eta_api/controllers/data_manage/factor_edb_series.go

package data_manage

import (
	"encoding/json"
	"eta_gn/eta_api/controllers"
	"eta_gn/eta_api/models"
	"eta_gn/eta_api/models/data_manage"
	"eta_gn/eta_api/models/data_manage/request"
	"eta_gn/eta_api/services/data"
	correlationServ "eta_gn/eta_api/services/data/correlation"
	"eta_gn/eta_api/utils"
	"fmt"
	"strconv"
	"strings"
	"time"
)

type FactorEdbSeriesController struct {
	controllers.BaseAuthController
}

// @router /factor_edb_series/calculate_func/list [get]
func (this *FactorEdbSeriesController) CalculateFuncList() {
	br := new(models.BaseResponse).Init()
	defer func() {
		if br.ErrMsg == "" {
			br.IsSendEmail = false
		}
		this.Data["json"] = br
		this.ServeJSON()
	}()
	sysUser := this.SysUser
	if sysUser == nil {
		br.Msg = "请登录"
		br.ErrMsg = "请登录，SysUser Is Empty"
		br.Ret = 408
		return
	}
	edbInfoType, _ := this.GetInt("EdbInfoType", 0)

	funcOb := new(data_manage.FactorEdbSeriesCalculateFunc)
	cond := fmt.Sprintf(` AND %s = ?`, funcOb.Cols().EdbInfoType)
	pars := make([]interface{}, 0)
	pars = append(pars, edbInfoType)
	list, e := funcOb.GetItemsByCondition(cond, pars, []string{}, fmt.Sprintf("%s ASC", funcOb.Cols().PrimaryId))
	if e != nil {
		br.Msg = "获取失败"
		br.ErrMsg = fmt.Sprintf("获取计算方式列表失败, Err: %v", e)
		return
	}
	resp := make([]*data_manage.FactorEdbSeriesCalculateFuncItem, 0)
	for _, v := range list {
		resp = append(resp, v.Format2Item())
	}

	br.Data = resp
	br.Ret = 200
	br.Success = true
	br.Msg = "获取成功"
}

// @router /factor_edb_series/add [post]
func (this *FactorEdbSeriesController) Add() {
	br := new(models.BaseResponse).Init()
	defer func() {
		if br.ErrMsg == "" {
			br.IsSendEmail = false
		}
		this.Data["json"] = br
		this.ServeJSON()
	}()
	sysUser := this.SysUser
	if sysUser == nil {
		br.Msg = "请登录"
		br.ErrMsg = "请登录，SysUser Is Empty"
		br.Ret = 408
		return
	}
	var req request.AddFactorEdbSeriesReq
	if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
		br.Msg = "参数解析异常"
		br.ErrMsg = fmt.Sprintf("参数解析异常, Err: %v", e)
		return
	}
	req.SeriesName = strings.TrimSpace(req.SeriesName)
	if req.SeriesName == "" {
		br.Msg = "请输入指标系列名称"
		return
	}
	if len(req.EdbInfoIds) <= 0 {
		br.Msg = "请选择因子指标系列"
		return
	}
	if len(req.EdbInfoIds) > 100 {
		br.Msg = "添加指标总数量不得超过100"
		return
	}
	calculateLen := len(req.Calculates)
	if calculateLen > 5 {
		br.Msg = "计算公式不可超过5个"
		return
	}
	var calculatesJson string
	if calculateLen > 0 {
		b, e := json.Marshal(req.Calculates)
		if e != nil {
			br.Msg = "计算方式格式有误"
			br.ErrMsg = "解析计算方式参数失败, Err: " + e.Error()
			return
		}
		calculatesJson = string(b)
		for _, v := range req.Calculates {
			switch v.Source {
			case utils.EdbBaseCalculateNszydpjjs, utils.EdbBaseCalculateHbz, utils.EdbBaseCalculateHcz, utils.EdbBaseCalculateCjjx:
				if v.Formula == nil {
					br.Msg = "请输入N值"
					return
				}
				formula, ok := v.Formula.(string)
				if !ok {
					br.Msg = "N值格式有误"
					return
				}
				formulaInt, _ := strconv.Atoi(formula)
				if formulaInt <= 0 {
					br.Msg = "N值不可小于0, 重新输入"
					return
				}
			case utils.EdbBaseCalculateExponentialSmoothing:
				if v.Formula == nil {
					br.Msg = "请填写alpha值"
					return
				}
				formula, ok := v.Formula.(string)
				if !ok {
					br.Msg = "alpha值格式有误"
					return
				}
				alpha, _ := strconv.ParseFloat(formula, 64)
				if alpha <= 0 || alpha >= 1 {
					br.Msg = "alpha值应在0-1之间, 请重新输入"
					return
				}
			}
		}
	}
	edbArr, e := data_manage.GetEdbInfoByIdList(req.EdbInfoIds)
	if e != nil {
		br.Msg = "操作失败"
		br.ErrMsg = "获取指标列表失败, Err: " + e.Error()
		return
	}
	if len(edbArr) == 0 {
		br.Msg = "因子指标系列有误"
		br.ErrMsg = "因子指标系列长度为0"
		return
	}

	seriesItem := new(data_manage.FactorEdbSeries)
	seriesItem.SeriesName = req.SeriesName
	seriesItem.EdbInfoType = req.EdbInfoType
	seriesItem.CreateTime = time.Now().Local()
	seriesItem.ModifyTime = time.Now().Local()
	if calculateLen > 0 {
		seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculating
		seriesItem.CalculateStep = calculatesJson
	}
	mappings := make([]*data_manage.FactorEdbSeriesMapping, 0)
	for _, v := range edbArr {
		mappings = append(mappings, &data_manage.FactorEdbSeriesMapping{
			EdbInfoId:  v.EdbInfoId,
			EdbCode:    v.EdbCode,
			CreateTime: time.Now().Local(),
			ModifyTime: time.Now().Local(),
		})
	}
	seriesId, e := seriesItem.CreateSeriesAndMapping(seriesItem, mappings)
	if e != nil {
		br.Msg = "操作失败"
		br.ErrMsg = "新增因子指标系列失败, Err: " + e.Error()
		return
	}

	var calculateResp data_manage.FactorEdbSeriesStepCalculateResp
	if calculateLen > 0 {
		calculateResp, e = data.FactorEdbStepCalculate(seriesId, edbArr, req.Calculates, this.Lang, false)
		if e != nil {
			br.Msg = "操作失败"
			br.ErrMsg = "计算因子指标失败, Err: " + e.Error()
			return
		}

		cols := []string{seriesItem.Cols().CalculateState, seriesItem.Cols().ModifyTime}
		seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculated
		seriesItem.ModifyTime = time.Now().Local()
		if e = seriesItem.Update(cols); e != nil {
			br.Msg = "操作失败"
			br.ErrMsg = "更新因子指标系列计算状态失败, Err: " + e.Error()
			return
		}
	} else {
		for _, v := range edbArr {
			calculateResp.Success = append(calculateResp.Success, data_manage.FactorEdbSeriesStepCalculateResult{
				EdbInfoId: v.EdbInfoId,
				EdbCode:   v.EdbCode,
				Msg:       "保存成功",
			})
		}
	}
	calculateResp.SeriesId = seriesId

	br.Data = calculateResp
	br.Ret = 200
	br.Success = true
	br.Msg = "操作成功"
	br.IsAddLog = true
}

// @router /factor_edb_series/edit [post]
func (this *FactorEdbSeriesController) Edit() {
	br := new(models.BaseResponse).Init()
	defer func() {
		if br.ErrMsg == "" {
			br.IsSendEmail = false
		}
		this.Data["json"] = br
		this.ServeJSON()
	}()
	sysUser := this.SysUser
	if sysUser == nil {
		br.Msg = "请登录"
		br.ErrMsg = "请登录，SysUser Is Empty"
		br.Ret = 408
		return
	}
	var req request.EditFactorEdbSeriesReq
	if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
		br.Msg = "参数解析异常"
		br.ErrMsg = fmt.Sprintf("参数解析异常, Err: %v", e)
		return
	}
	if req.SeriesId <= 0 {
		br.Msg = "参数有误"
		br.ErrMsg = fmt.Sprintf("参数有误, SeriesId: %d", req.SeriesId)
		return
	}
	req.SeriesName = strings.TrimSpace(req.SeriesName)
	if req.SeriesName == "" {
		br.Msg = "请输入指标系列名称"
		return
	}
	if len(req.EdbInfoIds) <= 0 {
		br.Msg = "请选择因子指标系列"
		return
	}
	if len(req.EdbInfoIds) > 100 {
		br.Msg = "添加指标总数量不得超过100"
		return
	}
	calculateLen := len(req.Calculates)
	if calculateLen > 5 {
		br.Msg = "计算公式不可超过5个"
		return
	}
	var calculatesJson string
	if calculateLen > 0 {
		b, e := json.Marshal(req.Calculates)
		if e != nil {
			br.Msg = "计算方式格式有误"
			br.ErrMsg = "解析计算方式参数失败, Err: " + e.Error()
			return
		}
		calculatesJson = string(b)
		for _, v := range req.Calculates {
			switch v.Source {
			case utils.EdbBaseCalculateNszydpjjs, utils.EdbBaseCalculateHbz, utils.EdbBaseCalculateHcz, utils.EdbBaseCalculateCjjx:
				if v.Formula == nil {
					br.Msg = "请输入N值"
					return
				}
				formula, ok := v.Formula.(string)
				if !ok {
					br.Msg = "N值格式有误"
					return
				}
				formulaInt, _ := strconv.Atoi(formula)
				if formulaInt <= 0 {
					br.Msg = "N值不可小于0, 重新输入"
					return
				}
			case utils.EdbBaseCalculateExponentialSmoothing:
				if v.Formula == nil {
					br.Msg = "请填写alpha值"
					return
				}
				formula, ok := v.Formula.(string)
				if !ok {
					br.Msg = "alpha值格式有误"
					return
				}
				alpha, _ := strconv.ParseFloat(formula, 64)
				if alpha <= 0 || alpha >= 1 {
					br.Msg = "alpha值应在0-1之间, 请重新输入"
					return
				}
			}
		}
	}
	seriesOb := new(data_manage.FactorEdbSeries)
	seriesItem, e := seriesOb.GetItemById(req.SeriesId)
	if e != nil {
		if utils.IsErrNoRow(e) {
			br.Msg = "该因子指标系列不存在"
			return
		}
		br.Msg = "获取失败"
		br.ErrMsg = "获取因子指标系列失败, Err: " + e.Error()
		return
	}
	originCalculateState := seriesItem.CalculateState

	edbArr, e := data_manage.GetEdbInfoByIdList(req.EdbInfoIds)
	if e != nil {
		br.Msg = "操作失败"
		br.ErrMsg = "获取指标列表失败, Err: " + e.Error()
		return
	}
	if len(edbArr) == 0 {
		br.Msg = "因子指标系列有误"
		br.ErrMsg = "因子指标系列长度为0"
		return
	}
	var calculateResp data_manage.FactorEdbSeriesStepCalculateResp
	calculateResp.SeriesId = seriesItem.FactorEdbSeriesId

	seriesItem.SeriesName = req.SeriesName
	seriesItem.EdbInfoType = req.EdbInfoType
	seriesItem.ModifyTime = time.Now().Local()
	updateCols := []string{seriesOb.Cols().SeriesName, seriesOb.Cols().EdbInfoType, seriesOb.Cols().ModifyTime}
	if !req.Recalculate {
		if e = seriesItem.Update(updateCols); e != nil {
			br.Msg = "操作成功"
			br.ErrMsg = "更新因子指标系列信息失败, Err: " + e.Error()
			return
		}
		for _, v := range edbArr {
			calculateResp.Success = append(calculateResp.Success, data_manage.FactorEdbSeriesStepCalculateResult{
				EdbInfoId: v.EdbInfoId,
				EdbCode:   v.EdbCode,
				Msg:       "保存成功",
			})
		}
		br.Data = calculateResp
		br.Ret = 200
		br.Success = true
		br.Msg = "操作成功"
		return
	}

	seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculateNone
	if calculateLen > 0 {
		seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculating
		seriesItem.CalculateStep = calculatesJson
		updateCols = append(updateCols, seriesOb.Cols().CalculateState, seriesOb.Cols().CalculateStep)
	}
	mappings := make([]*data_manage.FactorEdbSeriesMapping, 0)
	for _, v := range edbArr {
		mappings = append(mappings, &data_manage.FactorEdbSeriesMapping{
			EdbInfoId:  v.EdbInfoId,
			EdbCode:    v.EdbCode,
			CreateTime: time.Now().Local(),
			ModifyTime: time.Now().Local(),
		})
	}
	if e = seriesItem.EditSeriesAndMapping(seriesItem, mappings, updateCols); e != nil {
		br.Msg = "操作失败"
		br.ErrMsg = "编辑因子指标系列失败, Err: " + e.Error()
		return
	}

	calculateResp, e = data.FactorEdbStepCalculate(seriesItem.FactorEdbSeriesId, edbArr, req.Calculates, this.Lang, req.Recalculate)
	if e != nil {
		br.Msg = "操作失败"
		br.ErrMsg = "计算因子指标失败, Err: " + e.Error()
		return
	}
	if seriesItem.CalculateState == data_manage.FactorEdbSeriesCalculating {
		seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculated
	}

	if originCalculateState != seriesItem.CalculateState {
		cols := []string{seriesItem.Cols().CalculateState, seriesItem.Cols().ModifyTime}
		seriesItem.ModifyTime = time.Now().Local()
		if e = seriesItem.Update(cols); e != nil {
			br.Msg = "操作失败"
			br.ErrMsg = "更新因子指标系列计算状态失败, Err: " + e.Error()
			return
		}
	}

	br.Data = calculateResp
	br.Ret = 200
	br.Success = true
	br.Msg = "操作成功"
	br.IsAddLog = true
}

// @router /factor_edb_series/detail [get]
func (this *FactorEdbSeriesController) Detail() {
	br := new(models.BaseResponse).Init()
	defer func() {
		if br.ErrMsg == "" {
			br.IsSendEmail = false
		}
		this.Data["json"] = br
		this.ServeJSON()
	}()
	sysUser := this.SysUser
	if sysUser == nil {
		br.Msg = "请登录"
		br.ErrMsg = "请登录，SysUser Is Empty"
		br.Ret = 408
		return
	}
	seriesId, _ := this.GetInt("SeriesId", 0)
	if seriesId <= 0 {
		br.Msg = "参数有误"
		br.ErrMsg = fmt.Sprintf("参数有误, SeriesId: %d", seriesId)
		return
	}

	seriesOb := new(data_manage.FactorEdbSeries)
	series, e := seriesOb.GetItemById(seriesId)
	if e != nil {
		if utils.IsErrNoRow(e) {
			br.Msg = "该因子指标系列不存在"
			return
		}
		br.Msg = "获取失败"
		br.ErrMsg = "获取因子指标系列失败, Err: " + e.Error()
		return
	}

	mappingOb := new(data_manage.FactorEdbSeriesMapping)
	cond := fmt.Sprintf(" AND %s = ?", mappingOb.Cols().FactorEdbSeriesId)
	pars := make([]interface{}, 0)
	pars = append(pars, seriesId)
	mappings, e := mappingOb.GetItemsByCondition(cond, pars, []string{}, fmt.Sprintf("%s ASC", mappingOb.Cols().CreateTime))
	if e != nil {
		br.Msg = "获取失败"
		br.ErrMsg = "获取因子指标系列关联失败, Err: " + e.Error()
		return
	}

	resp := new(data_manage.FactorEdbSeriesDetail)
	resp.FactorEdbSeriesItem = series.Format2Item()
	for _, m := range mappings {
		resp.EdbMappings = append(resp.EdbMappings, m.Format2Item())
	}

	br.Data = resp
	br.Ret = 200
	br.Success = true
	br.Msg = "获取成功"
}

// @router /factor_edb_series/correlation/matrix [post]
func (this *FactorEdbSeriesController) CorrelationMatrix() {
	br := new(models.BaseResponse).Init()
	defer func() {
		if br.ErrMsg == "" {
			br.IsSendEmail = false
		}
		this.Data["json"] = br
		this.ServeJSON()
	}()
	sysUser := this.SysUser
	if sysUser == nil {
		br.Msg = "请登录"
		br.ErrMsg = "请登录，SysUser Is Empty"
		br.Ret = 408
		return
	}
	var req request.FactorEdbSeriesCorrelationMatrixReq
	if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
		br.Msg = "参数解析异常"
		br.ErrMsg = fmt.Sprintf("参数解析异常, Err: %v", e)
		return
	}
	if req.BaseEdbInfoId <= 0 {
		br.Msg = "请选择标的指标"
		return
	}
	if len(req.SeriesIds) == 0 {
		br.Msg = "请选择因子指标系列"
		return
	}
	if req.Correlation.LeadValue <= 0 {
		br.Msg = "分析周期不允许设置为负数或0"
		return
	}
	if req.Correlation.LeadUnit == "" {
		br.Msg = "请选择分析周期频度"
		return
	}
	leadUnitDays, ok := utils.FrequencyDaysMap[req.Correlation.LeadUnit]
	if !ok {
		br.Msg = "错误的分析周期频度"
		br.ErrMsg = fmt.Sprintf("分析周期频度有误: %s", req.Correlation.LeadUnit)
		return
	}

	if req.Correlation.CalculateUnit == "" {
		br.Msg = "请选择计算窗口频度"
		return
	}
	calculateUnitDays, ok := utils.FrequencyDaysMap[req.Correlation.CalculateUnit]
	if !ok {
		br.Msg = "错误的计算窗口频度"
		br.ErrMsg = fmt.Sprintf("计算窗口频度有误: %s", req.Correlation.CalculateUnit)
		return
	}
	leadDays := 2 * req.Correlation.LeadValue * leadUnitDays
	calculateDays := req.Correlation.CalculateValue * calculateUnitDays
	if calculateDays < leadDays {
		br.Msg = "计算窗口必须≥2*分析周期"
		return
	}

	var calculatePars data_manage.CalculateCorrelationMatrixPars
	calculatePars.BaseEdbInfoId = req.BaseEdbInfoId
	calculatePars.SeriesIds = req.SeriesIds
	calculatePars.Correlation = req.Correlation
	resp, _, e := correlationServ.CalculateCorrelationMatrix(calculatePars)
	if e != nil {
		br.Msg = "计算失败"
		br.ErrMsg = fmt.Sprintf("计算相关性矩阵失败, %v", e)
		return
	}


	br.Data = resp
	br.Ret = 200
	br.Success = true
	br.Msg = "获取成功"
}