成功测试策略

.gitignore

@@ -1 +1,3 @@
 *.json
+*.random_base_data
+stocks.gob

api.go

@@ -12,10 +12,10 @@ func GetFromAPI() {
 
 	for _, code := range GetStocks() {
 
-		if code.MCAP >= 200*100000000 {
+		if code.MCAP >= 100*100000000 {
 			pcode.StringSet(code.CODE)
 			start.StringSet("20150101")
-			end.StringSet("20220622")
+			end.StringSet("20220701")
 
 			resp, err := tp.Execute()
 			if err != nil {

base.go

@@ -0,0 +1,71 @@
+package moneymoney
+
+import (
+	"context"
+	"encoding/gob"
+	"os"
+
+	"github.com/474420502/structure/compare"
+	"github.com/474420502/structure/tree/treelist"
+	"go.mongodb.org/mongo-driver/bson"
+)
+
+func GetAll() (result *treelist.Tree[int64]) {
+
+	result = treelist.New[int64](compare.Any[int64])
+	var stocks []*Stock
+
+	cur, err := cstock.Find(context.TODO(), bson.M{})
+	if err != nil {
+		panic(err)
+	}
+
+	f, err := os.Open("./stocks.gob")
+	if err == nil {
+		err = gob.NewDecoder(f).Decode(&stocks)
+		if err != nil {
+			panic(err)
+		}
+	} else {
+		for cur.Next(context.TODO()) {
+			var s Stock
+			err := cur.Decode(&s)
+			if err != nil {
+				panic(err)
+			}
+
+			stocks = append(stocks, &s)
+			// result = append(result, &s)
+		}
+
+		f, err = os.OpenFile("./stocks.gob", os.O_CREATE|os.O_TRUNC|os.O_RDWR, 0644)
+		if err != nil {
+			panic(err)
+		}
+
+		err = gob.NewEncoder(f).Encode(stocks)
+		if err != nil {
+			panic(err)
+		}
+	}
+
+	for _, s := range stocks {
+		var daymap *treelist.Tree[int64]
+		idaymap, ok := result.Get(s.Date.Unix())
+
+		// daymap, ok := DateStocks[s.Date.Unix()]
+		if !ok {
+			idaymap = treelist.New(compare.Any[int64])
+			result.Put(s.Date.Unix(), idaymap)
+			// DateStocks[s.Date.Unix()] = daymap
+		}
+		daymap = idaymap.(*treelist.Tree[int64])
+		daymap.Put(s.Code, s)
+	}
+
+	return
+}
+
+func AggregateNewField(result []*Stock) {
+
+}

go.mod

@@ -9,6 +9,8 @@ require (
 )
 
 require (
+	github.com/474420502/classify v1.3.1
+	github.com/474420502/structure v1.0.1
 	github.com/go-stack/stack v1.8.0 // indirect
 	github.com/golang/snappy v0.0.1 // indirect
 	github.com/klauspost/compress v1.13.6 // indirect

go.sum

@@ -1,7 +1,12 @@
+github.com/474420502/classify v1.3.1 h1:AakdyoS97lx54uiPjbtTFCyeYr16qebE+ScDvtZmXDA=
+github.com/474420502/classify v1.3.1/go.mod h1:Z2nPKjdgsxx7P1UfJZOiQdvZqlxlxGYgNswdVz1LYsM=
 github.com/474420502/gcurl v0.5.1 h1:Rpl0qdffIwgzOivc4BAn8biOpoGIFhOBAFe8vogswIk=
 github.com/474420502/gcurl v0.5.1/go.mod h1:bYc/86ynsx28WNFd6MDt/8gy0xRvuqhspmEqEm7Sybo=
+github.com/474420502/random v0.5.2-0.20220222044003-09d6ed40ca23 h1:ZO9oDeD8EOHiHbFLPlZ5WyfF0uBoYfRD0/NoEIFUeAQ=
 github.com/474420502/requests v1.11.1 h1:BLI95klIGRjTLeQ7U7CJLkkniVsL2tK0PLJnUTSTyfY=
 github.com/474420502/requests v1.11.1/go.mod h1:epMXb90Z7hmiOu+hMLFj8eFbkqOXWThNDYHuh2ThTlE=
+github.com/474420502/structure v1.0.1 h1:X8hM0m6CA+13HZI2/Uv3pO+Kce3cm/ZGfXVeE+S4uN8=
+github.com/474420502/structure v1.0.1/go.mod h1:rND3ZSiZH84JKV43+bR0/iUHvLlhkcBmW9hyUNkr3bU=
 github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
 github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
 github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=

main.go

@@ -16,6 +16,7 @@ import (
 	"time"
 
 	"github.com/474420502/gcurl"
+	"github.com/474420502/structure/tree/treelist"
 	"github.com/go-rod/rod"
 	"github.com/go-rod/rod/lib/devices"
 	"github.com/go-rod/rod/lib/launcher"
@@ -28,55 +29,6 @@ import (
 	"golang.org/x/text/transform"
 )
 
-type Stock struct {
-	Date                   string  `json:"日期" bson:"日期"`
-	CodeStr                string  `json:"股票代码" bson:"股票代码"`
-	Name                   string  `json:"名称" bson:"名称"`
-	ClosingPrice           float64 `json:"收盘价" bson:"收盘价"`
-	MaxPrice               float64 `json:"最高价" bson:"最高价"`
-	MinPrice               float64 `json:"最低价" bson:"最低价"`
-	OpeningPrice           float64 `json:"开盘价" bson:"开盘价"`
-	PreviousClosingPrice   float64 `json:"前收盘" bson:"前收盘"`
-	UpsDowns               float64 `json:"涨跌额" bson:"涨跌额"`
-	UpsDownsRatio          float64 `json:"涨跌幅" bson:"涨跌幅"`
-	TurnoverRate           float64 `json:"换手率" bson:"换手率"`
-	Volume                 float64 `json:"成交量" bson:"成交量"`
-	Turnover               float64 `json:"成交金额" bson:"成交金额"`
-	MarketValue            float64 `json:"总市值" bson:"总市值"`
-	CirculatingMarketValue float64 `json:"流通市值" bson:"流通市值"`
-
-	Code int64 `json:"股票数字代码" bson:"股票数字代码"`
-}
-
-type StockBase struct {
-	// CodeStr string // 代地区码
-	// Code    string // 不带地区码
-
-	CODE        string  `json:"CODE"`
-	FIVE_MINUTE float64 `json:"FIVE_MINUTE"`
-	HIGH        float64 `json:"HIGH"`
-	HS          float64 `json:"HS"`
-	LB          float64 `json:"LB"`
-	LOW         float64 `json:"LOW"`
-	MCAP        float64 `json:"MCAP"`
-	MFSUM       float64 `json:"MFSUM"`
-	NAME        string  `json:"NAME"`
-	OPEN        float64 `json:"OPEN"`
-	PE          float64 `json:"PE"`
-	PERCENT     float64 `json:"PERCENT"`
-	PRICE       float64 `json:"PRICE"`
-	SNAME       string  `json:"SNAME"`
-	SYMBOL      string  `json:"SYMBOL"`
-	TCAP        float64 `json:"TCAP"`
-	TURNOVER    float64 `json:"TURNOVER"`
-	UPDOWN      float64 `json:"UPDOWN"`
-	VOLUME      float64 `json:"VOLUME"`
-	WB          float64 `json:"WB"`
-	YESTCLOSE   float64 `json:"YESTCLOSE"`
-	ZF          float64 `json:"ZF"`
-	NO          float64 `json:"NO"`
-}
-
 var DefaultPage *rod.Page
 
 func GetDefaultPage() *rod.Page {
@@ -118,6 +70,8 @@ func GetDefaultPage() *rod.Page {
 }
 
 var client *mongo.Client
+var cstock *mongo.Collection
+var DateStocks *treelist.Tree[int64]
 var err error
 
 func init() {
@@ -127,6 +81,8 @@ func init() {
 	if err != nil {
 		panic(err)
 	}
+	cstock = client.Database("money").Collection("stock")
+	DateStocks = GetAll()
 }
 
 func main() {
@@ -323,8 +279,13 @@ func DownloadDataFromCode(code *StockBase) {
 				panic(err)
 			}
 
+			ts, err := time.ParseInLocation("2006-01-02", fields[0], time.Local)
+			if err != nil {
+				panic(err)
+			}
+
 			s := &Stock{
-				Date:                   fields[0],
+				Date:                   ts,
 				CodeStr:                fields[1],
 				Name:                   fields[2],
 				ClosingPrice:           ToFloat(fields[3]),
@@ -386,8 +347,13 @@ func SaveFromCSV(downloaddata []byte) {
 			panic(err)
 		}
 
+		ts, err := time.ParseInLocation("2006-01-02", fields[0], time.Local)
+		if err != nil {
+			panic(err)
+		}
+
 		s := &Stock{
-			Date:                   fields[0],
+			Date:                   ts,
 			CodeStr:                fields[1],
 			Name:                   fields[2],
 			ClosingPrice:           ToFloat(fields[3]),

main_test.go

@@ -1,9 +1,194 @@
 package moneymoney
 
-import "testing"
+import (
+	"log"
+	"sort"
+	"testing"
+	"time"
+
+	"github.com/474420502/structure/tree/treelist"
+)
+
+const 亿 = 100000000
+
+func GetDate(date string) time.Time {
+	ts, err := time.ParseInLocation("2006-01-02", date, time.Local)
+	if err != nil {
+		panic(err)
+	}
+	return ts
+}
+
+var CurrentDay = "2017-03-15"
+
+func GetStocksByCondition(cday time.Time) []*Stock {
+	var stocks []*Stock
+
+	// cday := GetDate(CurrentDay)
+	start := cday.Add(-time.Hour * 24 * 14)
+	log.Println(start.Local(), cday.Local())
+
+	// cur, err := cstock.Find(context.TODO(), bson.M{
+	// 	"日期": bson.M{"$gte": start, "$lte": cday},
+	// 	// "涨跌幅": bson.M{"$gte": -15.0, "$lte": -2.0},
+	// 	// // "换手率":  bson.M{"$gte": 1.0},
+	// 	// "流通市值": bson.M{"$gte": 100 * 亿},
+	// })
+	// if err != nil {
+	// 	panic(err)
+	// }
+	// log.Println(cur.Current)
+
+	// // var total = 0.0
+	// var stocks []*Stock
+	// for cur.Next(context.TODO()) {
+	// 	var s Stock
+	// 	err := cur.Decode(&s)
+	// 	if err != nil {
+	// 		panic(err)
+	// 	}
+	// 	// clf.Add(&s)
+
+	// 	var daymap *treelist.Tree[int64]
+	// 	idaymap, ok := DateStocks.Get(s.Date.Unix())
+
+	// 	// daymap, ok := DateStocks[s.Date.Unix()]
+	// 	if !ok {
+	// 		idaymap = treelist.New(compare.Any[int64])
+	// 		DateStocks.Put(s.Date.Unix(), idaymap)
+	// 		// DateStocks[s.Date.Unix()] = daymap
+	// 	}
+	// 	daymap = idaymap.(*treelist.Tree[int64])
+	// 	daymap.Put(s.Code, &s)
+	// }
+
+	// istartStock, _ := DateStocks.Get(start.Unix())
+	siter := DateStocks.Iterator()
+	siter.SeekGE(start.Unix())
+	siter.Valid()
+	{
+		ssiter := siter.Value().(*treelist.Tree[int64]).Iterator()
+		ssiter.SeekToFirst()
+		ss := ssiter.Value().(*Stock)
+		log.Printf("%s", ss.Date.Local().Format("2006-01-02"))
+	}
+
+	iter := DateStocks.Iterator()
+
+	log.Println(iter.SeekLE(cday.Unix()), iter.Valid())
+
+	endStock := iter.Value().(*treelist.Tree[int64])
+
+	log.Println(DateStocks.Size(), endStock.Size())
+
+	endStock.Traverse(func(s *treelist.Slice[int64]) bool {
+		var ok bool
+		citer := siter.Clone()
+
+		stock := s.Value.(*Stock)
+		if stock.MarketValue <= 100*亿 {
+			return true
+		}
+
+		startStock := citer.Value().(*treelist.Tree[int64])
+
+		var istock any
+		for {
+			istock, ok = startStock.Get(stock.Code)
+			if ok {
+				break
+			}
+			citer.Next()
+			if !citer.Valid() {
+				return true
+			}
+		}
+
+		fstock := istock.(*Stock)
+		if fstock.ClosingPrice == 0 {
+			return true
+		}
+		if stock.ClosingPrice == 0 {
+			return true
+		}
+
+		stock.MinPrice = fstock.ClosingPrice
+		stock.MaxPrice = stock.ClosingPrice
+
+		stock.UpsDownsRatio = ((stock.ClosingPrice - fstock.ClosingPrice) / fstock.ClosingPrice)
+		// log.Println(stock.UpsDownsRatio, s)
+
+		stocks = append(stocks, stock)
+		return true
+	})
+
+	sort.Slice(stocks, func(i, j int) bool {
+		return stocks[i].UpsDownsRatio < stocks[j].UpsDownsRatio
+	})
+
+	return stocks
+}
+
+func TestMoney(t *testing.T) {
+
+	var money float64 = 0.0
+	cday := GetDate("2017-05-15")
+
+	for money < 1.0 {
+
+		selectStocks := GetStocksByCondition(cday)
+		log.Println(len(selectStocks))
+
+		for _, s := range selectStocks[0:15] {
+			log.Printf("%.4f%% %s %s %f %f", s.UpsDownsRatio*100.0, s.Date.Local().Format("2006-01-02"), s.Name, s.MinPrice, s.MaxPrice)
+			// log.Println(s.UpsDownsRatio, s)
+		}
+
+		selectStocks = selectStocks[0:15]
+
+		start := (len(selectStocks) - 10) / 2
+		selectStocks = selectStocks[start : start+10]
+		for _, s := range selectStocks {
+			log.Printf("%.4f%% %s", s.UpsDownsRatio*100.0, s.Name)
+		}
+		// TODO: 测试 收益
+		iter := DateStocks.Iterator()
+		iter.SeekGT(cday.Unix())
+
+		for {
+			var total float64 = 0.0
+			iter.Next()
+			cstocks := iter.Value().(*treelist.Tree[int64])
+
+			var cs *Stock
+
+			for _, s := range selectStocks {
+				itf, ok := cstocks.Get(s.Code)
+				if ok {
+					cs = itf.(*Stock)
+					total += (cs.ClosingPrice - s.ClosingPrice) / s.ClosingPrice
+					// log.Printf("%.2f", (cs.ClosingPrice-s.ClosingPrice)/s.ClosingPrice)
+				}
+			}
+
+			total = total / float64(len(selectStocks))
+
+			log.Printf("%.2f%%, %s", total*100, cs.Date.Local())
+			if total >= 0.06 {
+				money += total
+				cday = cs.Date
+				break
+			}
+		}
+	}
+}
+
+func TestCase3(t *testing.T) {
+
+}
 
 func TestCase2(t *testing.T) {
-	GetFromAPI()
+	GetFromAPI() // 获取基础数据
 }
 
 func TestCase1(t *testing.T) {

unity.go

@@ -0,0 +1,67 @@
+package moneymoney
+
+import "time"
+
+type Stock struct {
+	// 日期
+	Date time.Time `json:"日期" bson:"日期"`
+	// 股票代码
+	CodeStr string `json:"股票代码" bson:"股票代码"`
+	// 名称
+	Name string `json:"名称" bson:"名称"`
+	// 收盘价
+	ClosingPrice float64 `json:"收盘价" bson:"收盘价"`
+	// 最高价
+	MaxPrice float64 `json:"最高价" bson:"最高价"`
+	// 最低价
+	MinPrice float64 `json:"最低价" bson:"最低价"`
+	// 开盘价
+	OpeningPrice float64 `json:"开盘价" bson:"开盘价"`
+	// 前收盘
+	PreviousClosingPrice float64 `json:"前收盘" bson:"前收盘"`
+	// 涨跌额
+	UpsDowns float64 `json:"涨跌额" bson:"涨跌额"`
+	// 涨跌幅
+	UpsDownsRatio float64 `json:"涨跌幅" bson:"涨跌幅"`
+	// 换手率
+	TurnoverRate float64 `json:"换手率" bson:"换手率"`
+	// 成交量
+	Volume float64 `json:"成交量" bson:"成交量"`
+	// 成交金额
+	Turnover float64 `json:"成交金额" bson:"成交金额"`
+	// 总市值
+	MarketValue float64 `json:"总市值" bson:"总市值"`
+	// 流通市值
+	CirculatingMarketValue float64 `json:"流通市值" bson:"流通市值"`
+	// 股票数字代码
+	Code int64 `json:"股票数字代码" bson:"股票数字代码"`
+}
+
+type StockBase struct {
+	// CodeStr string // 代地区码
+	// Code    string // 不带地区码
+
+	CODE        string  `json:"CODE"`
+	FIVE_MINUTE float64 `json:"FIVE_MINUTE"`
+	HIGH        float64 `json:"HIGH"`
+	HS          float64 `json:"HS"`
+	LB          float64 `json:"LB"`
+	LOW         float64 `json:"LOW"`
+	MCAP        float64 `json:"MCAP"`
+	MFSUM       float64 `json:"MFSUM"`
+	NAME        string  `json:"NAME"`
+	OPEN        float64 `json:"OPEN"`
+	PE          float64 `json:"PE"`
+	PERCENT     float64 `json:"PERCENT"`
+	PRICE       float64 `json:"PRICE"`
+	SNAME       string  `json:"SNAME"`
+	SYMBOL      string  `json:"SYMBOL"`
+	TCAP        float64 `json:"TCAP"`
+	TURNOVER    float64 `json:"TURNOVER"`
+	UPDOWN      float64 `json:"UPDOWN"`
+	VOLUME      float64 `json:"VOLUME"`
+	WB          float64 `json:"WB"`
+	YESTCLOSE   float64 `json:"YESTCLOSE"`
+	ZF          float64 `json:"ZF"`
+	NO          float64 `json:"NO"`
+}