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eson 2022-07-04 00:21:35 +08:00
parent 239b30d716
commit 5f9147dc43
1 changed files with 83 additions and 54 deletions
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137
main_test.go
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@ -19,48 +19,12 @@ func GetDate(date string) time.Time {
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)
// }
log.Println("重新从", start.Local().Format("2006-01-02"), cday.Local().Format("2006-01-02"), "策略选股")
// istartStock, _ := DateStocks.Get(start.Unix())
siter := DateStocks.Iterator()
@ -69,17 +33,17 @@ func GetStocksByCondition(cday time.Time) []*Stock {
{
ssiter := siter.Value().(*treelist.Tree[int64]).Iterator()
ssiter.SeekToFirst()
ss := ssiter.Value().(*Stock)
log.Printf("%s", ss.Date.Local().Format("2006-01-02"))
// 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())
// log.Println(iter.SeekLE(cday.Unix()), iter.Valid())
iter.SeekLE(cday.Unix())
endStock := iter.Value().(*treelist.Tree[int64])
log.Println(DateStocks.Size(), endStock.Size())
// log.Println(DateStocks.Size(), endStock.Size())
endStock.Traverse(func(s *treelist.Slice[int64]) bool {
var ok bool
@ -131,16 +95,17 @@ func GetStocksByCondition(cday time.Time) []*Stock {
func TestMoney(t *testing.T) {
var money float64 = 0.0
cday := GetDate("2017-05-15")
var money float64 = 1000000.0
cday := GetDate("2017-04-01")
for money < 1.0 {
ALL_LOOP:
for money < 1000000*3 {
selectStocks := GetStocksByCondition(cday)
log.Println(len(selectStocks))
// 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.Printf("%.4f%% %s %s %f", s.UpsDownsRatio*100.0, s.Date.Local().Format("2006-01-02"), s.Name, s.ClosingPrice)
// log.Println(s.UpsDownsRatio, s)
}
@ -148,20 +113,26 @@ func TestMoney(t *testing.T) {
start := (len(selectStocks) - 10) / 2
selectStocks = selectStocks[start : start+10]
for _, s := range selectStocks {
log.Printf("%.4f%% %s", s.UpsDownsRatio*100.0, s.Name)
}
// 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())
if !iter.Valid() {
break
}
for {
var total float64 = 0.0
iter.Next()
if !iter.Valid() {
break ALL_LOOP
}
cstocks := iter.Value().(*treelist.Tree[int64])
var cs *Stock
for _, s := range selectStocks {
itf, ok := cstocks.Get(s.Code)
if ok {
@ -171,20 +142,78 @@ func TestMoney(t *testing.T) {
}
}
csdate := cs.Date.Local().Format("2006-01-02")
if csdate == "2017-12-07" {
for _, s := range selectStocks {
log.Printf("%.4f%% %s %s %f %f %f", s.UpsDownsRatio*100.0, s.Date.Local().Format("2006-01-02"), s.Name, s.ClosingPrice, s.MinPrice, s.MaxPrice)
// log.Println(s.UpsDownsRatio, s)
}
log.Println()
}
total = total / float64(len(selectStocks))
log.Printf("%.2f%%, %s", total*100, cs.Date.Local())
if total >= 0.06 {
money += total
log.Printf("%s 总收益:%.2f%%", csdate, total*100)
if total >= 0.10 || total <= -0.20 {
money = money + money*total
cday = cs.Date
log.Printf("最后总财富 1000000 -> money: %f", money)
break
}
}
}
log.Printf("最后总财富 1000000 -> money: %f", money)
}
func TestCase3(t *testing.T) {
cday := GetDate("2017-04-01")
citer := DateStocks.Iterator()
citer.SeekToFirst()
citer.SeekGE(cday.Unix())
for citer.Valid() {
stocks := citer.Value().(*treelist.Tree[int64])
todayIter := stocks.Iterator()
cmpiter := citer.Clone()
var i = 0
var step = 1
for ; i < 2; i++ {
cmpiter.Prev()
}
for cmpiter.Valid() {
todayIter.SeekToFirst()
cmpday := cmpiter.Value().(*treelist.Tree[int64])
for todayIter.Valid() {
s := todayIter.Value().(*Stock)
ic, ok := cmpday.Get(s.Code)
if ok {
c := ic.(*Stock)
// TODO 存这个属性
(c.ClosingPrice - s.ClosingPrice/c.ClosingPrice)
}
todayIter.Next()
}
step = step << 1
for i := 0; i < step; i++ {
cmpiter.Prev()
}
}
citer.Next()
}
}
func TestCase2(t *testing.T) {