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239b30d716
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137
main_test.go
137
main_test.go
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@ -19,48 +19,12 @@ func GetDate(date string) time.Time {
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return ts
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}
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var CurrentDay = "2017-03-15"
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func GetStocksByCondition(cday time.Time) []*Stock {
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var stocks []*Stock
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// cday := GetDate(CurrentDay)
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start := cday.Add(-time.Hour * 24 * 14)
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log.Println(start.Local(), cday.Local())
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// cur, err := cstock.Find(context.TODO(), bson.M{
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// "日期": bson.M{"$gte": start, "$lte": cday},
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// // "涨跌幅": bson.M{"$gte": -15.0, "$lte": -2.0},
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// // // "换手率": bson.M{"$gte": 1.0},
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// // "流通市值": bson.M{"$gte": 100 * 亿},
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// })
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// if err != nil {
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// panic(err)
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// }
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// log.Println(cur.Current)
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// // var total = 0.0
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// var stocks []*Stock
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// for cur.Next(context.TODO()) {
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// var s Stock
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// err := cur.Decode(&s)
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// if err != nil {
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// panic(err)
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// }
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// // clf.Add(&s)
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// var daymap *treelist.Tree[int64]
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// idaymap, ok := DateStocks.Get(s.Date.Unix())
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// // daymap, ok := DateStocks[s.Date.Unix()]
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// if !ok {
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// idaymap = treelist.New(compare.Any[int64])
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// DateStocks.Put(s.Date.Unix(), idaymap)
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// // DateStocks[s.Date.Unix()] = daymap
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// }
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// daymap = idaymap.(*treelist.Tree[int64])
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// daymap.Put(s.Code, &s)
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// }
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log.Println("重新从", start.Local().Format("2006-01-02"), cday.Local().Format("2006-01-02"), "策略选股")
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// istartStock, _ := DateStocks.Get(start.Unix())
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siter := DateStocks.Iterator()
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@ -69,17 +33,17 @@ func GetStocksByCondition(cday time.Time) []*Stock {
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{
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ssiter := siter.Value().(*treelist.Tree[int64]).Iterator()
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ssiter.SeekToFirst()
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ss := ssiter.Value().(*Stock)
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log.Printf("%s", ss.Date.Local().Format("2006-01-02"))
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// ss := ssiter.Value().(*Stock)
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// log.Printf("%s", ss.Date.Local().Format("2006-01-02"))
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}
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iter := DateStocks.Iterator()
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log.Println(iter.SeekLE(cday.Unix()), iter.Valid())
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// log.Println(iter.SeekLE(cday.Unix()), iter.Valid())
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iter.SeekLE(cday.Unix())
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endStock := iter.Value().(*treelist.Tree[int64])
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log.Println(DateStocks.Size(), endStock.Size())
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// log.Println(DateStocks.Size(), endStock.Size())
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endStock.Traverse(func(s *treelist.Slice[int64]) bool {
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var ok bool
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@ -131,16 +95,17 @@ func GetStocksByCondition(cday time.Time) []*Stock {
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func TestMoney(t *testing.T) {
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var money float64 = 0.0
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cday := GetDate("2017-05-15")
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var money float64 = 1000000.0
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cday := GetDate("2017-04-01")
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for money < 1.0 {
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ALL_LOOP:
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for money < 1000000*3 {
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selectStocks := GetStocksByCondition(cday)
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log.Println(len(selectStocks))
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// log.Println(len(selectStocks))
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for _, s := range selectStocks[0:15] {
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log.Printf("%.4f%% %s %s %f %f", s.UpsDownsRatio*100.0, s.Date.Local().Format("2006-01-02"), s.Name, s.MinPrice, s.MaxPrice)
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log.Printf("%.4f%% %s %s %f", s.UpsDownsRatio*100.0, s.Date.Local().Format("2006-01-02"), s.Name, s.ClosingPrice)
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// log.Println(s.UpsDownsRatio, s)
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}
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@ -148,20 +113,26 @@ func TestMoney(t *testing.T) {
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start := (len(selectStocks) - 10) / 2
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selectStocks = selectStocks[start : start+10]
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for _, s := range selectStocks {
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log.Printf("%.4f%% %s", s.UpsDownsRatio*100.0, s.Name)
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}
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// for _, s := range selectStocks {
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// log.Printf("%.4f%% %s", s.UpsDownsRatio*100.0, s.Name)
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// }
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// TODO: 测试 收益
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iter := DateStocks.Iterator()
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iter.SeekGT(cday.Unix())
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if !iter.Valid() {
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break
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}
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for {
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var total float64 = 0.0
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iter.Next()
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if !iter.Valid() {
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break ALL_LOOP
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}
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cstocks := iter.Value().(*treelist.Tree[int64])
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var cs *Stock
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for _, s := range selectStocks {
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itf, ok := cstocks.Get(s.Code)
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if ok {
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@ -171,20 +142,78 @@ func TestMoney(t *testing.T) {
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}
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}
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csdate := cs.Date.Local().Format("2006-01-02")
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if csdate == "2017-12-07" {
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for _, s := range selectStocks {
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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)
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// log.Println(s.UpsDownsRatio, s)
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}
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log.Println()
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}
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total = total / float64(len(selectStocks))
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log.Printf("%.2f%%, %s", total*100, cs.Date.Local())
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if total >= 0.06 {
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money += total
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log.Printf("%s 总收益:%.2f%%", csdate, total*100)
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if total >= 0.10 || total <= -0.20 {
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money = money + money*total
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cday = cs.Date
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log.Printf("最后总财富 1000000 -> money: %f", money)
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break
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}
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}
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}
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log.Printf("最后总财富 1000000 -> money: %f", money)
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}
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func TestCase3(t *testing.T) {
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cday := GetDate("2017-04-01")
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citer := DateStocks.Iterator()
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citer.SeekToFirst()
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citer.SeekGE(cday.Unix())
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for citer.Valid() {
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stocks := citer.Value().(*treelist.Tree[int64])
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todayIter := stocks.Iterator()
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cmpiter := citer.Clone()
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var i = 0
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var step = 1
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for ; i < 2; i++ {
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cmpiter.Prev()
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}
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for cmpiter.Valid() {
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todayIter.SeekToFirst()
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cmpday := cmpiter.Value().(*treelist.Tree[int64])
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for todayIter.Valid() {
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s := todayIter.Value().(*Stock)
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ic, ok := cmpday.Get(s.Code)
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if ok {
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c := ic.(*Stock)
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// TODO 存这个属性
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(c.ClosingPrice - s.ClosingPrice/c.ClosingPrice)
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}
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todayIter.Next()
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}
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step = step << 1
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for i := 0; i < step; i++ {
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cmpiter.Prev()
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}
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}
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citer.Next()
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}
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}
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func TestCase2(t *testing.T) {
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