45 lines
1.0 KiB
Python
45 lines
1.0 KiB
Python
from dataclasses import dataclass, field
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from typing import Optional
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@dataclass
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class Candle:
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ts_code: str
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trade_date: str
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open: float
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high: float
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low: float
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close: float
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vol: float
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amount: float
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oi: float
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oi_chg: float
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pre_close: Optional[float] = None
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@dataclass
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class ScoreDetail:
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short_details: list = field(default_factory=list)
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medium_detail: dict = field(default_factory=dict)
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long_detail: dict = field(default_factory=dict)
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volatility: dict = field(default_factory=dict)
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adaptive_weights: dict = field(default_factory=dict)
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@dataclass
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class ScoreResult:
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ts_code: str
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trade_date: str
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close: float
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oi: float
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oi_chg: float
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short_term: float
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medium_term: float
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long_term: float
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composite: float
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signal: str
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detail: ScoreDetail
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vol_penalty: float = 1.0
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composite_delta: Optional[float] = None # 与前一日综合分差值
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composite_delta_5d: Optional[float] = None # 与5日前综合分差值
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