factors

type AdjustmentExecutor interface {
	Apply(factor func(p float64) float64)
	GetDate() string
}

type BaseData interface {
	// Clone 克隆一个BaseData, 是所有写操作的基础
	Clone(featureDate, code string) BaseData
	// Update 更新数据
	Update(featureDate, code string) error
	// Repair 回补数据
	Repair(featureDate, code string) error
	// Increase 增量计算, 用快照增量计算特征
	Increase(snapshot quotes.Snapshot) error
}

type Box struct {
	cache.DataSummary `dataframe:"-"`
	Code              string  `name:"证券代码" dataframe:"证券代码"`                 // 证券代码
	Date              string  `name:"数据日期" dataframe:"数据日期"`                 // 数据日期
	DoubletPeriod     int     `name:"倍量周期" dataframe:"倍量周期"`                 // 倍量周期
	DoubleHigh        float64 `name:"倍量最高" dataframe:"倍量最高"`                 // 倍量最高
	DoubleLow         float64 `name:"倍量最低" dataframe:"倍量最低"`                 // 倍量最低
	Buy               bool    `name:"买入信号" dataframe:"买入信号"`                 // 买入信号
	HalfPeriod        int     `name:"半量周期" dataframe:"半量周期"`                 // 半量周期
	HalfHigh          float64 `name:"半量最高" dataframe:"半量最高"`                 // 半量最高
	HalfLow           float64 `name:"半量最低" dataframe:"半量最低"`                 // 半量最低
	Sell              bool    `name:"卖出信号" dataframe:"卖出信号"`                 // 卖出信号
	TendencyPeriod    int     `name:"趋势周期" dataframe:"趋势周期"`                 // 趋势周期
	QSFZ              bool    `name:"QSFZ" dataframe:"QSFZ"`                 // QSFZ
	QSCP              float64 `name:"QSCP" dataframe:"QSCP"`                 // QSFZ: QSCP
	QSCV              float64 `name:"QSCV" dataframe:"QSCV"`                 // QSFZ: QSCV
	QSVP              float64 `name:"QSVP" dataframe:"QSVP"`                 // QSFZ: QSVP
	QSVP3             float64 `name:"QSVP3" dataframe:"QSVP3"`               // QSFZ: QSVP3
	QSVP5             float64 `name:"QSVP5" dataframe:"QSVP5"`               // QSFZ: QSVP5
	DkCol             float64 `name:"DkCol" dataframe:"DkCol"`               // dkqs: 能量柱
	DkD               float64 `name:"dkd" dataframe:"dkd"`                   // dkqs: 多头力量
	DkK               float64 `name:"dkk" dataframe:"dkk"`                   // dkqs: 空头力量
	DkB               bool    `name:"dkb" dataframe:"dkb"`                   // dkqs: buy
	DkS               bool    `name:"dks" dataframe:"dks"`                   // dkqs: sell
	DxDivergence      float64 `name:"dxdivergence" dataframe:"dxdivergence"` // madx: 综合发散度评估值
	DxDm0             float64 `name:"dxdm0" dataframe:"dxdm0"`               // madx: 超短线均线发散度
	DxDm1             float64 `name:"dxdm1" dataframe:"dxdm1"`               // madx: 短线均线发散度
	DxDm2             float64 `name:"dxdm2" dataframe:"dxdm2"`               // madx: 中线均线发散度
	DxB               bool    `name:"dxb" dataframe:"dxb"`                   // madx: 买入
	DxBN              int     `name:"dxbn" dataframe:"dxbn"`                 // madx: 连续DxB信号周期数
	SarPos            int     `name:"sarPos" dataframe:"sarPos"`             // 坐标位置
	SarBull           bool    `name:"sarBull" dataframe:"sarBull"`           // 当前多空
	SarAf             float64 `name:"sarAf" dataframe:"sarAf"`               // 加速因子(Acceleration Factor)
	SarEp             float64 `name:"sarEp" dataframe:"sarEp"`               // 极值点(Extreme Point)
	SarSar            float64 `name:"sarSar" dataframe:"sarSar"`             // SAR[Pos]
	SarHigh           float64 `name:"sarHigh" dataframe:"sarHigh"`           // pos周期最高价
	SarLow            float64 `name:"sarLow" dataframe:"sarLow"`             // pos周期最低价
	SarPeriod         int     `name:"sarPeriod" dataframe:"sarPeriod"`       // 周期数, 上涨趋势, 周期数大于0, 下跌趋势, 周期数小于0, 绝对值就是已过多少天
	UpdateTime        string  `name:"更新时间" dataframe:"update_time"`          // 更新时间
	State             uint64  `name:"样本状态" dataframe:"样本状态"`                 // 样本状态
}

type Cache1D[T Feature] struct {
	Date string // 日期
	// contains filtered or unexported fields
}

type DataChip struct {
	Manifest
}

type DataKLine struct {
	cache.DataSummary
	Date string
	Code string
}

type DataMinutes struct {
	Manifest
}

type DataPreviewReport struct {
	Manifest
}

type DataQuarterlyReport struct {
	cache.DataSummary
	Date string
	Code string
	// contains filtered or unexported fields
}

type DataSet interface {
	cache.Manifest
	// Clone 克隆一个DataSet, 是所有写操作的基础
	Clone(featureDate, securityCode string) DataSet
	// Update 更新数据
	Update(featureDate string) error
	// Repair 回补数据
	Repair(featureDate string) error
	// Increase 增量计算, 用快照增量计算特征
	Increase(snapshot quotes.Snapshot) error
}

type DataWideKLine struct {
	Manifest
}

type DataXdxr struct {
	cache.DataSummary
	Date string
	Code string
}

type DuoKongQuShi struct {
	Col float64 // 多空能量
	K0  float64
	K   float64
	D   float64
	B   bool
	S   bool
}

type F10 struct {
	cache.DataSummary    `dataframe:"-"`
	Date                 string  `name:"日期" dataframe:"Date"`                      // 日期
	Code                 string  `name:"代码" dataframe:"Code"`                      // 证券代码
	SecurityName         string  `name:"名称" dataframe:"Name"`                      // 证券名称
	SubNew               bool    `name:"次新股" dataframe:"SubNew"`                   // 是否次新股
	MarginTradingTarget  bool    `name:"两融" dataframe:"MarginTradingTarget"`       // 是否两融标的
	VolUnit              int     `name:"每手" dataframe:"VolUnit"`                   // 每手单位
	DecimalPoint         int     `name:"小数点" dataframe:"DecimalPoint"`             // 小数点
	IpoDate              string  `name:"上市日期" dataframe:"IpoDate"`                 // 上市日期
	UpdateDate           string  `name:"更新日期" dataframe:"UpdateDate"`              // 更新日期
	TotalCapital         float64 `name:"总股本" dataframe:"TotalCapital"`             // 总股本
	Capital              float64 `name:"流通股本" dataframe:"Capital"`                 // 流通股本
	FreeCapital          float64 `name:"自由流通股本" dataframe:"FreeCapital"`           // 自由流通股本
	Top10Capital         float64 `name:"前十大流通股东总股本" dataframe:"Top10Capital"`      // 前十大流通股东股本
	Top10Change          float64 `name:"前十大流通股东总股本变化" dataframe:"Top10Change"`     //前十大流通股东股本变化
	ChangeCapital        float64 `name:"前十大流通股东持仓变化" dataframe:"ChangeCapital"`    // 前十大流通股东持仓变化
	IncreaseRatio        float64 `name:"当期增持比例" dataframe:"IncreaseRatio"`         // 当期增持比例
	ReductionRatio       float64 `name:"当期减持比例" dataframe:"ReductionRatio"`        // 当期减持比例
	QuarterlyYearQuarter string  `name:"季报期" dataframe:"quarterly_year_quarter"`   // 当前市场处于哪个季报期, 用于比较个股的季报数据是否存在拖延的情况
	QDate                string  `name:"新报告期" dataframe:"qdate"`                   // 最新报告期
	AnnualReportDate     string  `name:"年报披露日期" dataframe:"annual_report_date"`    // 年报披露日期
	QuarterlyReportDate  string  `name:"季报披露日期" dataframe:"quarterly_report_date"` // 最新季报披露日期
	TotalOperateIncome   float64 `name:"营业总收入" dataframe:"TotalOperateIncome"`     // 当期营业总收入
	BPS                  float64 `name:"每股净资产" dataframe:"BPS"`                    // 每股净资产
	BasicEPS             float64 `name:"每股收益" dataframe:"BasicEPS"`                // 每股收益
	DeductBasicEPS       float64 `name:"每股收益(扣除)" dataframe:"DeductBasicEPS"`      // 每股收益(扣除)
	SafetyScore          int     `name:"安全分" dataframe:"SafetyScore"`              // 通达信安全分
	Increases            int     `name:"增持" dataframe:"Increases"`                 // 公告-增持
	Reduces              int     `name:"减持" dataframe:"Reduces"`                   // 公告-减持
	Risk                 int     `name:"风险数" dataframe:"Risk"`                     // 公告-风险数
	RiskKeywords         string  `name:"风险关键词" dataframe:"RiskKeywords"`           // 公告-风险关键词
	UpdateTime           string  `name:"更新时间" dataframe:"update_time"`             // 更新时间
	State                uint64  `name:"样本状态" dataframe:"样本状态"`
}

type Feature interface {
	cache.Manifest
	cache.Future
	// Factory 工厂
	Factory(date string, code string) Feature
	Trait
}

type FeatureRotationAdapter interface {
	// Kind 获取缓存类型
	Kind() cache.Kind
	// Name 名称
	Name() string
	// Element 获取指定日期的特征
	Element(securityCode string, date ...string) Feature
	// Checkout 加载指定日期的缓存
	Checkout(date ...string)
	// Merge 合并数据
	Merge(p *treemap.Map)
	// Factory 工厂
	Factory(date, securityCode string) Feature
}

type History struct {
	cache.DataSummary `dataframe:"-"`
	Date              string  `name:"日期" dataframe:"date"`             // 日期, 数据落地的日期
	Code              string  `name:"代码" dataframe:"code"`             // 代码
	MA2               float64 `name:"2日均价" dataframe:"ma2"`            // 2日均价
	MA3               float64 `name:"3日均价" dataframe:"ma3"`            // 3日均价
	MV3               float64 `name:"3日均量" dataframe:"mv3"`            // 3日均量
	MA4               float64 `name:"4日均价" dataframe:"ma4"`            // 4日均价
	MA5               float64 `name:"5日均价" dataframe:"ma5"`            // 5日均价
	MV5               float64 `name:"5日均量" dataframe:"mv5"`            // 5日均量
	MA9               float64 `name:"9日均价" dataframe:"ma9"`            // 9日均价
	MV9               float64 `name:"9日均量" dataframe:"mv9"`            // 9日均量
	MA10              float64 `name:"10日均价" dataframe:"ma10"`          // 10日均价
	MV10              float64 `name:"10日均量" dataframe:"mv10"`          // 10日均量
	MA19              float64 `name:"19日均价" dataframe:"ma19"`          // 19日均价
	MV19              float64 `name:"19日均量" dataframe:"mv19"`          // 19日均量
	MA20              float64 `name:"20日均价" dataframe:"ma20"`          // 20日均价
	MV20              float64 `name:"20日均量" dataframe:"mv20"`          // 20日均量
	OPEN              float64 `name:"开盘" dataframe:"open"`             // 昨日开盘
	CLOSE             float64 `name:"收盘" dataframe:"close"`            // 昨日收盘
	HIGH              float64 `name:"最高" dataframe:"high"`             // 昨日最高
	LOW               float64 `name:"最低" dataframe:"low"`              // 昨日最低
	VOL               float64 `name:"成交量" dataframe:"vol"`             // 昨日成交量
	AMOUNT            float64 `name:"成交额" dataframe:"amount"`          // 昨日成交额
	AveragePrice      float64 `name:"均价" dataframe:"average_price"`    // 昨日均价
	LastClose         float64 `name:"昨日收盘" dataframe:"last_close"`     // 前日收盘
	BullN             int     `name:"多头排列周期" dataframe:"bull_n"`       // 多头周期数
	UpwardN           int     `name:"向上跳空周期数" dataframe:"upward_n"`    // 向上跳空缺口到现在的周期数
	NewHighN          int     `name:"新高次数" dataframe:"new_high_n"`     // 新高次数
	NewNoLowN         int     `name:"低点提高次数" dataframe:"new_no_low_n"` // 低点走高次数
	NewLowN           int     `name:"新低次数" dataframe:"new_low_n"`      // 新低次数
	OpenVolume        int     `name:"开盘量" dataframe:"open_volume"`     // 开盘量
	UpdateTime        string  `name:"更新时间" dataframe:"update_time"`    // 更新时间
	State             uint64  `name:"样本状态" dataframe:"样本状态"`
}

type HousNo1 struct {
	cache.DataSummary `dataframe:"-"`
	MA5               float64 `dataframe:"ma5"`
	MA10              float64 `dataframe:"ma10"`
	MA20              float64 `dataframe:"ma20"`
}

type InvestmentSentimentMaster struct {
	cache.DataSummary `dataframe:"-"`
	Date              string  `name:"日期" dataframe:"日期"`     // 数据日期
	Code              string  `name:"证券代码" dataframe:"证券代码"` // 证券代码
	PN                int     `name:"观察周期" dataframe:"pn"`
	ZDF               float64 `name:"涨跌幅" dataframe:"zdf"`
	R1CLOSE           float64 `name:"昨收盘" dataframe:"r1Close"`
	ZTJ               float64 `name:"涨停价" dataframe:"ztj"`
	CZT               bool    `name:"涨停" dataframe:"czt"`
	BN                int     `name:"板数" dataframe:"bn"`
	FZT               int     `name:"距离首次涨停" dataframe:"fzt"`
	TN                int     `name:"天数" dataframe:"tn"`
	TIAN              int     `name:"天" dataframe:"tian"`
	BAN               int     `name:"板" dataframe:"ban"`
	ZHANG             int     `name:"涨" dataframe:"zhang"`
	PING              int     `name:"平" dataframe:"ping"`
	DIE               int     `name:"跌" dataframe:"die"`
	OH                float64 `name:"周期内最高价" dataframe:"oh"`
	COH               bool    `name:"是否周期内最高价" dataframe:"coh"`
	OHN               int     `name:"最高价周期" dataframe:"ohn"`
	OL                float64 `name:"周期内最低价" dataframe:"ol"`
	COL               bool    `name:"是否周期内最低价" dataframe:"col"`
	OLN               int     `name:"最低价周期" dataframe:"oln"`
	OHV               float64 `name:"最高价量" dataframe:"ohv"`
	OHBL              float64 `name:"最高价量比" dataframe:"ohbl"`
	OLV               float64 `name:"最低价量" dataframe:"olv"`
	OLBL              float64 `name:"最低价量比" dataframe:"olbl"`
	UpdateTime        string  `name:"更新时间" dataframe:"update_time"` // 更新时间
	State             uint64  `name:"样本状态" dataframe:"样本状态"`        // 样本状态
}

type JuXianDongXiang struct {
	Dm0       float64 // 3日线差
	Dm1       float64 // 5日线差
	Dm2       float64 // 10日线差
	Diverging float64 // 均线发散度
	B         bool    // 买入信号
	BN        int     // 连续B信号周期数
}

type KLineBox struct {
	Code           string  // 证券代码
	Date           string  // 数据日期
	DoubletPeriod  int     // box: 倍量周期
	DoubleHigh     float64 // box: 倍量最高
	DoubleLow      float64 // box: 倍量最低
	Buy            bool    // box: 买入
	HalfPeriod     int     // box: 半量周期
	HalfHigh       float64 // box: 半量最高
	HalfLow        float64 // box: 半量最低
	Sell           bool    // box: 卖出
	TendencyPeriod int     // box: 趋势周期
	QSFZ           bool    // qsfz: 信号
	QSCP           float64 // qsfz: cp
	QSCV           float64 // qsfz: cv
	QSVP           float64 // qsfz: vp
	QSVP3          float64 // qsfz: vp3
	QSVP5          float64 // qsfz: vp5
	DkCol          float64 // dkqs: 能量柱, 通达信分时指标DkCol
	DkD            float64 // dkqs: 多头力量
	DkK            float64 // dkqs: 空头力量
	DkB            bool    // dkqs: 买入
	DkS            bool    // dkqs: 卖出
	DxDivergence   float64 // madx: 综合发散度评估值
	DxDm0          float64 // madx: 均线发散度-超短线
	DxDm1          float64 // madx: 均线发散度-短线
	DxDm2          float64 // madx: 均线发散度-中线
	DxB            bool    // madx: 买入
	DxBN           int     // madx: 连续DxB信号周期数
	SarPos         int     // 坐标位置
	SarBull        bool    // 当前多空
	SarAf          float64 // 加速因子(Acceleration Factor)
	SarEp          float64 // 极值点(Extreme Point)
	SarSar         float64 // SAR[Pos]
	SarHigh        float64 // pos周期最高价
	SarLow         float64 // pos周期最低价
	SarPeriod      int     // 周期数, 上涨趋势, 周期数大于0, 下跌趋势, 周期数小于0, 绝对值就是已过多少天
}

type KLineMinute struct {
	cache.DataSummary
	Date string
	Code string
}

type Manifest struct {
	cache.DataSummary
	Date string
	Code string
}

type MergedOption struct {
	ContractID      string
	Strike          float64
	Type            string
	Price           float64
	ExpireDate      time.Time
	TDays           int
	TYears          float64
	ImplcVolatility float64
	Delta           float64
}

type Misc struct {
	cache.DataSummary     `dataframe:"-"`
	Date                  string  `name:"日期" dataframe:"日期"`                // 数据日期
	Code                  string  `name:"证券代码" dataframe:"证券代码"`            // 证券代码
	Shape                 uint64  `name:"K线形态" dataframe:"K线形态"`            // K线形态
	MV3                   float64 `name:"前3日分钟均量" dataframe:"前3日分钟均量"`      // 前3日分钟均量
	MA3                   float64 `name:"3日均线" dataframe:"3日均线"`            // 3日均价
	MV5                   float64 `name:"前5日分钟均量" dataframe:"前5日分钟均量"`      // 前5日每分钟均量, 量比(QuantityRelativeRatio)需要
	MA5                   float64 `name:"5日均线" dataframe:"5日均线"`            // 5日均价
	MA10                  float64 `name:"10日均线" dataframe:"10日均线"`          // 10日均价
	MA20                  float64 `name:"20日均线" dataframe:"20日均线"`          // 生命线(MA20)/20日线
	FundFlow              float64 `name:"资金流向" dataframe:"资金流向"`            // 资金流向, 暂时无用
	RZYEZB                float64 `name:"融资余额占流通市值比(%)" dataframe:"RZYEZB"` // 融资余额占流通市值比
	VolumeRatio           float64 `name:"成交量比" dataframe:"成交量比"`            // 成交量放大比例, 相邻的两个交易日进行比对
	TurnoverRate          float64 `name:"换手率" dataframe:"换手率"`              // 换手率
	AmplitudeRatio        float64 `name:"振幅" dataframe:"振幅"`                // 振幅
	BidOpen               float64 `name:"竞价开盘" dataframe:"竞价开盘"`            // 竞价开盘价
	BidClose              float64 `name:"竞价结束" dataframe:"竞价结束"`            // 竞价结束
	BidHigh               float64 `name:"竞价最高" dataframe:"竞价最高"`            // 竞价最高
	BidLow                float64 `name:"竞价最低" dataframe:"竞价最低"`            // 竞价最低
	BidMatched            float64 `name:"竞价匹配量" dataframe:"竞价匹配量"`          // 竞价匹配量
	BidUnmatched          float64 `name:"竞价未匹配" dataframe:"竞价未匹配"`          // 竞价未匹配量
	BidDirection          int     `name:"竞价方向" dataframe:"竞价方向"`            // 竞价方向
	OpenBiddingDirection  int     `name:"开盘竞价" dataframe:"开盘竞价"`            // 竞价方向, 交易当日集合竞价开盘时更新
	OpenVolumeDirection   int     `name:"开盘竞量" dataframe:"开盘竞量"`            // 委托量差, 交易当日集合竞价开盘时更新
	CloseBiddingDirection int     `name:"收盘竞价" dataframe:"收盘竞价"`            // 竞价方向, 交易当日集合竞价收盘时更新
	CloseVolumeDirection  int     `name:"收盘竞量" dataframe:"收盘竞量"`            // 委托量差, 交易当日集合竞价收盘时更新
	OpenVolume            int64   `name:"开盘量" dataframe:"开盘量"`              // 开盘量
	OpenTurnZ             float64 `name:"开盘换手z" dataframe:"开盘换手z"`          // 开盘换手z
	CloseVolume           int64   `name:"收盘量" dataframe:"收盘量"`              // TODO:快照数据实际上有好几条, 应该用当日成交记录修订
	CloseTurnZ            float64 `name:"收盘换手z" dataframe:"收盘换手z"`          // 收盘换手z
	LastSentiment         float64 `name:"昨日情绪" dataframe:"昨日情绪"`            // 昨日情绪
	LastConsistent        int     `name:"昨日情绪一致" dataframe:"昨日情绪一致"`        // 昨日情绪一致
	OpenSentiment         float64 `name:"开盘情绪值" dataframe:"开盘情绪值"`          // 开盘情绪值, 个股没有
	OpenConsistent        int     `name:"开盘情绪一致" dataframe:"开盘情绪一致"`        // 开盘情绪一致, 个股没有
	CloseSentiment        float64 `name:"收盘情绪值" dataframe:"收盘情绪值"`          // 收盘情绪值
	CloseConsistent       int     `name:"收盘情绪一致" dataframe:"收盘情绪一致"`        // 收盘情绪一致
	AveragePrice          float64 `name:"均价线" dataframe:"均价线"`              // 均价线
	Volume                int64   `name:"成交量" dataframe:"成交量"`              // 成交量
	InnerVolume           int64   `name:"内盘" dataframe:"内盘"`                // 内盘
	OuterVolume           int64   `name:"外盘" dataframe:"外盘"`                // 外盘
	InnerAmount           float64 `name:"卖出金额" dataframe:"inner_amount"`    // 卖出金额合计
	OuterAmount           float64 `name:"买入金额" dataframe:"outer_amount"`    // 买入金额合计
	Change5               float64 `name:"5日涨幅" dataframe:"5日涨幅"`            // 5日涨幅
	Change10              float64 `name:"10日涨幅" dataframe:"10日涨幅"`          // 10日涨幅
	InitialPrice          float64 `name:"启动价格" dataframe:"启动价格"`            // 短线底部(Short-Term Bottom),股价最近一次上穿5日均线
	ShortIntensity        float64 `name:"短线强度" dataframe:"短线强度"`            // 短线强度,Strength
	ShortIntensityDiff    float64 `name:"短线强度增幅" dataframe:"短线强度增幅"`        // 短线强度
	MediumIntensity       float64 `name:"中线强度" dataframe:"中线强度"`            // 中线强度
	MediumIntensityDiff   float64 `name:"中线强度增幅" dataframe:"中线强度增幅"`        // 中线强度
	Vix                   float64 `name:"波动率" dataframe:"波动率"`              // 波动率
	BullPower             float64 `name:"多方强度" dataframe:"多方强度"`            // 多方强度
	BearPower             float64 `name:"空方强度" dataframe:"空方强度"`            // 空方强度
	PowerTrendReversal    int     `name:"多空反转" dataframe:"多空反转"`            // 多空反转
	PowerTrendPeriod      int     `name:"多空趋势周期" dataframe:"多空趋势周期"`        // 多空趋势周期
	UpdateTime            string  `name:"更新时间" dataframe:"update_time"`     // 更新时间
	State                 uint64  `name:"样本状态" dataframe:"样本状态"`            // 样本状态
}

type MiscKLine struct {
	Date                string  // 日期
	Code                string  // 证券代码
	Shape               uint64  // K线形态
	MV3                 float64 // 3日均量
	MA3                 float64 // 3日均价
	MV5                 float64 // 5日均量
	MA5                 float64 // 5日均价
	MA10                float64 // 10日均价
	MA20                float64 // 20日均价
	VolumeRatio         float64 // 成交量比
	TurnoverRate        float64 // 换手率
	AmplitudeRatio      float64 // 振幅
	AveragePrice        float64 // 均价线
	Change5             float64 // 5日涨幅
	Change10            float64 // 10日涨幅
	InitialPrice        float64 // 短线底部(Short-Term Bottom),股价最近一次上串5日均线
	ShortIntensity      float64 // 短线强度
	ShortIntensityDiff  float64 // 短线强度增幅
	MediumIntensity     float64 // 中线强度
	MediumIntensityDiff float64 // 中线强度增幅
	Vix                 float64 // 波动率
	Sentiment           float64 // 情绪值
	Consistent          int     // 情绪一致
}

type MovingAverage struct {
	MA5  float64 // 5日均线
	MA10 float64 // 10日均线
	MA20 float64 // 20日均线
}

type OptionFinanceBoardData struct {
	Date        string  `json:"日期"`
	ContractID  string  `json:"合约交易代码"`
	Price       float64 `json:"当前价"`
	ChangeRate  float64 `json:"涨跌幅"`
	PrevSettle  float64 `json:"前结价"`
	StrikePrice float64 `json:"行权价"`
	Quantity    int     `json:"数量"`
}

type PowerTrend = int

type Properties struct {
	// contains filtered or unexported fields
}

type QuShiFanZhuan struct {
	QSFZ bool    // 反转信号
	CP   float64 // 股价涨幅
	CV   float64 // 成交量涨幅
	VP   float64 // 价量比
	VP3  float64 // 3日价量比
	VP5  float64 // 5日价量比
}

type QuoteSnapshot struct {
	Date                  string               // 交易日期
	ServerTime            string               // 时间
	SecurityCode          string               // 证券代码
	ExchangeState         quotes.ExchangeState // 交易状态
	State                 quotes.TradeState    // 上市公司状态
	Market                uint8                // 市场ID
	Code                  string               `name:"证券代码"`  // 代码
	Name                  string               `name:"证券名称"`  // 证券名称
	Active                uint16               `name:"活跃度"`   // 活跃度
	LastClose             float64              `name:"昨收"`    // 昨收
	Open                  float64              `name:"开盘价"`   // 开盘
	OpeningChangeRate     float64              `name:"开盘涨幅%"` // 开盘
	Price                 float64              `name:"现价"`    // 现价
	ChangeRate            float64              `name:"涨跌幅%"`  // 涨跌幅
	PremiumRate           float64              `name:"溢价率%"`  // 集合竞价买入溢价, hedgeRatio
	High                  float64              // 最高
	Low                   float64              // 最低
	Vol                   int                  // 总量
	CurVol                int                  // 现量
	Amount                float64              // 总金额
	SVol                  int                  // 内盘
	BVol                  int                  // 外盘
	IndexOpenAmount       int                  // 指数-集合竞价成交金额=开盘成交金额
	StockOpenAmount       int                  // 个股-集合竞价成交金额=开盘成交金额
	OpenVolume            int                  `name:"开盘量"` // 集合竞价-开盘量, 单位是股
	CloseVolume           int                  `name:"收盘量"` /// 集合竞价-收盘量, 单位是股
	IndexUp               int                  // 指数有效-上涨数
	IndexUpLimit          int                  // 指数有效-涨停数
	IndexDown             int                  // 指数有效-下跌数
	IndexDownLimit        int                  // 指数有效-跌停数
	OpenBiddingDirection  int                  `name:"开盘竞价" dataframe:"开盘竞价"` // 竞价方向, 交易当日集合竞价开盘时更新
	OpenVolumeDirection   int                  `name:"开盘竞量" dataframe:"开盘竞量"` // 委托量差, 交易当日集合竞价开盘时更新
	CloseBiddingDirection int                  `name:"收盘竞价" dataframe:"收盘竞价"` // 竞价方向, 交易当日集合竞价收盘时更新
	CloseVolumeDirection  int                  `name:"收盘竞量" dataframe:"收盘竞量"` // 委托量差, 交易当日集合竞价收盘时更新
	Rate                  float64              // 涨速
	TopNo                 int                  // 板块排名
	TopCode               string               // 领涨个股
	TopName               string               // 领涨个股名称
	TopRate               float64              // 领涨个股涨幅
	ZhanTing              int                  // 涨停数
	Ling                  int                  // 平盘数
	Count                 int                  // 总数
	Capital               float64              `name:"流通盘"`    // 流通盘
	FreeCapital           float64              `name:"自由流通股本"` // 自由流通股本
	OpenTurnZ             float64              `name:"开盘换手Z%"` // 开盘换手
	OpenQuantityRatio     float64              `name:"开盘量比"`
	QuantityRatio         float64              `name:"量比"`
	ChangePower           float64              `name:"涨跌力度"` // 开盘金额除以开盘涨幅
	AverageBiddingVolume  int                  `name:"委托均量"` // 委托均量
	NextOpen              float64              // 仅回测有效: 下一个交易日开盘价
	NextClose             float64              // 仅回测有效: 下一个交易日收盘价
	NextHigh              float64              // 仅回测有效: 下一个交易日最高价
	NextLow               float64              // 仅回测有效: 下一个交易日最低价
	Beta                  float64              // 仅回测有效: 贝塔值
	Alpha                 float64              // 仅回测有效: 阿尔法值
	UpdateTime            string               // 本地时间戳
}

type RiskIndicator struct {
	TradeDate       time.Time `json:"TRADE_DATE"`
	SecurityID      string    `json:"SECURITY_ID"`
	ContractID      string    `json:"CONTRACT_ID"`
	ContractSymbol  string    `json:"CONTRACT_SYMBOL"`
	Delta           float64   `json:"DELTA_VALUE"`
	Theta           float64   `json:"THETA_VALUE"`
	Gamma           float64   `json:"GAMMA_VALUE"`
	Vega            float64   `json:"VEGA_VALUE"`
	Rho             float64   `json:"RHO_VALUE"`
	ImplcVolatility float64   `json:"IMPLC_VOLATLTY"`
}

type SecuritiesMarginTrading struct {
	cache.DataSummary `dataframe:"-"`
	Date              string  `name:"日期" dataframe:"日期"`     // 数据日期
	Code              string  `name:"证券代码" dataframe:"证券代码"` // 证券代码
	RZYE              float64 `name:"融资余额(元)" dataframe:"RZYE"`
	RQYL              float64 `name:"融券余量(股)" dataframe:"RQYL"`
	RZRQYE            float64 `name:"融资融券余额(元)" dataframe:"RZRQYE"`
	RQYE              float64 `name:"融券余额(元)" dataframe:"RQYE"`
	RQMCL             float64 `name:"融券卖出量(股)" dataframe:"RQMCL"`
	RZRQYECZ          float64 `name:"融资融券余额差值(元)" dataframe:"RZRQYECZ"`
	RZMRE             float64 `name:"融资买入额(元)" dataframe:"RZMRE"`
	SZ                float64 `name:"SZ" dataframe:"SZ"`
	RZYEZB            float64 `name:"融资余额占流通市值比(%)" dataframe:"RZYEZB"`
	RZMRE3D           float64 `name:"3日融资买入额(元)" dataframe:"RZMRE3D"`
	RZMRE5D           float64 `name:"5日融资买入额(元)" dataframe:"RZMRE5D"`
	RZMRE10D          float64 `name:"10日融资买入额(元)" dataframe:"RZMRE10D"`
	RZCHE             float64 `name:"融资偿还额(元)" dataframe:"RZCHE"`
	RZCHE3D           float64 `name:"3日融资偿还额(元)" dataframe:"RZCHE3D"`
	RZCHE5D           float64 `name:"5日融资偿还额(元)" dataframe:"RZCHE5D"`
	RZCHE10D          float64 `name:"10日融资偿还额(元)" dataframe:"RZCHE10D"`
	RZJME             float64 `name:"融资净买额(元)" dataframe:"RZJME"`
	RZJME3D           float64 `name:"3日融资净买额(元)" dataframe:"RZJME3D"`
	RZJME5D           float64 `name:"5日融资净买额(元)" dataframe:"RZJME5D"`
	RZJME10D          float64 `name:"10日融资净买额(元)" dataframe:"RZJME10D"`
	RQMCL3D           float64 `name:"3日融券卖出量(股)" dataframe:"RQMCL3D"`
	RQMCL5D           float64 `name:"5日融券卖出量(股)" dataframe:"RQMCL5D"`
	RQMCL10D          float64 `name:"10日融券卖出量(股)" dataframe:"RQMCL10D"`
	RQCHL             float64 `name:"融券偿还量(股)" dataframe:"RQCHL"`
	RQCHL3D           float64 `name:"3日融券偿还量(股)" dataframe:"RQCHL3D"`
	RQCHL5D           float64 `name:"5日融券偿还量(股)" dataframe:"RQCHL5D"`
	RQCHL10D          float64 `name:"10日融券偿还量(股)" dataframe:"RQCHL10D"`
	RQJMG             float64 `name:"融券净卖出(股)" dataframe:"RQJMG"`
	RQJMG3D           float64 `name:"3日融券净卖出(股)" dataframe:"RQJMG3D"`
	RQJMG5D           float64 `name:"5日融券净卖出(股)" dataframe:"RQJMG5D"`
	RQJMG10D          float64 `name:"10日融券净卖出(股)" dataframe:"RQJMG10D"`
	SPJ               float64 `name:"收盘价" dataframe:"SPJ"`
	ZDF               float64 `name:"涨跌幅" dataframe:"ZDF"`
	RChange3DCP       float64 `name:"3日未识别" dataframe:"RCHANGE3DCP"`
	RChange5DCP       float64 `name:"5日未识别" dataframe:"RCHANGE5DCP"`
	RChange10DCP      float64 `name:"10日未识别" dataframe:"RCHANGE10DCP"`
	KCB               int     `name:"科创板"  dataframe:"KCB"`
	TradeMarketCode   string  `name:"二级市场代码" dataframe:"TRADE_MARKET_CODE"`
	TradeMarket       string  `name:"二级市场" dataframe:"TRADE_MARKET"`
	FinBalanceGr      float64 `name:"FIN_BALANCE_GR" dataframe:"FIN_BALANCE_GR"`
	UpdateTime        string  `name:"更新时间" dataframe:"update_time"` // 更新时间
	State             uint64  `name:"样本状态" dataframe:"样本状态"`        // 样本状态
}

type SecurityFeature struct {
	Date           string  `name:"日期" dataframe:"date,string"`
	Open           float64 `name:"开盘" dataframe:"open,float64"`
	Close          float64 `name:"收盘" dataframe:"close,float64"`
	High           float64 `name:"最高" dataframe:"high,float64"`
	Low            float64 `name:"最低" dataframe:"low,float64"`
	Volume         int64   `name:"成交量" dataframe:"volume,int64"`
	Amount         float64 `name:"成交额" dataframe:"amount,float64"`
	Up             int     `name:"上涨家数" dataframe:"up,int64"`   // 个股无效
	Down           int     `name:"下跌家数" dataframe:"down,int64"` // 个股无效
	LastClose      float64 `name:"昨收" dataframe:"last_close,float64"`
	ChangeRate     float64 `name:"涨跌幅" dataframe:"change_rate,float64"`
	OpenVolume     int64   `name:"开盘量" dataframe:"open_volume,int64"`
	OpenTurnZ      float64 `name:"开盘换手z" dataframe:"open_turnz,float64"`
	OpenUnmatched  int64   `name:"开盘未匹配" dataframe:"open_unmatched,int64"` // K线无效, 调取misc特征数据获取
	CloseVolume    int64   `name:"收盘量" dataframe:"close_volume,int64"`
	CloseTurnZ     float64 `name:"收盘换手z" dataframe:"close_turnz,float64"`
	CloseUnmatched int64   `name:"收盘未匹配" dataframe:"close_unmatched,int64"` // K线无效, 调取misc特征数据获取
	InnerVolume    int64   `name:"内盘" dataframe:"inner_volume,int64"`
	OuterVolume    int64   `name:"外盘" dataframe:"outer_volume,int64"`
	InnerAmount    float64 `name:"流出金额" dataframe:"inner_amount,float64"`
	OuterAmount    float64 `name:"流入金额" dataframe:"outer_amount,float64"`
}

type ShapeType = uint64

type Trait interface {
	// FromHistory 从历史数据加载
	FromHistory(history History) Feature
	// Increase 增量计算
	//	用快照增量计算特征
	Increase(snapshot QuoteSnapshot) Feature
	// ValidateSample 验证样本
	ValidateSample() error
}

type TransactionRecord struct {
	cache.DataSummary
	Date string
	Code string
}

type TurnoverDataSummary struct {
	OpenVolume     int64   `name:"开盘量" dataframe:"open_volume,int64"`
	OpenTurnZ      float64 `name:"开盘换手z" dataframe:"open_turnz,float64"`
	OpenUnmatched  int64   `name:"开盘未匹配" dataframe:"open_unmatched,int64"` // K线无效, 调取misc特征数据获取
	CloseVolume    int64   `name:"收盘量" dataframe:"close_volume,int64"`
	CloseTurnZ     float64 `name:"收盘换手z" dataframe:"close_turnz,float64"`
	CloseUnmatched int64   `name:"收盘未匹配" dataframe:"close_unmatched,int64"` // K线无效, 调取misc特征数据获取
	InnerVolume    int64   `name:"内盘" dataframe:"inner_volume,int64"`
	OuterVolume    int64   `name:"外盘" dataframe:"outer_volume,int64"`
	InnerAmount    float64 `name:"流出金额" dataframe:"inner_amount,float64"`
	OuterAmount    float64 `name:"流入金额" dataframe:"outer_amount,float64"`
}

type Weight = uint64