/
checker.go
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/
checker.go
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// 对给定股票进行检测
package core
import (
"context"
"fmt"
"sort"
"strings"
"sync"
"time"
"github.com/axiaoxin-com/goutils"
"github.com/axiaoxin-com/investool/datacenter/eastmoney"
"github.com/axiaoxin-com/investool/models"
"github.com/axiaoxin-com/logging"
mapset "github.com/deckarep/golang-set"
)
// CheckerOptions 检测条件选项
type CheckerOptions struct {
// 最新一期 ROE 不低于该值
MinROE float64 `json:"min_roe" form:"checker_min_roe"`
// 连续增长年数
CheckYears int `json:"check_years" form:"checker_check_years"`
// ROE 高于该值时不做连续增长检查
NoCheckYearsROE float64 `json:"no_check_years_roe" form:"checker_no_check_years_roe"`
// 最大资产负债率百分比(%)
MaxDebtAssetRatio float64 `json:"max_debt_asset_ratio" form:"checker_max_debt_asset_ratio"`
// 最大历史波动率
MaxHV float64 `json:"max_hv" form:"checker_max_hv"`
// 最小市值(亿)
MinTotalMarketCap float64 `json:"min_total_market_cap" form:"checker_min_total_market_cap"`
// 银行股最小 ROA
BankMinROA float64 `json:"bank_min_roa" form:"checker_bank_min_roa"`
// 银行股最小资本充足率
BankMinZBCZL float64 `json:"bank_min_zbczl" form:"checker_bank_min_zbczl"`
// 银行股最大不良贷款率
BankMaxBLDKL float64 `json:"bank_max_bldkl" form:"checker_bank_max_bldkl"`
// 银行股最低不良贷款拨备覆盖率
BankMinBLDKBBFGL float64 `json:"bank_min_bldkbbfgl" form:"checker_bank_min_bldkbbfgl"`
// 是否检测毛利率稳定性
IsCheckMLLStability bool `json:"is_check_mll_stability" form:"checker_is_check_mll_stability"`
// 是否检测净利率稳定性
IsCheckJLLStability bool `json:"is_check_jll_stability" form:"checker_is_check_jll_stability"`
// 是否使用估算合理价进行检测,高于估算价将被过滤
IsCheckPriceByCalc bool `json:"is_check_price_by_calc" form:"checker_is_check_price_by_calc"`
// 最大 PEG
MaxPEG float64 `json:"max_peg" form:"checker_max_peg"`
// 最小本业营收比
MinBYYSRatio float64 `json:"min_byys_ratio" form:"checker_min_byys_ratio"`
// 最大本业营收比
MaxBYYSRatio float64 `json:"max_byys_ratio" form:"checker_max_byys_ratio"`
// 最小负债流动比
MinFZLDB float64 `json:"min_fzldb" form:"checker_min_fzldb"`
// 是否检测现金流量
IsCheckCashflow bool `json:"is_check_cashflow" form:"checker_is_check_cashflow"`
// 是否检测毛利率逐年递增
IsCheckMLLGrow bool `json:"is_check_mll_grow" form:"checker_is_check_mll_grow"`
// 是否检测净利率逐年递增
IsCheckJLLGrow bool `json:"is_check_jll_grow" form:"checker_is_check_jll_grow"`
// 是否检测EPS逐年递增
IsCheckEPSGrow bool `json:"is_check_eps_grow" form:"checker_is_check_eps_grow"`
// 是否检测营收逐年递增
IsCheckRevGrow bool `json:"is_check_rev_grow" form:"checker_is_check_rev_grow"`
// 是否检测净利润逐年递增
IsCheckNetprofitGrow bool `json:"is_check_netprofit_grow" form:"checker_is_check_netprofit_grow"`
// 最低股息率
MinGxl float64 `json:"min_gxl" form:"checker_min_gxl"`
}
// DefaultCheckerOptions 默认检测值
var DefaultCheckerOptions = CheckerOptions{
MinROE: 8.0,
CheckYears: 5,
NoCheckYearsROE: 20.0,
MaxDebtAssetRatio: 60.0,
MaxHV: 1.0,
MinTotalMarketCap: 100.0,
BankMinROA: 0.5,
BankMinZBCZL: 8.0,
BankMaxBLDKL: 3.0,
BankMinBLDKBBFGL: 100.0,
IsCheckJLLStability: false,
IsCheckMLLStability: false,
IsCheckPriceByCalc: true,
MaxPEG: 1.5,
MinBYYSRatio: 0.9,
MaxBYYSRatio: 1.1,
MinFZLDB: 1,
IsCheckCashflow: false,
IsCheckMLLGrow: false,
IsCheckJLLGrow: false,
IsCheckEPSGrow: true,
IsCheckRevGrow: true,
IsCheckNetprofitGrow: true,
MinGxl: 0.0,
}
// Checker 检测器实例
type Checker struct {
Options CheckerOptions
}
// NewChecker 创建检查器实例
func NewChecker(ctx context.Context, opts CheckerOptions) *Checker {
return &Checker{
Options: opts,
}
}
// CheckResult 检测结果
// key 为检测项,value为描述map {"ROE": {"desc": "高于8.0", "ok":"true"}}
type CheckResult map[string]map[string]string
// CheckFundamentals 检测股票基本面
// [[检测失败项, 原因], ...]
func (c Checker) CheckFundamentals(ctx context.Context, stock models.Stock) (result CheckResult, ok bool) {
if len(stock.HistoricalFinaMainData) == 0 {
return
}
ok = true
result = make(CheckResult)
// 最近一期的年报ROE 高于 n%
checkItemName := "净资产收益率(ROE)"
itemOK := true
// 最新一期的年报
lastYearReport := stock.HistoricalFinaMainData.GetReport(ctx, time.Now().Year()-1, eastmoney.FinaReportTypeYear)
// nil fix: 新的一年刚开始,这时上一年的年报还没有披露
if lastYearReport == nil {
lastYearReport = stock.HistoricalFinaMainData.GetReport(ctx, time.Now().Year()-2, eastmoney.FinaReportTypeYear)
}
// 最新一期的财报
curReport := stock.HistoricalFinaMainData.CurrentReport(ctx)
desc := fmt.Sprintf("%sROE:%.2f%%,同比增长:%.2f%%<br/>%sROE:%.2f%%,同比增长:%.2f%%",
lastYearReport.ReportDateName, lastYearReport.Roejq, lastYearReport.Roejqtz,
curReport.ReportDateName, curReport.Roejq, curReport.Roejqtz)
if lastYearReport.Roejq < c.Options.MinROE && curReport.Roejq < c.Options.MinROE {
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// ROE 均值小于 NoCheckYearsROE 时,至少 n 年内逐年递增
checkItemName = fmt.Sprintf("ROE逐年递增(均值>=%f除外)", c.Options.NoCheckYearsROE)
itemOK = true
roeList := stock.HistoricalFinaMainData.ValueList(
ctx,
eastmoney.ValueListTypeROE,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
)
desc = fmt.Sprintf("%d年内ROE(年报):<br/>%+v", c.Options.CheckYears, roeList)
roeavg, err := goutils.AvgFloat64(roeList)
if err != nil {
logging.Warn(ctx, "roe avg error:"+err.Error())
}
if roeavg < c.Options.NoCheckYearsROE {
// 年报的ROE递增
if !stock.HistoricalFinaMainData.IsIncreasingByYears(
ctx,
eastmoney.ValueListTypeROE,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
desc = fmt.Sprintf("ROE%d年内未逐年递增:<br/>%+v", c.Options.CheckYears, roeList)
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// EPS 至少 n 年内逐年递增且 > 0
checkItemName = "EPS逐年递增且 > 0"
itemOK = true
epsList := stock.HistoricalFinaMainData.ValueList(
ctx,
eastmoney.ValueListTypeEPS,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
)
desc = fmt.Sprintf(
"%sEPS:%f,同比增长:%.2f%%<br/>%d年内EPS:<br/>%+v",
curReport.ReportDateName,
curReport.Epsjb,
curReport.Epsjbtz,
c.Options.CheckYears,
epsList,
)
if c.Options.IsCheckEPSGrow && len(epsList) > 0 {
if epsList[len(epsList)-1] <= 0 ||
!stock.HistoricalFinaMainData.IsIncreasingByYears(
ctx,
eastmoney.ValueListTypeEPS,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 营业总收入至少 n 年内逐年递增且 > 0
revList := stock.HistoricalFinaMainData.ValueList(
ctx,
eastmoney.ValueListTypeRevenue,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
)
checkItemName = "营收逐年递增且>0"
itemOK = true
revs := []string{}
for _, rev := range revList {
revs = append(revs, goutils.YiWanString(rev))
}
desc = fmt.Sprintf(
"%s营收:%s,同比增长:%.2f%%<br/>%d年内营收:<br/>%s",
curReport.ReportDateName,
goutils.YiWanString(curReport.Totaloperatereve),
curReport.Totaloperaterevetz,
c.Options.CheckYears,
strings.Join(revs, "<br/>"),
)
if c.Options.IsCheckRevGrow && len(revList) > 0 {
if revList[len(revList)-1] <= 0 ||
!stock.HistoricalFinaMainData.IsIncreasingByYears(
ctx,
eastmoney.ValueListTypeRevenue,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 净利润至少 n 年内逐年递增
netprofitList := stock.HistoricalFinaMainData.ValueList(
ctx,
eastmoney.ValueListTypeNetProfit,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
)
checkItemName = "净利润逐年递增且>0"
itemOK = true
nps := []string{}
for _, np := range netprofitList {
nps = append(nps, goutils.YiWanString(np))
}
desc = fmt.Sprintf("%s净利润:%s,同比增长:%.2f%%<br/>%d年内净利润:<br/>%s",
curReport.ReportDateName,
goutils.YiWanString(curReport.Parentnetprofit),
curReport.Parentnetprofittz,
c.Options.CheckYears,
strings.Join(nps, "<br/>"))
if c.Options.IsCheckNetprofitGrow && len(netprofitList) > 0 {
if netprofitList[len(netprofitList)-1] <= 0 ||
!stock.HistoricalFinaMainData.IsIncreasingByYears(
ctx,
eastmoney.ValueListTypeNetProfit,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 整体质地
checkItemName = "整体质地"
itemOK = true
desc = stock.JZPG.GetValueTotalScore()
if !goutils.IsStrInSlice(stock.JZPG.GetValueTotalScore(), []string{"优秀", "良好"}) {
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 行业均值水平估值
checkItemName = "行业均值水平估值"
itemOK = true
desc = stock.JZPG.GetValuationScore()
if stock.JZPG.GetValuationScore() == "高于行业均值水平" {
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 市盈率、市净率、市现率、市销率全部估值较高
checkItemName = "四率估值"
itemOK = true
allHighValuation := true
valuationDesc := []string{}
for k, v := range stock.ValuationMap {
valuationDesc = append(valuationDesc, k+v)
}
for _, v := range stock.ValuationMap {
if v != "估值较高" {
allHighValuation = false
break
}
}
if allHighValuation {
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": strings.Join(valuationDesc, "<br/>"),
"ok": fmt.Sprint(itemOK),
}
// 股价低于合理价格
checkItemName = "合理股价"
itemOK = true
price := stock.GetPrice()
desc = fmt.Sprintf(
"最新股价:%f<br/>合理价:%.2f(%.2f%%)<br/>去年合理价:%.2f,去年实际价格:%.2f",
price,
stock.RightPrice,
stock.PriceSpace,
stock.LastYearRightPrice,
stock.HistoricalPrice.LastYearFinalPrice(),
)
if c.Options.IsCheckPriceByCalc {
if price > stock.RightPrice {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 负债率低于 MaxDebtRatio (可选条件),金融股不检测该项
checkItemName = "负债率"
itemOK = true
fzl := stock.HistoricalFinaMainData[0].Zcfzl
desc = fmt.Sprintf("负债率:%f", fzl)
if !goutils.IsStrInSlice(stock.GetOrgType(), []string{"银行", "保险"}) {
if c.Options.MaxDebtAssetRatio != 0 && len(stock.HistoricalFinaMainData) > 0 {
if fzl > c.Options.MaxDebtAssetRatio {
desc = fmt.Sprintf("负债率:%f<br/>高于:%f", fzl, c.Options.MaxDebtAssetRatio)
ok = false
itemOK = false
}
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 历史波动率 (可选条件)
checkItemName = "历史波动率"
itemOK = true
desc = fmt.Sprintf("历史波动率:%f", stock.HistoricalVolatility)
if c.Options.MaxHV != 0 {
if stock.HistoricalVolatility > c.Options.MaxHV {
desc = fmt.Sprintf("历史波动率:%f<br/>高于:%f", stock.HistoricalVolatility, c.Options.MaxHV)
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 市值
checkItemName = "市值"
itemOK = true
sz := goutils.YiWanString(stock.BaseInfo.TotalMarketCap)
desc = fmt.Sprintf("市值:%s", sz)
if stock.BaseInfo.TotalMarketCap < c.Options.MinTotalMarketCap*100000000 {
desc = fmt.Sprintf("市值:%s<br/>低于:%f亿", sz, c.Options.MinTotalMarketCap)
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 银行股特殊检测
if stock.GetOrgType() == "银行" {
fmd := stock.HistoricalFinaMainData[0]
checkItemName = "总资产收益率(ROA)"
itemOK = true
desc = fmt.Sprintf("最新ROA:%f", stock.BaseInfo.ROA)
if stock.BaseInfo.ROA < c.Options.BankMinROA {
desc = fmt.Sprintf("ROA:%f<br/>低于:%f", stock.BaseInfo.ROA, c.Options.BankMinROA)
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
checkItemName = "资本充足率"
itemOK = true
desc = fmt.Sprintf("资本充足率:%f", fmd.Newcapitalader)
if fmd.Newcapitalader < c.Options.BankMinZBCZL {
desc = fmt.Sprintf("资本充足率:%f<br/>低于:%f", fmd.Newcapitalader, c.Options.BankMinZBCZL)
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
checkItemName = "不良贷款率"
itemOK = true
desc = fmt.Sprintf("不良贷款率:%f", fmd.NonPerLoan)
if c.Options.BankMaxBLDKL != 0 {
if fmd.NonPerLoan > c.Options.BankMaxBLDKL {
desc = fmt.Sprintf("不良贷款率:%f<br/>高于:%f", fmd.NonPerLoan, c.Options.BankMaxBLDKL)
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
checkItemName = "不良贷款拨备覆盖率"
itemOK = true
desc = fmt.Sprintf("不良贷款拨备覆盖率:%f", fmd.Bldkbbl)
if fmd.Bldkbbl < c.Options.BankMinBLDKBBFGL {
desc = fmt.Sprintf("不良贷款拨备覆盖率:%f<br/>低于:%f", fmd.Bldkbbl, c.Options.BankMinBLDKBBFGL)
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
}
// 毛利率稳定性 (只检测非金融股)
mllList := stock.HistoricalFinaMainData.ValueList(
ctx,
eastmoney.ValueListTypeMLL,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
)
if c.Options.IsCheckMLLStability && !goutils.IsStrInSlice(stock.GetOrgType(), []string{"银行", "保险"}) {
checkItemName = "毛利率稳定性"
itemOK = true
desc = fmt.Sprintf("%d年内毛利率:<br/>%v", c.Options.CheckYears, mllList)
if !stock.HistoricalFinaMainData.IsStability(
ctx,
eastmoney.ValueListTypeMLL,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
desc = fmt.Sprintf("%d年内稳定性较差:<br/>%v", c.Options.CheckYears, mllList)
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
}
// 毛利率逐年递增 (只检测非金融股)
if c.Options.IsCheckMLLGrow && !goutils.IsStrInSlice(stock.GetOrgType(), []string{"银行", "保险"}) && len(mllList) > 0 {
checkItemName = "毛利率逐年递增且>0"
itemOK = true
desc = fmt.Sprintf("%d年内毛利率:<br/>%v", c.Options.CheckYears, mllList)
if revList[len(mllList)-1] <= 0 ||
!stock.HistoricalFinaMainData.IsIncreasingByYears(
ctx,
eastmoney.ValueListTypeMLL,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
}
// 净利率稳定性
jllList := stock.HistoricalFinaMainData.ValueList(
ctx,
eastmoney.ValueListTypeJLL,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
)
checkItemName = "净利率稳定性"
itemOK = true
desc = fmt.Sprintf("%d年内净利率:<br/>%v", c.Options.CheckYears, jllList)
if c.Options.IsCheckJLLStability {
if !stock.HistoricalFinaMainData.IsStability(
ctx,
eastmoney.ValueListTypeJLL,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
desc = fmt.Sprintf("%d年内稳定性较差:<br/>%v", c.Options.CheckYears, jllList)
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 净利率逐年递增
checkItemName = "净利率逐年递增且>0"
itemOK = true
desc = fmt.Sprintf("%d年内净利率:<br/>%v", c.Options.CheckYears, jllList)
if c.Options.IsCheckJLLGrow && len(jllList) > 0 {
if revList[len(jllList)-1] <= 0 ||
!stock.HistoricalFinaMainData.IsIncreasingByYears(
ctx,
eastmoney.ValueListTypeJLL,
c.Options.CheckYears,
eastmoney.FinaReportTypeYear,
) {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// PEG
checkItemName = "PEG"
itemOK = true
desc = fmt.Sprintf("PEG:%v", stock.PEG)
if c.Options.MaxPEG != 0 {
if stock.PEG > c.Options.MaxPEG {
desc = fmt.Sprintf("PEG:%v<br/>高于:%v", stock.PEG, c.Options.MaxPEG)
ok = false
itemOK = false
} else if stock.PEG < 0 {
desc = fmt.Sprintf("PEG:%v<br/>低于:0", stock.PEG)
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 本业营收比
checkItemName = "本业营收比"
itemOK = true
desc = fmt.Sprintf("当前本业营收比:%v", stock.BYYSRatio)
if c.Options.MinBYYSRatio != 0 && c.Options.MaxBYYSRatio != 0 {
if stock.BYYSRatio > c.Options.MaxBYYSRatio || stock.BYYSRatio < c.Options.MinBYYSRatio {
desc = fmt.Sprintf("当前本业营收比:%v<br/>超出范围:%v-%v", stock.BYYSRatio, c.Options.MinBYYSRatio, c.Options.MaxBYYSRatio)
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 审计意见
checkItemName = "财报审计意见"
itemOK = true
desc = stock.FinaReportOpinion
if stock.FinaReportOpinion != "" {
if stock.FinaReportOpinion != "标准无保留意见" {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 配发股利股息
checkItemName = "配发股利股息"
itemOK = true
desc = fmt.Sprintf("最新股息率: %f", stock.BaseInfo.Zxgxl)
if stock.BaseInfo.Zxgxl < c.Options.MinGxl {
desc = fmt.Sprintf("最新股息率: %f < %f", stock.BaseInfo.Zxgxl, c.Options.MinGxl)
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 负债流动比检测
checkItemName = "负债流动比"
itemOK = true
fzldb := stock.HistoricalFinaMainData[0].Ld
desc = fmt.Sprintf("最新负债流动比: %f", fzldb)
if fzldb < c.Options.MinFZLDB {
ok = false
itemOK = false
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
// 现金流检测
checkItemName = "现金流量"
itemOK = true
if len(stock.HistoricalCashflowList) > 0 {
desc = fmt.Sprintf(
`经营活动产生的现金流量净额(>0):%s<br/>投资活动产生的现金流量净额(<0):%s<br/>筹资活动产生的现金流量净额:%s<br/>自由现金流量(>0):%s`,
goutils.YiWanString(stock.NetcashOperate),
goutils.YiWanString(stock.NetcashInvest),
goutils.YiWanString(stock.NetcashFinance),
goutils.YiWanString(stock.NetcashFree),
)
if c.Options.IsCheckCashflow {
if stock.NetcashOperate < 0 {
ok = false
itemOK = false
}
if stock.NetcashInvest > 0 {
ok = false
itemOK = false
}
if stock.NetcashFree < 0 {
ok = false
itemOK = false
}
}
result[checkItemName] = map[string]string{
"desc": desc,
"ok": fmt.Sprint(itemOK),
}
}
return
}
// FundStocksCheckResult 股票持仓检测结果
type FundStocksCheckResult struct {
Names []string `json:"names"`
CheckResults []CheckResult `json:"check_results"`
FinaReportNames []string `json:"fina_report_names"`
FinaAppointPublishDates []string `json:"fina_appoint_publish_dates"`
}
// CheckFundStocks 检测基金持仓股票
// 返回结果 {"stockname": {"ROE": "xx", "EPS": ""}}
func (c Checker) CheckFundStocks(ctx context.Context, fund *models.Fund) (results FundStocksCheckResult, err error) {
var wg sync.WaitGroup
wg.Add(len(fund.Stocks))
codes := []string{}
for _, s := range fund.Stocks {
codes = append(codes, s.Code)
}
searcher := NewSearcher(ctx)
stocks, err := searcher.SearchStocks(ctx, codes)
if err != nil {
return
}
for _, stock := range stocks {
result, _ := c.CheckFundamentals(ctx, stock)
name := fmt.Sprintf("%s-%s", stock.BaseInfo.SecurityNameAbbr, stock.BaseInfo.Secucode)
results.Names = append(results.Names, name)
results.CheckResults = append(results.CheckResults, result)
finaReportName := ""
if len(stock.HistoricalFinaMainData) > 0 {
finaReportName = stock.HistoricalFinaMainData[0].ReportDateName
}
results.FinaReportNames = append(results.FinaReportNames, finaReportName)
results.FinaAppointPublishDates = append(
results.FinaAppointPublishDates,
strings.Split(stock.FinaAppointPublishDate, " ")[0],
)
}
return
}
//FundStocksSimilarity 基金持仓相似度
type FundStocksSimilarity struct {
Fund *models.Fund `json:"fund"`
// 1:完全相同 0:完全不同
SimilarityValue float64 `json:"similarity_value"`
SameStocks []string `json:"same_stocks"`
}
// GetFundStocksSimilarity 返回基金持仓相似度
func (c Checker) GetFundStocksSimilarity(ctx context.Context, codes []string) ([]FundStocksSimilarity, error) {
s := NewSearcher(ctx)
funds, err := s.SearchFunds(ctx, codes)
if err != nil {
return nil, err
}
sims := []FundStocksSimilarity{}
for codeA, fund := range funds {
setA := mapset.NewSet()
for _, stock := range fund.Stocks {
setA.Add(stock.Name)
}
setB := mapset.NewSet()
for codeB, fund := range funds {
if codeA == codeB {
continue
}
for _, stock := range fund.Stocks {
setB.Add(stock.Name)
}
}
AiB := setA.Intersect(setB)
AuB := setA.Union(setB)
value := float64(AiB.Cardinality()) / float64(AuB.Cardinality())
sameStocks := []string{}
for i := range AiB.Iterator().C {
sameStocks = append(sameStocks, i.(string))
}
sim := FundStocksSimilarity{
Fund: fund,
SimilarityValue: value,
SameStocks: sameStocks,
}
sims = append(sims, sim)
}
sort.Slice(sims, func(i, j int) bool {
return sims[i].SimilarityValue > sims[j].SimilarityValue
})
return sims, nil
}