无敌

main_test.go

@@ -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())
+	log.Println("重新从", start.Local().Format("2006-01-02"), cday.Local().Format("2006-01-02"), "策略选股")
-
-	// 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()
@@ -69,17 +33,17 @@ func GetStocksByCondition(cday time.Time) []*Stock {
 	{
 		ssiter := siter.Value().(*treelist.Tree[int64]).Iterator()
 		ssiter.SeekToFirst()
-		ss := ssiter.Value().(*Stock)
+		// ss := ssiter.Value().(*Stock)
-		log.Printf("%s", ss.Date.Local().Format("2006-01-02"))
+		// 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
+	var money float64 = 1000000.0
-	cday := GetDate("2017-05-15")
+	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 {
+		// for _, s := range selectStocks {
-			log.Printf("%.4f%% %s", s.UpsDownsRatio*100.0, s.Name)
+		// 	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())
+			log.Printf("%s 总收益:%.2f%%", csdate, total*100)
-			if total >= 0.06 {
+			if total >= 0.10 || total <= -0.20 {
-				money += total
+				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) {