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@@ -0,0 +1,416 @@
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+package factor_edb_series
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+
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+import (
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+ "encoding/json"
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+ "eta/eta_index_lib/controllers"
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+ "eta/eta_index_lib/logic"
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+ "eta/eta_index_lib/models"
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+ "eta/eta_index_lib/services"
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+ "eta/eta_index_lib/utils"
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+ "fmt"
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+ "strconv"
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+ "sync"
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+ "time"
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+)
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+
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+// FactorEdbSeriesController 因子指标系列
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+type FactorEdbSeriesController struct {
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+ controllers.BaseAuthController
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+}
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+
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+// Recalculate
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+// @Title 因子指标系列-重计算
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+// @Description 因子指标系列-重计算
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+// @Success 200 {object} models.FactorEdbRecalculateReq
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+// @router /recalculate [post]
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+func (this *FactorEdbSeriesController) Recalculate() {
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+ br := new(models.BaseResponse).Init()
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+ defer func() {
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+ if br.ErrMsg == "" {
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+ br.IsSendEmail = false
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+ }
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+ this.Data["json"] = br
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+ this.ServeJSON()
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+ }()
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+ var req models.FactorEdbRecalculateReq
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+ if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
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+ br.Msg = "参数解析异常!"
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+ br.ErrMsg = fmt.Sprintf("参数解析失败, Err: %v", e)
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+ return
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+ }
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+ if req.EdbInfoId <= 0 {
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+ br.Msg = "参数有误"
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+ br.ErrMsg = fmt.Sprintf("指标ID有误, EdbInfoId: %d", req.EdbInfoId)
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+ return
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+ }
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+
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+ cacheKey := utils.CACHE_EDB_DATA_REFRESH + "_factor_edb_recalculate_" + req.EdbCode
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+ if utils.Rc.IsExist(cacheKey) {
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+ br.Ret = 501
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+ br.Success = true
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+ br.Msg = fmt.Sprintf("系统处理中, 请稍后重试, 指标编码: %s", req.EdbCode)
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+ return
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+ }
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+ utils.Rc.SetNX(cacheKey, 1, 10*time.Minute)
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+ defer func() {
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+ _ = utils.Rc.Delete(cacheKey)
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+ }()
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+
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+ // 获取指标信息
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+ edbInfo, e := models.GetEdbInfoById(req.EdbInfoId)
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+ if e != nil {
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+ if e.Error() == utils.ErrNoRow() {
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+ br.Msg = "指标不存在"
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+ br.ErrMsg = fmt.Sprintf("指标不存在, EdbInfoId: %d, EdbCode: %s", req.EdbInfoId, req.EdbCode)
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+ return
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+ }
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+ br.Msg = "操作失败"
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+ br.ErrMsg = fmt.Sprintf("获取指标信息失败, Err: %v", e)
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+ return
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+ }
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+
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+ // 查询指标关联的系列
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+ mappings := make([]*models.FactorEdbSeriesMapping, 0)
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+ {
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+ ob := new(models.FactorEdbSeriesMapping)
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+ cond := fmt.Sprintf(" AND %s = ?", ob.Cols().EdbInfoId)
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+ pars := make([]interface{}, 0)
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+ pars = append(pars, req.EdbInfoId)
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+ fields := []string{ob.Cols().FactorEdbSeriesId, ob.Cols().EdbInfoId, ob.Cols().EdbCode}
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+ list, e := ob.GetItemsByCondition(cond, pars, fields, "")
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+ if e != nil {
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+ br.Msg = "操作失败"
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+ br.ErrMsg = fmt.Sprintf("获取指标系列关联失败, Err: %v", e)
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+ return
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+ }
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+ mappings = list
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+ }
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+ if len(mappings) == 0 {
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+ br.Ret = 200
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+ br.Success = true
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+ br.Msg = "操作成功"
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+ return
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+ }
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+
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+ // 获取系列信息
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+ seriesIds := make([]int, 0)
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+ seriesExist := make(map[int]bool)
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+ for _, v := range mappings {
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+ if !seriesExist[v.FactorEdbSeriesId] {
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+ seriesExist[v.FactorEdbSeriesId] = true
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+ seriesIds = append(seriesIds, v.FactorEdbSeriesId)
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+ }
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+ }
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+ if len(seriesIds) == 0 {
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+ br.Ret = 200
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+ br.Success = true
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+ br.Msg = "操作成功"
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+ return
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+ }
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+ seriesMap := make(map[int]*models.FactorEdbSeries, 0)
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+ {
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+ ob := new(models.FactorEdbSeries)
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+ cond := fmt.Sprintf(" AND %s IN (%s)", ob.Cols().PrimaryId, utils.GetOrmInReplace(len(seriesIds)))
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+ pars := make([]interface{}, 0)
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+ pars = append(pars, seriesIds)
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+ fields := []string{ob.Cols().PrimaryId, ob.Cols().EdbInfoType, ob.Cols().CalculateStep, ob.Cols().CalculateState}
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+ list, e := ob.GetItemsByCondition(cond, pars, fields, "")
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+ if e != nil {
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+ br.Msg = "操作失败"
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+ br.ErrMsg = fmt.Sprintf("获取指标系列失败, Err: %v", e)
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+ return
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+ }
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+ for _, v := range list {
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+ seriesMap[v.FactorEdbSeriesId] = v
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+ }
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+ }
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+
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+ // 获取指标原数据
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+ edbData, e := models.GetEdbDataAllByEdbCode(edbInfo.EdbCode, edbInfo.Source, edbInfo.SubSource, 0)
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+ if e != nil {
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+ br.Msg = "操作失败"
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+ br.ErrMsg = fmt.Sprintf("获取指标数据失败, EdbCode: %s, Err: %v", edbInfo.EdbCode, e)
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+ return
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+ }
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+ if len(edbData) == 0 {
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+ br.Msg = "指标无数据"
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+ br.ErrMsg = fmt.Sprintf("指标无数据, EdbCode: %s", edbInfo.EdbCode)
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+ return
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+ }
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+
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+ for _, v := range mappings {
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+ series := seriesMap[v.FactorEdbSeriesId]
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+ if series == nil {
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+ continue
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+ }
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+ // 系列无计算则忽略
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+ if series.CalculateState != models.FactorEdbSeriesCalculateNone || series.CalculateStep == "" {
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+ continue
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+ }
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+ var calculates []models.CalculatesReq
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+ if e = json.Unmarshal([]byte(series.CalculateStep), &calculates); e != nil {
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+ br.Msg = "计算步骤异常"
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+ br.ErrMsg = fmt.Sprintf("计算步骤异常, SeriesId: %d, Err: %v", series.FactorEdbSeriesId, e)
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+ return
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+ }
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+
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+ // 重新计算相关数据
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+ e = services.FactorEdbStepCalculate(v.FactorEdbSeriesId, v.EdbInfoId, v.EdbCode, edbData, calculates)
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+ if e != nil {
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+ br.Msg = "因子指标计算失败"
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+ br.ErrMsg = fmt.Sprintf("因子指标计算失败, SeriesId: %d, EdbCode: %s, Err: %v", v.FactorEdbSeriesId, v.EdbCode, e)
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+ return
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+ }
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+ }
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+
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+ br.Ret = 200
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+ br.Success = true
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+ br.Msg = "操作成功"
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+}
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+
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+// ChartRecalculate
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+// @Title 图表数据-重计算
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+// @Description 图表数据-重计算
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+// @Success 200 {object} models.FactorEdbRecalculateReq
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+// @router /chart_recalculate [post]
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+func (this *FactorEdbSeriesController) ChartRecalculate() {
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+ br := new(models.BaseResponse).Init()
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+ defer func() {
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+ if br.ErrMsg == "" {
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+ br.IsSendEmail = false
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+ }
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+ this.Data["json"] = br
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+ this.ServeJSON()
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+ }()
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+ var req models.FactorEdbChartRecalculateReq
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+ if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
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+ br.Msg = "参数解析异常!"
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+ br.ErrMsg = fmt.Sprintf("参数解析失败, Err: %v", e)
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+ return
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+ }
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+ if req.ChartInfoId <= 0 {
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+ br.Msg = "参数有误"
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+ br.ErrMsg = fmt.Sprintf("指标ID有误, ChartInfoId: %d", req.ChartInfoId)
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+ return
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+ }
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+
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+ cacheKey := utils.CACHE_CHART_INFO_DATA + "_factor_chart_recalculate_" + strconv.Itoa(req.ChartInfoId)
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+ if utils.Rc.IsExist(cacheKey) {
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+ br.Ret = 501
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+ br.Success = true
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+ br.Msg = fmt.Sprintf("系统处理中, 请稍后重试, 图表ID: %s", req.ChartInfoId)
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+ return
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+ }
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+ utils.Rc.SetNX(cacheKey, 1, 10*time.Minute)
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+ defer func() {
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+ _ = utils.Rc.Delete(cacheKey)
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+ }()
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+
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+ // 查询图表关联的系列指标
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+ mappings := make([]*models.FactorEdbSeriesChartMapping, 0)
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+ {
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+ ob := new(models.FactorEdbSeriesChartMapping)
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+ cond := fmt.Sprintf(" AND %s = ?", ob.Cols().ChartInfoId)
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+ pars := make([]interface{}, 0)
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+ pars = append(pars, req.ChartInfoId)
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+ fields := []string{ob.Cols().PrimaryId, ob.Cols().CalculateType, ob.Cols().CalculatePars, ob.Cols().FactorEdbSeriesId, ob.Cols().EdbInfoId}
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+ list, e := ob.GetItemsByCondition(cond, pars, fields, "")
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+ if e != nil {
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+ br.Msg = "操作失败"
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+ br.ErrMsg = fmt.Sprintf("获取指标系列关联失败, Err: %v", e)
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+ return
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+ }
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+ mappings = list
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+ }
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+ if len(mappings) == 0 {
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+ br.Ret = 200
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+ br.Success = true
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+ br.Msg = "操作成功"
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+ return
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+ }
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+ seriesIds := make([]int, 0)
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+ edbInfoIds := make([]int, 0)
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+ for _, v := range mappings {
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+ seriesIds = append(seriesIds, v.FactorEdbSeriesId)
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+ edbInfoIds = append(edbInfoIds, v.EdbInfoId)
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+ }
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+
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+ // 获取因子指标及系列信息
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+ seriesIdItem := make(map[int]*models.FactorEdbSeries)
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+ {
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+ ob := new(models.FactorEdbSeries)
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+ cond := fmt.Sprintf(" AND %s IN (%s)", ob.Cols().PrimaryId, utils.GetOrmInReplace(len(seriesIds)))
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+ pars := make([]interface{}, 0)
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+ pars = append(pars, seriesIds)
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+ items, e := ob.GetItemsByCondition(cond, pars, []string{}, fmt.Sprintf("%s ASC", ob.Cols().PrimaryId))
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+ if e != nil {
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+ br.Msg = "获取失败"
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+ br.ErrMsg = "获取因子指标系列失败, Err: " + e.Error()
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+ return
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+ }
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+ for _, v := range items {
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+ seriesIdItem[v.FactorEdbSeriesId] = v
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+ }
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+ }
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+ edbIdItem := make(map[int]*models.EdbInfo)
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+ edbItems, e := models.GetEdbInfoByIdList(edbInfoIds)
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+ if e != nil {
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+ br.Msg = "获取失败"
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+ br.ErrMsg = "获取因子指标失败, Err: " + e.Error()
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+ return
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+ }
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+ for _, v := range edbItems {
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+ edbIdItem[v.EdbInfoId] = v
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+ }
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+
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+ // 重新计算
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+ calculateWorkers := make(chan struct{}, 10)
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+ wg := sync.WaitGroup{}
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+ calculateDataOb := new(models.FactorEdbSeriesCalculateData)
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+ for _, v := range mappings {
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+ edbItem := edbIdItem[v.EdbInfoId]
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+ if edbItem == nil {
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+ continue
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+ }
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+ seriesItem := seriesIdItem[v.FactorEdbSeriesId]
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+ if seriesItem == nil {
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+ continue
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+ }
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+
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+ wg.Add(1)
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+ go func(chartMapping *models.FactorEdbSeriesChartMapping, edb *models.EdbInfo, series *models.FactorEdbSeries) {
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+ defer func() {
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+ wg.Done()
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+ <-calculateWorkers
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+ }()
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+ calculateWorkers <- struct{}{}
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+
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+ // 相关性计算
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+ if chartMapping.CalculateType == models.FactorEdbSeriesChartCalculateTypeCorrelation {
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+ // 解析计算参数
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+ if chartMapping.CalculatePars == "" {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-计算参数为空, MappingId: %d", chartMapping.FactorEdbSeriesChartMappingId))
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+ return
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+ }
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+ var calculatePars models.FactorEdbSeriesChartCalculateCorrelationReq
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+ if e := json.Unmarshal([]byte(chartMapping.CalculatePars), &calculatePars); e != nil {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-计算参数解析失败, MappingId: %d, err: %v", chartMapping.FactorEdbSeriesChartMappingId, e))
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+ return
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+ }
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+
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+ // 获取标的指标信息及数据
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+ baseEdb, e := models.GetEdbInfoById(calculatePars.BaseEdbInfoId)
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+ if e != nil {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-获取标的指标失败, MappingId: %d, err: %v", chartMapping.FactorEdbSeriesChartMappingId, e))
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+ return
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+ }
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+ calculateUnitDays, ok := utils.FrequencyDaysMap[calculatePars.CalculateUnit]
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+ if !ok {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-错误的计算窗口频度, MappingId: %d", chartMapping.FactorEdbSeriesChartMappingId))
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+ return
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+ }
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+ calculateDays := calculatePars.CalculateValue * calculateUnitDays
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+
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+ dataListA := make([]*models.EdbInfoSearchData, 0)
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+ {
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+ // 标的指标数据日期区间
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+ startDate := time.Now().AddDate(0, 0, -calculateDays).Format(utils.FormatDate)
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+ endDate := time.Now().Format(utils.FormatDate)
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+ startDateTime, _ := time.ParseInLocation(utils.FormatDate, startDate, time.Local)
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+ startDate = startDateTime.AddDate(0, 0, 1).Format(utils.FormatDate) // 不包含第一天
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+ switch baseEdb.EdbInfoType {
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+ case 0:
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+ list, e := models.GetEdbDataList(baseEdb.Source, baseEdb.SubSource, baseEdb.EdbInfoId, startDate, endDate)
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+ if e != nil {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-获取标的指标数据失败, EdbInfoId: %d, err: %v", baseEdb.EdbInfoId, e))
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+ return
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+ }
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+ dataListA = models.TransEdbInfoDataList2SearchData(list)
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+ case 1:
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+ dataListA, _, e, _ = models.GetPredictDataListByPredictEdbInfo(baseEdb, 1, startDate)
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+ if e != nil {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-获取标的指标数据失败, EdbInfoId: %d, err: %v", baseEdb.EdbInfoId, e))
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+ return
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+ }
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+ default:
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+ utils.FileLog.Info(fmt.Sprintf("相关性-标的指标类型异常, EdbInfoId: %d", baseEdb.EdbInfoId))
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+ return
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+ }
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+ }
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+
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+ // 获取指标数据
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+ dataListB := make([]*models.EdbInfoSearchData, 0)
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+ if series.CalculateState == models.FactorEdbSeriesCalculated {
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+ cond := fmt.Sprintf(" AND %s = ? AND %s = ?", calculateDataOb.Cols().FactorEdbSeriesId, calculateDataOb.Cols().EdbInfoId)
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+ pars := make([]interface{}, 0)
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+ pars = append(pars, chartMapping.FactorEdbSeriesId, chartMapping.EdbInfoId)
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+ dataItems, e := calculateDataOb.GetItemsByCondition(cond, pars, []string{calculateDataOb.Cols().DataTime, calculateDataOb.Cols().Value}, fmt.Sprintf("%s ASC", calculateDataOb.Cols().DataTime))
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+ if e != nil {
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+ utils.FileLog.Info(fmt.Sprintf("相关性-获取因子指标数据失败, MappingId: %d, err: %v", chartMapping.FactorEdbSeriesChartMappingId, e))
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+ return
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+ }
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+ dataListB = models.TransEdbSeriesCalculateData2EdbDataList(dataItems)
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+ } else {
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+ switch edb.EdbInfoType {
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+ case 0:
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+ list, e := models.GetEdbDataList(edb.Source, edb.SubSource, edb.EdbInfoId, "", "")
|
|
|
+ if e != nil {
|
|
|
+ utils.FileLog.Info(fmt.Sprintf("相关性-获取因子指标数据失败, EdbInfoId: %d, err: %v", edb.EdbInfoId, e))
|
|
|
+ return
|
|
|
+ }
|
|
|
+ dataListB = models.TransEdbInfoDataList2SearchData(list)
|
|
|
+ case 1:
|
|
|
+ dataListB, e = models.GetPredictEdbDataListAll(baseEdb, 1)
|
|
|
+ if e != nil {
|
|
|
+ utils.FileLog.Info(fmt.Sprintf("相关性-获取因子指标数据失败, EdbInfoId: %d, err: %v", edb.EdbInfoId, e))
|
|
|
+ return
|
|
|
+ }
|
|
|
+ default:
|
|
|
+ utils.FileLog.Info(fmt.Sprintf("相关性-因子指标类型异常, EdbInfoId: %d", edb.EdbInfoId))
|
|
|
+ return
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 计算相关性
|
|
|
+ xEdbIdValue, yDataList, e := logic.CalculateCorrelation(calculatePars.LeadValue, calculatePars.LeadUnit, baseEdb.Frequency, edb.Frequency, dataListA, dataListB)
|
|
|
+ if e != nil {
|
|
|
+ utils.FileLog.Info(fmt.Sprintf("相关性-计算失败, EdbInfoId: %d", edb.EdbInfoId))
|
|
|
+ return
|
|
|
+ }
|
|
|
+
|
|
|
+ // X及Y轴数据
|
|
|
+ yData := yDataList[0].Value
|
|
|
+ yLen := len(yData)
|
|
|
+ values := make([]models.FactorEdbSeriesCorrelationMatrixValues, len(xEdbIdValue))
|
|
|
+ for k, x := range xEdbIdValue {
|
|
|
+ var y float64
|
|
|
+ if k >= 0 && k < yLen {
|
|
|
+ y = yData[k]
|
|
|
+ }
|
|
|
+ y = utils.SubFloatToFloat(y, 2)
|
|
|
+ values[k] = models.FactorEdbSeriesCorrelationMatrixValues{
|
|
|
+ XData: x, YData: y,
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 更新计算结果
|
|
|
+ b, e := json.Marshal(values)
|
|
|
+ if e != nil {
|
|
|
+ utils.FileLog.Info(fmt.Sprintf("相关性-计算结果JSON格式化失败, err: %v", e))
|
|
|
+ return
|
|
|
+ }
|
|
|
+ chartMapping.CalculateData = string(b)
|
|
|
+ chartMapping.ModifyTime = time.Now().Local()
|
|
|
+ if e = chartMapping.Update([]string{chartMapping.Cols().CalculateData, chartMapping.Cols().ModifyTime}); e != nil {
|
|
|
+ utils.FileLog.Info(fmt.Sprintf("相关性-更新矩阵数据失败, err: %v", e))
|
|
|
+ return
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }(v, edbItem, seriesItem)
|
|
|
+ }
|
|
|
+ wg.Wait()
|
|
|
+
|
|
|
+ br.Ret = 200
|
|
|
+ br.Success = true
|
|
|
+ br.Msg = "操作成功"
|
|
|
+}
|