis/6.13.0/iconfont.min.css" rel="stylesheet"/>
<style>
html, body, #root {
position: relative;
width: 100%;
height: 100%;
margin: 0;
padding: 0;
}
</style>
</head>
<body>
<div id='root'></div>
</body>
<script src="https://cdnjs.cloudflare.com/ajax/libs/amis/6.13.0/sdk.min.js"></script>
<script th:inline="javascript" type='text/javascript'>
function candleChart(title, data) {
return {
type: 'service',
data: data,
body: {
className: 'mt-2',
type: 'chart',
height: 800,
config: {
title: {
text: title,
},
backgroundColor: '#fff',
animation: true,
animationDuration: 1000,
tooltip: {
trigger: 'axis',
axisPointer: {
type: 'cross',
},
backgroundColor: 'rgba(0, 0, 0, 0.7)',
borderColor: '#333',
borderWidth: 1,
textStyle: {
color: '#fff',
fontSize: 12,
},
padding: 12,
formatter: function (params) {
const param = params[0]
const open = parseFloat(param.data[1]).toFixed(2)
const close = parseFloat(param.data[2]).toFixed(2)
const lowest = parseFloat(param.data[3]).toFixed(2)
const highest = parseFloat(param.data[4]).toFixed(2)
return `<div class="text-center font-bold mb-2">${param.name}</div>
<div class="text-center">
<span>开盘:</span>
<span class="font-bold ml-4">${open}</span>
</div>
<div class="text-center">
<span>收盘:</span>
<span class="font-bold ml-4">${close}</span>
</div>
<div class="text-center">
<span>最低:</span>
<span class="font-bold ml-4">${lowest}</span>
</div>
<div class="text-center">
<span>最高:</span>
<span class="font-bold ml-4">${highest}</span>
</div>`
},
},
grid: {
left: '2%',
right: '2%',
top: '15%',
bottom: '15%',
containLabel: true,
},
xAxis: {
data: '${xList || []}',
axisLine: {
lineStyle: {
color: '#e0e0e0',
},
},
axisLabel: {
color: '#666',
fontWeight: 'bold',
},
splitLine: {
show: false,
},
axisTick: {
show: false,
},
},
yAxis: [
{
position: 'left',
scale: true,
axisLine: {
lineStyle: {
color: '#e0e0e0',
},
},
axisLabel: {
color: '#666',
fontWeight: 'bold',
formatter: function (value) {
return value.toFixed(2)
},
},
splitLine: {
lineStyle: {
type: 'dashed',
color: '#f0f0f0',
},
},
axisTick: {
show: false,
},
},
{
position: 'right',
scale: true,
axisLine: {
lineStyle: {
color: '#e0e0e0',
},
},
axisLabel: {
color: '#666',
fontWeight: 'bold',
formatter: function (value) {
return value.toFixed(2)
},
},
splitLine: {
lineStyle: {
type: 'dashed',
color: '#f0f0f0',
},
},
axisTick: {
show: false,
},
},
{
scale: true,
axisLine: {
show: false,
},
axisTick: {
show: false,
},
axisLabel: {
show: false,
},
splitLine: {
show: false,
},
},
],
dataZoom: [
{
type: 'inside',
start: 0,
end: 100,
},
{
show: true,
type: 'slider',
top: '90%',
start: 0,
end: 100,
},
],
series: [
{
type: 'candlestick',
data: '${yList || []}',
yAxisIndex: 0,
itemStyle: {
color: '#eb5454',
color0: '#4aaa93',
borderColor: '#eb5454',
borderColor0: '#4aaa93',
borderWidth: 1,
},
markPoint: {
data: '${points || []}',
},
},
{
type: 'line',
yAxisIndex: 0,
data: '${sma30 || []}',
smooth: true,
symbol: 'none',
lineStyle: {
color: 'rgba(0,111,255,0.5)',
},
},
{
type: 'line',
yAxisIndex: 0,
data: '${sma60 || []}',
smooth: true,
symbol: 'none',
lineStyle: {
color: 'rgba(115,0,255,0.5)',
},
},
{
type: 'line',
yAxisIndex: 1,
data: '${sma30Slopes || []}',
smooth: true,
symbol: 'none',
lineStyle: {
color: 'rgba(0,255,81,0.5)',
},
},
],
},
},
}
}
const data = /*[[${charts}]]*/ [];
(function () {
const amis = amisRequire('amis/embed')
const amisJson = {
type: 'page',
title: 'Strategy',
body: {
type: 'tabs',
tabsMode: 'vertical',
tabs: data.map(item => {
return {
title: item?.title,
body: Object.keys(item?.data ?? {})
.map(key => candleChart(key, item.data[key])),
}
}),
},
}
amis.embed('#root', amisJson, {}, {theme: 'antd'})
})()
</script>
</html>

View File

@@ -205,6 +205,16 @@
color: 'rgba(0,111,255,0.5)',
},
},
{
type: 'line',
yAxisIndex: 0,
data: '${sma60 || []}',
smooth: true,
symbol: 'none',
lineStyle: {
color: 'rgba(115,0,255,0.5)',
},
},
{
type: 'line',
yAxisIndex: 1,