Examples with DailyRecord com.mistra.plank.pojo.entity.DailyRecord used on opensource projects

Example 1 with DailyRecord

use of com.mistra.plank.pojo.entity.DailyRecord in project plank by MistraR.

the class Barbarossa method sellStock.

/**
 * 减仓或清仓股票
 *
 * @param date 日期
 */
private void sellStock(Date date) {
    List<HoldShares> holdShares = holdSharesMapper.selectList(new QueryWrapper<>());
    if (CollectionUtils.isNotEmpty(holdShares)) {
        for (HoldShares holdShare : holdShares) {
            if (!DateUtils.isSameDay(holdShare.getBuyTime(), date) && holdShare.getBuyTime().getTime() < date.getTime()) {
                Page<DailyRecord> selectPage = dailyRecordMapper.selectPage(new Page<>(1, 25), new QueryWrapper<DailyRecord>().eq("code", holdShare.getCode()).ge("date", DateUtils.addDays(date, -plankConfig.getDeficitMovingAverage() - 9)).le("date", date).orderByDesc("date"));
                // 今日数据明细
                DailyRecord todayRecord = selectPage.getRecords().get(0);
                List<DailyRecord> dailyRecords = selectPage.getRecords().size() >= plankConfig.getDeficitMovingAverage() ? selectPage.getRecords().subList(0, plankConfig.getDeficitMovingAverage() - 1) : selectPage.getRecords();
                // 止损均线价格
                OptionalDouble average = dailyRecords.stream().mapToDouble(dailyRecord -> dailyRecord.getClosePrice().doubleValue()).average();
                if (average.isPresent() && (todayRecord.getLowest().doubleValue() <= average.getAsDouble())) {
                    // 跌破均线，清仓
                    this.clearanceStock(holdShare, ClearanceReasonEnum.BREAK_POSITION, date, average.getAsDouble());
                    continue;
                }
                // 盘中最低收益率
                double profitLowRatio = todayRecord.getLowest().subtract(holdShare.getBuyPrice()).divide(holdShare.getBuyPrice(), 2, RoundingMode.HALF_UP).doubleValue();
                if (profitLowRatio < plankConfig.getDeficitRatio().doubleValue()) {
                    // 跌破止损线，清仓
                    this.clearanceStock(holdShare, ClearanceReasonEnum.BREAK_LOSS_LINE, date, holdShare.getBuyPrice().doubleValue() * (1 + plankConfig.getDeficitRatio().doubleValue()));
                    continue;
                }
                if (holdShare.getFifteenProfit() && profitLowRatio <= plankConfig.getProfitClearanceRatio().doubleValue()) {
                    // 收益回撤到10个点止盈清仓
                    this.clearanceStock(holdShare, ClearanceReasonEnum.TAKE_PROFIT, date, holdShare.getBuyPrice().doubleValue() * 1.1);
                    continue;
                }
                // 盘中最高收益率
                double profitHighRatio = todayRecord.getHighest().subtract(holdShare.getBuyPrice()).divide(holdShare.getBuyPrice(), 2, RoundingMode.HALF_UP).doubleValue();
                if (profitHighRatio >= plankConfig.getProfitUpperRatio().doubleValue()) {
                    // 收益25% 清仓
                    this.clearanceStock(holdShare, ClearanceReasonEnum.PROFIT_UPPER, date, holdShare.getBuyPrice().doubleValue() * (1 + plankConfig.getProfitUpperRatio().doubleValue()));
                } else if (profitHighRatio >= plankConfig.getProfitQuarterRatio().doubleValue()) {
                    // 收益20% 减至1/4仓
                    this.reduceStock(holdShare, ClearanceReasonEnum.POSITION_QUARTER, date, todayRecord, holdShare.getBuyPrice().doubleValue() * (1 + plankConfig.getProfitQuarterRatio().doubleValue()));
                } else if (profitHighRatio >= plankConfig.getProfitHalfRatio().doubleValue()) {
                    // 收益15% 减半仓
                    this.reduceStock(holdShare, ClearanceReasonEnum.POSITION_HALF, date, todayRecord, holdShare.getBuyPrice().doubleValue() * (1 + plankConfig.getProfitHalfRatio().doubleValue()));
                }
                // 持股超过x天 并且 收益不到20% 清仓
                if (Days.daysBetween(new LocalDate(holdShare.getBuyTime().getTime()), new LocalDate(date.getTime())).getDays() > plankConfig.getClearanceDay()) {
                    this.clearanceStock(holdShare, ClearanceReasonEnum.TEN_DAY, date, todayRecord.getOpenPrice().add(todayRecord.getClosePrice()).doubleValue() / 2);
                }
            }
        }
    }
}

Example 2 with DailyRecord

use of com.mistra.plank.pojo.entity.DailyRecord in project plank by MistraR.

the class Barbarossa method analyze.

/**
 * 分析最近一个月各连板晋级率
 */
public void analyze() {
    // 4连板+的股票
    HashSet<String> fourPlankStock = new HashSet<>();
    HashMap<String, Integer> gemPlankStockNumber = new HashMap<>();
    Date date = new DateTime(DateUtils.addDays(new Date(), -30)).withHourOfDay(0).withMinuteOfHour(0).withSecondOfMinute(0).withMillisOfSecond(0).toDate();
    // 首板一进二胜率
    HashMap<String, BigDecimal> oneToTwo = new HashMap<>(64);
    // 二板二进三胜率
    HashMap<String, BigDecimal> twoToThree = new HashMap<>(64);
    // 三板三进四胜率
    HashMap<String, BigDecimal> threeToFour = new HashMap<>(64);
    // 四板四进五胜率
    HashMap<String, BigDecimal> fourToFive = new HashMap<>(64);
    // 五板五进六胜率
    HashMap<String, BigDecimal> fiveToSix = new HashMap<>(64);
    // 六板六进七胜率
    HashMap<String, BigDecimal> sixToSeven = new HashMap<>(64);
    List<DailyRecord> dailyRecords = dailyRecordMapper.selectList(new QueryWrapper<DailyRecord>().ge("date", date));
    Map<String, List<DailyRecord>> dateListMap = dailyRecords.stream().collect(Collectors.groupingBy(dailyRecord -> sdf.format(dailyRecord.getDate())));
    // 昨日首板
    HashMap<String, Double> yesterdayOne = new HashMap<>(64);
    // 昨日二板
    HashMap<String, Double> yesterdayTwo = new HashMap<>(64);
    // 昨日三板
    HashMap<String, Double> yesterdayThree = new HashMap<>(64);
    // 昨日四板
    HashMap<String, Double> yesterdayFour = new HashMap<>(64);
    // 昨日五板
    HashMap<String, Double> yesterdayFive = new HashMap<>(64);
    // 昨日六板
    HashMap<String, Double> yesterdaySix = new HashMap<>(64);
    do {
        List<DailyRecord> records = dateListMap.get(sdf.format(date));
        if (CollectionUtils.isNotEmpty(records)) {
            // 今日首板
            HashMap<String, Double> todayOne = new HashMap<>(64);
            // 今日二板
            HashMap<String, Double> todayTwo = new HashMap<>(32);
            // 今日三板
            HashMap<String, Double> todayThree = new HashMap<>(16);
            // 今日四板
            HashMap<String, Double> todayFour = new HashMap<>(16);
            // 今日五板
            HashMap<String, Double> todayFive = new HashMap<>(16);
            // 今日六板
            HashMap<String, Double> todaySix = new HashMap<>(16);
            // 今日七板
            HashMap<String, Double> todaySeven = new HashMap<>(16);
            for (DailyRecord dailyRecord : records) {
                double v = dailyRecord.getIncreaseRate().doubleValue();
                String name = dailyRecord.getName();
                String code = dailyRecord.getCode();
                if (code.contains("SZ30") && v > 19.4 && v < 21) {
                    gemPlankStockNumber.put(name, gemPlankStockNumber.getOrDefault(name, 0) + 1);
                }
                if ((!code.contains("SZ30") && v > 9.4 && v < 11) || (code.contains("SZ30") && v > 19.4 && v < 21)) {
                    if (yesterdaySix.containsKey(name)) {
                        // 昨日的六板，今天继续板，进阶7板
                        todaySeven.put(dailyRecord.getName(), v);
                    } else if (yesterdayFive.containsKey(name)) {
                        // 昨日的五板，今天继续板，进阶6板
                        todaySix.put(dailyRecord.getName(), v);
                    } else if (yesterdayFour.containsKey(name)) {
                        // 昨日的四板，今天继续板，进阶5板
                        todayFive.put(dailyRecord.getName(), v);
                    } else if (yesterdayThree.containsKey(name)) {
                        // 昨日的三板，今天继续板，进阶4板
                        todayFour.put(dailyRecord.getName(), v);
                    } else if (yesterdayTwo.containsKey(name)) {
                        // 昨日的二板，今天继续板，进阶3板
                        todayThree.put(dailyRecord.getName(), v);
                    } else if (yesterdayOne.containsKey(name)) {
                        // 昨日首板，今天继续板，进阶2板
                        todayTwo.put(dailyRecord.getName(), v);
                    } else if (!yesterdayOne.containsKey(name)) {
                        // 昨日没有板，今日首板
                        todayOne.put(dailyRecord.getName(), v);
                    }
                }
            }
            this.promotion(oneToTwo, todayTwo, yesterdayOne, date);
            this.promotion(twoToThree, todayThree, yesterdayTwo, date);
            this.promotion(threeToFour, todayFour, yesterdayThree, date);
            this.promotion(fourToFive, todayFive, yesterdayFour, date);
            this.promotion(fiveToSix, todaySix, yesterdayFive, date);
            this.promotion(sixToSeven, todaySeven, yesterdaySix, date);
            log.info("\n-------------------------------------------------------------------------------------------{}日-------------------------------------------------------------------------------------------" + "\n一板{}支:{}\n二板{}支:{}\n三板{}支:{}\n四板{}支:{}\n五板{}支:{}\n六板{}支:{}\n七板{}支:{}" + "\n--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------", sdf.format(date), todayOne.keySet().size(), new ArrayList<>(todayOne.keySet()), todayTwo.keySet().size(), new ArrayList<>(todayTwo.keySet()), todayThree.keySet().size(), new ArrayList<>(todayThree.keySet()), todayFour.keySet().size(), new ArrayList<>(todayFour.keySet()), todayFive.keySet().size(), new ArrayList<>(todayFive.keySet()), todaySix.keySet().size(), new ArrayList<>(todaySix.keySet()), todaySeven.keySet().size(), new ArrayList<>(todaySeven.keySet()));
            fourPlankStock.addAll(todayFour.keySet());
            yesterdayOne.clear();
            yesterdayOne.putAll(todayOne);
            yesterdayTwo.clear();
            yesterdayTwo.putAll(todayTwo);
            yesterdayThree.clear();
            yesterdayThree.putAll(todayThree);
            yesterdayFour.clear();
            yesterdayFour.putAll(todayFour);
            yesterdayFive.clear();
            yesterdayFive.putAll(todayFive);
            yesterdaySix.clear();
            yesterdaySix.putAll(todaySix);
        }
        date = DateUtils.addDays(date, 1);
    } while (date.getTime() < System.currentTimeMillis());
    List<String> gemPlankStockTwice = new ArrayList<>();
    for (Map.Entry<String, Integer> entry : gemPlankStockNumber.entrySet()) {
        if (entry.getValue() > 1) {
            gemPlankStockTwice.add(entry.getKey());
        }
    }
    log.info("最近一个月4连板+的股票:{}", fourPlankStock.toString().replace(" ", "").replace("[", "").replace("]", ""));
    log.info("最近一个月创业板涨停2次+的股票:{}", gemPlankStockTwice.toString().replace(" ", "").replace("[", "").replace("]", ""));
    log.info("一板>一进二平均胜率：{}", (double) Math.round(oneToTwo.values().stream().collect(Collectors.averagingDouble(BigDecimal::doubleValue)) * 100) / 100);
    log.info("二板>二进三平均胜率：{}", (double) Math.round(twoToThree.values().stream().collect(Collectors.averagingDouble(BigDecimal::doubleValue)) * 100) / 100);
    log.info("三板>三进四平均胜率：{}", (double) Math.round(threeToFour.values().stream().collect(Collectors.averagingDouble(BigDecimal::doubleValue)) * 100) / 100);
    log.info("四板>四进五平均胜率：{}", (double) Math.round(fourToFive.values().stream().collect(Collectors.averagingDouble(BigDecimal::doubleValue)) * 100) / 100);
    log.info("五板>五进六平均胜率：{}", (double) Math.round(fiveToSix.values().stream().collect(Collectors.averagingDouble(BigDecimal::doubleValue)) * 100) / 100);
    log.info("六板>六进七平均胜率：{}", (double) Math.round(sixToSeven.values().stream().collect(Collectors.averagingDouble(BigDecimal::doubleValue)) * 100) / 100);
}

Example 3 with DailyRecord

use of com.mistra.plank.pojo.entity.DailyRecord in project plank by MistraR.

the class Barbarossa method fundHoldingsImport.

public void fundHoldingsImport(FundHoldingsParam fundHoldingsParam, Date beginTime, Date endTime) {
    UploadDataListener<ForeignFundHoldingsTracking> uploadDataListener = new UploadDataListener<>(500);
    try {
        EasyExcel.read(fundHoldingsParam.getFile().getInputStream(), ForeignFundHoldingsTracking.class, uploadDataListener).sheet().headRowNumber(2).doRead();
    } catch (IOException e) {
        log.error("read excel file error,file name:{}", fundHoldingsParam.getFile().getName());
    }
    for (Map.Entry<Integer, ForeignFundHoldingsTracking> entry : uploadDataListener.getMap().entrySet()) {
        executorService.submit(() -> {
            ForeignFundHoldingsTracking fundHoldingsTracking = entry.getValue();
            try {
                Stock stock = stockMapper.selectOne(new QueryWrapper<Stock>().eq("name", fundHoldingsTracking.getName()));
                fundHoldingsTracking.setCode(stock.getCode());
                fundHoldingsTracking.setQuarter(fundHoldingsParam.getQuarter());
                List<DailyRecord> dailyRecordList = dailyRecordMapper.selectList(new QueryWrapper<DailyRecord>().eq("name", fundHoldingsTracking.getName()).ge("date", beginTime).le("date", endTime));
                if (CollectionUtils.isEmpty(dailyRecordList)) {
                    HashMap<String, String> stockMap = new HashMap<>();
                    stockMap.put(stock.getCode(), stock.getName());
                    dailyRecordProcessor.run(stockMap);
                    Thread.sleep(60 * 1000);
                    dailyRecordList = dailyRecordMapper.selectList(new QueryWrapper<DailyRecord>().eq("name", fundHoldingsTracking.getName()).ge("date", beginTime).le("date", endTime));
                }
                double average = dailyRecordList.stream().map(DailyRecord::getClosePrice).mapToInt(BigDecimal::intValue).average().orElse(0D);
                fundHoldingsTracking.setAveragePrice(new BigDecimal(average));
                fundHoldingsTracking.setShareholdingChangeAmount(average * fundHoldingsTracking.getShareholdingChangeCount());
                fundHoldingsTracking.setModifyTime(new Date());
                fundHoldingsTracking.setForeignTotalMarketDynamic(0L);
                fundHoldingsTracking.setForeignFundTotalMarketDynamic(0L);
                fundHoldingsTrackingMapper.insert(fundHoldingsTracking);
                log.warn("更新[ {} ]{}季报基金持仓数据完成！", stock.getName(), fundHoldingsParam.getQuarter());
            } catch (Exception e) {
                e.printStackTrace();
            }
        });
    }
}

Example 4 with DailyRecord

use of com.mistra.plank.pojo.entity.DailyRecord in project plank by MistraR.

the class Barbarossa method checkCanBuyStock.

/**
 * 检查可以买的票 首板或者2板 10日涨幅介于10-22% 计算前8天的振幅在15%以内
 *
 * @return List<String>
 */
private List<Stock> checkCanBuyStock(Date date) {
    List<DragonList> dragonLists = dragonListMapper.selectList(new QueryWrapper<DragonList>().ge("date", date).lt("date", DateUtils.addDays(date, 1)).ge("price", 5).le("price", 100).notLike("name", "%ST%").notLike("name", "%st%").notLike("name", "%A%").notLike("name", "%C%").notLike("name", "%N%").notLike("name", "%U%").notLike("name", "%W%").notLike("code", "%BJ%").notLike("code", "%688%"));
    if (CollectionUtils.isEmpty(dragonLists)) {
        return null;
    }
    List<DailyRecord> dailyRecords = new ArrayList<>();
    for (DragonList dragonList : dragonLists) {
        Page<DailyRecord> page = dailyRecordMapper.selectPage(new Page<>(1, 30), new QueryWrapper<DailyRecord>().eq("code", dragonList.getCode()).le("date", date).ge("date", DateUtils.addDays(date, -30)).orderByDesc("date"));
        if (page.getRecords().size() > 10) {
            dailyRecords.addAll(page.getRecords().subList(0, 10));
        }
    }
    Map<String, List<DailyRecord>> map = dailyRecords.stream().collect(Collectors.groupingBy(DailyRecord::getCode));
    List<String> stockCode = new ArrayList<>();
    for (Map.Entry<String, List<DailyRecord>> entry : map.entrySet()) {
        // 近8日涨幅
        BigDecimal eightRatio = entry.getValue().get(0).getClosePrice().divide(entry.getValue().get(8).getClosePrice(), 2, RoundingMode.HALF_UP);
        // 近3日涨幅
        BigDecimal threeRatio = entry.getValue().get(0).getClosePrice().divide(entry.getValue().get(3).getClosePrice(), 2, RoundingMode.HALF_UP);
        // 前3个交易日大跌的也排除
        if (eightRatio.doubleValue() <= 1.22 && eightRatio.doubleValue() >= 1.1 && threeRatio.doubleValue() < 1.22 && entry.getValue().get(0).getIncreaseRate().doubleValue() > 0.04 && entry.getValue().get(1).getIncreaseRate().doubleValue() > -0.04 && entry.getValue().get(2).getIncreaseRate().doubleValue() > -0.04) {
            stockCode.add(entry.getKey());
        }
    }
    dragonLists = dragonLists.stream().filter(dragonList -> stockCode.contains(dragonList.getCode())).collect(Collectors.toList());
    dragonLists = dragonLists.stream().sorted((a, b) -> b.getNetBuy().compareTo(a.getNetBuy())).collect(Collectors.toList());
    List<Stock> result = new ArrayList<>();
    for (DragonList dragonList : dragonLists) {
        result.add(stockMapper.selectOne(new QueryWrapper<Stock>().eq("code", dragonList.getCode())));
    }
    return result;
}

Example 5 with DailyRecord

use of com.mistra.plank.pojo.entity.DailyRecord in project plank by MistraR.

the class DailyRecordProcessor method run.

public void run(HashMap<String, String> map) {
    Integer count = dailyRecordMapper.selectCount(new QueryWrapper<DailyRecord>().ge("date", DateUtils.addDays(new Date(), -1)));
    if (count > 0) {
        log.info("今日已经更新过交易数据，一共:{}条！", count);
        return;
    }
    log.info("开始更新股票每日成交数据！");
    for (Map.Entry<String, String> entry : map.entrySet()) {
        executorService.submit(() -> {
            try {
                String url = plankConfig.getXueQiuStockDetailUrl().replace("{code}", entry.getKey()).replace("{time}", String.valueOf(System.currentTimeMillis())).replace("{recentDayNumber}", String.valueOf(plankConfig.getRecentDayNumber()));
                String body = HttpUtil.getHttpGetResponseString(url, plankConfig.getXueQiuCookie());
                JSONObject data = JSON.parseObject(body).getJSONObject("data");
                JSONArray list = data.getJSONArray("item");
                if (CollectionUtils.isNotEmpty(list)) {
                    JSONArray array;
                    for (Object o : list) {
                        array = (JSONArray) o;
                        DailyRecord dailyRecord = new DailyRecord();
                        dailyRecord.setDate(new Date(array.getLongValue(0)));
                        dailyRecord.setCode(entry.getKey());
                        dailyRecord.setName(entry.getValue());
                        dailyRecord.setOpenPrice(BigDecimal.valueOf(array.getDoubleValue(2)));
                        dailyRecord.setHighest(BigDecimal.valueOf(array.getDoubleValue(3)));
                        dailyRecord.setLowest(BigDecimal.valueOf(array.getDoubleValue(4)));
                        dailyRecord.setClosePrice(BigDecimal.valueOf(array.getDoubleValue(5)));
                        dailyRecord.setIncreaseRate(BigDecimal.valueOf(array.getDoubleValue(7)));
                        dailyRecord.setAmount(array.getLongValue(9) / 10000);
                        dailyRecordMapper.insert(dailyRecord);
                        log.info("更新[ {} ]近日成交数据完成！", entry.getValue());
                    }
                }
                Thread.sleep(3000);
            } catch (Exception e) {
            }
        });
    }
    while (executorService.getQueue().size() != 0) {
        try {
            Thread.sleep(60 * 1000);
        } catch (InterruptedException interruptedException) {
            interruptedException.printStackTrace();
        }
    }
    log.info("更新股票每日成交数据完成！");
}