Merge branch 'feature/eta_2.0.3'

controllers/base_from_trade_analysis.go

@@ -0,0 +1,152 @@
+package controllers
+
+import (
+	"encoding/json"
+	"eta/eta_index_lib/logic"
+	"eta/eta_index_lib/models"
+	tradeAnalysisModel "eta/eta_index_lib/models/trade_analysis"
+	tradeAnalysisService "eta/eta_index_lib/services/trade_analysis"
+	"eta/eta_index_lib/utils"
+	"fmt"
+	"time"
+)
+
+// BaseFromTradeAnalysisController 持仓分析指标
+type BaseFromTradeAnalysisController struct {
+	BaseAuthController
+}
+
+// EdbRefresh
+// @Title 指标库刷新
+// @Description 指标库刷新
+// @Success 200 {object} models.RefreshEdbInfoReq
+// @router /edb/refresh [post]
+func (this *BaseFromTradeAnalysisController) EdbRefresh() {
+	br := new(models.BaseResponse).Init()
+	defer func() {
+		if br.ErrMsg == "" {
+			br.IsSendEmail = false
+		}
+		this.Data["json"] = br
+		this.ServeJSON()
+	}()
+	var req models.RefreshEdbInfoReq
+	err := json.Unmarshal(this.Ctx.Input.RequestBody, &req)
+	if err != nil {
+		br.Msg = "参数解析异常！"
+		br.ErrMsg = "参数解析失败，Err:" + err.Error()
+		return
+	}
+	if req.EdbCode == "" {
+		br.Msg = "请输入指标编码！"
+		br.ErrMsg = "请输入指标编码，指标编码为空"
+		return
+	}
+	if req.EdbInfoId < 0 {
+		br.Msg = "请输入指标ID！"
+		br.ErrMsg = "请输入指标ID"
+		return
+	}
+	edbOb := new(models.EdbTradeAnalysis)
+	source := edbOb.GetSource()
+
+	cacheKey := fmt.Sprintf("%s_%d_%s", utils.CACHE_EDB_DATA_REFRESH, source, req.EdbCode)
+	if utils.Rc.IsExist(cacheKey) {
+		br.Ret = 501
+		br.Success = true
+		br.Msg = "系统处理中，请稍后重试"
+		return
+	}
+	utils.Rc.SetNX(cacheKey, 1, 1*time.Minute)
+	defer func() {
+		_ = utils.Rc.Delete(cacheKey)
+	}()
+
+	// 获取指标详情
+	edbInfo, e := models.GetEdbInfoByEdbCode(source, req.EdbCode)
+	if e != nil {
+		br.Msg = "指标不存在"
+		br.ErrMsg = fmt.Sprintf("指标不存在, %v", e)
+		return
+	}
+	formula := edbInfo.CalculateFormula
+
+	// 校验计算公式
+	var extraConfig tradeAnalysisModel.WarehouseExtraConfig
+	if formula == `` {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式有误, conf: %s", formula)
+		return
+	}
+	if e := json.Unmarshal([]byte(formula), &extraConfig); e != nil {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式解析失败, err: %v; conf: %s", e, formula)
+		return
+	}
+	if extraConfig.Exchange == "" {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式交易所异常, conf: %s", formula)
+		return
+	}
+	if extraConfig.ClassifyName == "" {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式品种异常, conf: %s", formula)
+		return
+	}
+	if len(extraConfig.Contracts) == 0 {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式合约异常, conf: %s", formula)
+		return
+	}
+	if len(extraConfig.Companies) != 1 {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式期货公司异常, conf: %s", formula)
+		return
+	}
+	if extraConfig.PredictRatio < 0 || extraConfig.PredictRatio > 1 {
+		br.Msg = "指标计算公式有误"
+		br.ErrMsg = fmt.Sprintf("指标计算公式估计参数异常, conf: %s", formula)
+		return
+	}
+
+	// 获取指标数据, 该图表未用实际指标, 为了统一数据格式用ChartEdbInfoMapping
+	companyTradeData, e := tradeAnalysisService.GetOriginTradeData(extraConfig.Exchange, extraConfig.ClassifyName, extraConfig.Contracts, extraConfig.Companies, extraConfig.PredictRatio)
+	if e != nil {
+		br.Msg = "获取失败"
+		br.ErrMsg = fmt.Sprintf("获取期货公司持仓加总数据失败, %v", e)
+		return
+	}
+	if len(companyTradeData) == 0 {
+		br.Msg = "期货数据为空"
+		return
+	}
+
+	// 转换持仓数据为指标数据
+	convertData, e := tradeAnalysisService.FormatCompanyTradeData2EdbData(companyTradeData[0], extraConfig.WarehouseChartType)
+	if e != nil {
+		br.Msg = "获取失败"
+		br.ErrMsg = fmt.Sprintf("持仓数据转为指标数据失败, %v", e)
+		return
+	}
+
+	// 刷新指标
+	if e = edbOb.Refresh(edbInfo, convertData); e != nil {
+		br.Msg = "刷新指标失败"
+		br.ErrMsg = fmt.Sprintf("刷新指标失败, %v", e)
+		return
+	}
+
+	// 更新指标最值
+	if e = edbOb.UnifiedModifyEdbInfoMaxAndMinInfo(edbInfo); e != nil {
+		br.Msg = "刷新指标失败"
+		br.ErrMsg = fmt.Sprintf("更新指标最值失败, %v", e)
+		return
+	}
+
+	// 更新ES
+	go logic.UpdateEs(edbInfo.EdbInfoId)
+
+	br.Ret = 200
+	br.Success = true
+	br.Msg = "操作成功"
+}

models/db.go

@@ -169,6 +169,7 @@ func initBaseIndex() {
 		new(BaseFromOilchemIndex),
 		new(BaseFromOilchemData),
 		new(BaseFromFenweiClassify),
+		new(EdbDataTradeAnalysis),
 	)
 }
 

models/edb_data_table.go

@@ -168,6 +168,8 @@ func GetEdbDataTableName(source, subSource int) (tableName string) {
 		tableName = "edb_data_predict_base"
 	case utils.DATA_SOURCE_SCI_HQ: // 卓创红期
 		tableName = "edb_data_sci_hq"
+	case utils.DATA_SOURCE_TRADE_ANALYSIS: // 持仓分析->92
+		tableName = "edb_data_trade_analysis"
 	default:
 		edbSource := EdbSourceIdMap[source]
 		if edbSource != nil {

models/edb_data_trade_analysis.go

@@ -0,0 +1,181 @@
+package models
+
+import (
+	"eta/eta_index_lib/utils"
+	"fmt"
+	"github.com/beego/beego/v2/client/orm"
+	"strings"
+	"time"
+)
+
+// EdbDataTradeAnalysis 持仓分析指标数据
+type EdbDataTradeAnalysis struct {
+	EdbDataId     int       `orm:"column(edb_data_id);pk"`
+	EdbInfoId     int       `description:"指标ID"`
+	EdbCode       string    `description:"指标编码"`
+	DataTime      time.Time `description:"数据日期"`
+	Value         float64   `description:"数据值"`
+	CreateTime    time.Time `description:"创建时间"`
+	ModifyTime    time.Time `description:"修改时间"`
+	DataTimestamp int64     `description:"数据日期时间戳"`
+}
+
+func (m *EdbDataTradeAnalysis) TableName() string {
+	return "edb_data_trade_analysis"
+}
+
+type EdbDataTradeAnalysisCols struct {
+	PrimaryId     string
+	EdbInfoId     string
+	EdbCode       string
+	DataTime      string
+	Value         string
+	CreateTime    string
+	ModifyTime    string
+	DataTimestamp string
+}
+
+func (m *EdbDataTradeAnalysis) Cols() EdbDataTradeAnalysisCols {
+	return EdbDataTradeAnalysisCols{
+		PrimaryId:     "edb_data_id",
+		EdbInfoId:     "edb_info_id",
+		EdbCode:       "edb_code",
+		DataTime:      "data_time",
+		Value:         "value",
+		CreateTime:    "create_time",
+		ModifyTime:    "modify_time",
+		DataTimestamp: "data_timestamp",
+	}
+}
+
+func (m *EdbDataTradeAnalysis) Create() (err error) {
+	o := orm.NewOrm()
+	id, err := o.Insert(m)
+	if err != nil {
+		return
+	}
+	m.EdbDataId = int(id)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) CreateMulti(items []*EdbDataTradeAnalysis) (err error) {
+	if len(items) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	_, err = o.InsertMulti(500, items)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) Update(cols []string) (err error) {
+	o := orm.NewOrm()
+	_, err = o.Update(m, cols...)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) Remove() (err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	_, err = o.Raw(sql, m.EdbDataId).Exec()
+	return
+}
+
+func (m *EdbDataTradeAnalysis) MultiRemove(ids []int) (err error) {
+	if len(ids) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s IN (%s)`, m.TableName(), m.Cols().PrimaryId, utils.GetOrmInReplace(len(ids)))
+	_, err = o.Raw(sql, ids).Exec()
+	return
+}
+
+func (m *EdbDataTradeAnalysis) RemoveByCondition(condition string, pars []interface{}) (err error) {
+	if condition == "" {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s`, m.TableName(), condition)
+	_, err = o.Raw(sql, pars).Exec()
+	return
+}
+
+func (m *EdbDataTradeAnalysis) GetItemById(id int) (item *EdbDataTradeAnalysis, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	err = o.Raw(sql, id).QueryRow(&item)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) GetItemByCondition(condition string, pars []interface{}, orderRule string) (item *EdbDataTradeAnalysis, err error) {
+	o := orm.NewOrm()
+	order := ``
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE 1=1 %s %s LIMIT 1`, m.TableName(), condition, order)
+	err = o.Raw(sql, pars).QueryRow(&item)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) GetCountByCondition(condition string, pars []interface{}) (count int, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT COUNT(1) FROM %s WHERE 1=1 %s`, m.TableName(), condition)
+	err = o.Raw(sql, pars).QueryRow(&count)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) GetItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string) (items []*EdbDataTradeAnalysis, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars).QueryRows(&items)
+	return
+}
+
+func (m *EdbDataTradeAnalysis) GetPageItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string, startSize, pageSize int) (items []*EdbDataTradeAnalysis, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s LIMIT ?,?`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars, startSize, pageSize).QueryRows(&items)
+	return
+}
+
+// MultiUpdateValue 批量更新数据值
+func (m *EdbDataTradeAnalysis) MultiUpdateValue(items []*EdbDataTradeAnalysis) (err error) {
+	if len(items) == 0 {
+		return
+	}
+
+	o := orm.NewOrm()
+	sql := fmt.Sprintf("UPDATE %s SET %s = ?, %s = NOW() WHERE %s = ?", m.TableName(), m.Cols().Value, m.Cols().ModifyTime, m.Cols().PrimaryId)
+	p, e := o.Raw(sql).Prepare()
+	if e != nil {
+		err = fmt.Errorf("update sql prepare err: %v", e)
+		return
+	}
+	defer func() {
+		_ = p.Close()
+	}()
+	for _, v := range items {
+		_, err = p.Exec(v.Value, v.EdbDataId)
+		if err != nil {
+			return
+		}
+	}
+	return
+}

models/edb_trade_analysis.go

@@ -0,0 +1,160 @@
+package models
+
+import (
+	"eta/eta_index_lib/utils"
+	"fmt"
+	"github.com/shopspring/decimal"
+	"time"
+)
+
+// EdbTradeAnalysis 持仓分析指标
+type EdbTradeAnalysis struct{}
+
+// GetSource 获取来源编码id
+func (obj EdbTradeAnalysis) GetSource() int {
+	return utils.DATA_SOURCE_TRADE_ANALYSIS
+}
+
+// GetSourceName 获取来源名称
+func (obj EdbTradeAnalysis) GetSourceName() string {
+	return utils.DATA_SOURCE_NAME_TRADE_ANALYSIS
+}
+
+// GetEdbType 获取指标类型
+func (obj EdbTradeAnalysis) GetEdbType() int {
+	return utils.DEFAULT_EDB_TYPE
+}
+
+func (obj EdbTradeAnalysis) Refresh(edbInfo *EdbInfo, convertData []*EdbDataList) (err error) {
+	if edbInfo == nil {
+		err = fmt.Errorf("指标信息有误, EdbInfo: %v", edbInfo)
+		return
+	}
+
+	// 真实数据的最大日期, 插入规则配置的日期
+	var realDataMaxDate, edbDataInsertConfigDate time.Time
+	var edbDataInsertConfig *EdbDataInsertConfig
+	var isFindConfigDateRealData bool
+	{
+		conf, e := GetEdbDataInsertConfigByEdbId(edbInfo.EdbInfoId)
+		if e != nil && e.Error() != utils.ErrNoRow() {
+			err = fmt.Errorf("GetEdbDataInsertConfigByEdbId err: %v", e)
+			return
+		}
+		edbDataInsertConfig = conf
+		if edbDataInsertConfig != nil {
+			edbDataInsertConfigDate = edbDataInsertConfig.Date
+		}
+	}
+
+	// 获取已有数据
+	dataOb := new(EdbDataTradeAnalysis)
+	dataExists := make(map[string]*EdbDataTradeAnalysis)
+	searchExistMap := make(map[string]*EdbInfoSearchData)
+	{
+		cond := fmt.Sprintf(" AND %s = ?", dataOb.Cols().EdbInfoId)
+		pars := make([]interface{}, 0)
+		pars = append(pars, edbInfo.EdbInfoId)
+		//if queryDate != "" {
+		//	cond += fmt.Sprintf(" AND %s >= ?", dataOb.Cols().DataTime)
+		//	pars = append(pars, queryDate)
+		//}
+		list, e := dataOb.GetItemsByCondition(cond, pars, []string{}, "")
+		if e != nil {
+			err = fmt.Errorf("获取指标数据失败, %v", e)
+			return
+		}
+		for _, v := range list {
+			dataExists[v.DataTime.Format(utils.FormatDate)] = v
+			searchExistMap[v.DataTime.Format(utils.FormatDate)] = &EdbInfoSearchData{
+				EdbDataId:     v.EdbDataId,
+				EdbInfoId:     v.EdbInfoId,
+				DataTime:      v.DataTime.Format(utils.FormatDate),
+				Value:         v.Value,
+				EdbCode:       v.EdbCode,
+				DataTimestamp: v.DataTimestamp,
+			}
+		}
+	}
+
+	// 比对数据
+	insertExist := make(map[string]bool)
+	insertData := make([]*EdbDataTradeAnalysis, 0)
+	updateData := make([]*EdbDataTradeAnalysis, 0)
+	for _, v := range convertData {
+		dataDate, e := time.ParseInLocation(utils.FormatDate, v.DataTime, time.Local)
+		if e != nil {
+			utils.FileLog.Info(fmt.Sprintf("持仓分析-数据日期转换失败, EdbCode: %s, DataDate: %s", edbInfo.EdbCode, v.DataTime))
+			continue
+		}
+		strDate := v.DataTime
+
+		// 手动插入数据的判断
+		if realDataMaxDate.IsZero() || dataDate.After(realDataMaxDate) {
+			realDataMaxDate = dataDate
+		}
+		if edbDataInsertConfigDate.IsZero() || dataDate.Equal(edbDataInsertConfigDate) {
+			isFindConfigDateRealData = true
+		}
+
+		// 入库值
+		saveVal := decimal.NewFromFloat(v.Value).Round(4).String()
+		d, e := decimal.NewFromString(saveVal)
+		if e != nil {
+			utils.FileLog.Info(fmt.Sprintf("EdbDataTradeAnalysis NewFromString err: %v", e))
+			continue
+		}
+		saveFloat, _ := d.Float64()
+
+		// 更新
+		exists := dataExists[strDate]
+		if exists != nil {
+			existVal := decimal.NewFromFloat(exists.Value).Round(4).String()
+			if saveVal != existVal {
+				exists.Value = saveFloat
+				updateData = append(updateData, exists)
+			}
+			continue
+		}
+
+		// 新增
+		if insertExist[strDate] {
+			continue
+		}
+		insertExist[strDate] = true
+
+		timestamp := dataDate.UnixNano() / 1e6
+		insertData = append(insertData, &EdbDataTradeAnalysis{
+			EdbInfoId:     edbInfo.EdbInfoId,
+			EdbCode:       edbInfo.EdbCode,
+			DataTime:      dataDate,
+			Value:         saveFloat,
+			CreateTime:    time.Now(),
+			ModifyTime:    time.Now(),
+			DataTimestamp: timestamp,
+		})
+	}
+
+	// 批量新增/更新
+	if len(insertData) > 0 {
+		if e := dataOb.CreateMulti(insertData); e != nil {
+			err = fmt.Errorf("批量新增指标数据失败, %v", e)
+			return
+		}
+	}
+	if len(updateData) > 0 {
+		if e := dataOb.MultiUpdateValue(updateData); e != nil {
+			err = fmt.Errorf("批量更新指标数据失败, %v", e)
+			return
+		}
+	}
+
+	// 处理手工数据补充的配置
+	HandleConfigInsertEdbData(realDataMaxDate, edbDataInsertConfig, edbInfo.EdbInfoId, obj.GetSource(), 0, searchExistMap, isFindConfigDateRealData)
+	return
+}
+
+func (obj EdbTradeAnalysis) UnifiedModifyEdbInfoMaxAndMinInfo(edbInfo *EdbInfo) (err error) {
+	err, _ = UnifiedModifyEdbInfoMaxAndMinInfo(edbInfo)
+	return
+}

models/trade_analysis/trade_analysis.go

@@ -0,0 +1,533 @@
+package trade_analysis
+
+import (
+	"eta/eta_index_lib/utils"
+	"fmt"
+	"github.com/beego/beego/v2/client/orm"
+	"time"
+)
+
+// 上期能源持仓榜单表
+type TradePositionTop struct {
+	Id            uint64    `gorm:"primaryKey;column:id" json:"id"`
+	ClassifyName  string    `gorm:"column:classify_name" json:"classify_name"`     //分类名称
+	ClassifyType  string    `gorm:"column:classify_type" json:"classify_type"`     //分类名称下的类型
+	DealShortName string    `gorm:"column:deal_short_name" json:"deal_short_name"` //成交量公司简称
+	DealValue     int       `gorm:"column:deal_value" json:"deal_value"`           //成交量
+	DealChange    int       `gorm:"column:deal_change" json:"deal_change"`         //成交变化量
+	DataTime      time.Time `gorm:"column:data_time" json:"data_time"`             //数据日期
+	CreateTime    time.Time `gorm:"column:create_time" json:"create_time"`         //插入时间
+	ModifyTime    time.Time `gorm:"column:modify_time" json:"modify_time"`         //修改时间
+	DealType      int       `gorm:"column:deal_type" json:"deal_type"`             //交易类型：1多单，2空单，3净多单，4净空单
+	SourceType    int       `gorm:"column:source_type" json:"source_type"`         //数据来源，0是原始数据的值，1是由T+1日推算出的值，2是由T日的榜单数据推算出的值
+	Rank          int       `gorm:"column:rank" json:"rank"`                       //排名
+}
+
+type TradeClassifyNameList struct {
+	Exchange   string                      `description:"交易所"`
+	ExchangeEn string                      `description:"交易所英文"`
+	Sort       int                         `description:"排序字段" `
+	Num        int                         `description:"品种数量"`
+	DataTime   string                      `description:"最新更新时间"`
+	CurrDate   string                      `description:"当前日期"`
+	Items      []TradeClassifyNameListItem `description:"子类"`
+}
+type TradeClassifyNameListSort []TradeClassifyNameList
+
+func (v TradeClassifyNameListSort) Len() int {
+	return len(v)
+}
+
+func (v TradeClassifyNameListSort) Swap(i, j int) {
+	v[i], v[j] = v[j], v[i]
+}
+
+func (v TradeClassifyNameListSort) Less(i, j int) bool {
+	return v[i].Sort < v[j].Sort
+}
+
+type TradeClassifyNameListItemSort []TradeClassifyNameListItem
+
+func (v TradeClassifyNameListItemSort) Len() int {
+	return len(v)
+}
+
+func (v TradeClassifyNameListItemSort) Swap(i, j int) {
+	v[i], v[j] = v[j], v[i]
+}
+
+func (v TradeClassifyNameListItemSort) Less(i, j int) bool {
+	return v[i].ClassifyName < v[j].ClassifyName
+}
+
+type TradeClassifyNameListItem struct {
+	ClassifyName string                          `description:"交易分类"`
+	Items        []TradeClassifyNameListItemItem `description:"合约代码"`
+}
+
+type TradeClassifyNameListItemItemSort []TradeClassifyNameListItemItem
+
+func (v TradeClassifyNameListItemItemSort) Len() int {
+	return len(v)
+}
+
+func (v TradeClassifyNameListItemItemSort) Swap(i, j int) {
+	v[i], v[j] = v[j], v[i]
+}
+
+func (v TradeClassifyNameListItemItemSort) Less(i, j int) bool {
+	return v[i].ClassifyType < v[j].ClassifyType
+}
+
+type TradeClassifyNameListItemItem struct {
+	ClassifyType string `description:"分类名称下的类型"`
+}
+
+type TradeClassifyName struct {
+	ClassifyName string //分类名称
+	ClassifyType string //分类名称下的类型
+	LatestDate   string //分类下最晚日期
+}
+
+// GetExchangeClassify 获取交易所分类列表
+func GetExchangeClassify(exchange string) (list []TradeClassifyName, err error) {
+	tableName := "base_from_trade_" + exchange + "_index"
+	orderStr := "classify_name DESC, classify_type asc"
+	if exchange == "zhengzhou" {
+		orderStr = "classify_name asc"
+	}
+	sql := "SELECT classify_name, classify_type FROM " + tableName + " WHERE `rank` <=20 and `rank` > 0 GROUP BY classify_name, classify_type  "
+	sql += ` ORDER BY ` + orderStr
+
+	o := orm.NewOrm()
+	_, err = o.Raw(sql).QueryRows(&list)
+
+	return
+}
+
+type LastTimeItem struct {
+	CreateTime time.Time
+}
+
+// GetExchangeLastTime 获取交易所数据最晚的时间
+func GetExchangeLastTime(exchange string) (item LastTimeItem, err error) {
+	tableName := "base_from_trade_" + exchange + "_index"
+	sql := `SELECT create_time FROM ` + tableName + ` ORDER BY create_time desc`
+	o := orm.NewOrm()
+	err = o.Raw(sql).QueryRow(&item)
+
+	return
+}
+
+type GetPositionTopReq struct {
+	Exchange     string `json:"exchange" form:"exchange"`           //交易所
+	ClassifyName string `json:"classify_name" form:"classify_name"` //分类名称
+	ClassifyType string `json:"classify_type" form:"classify_type"` //具体合约名称
+	DataTime     string `json:"data_time" form:"data_time"`         //请求日期，如果为空，则返回最新的榜单日期
+}
+
+type GetPositionTopResp struct {
+	BuyList       GetPositionTopList `description:"多单列表"`
+	SoldList      GetPositionTopList `description:"空单列表"`
+	CleanBuyList  GetPositionTopList `description:"净多单列表"`
+	CleanSoldList GetPositionTopList `description:"净空单列表"`
+	DataTime      string             `description:"最新日期或者请求日期"`
+	LastDataTime  string             `description:"最新日期"`
+}
+
+type GetPositionTopList struct {
+	TotalDealValue  int                      `description:"总计成交量"`
+	TotalDealChange int                      `description:"校昨日变化"`
+	List            []GetPositionTopListItem `description:"榜单详情列表"`
+}
+
+type GetPositionTopListItem struct {
+	DealShortName   string `description:"成交量公司简称"`
+	DealValue       int    `description:"成交量"`
+	DealChange      int    `description:"成交变化量"`
+	Rank            int    `description:"当前名次"`
+	Rate            string `description:"当前占比"`
+	BeforeAllRate   string `description:"排在前面的成交量总计占比（包含）"`
+	BeforeAllValue  int    `description:"排在前面的成交量总计"`
+	BeforeAllChange int    `description:"排在前面的成交量增减总计"`
+}
+
+func GetTradePositionTop(exchange string, classifyName, classifyType, dataTime string) (list []TradePositionTop, err error) {
+	tableName := "trade_position_" + exchange + "_top"
+	sql := `SELECT * FROM ` + tableName + " WHERE classify_name=? and classify_type=? and data_time=? and `rank` <=20 and `rank` > 0 ORDER BY deal_value desc"
+
+	o := orm.NewOrm()
+	_, err = o.Raw(sql, classifyName, classifyType, dataTime).QueryRows(&list)
+
+	return
+}
+
+type OriginTradeData struct {
+	Rank         int       `description:"排名"`
+	CompanyName  string    `description:"期货公司名称"`
+	Val          int       `description:"持仓量"`
+	ValChange    int       `description:"持仓增减"`
+	DataTime     time.Time `description:"数据日期"`
+	ClassifyName string    `description:"品种名称"`
+	ClassifyType string    `description:"合约代码"`
+	ValType      int       `description:"数据类型: 1-多单; 2-空单"`
+}
+
+// GetTradeDataByClassifyAndCompany 根据品种和公司名称获取持仓数据
+func GetTradeDataByClassifyAndCompany(exchange, classifyName string, contracts, companies []string) (items []*OriginTradeData, err error) {
+	if exchange == "" {
+		err = fmt.Errorf("数据表名称有误")
+		return
+	}
+	if len(contracts) == 0 || len(companies) == 0 {
+		return
+	}
+	tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
+	sql := `SELECT
+			rank,
+			buy_short_name AS company_name,
+			buy_value AS val,
+			buy_change AS val_change,
+			classify_name,
+			classify_type,
+			data_time,
+			1 AS val_type 
+		FROM
+			%s 
+		WHERE
+			classify_name = ? AND classify_type IN (%s) AND buy_short_name IN (%s)
+		UNION ALL
+		(
+		SELECT
+			rank,
+			sold_short_name,
+			sold_value,
+			sold_change,
+			classify_name,
+			classify_type,
+			data_time,
+			2 AS val_type 
+		FROM
+			%s 
+		WHERE
+			classify_name = ? AND classify_type IN (%s) AND sold_short_name IN (%s)
+		)`
+	sql = fmt.Sprintf(sql, tableName, utils.GetOrmInReplace(len(contracts)), utils.GetOrmInReplace(len(companies)), tableName, utils.GetOrmInReplace(len(contracts)), utils.GetOrmInReplace(len(companies)))
+	o := orm.NewOrm()
+	_, err = o.Raw(sql, classifyName, contracts, companies, classifyName, contracts, companies).QueryRows(&items)
+	return
+}
+
+// GetTradeZhengzhouDataByClassifyAndCompany 郑商所-根据品种和公司名称获取持仓数据
+func GetTradeZhengzhouDataByClassifyAndCompany(exchange string, contracts, companies []string) (items []*OriginTradeData, err error) {
+	if exchange == "" {
+		err = fmt.Errorf("数据表名称有误")
+		return
+	}
+	if len(contracts) == 0 || len(companies) == 0 {
+		return
+	}
+	tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
+	sql := `SELECT
+			rank,
+			buy_short_name AS company_name,
+			buy_value AS val,
+			buy_change AS val_change,
+			classify_name AS classify_type,
+			data_time,
+			1 AS val_type 
+		FROM
+			%s 
+		WHERE
+			classify_name IN (%s) AND buy_short_name IN (%s)
+		UNION ALL
+		(
+		SELECT
+			rank,
+			sold_short_name,
+			sold_value,
+			sold_change,
+			classify_name AS classify_type,
+			data_time,
+			2 AS val_type 
+		FROM
+			%s 
+		WHERE
+			classify_name IN (%s) AND sold_short_name IN (%s)
+		)`
+	sql = fmt.Sprintf(sql, tableName, utils.GetOrmInReplace(len(contracts)), utils.GetOrmInReplace(len(companies)), tableName, utils.GetOrmInReplace(len(contracts)), utils.GetOrmInReplace(len(companies)))
+	o := orm.NewOrm()
+	_, err = o.Raw(sql, contracts, companies, contracts, companies).QueryRows(&items)
+	return
+}
+
+// ContractCompanyTradeData [合约-期货公司]持仓数据
+type ContractCompanyTradeData struct {
+	CompanyName  string                          `description:"期货公司名称"`
+	ClassifyType string                          `description:"合约代码"`
+	StartDate    time.Time                       `description:"数据开始日期"`
+	EndDate      time.Time                       `description:"数据结束日期"`
+	DataList     []*ContractCompanyTradeDataList `description:"数据序列"`
+}
+
+const (
+	TradeDataTypeNull      = 0 // 无值
+	TradeDataTypeOrigin    = 1 // 原始值
+	TradeDataTypeCalculate = 2 // 推算值
+
+	WarehouseBuyChartType     = 1 // 多单图
+	WarehouseSoldChartType    = 2 // 空单图
+	WarehousePureBuyChartType = 3 // 净多单图
+
+	WarehouseDefaultUnit      = "手"
+	WarehouseDefaultFrequency = "日度"
+
+	GuangZhouTopCompanyAliasName = "日成交持仓排名" // 广期所TOP20对应的公司名称
+	GuangZhouSeatNameBuy         = "持买单量"       // 广期所指标名称中的多单名称
+	GuangZhouSeatNameSold        = "持卖单量"       // 广期所指标名称中的空单名称
+	GuangZhouTopSeatNameBuy      = "持买单量总计"   // 广期所指标名称中的TOP20多单名称
+	GuangZhouTopSeatNameSold     = "持卖单量总计"   // 广期所指标名称中的TOP20空单名称
+)
+
+const (
+	TradeExchangeZhengzhou = "zhengzhou"
+	TradeExchangeGuangzhou = "guangzhou"
+)
+
+var WarehouseTypeSuffixNames = map[int]string{
+	WarehouseBuyChartType:     "席位多单",
+	WarehouseSoldChartType:    "席位空单",
+	WarehousePureBuyChartType: "席位净多单",
+}
+
+// GuangzhouSeatNameValType 广期所数据名称对应的席位方向
+var GuangzhouSeatNameValType = map[string]int{
+	GuangZhouSeatNameBuy:     1,
+	GuangZhouSeatNameSold:    2,
+	GuangZhouTopSeatNameBuy:  1,
+	GuangZhouTopSeatNameSold: 2,
+}
+
+// ContractCompanyTradeDataList [合约-期货公司]持仓数据详情
+type ContractCompanyTradeDataList struct {
+	Date              time.Time `description:"数据日期"`
+	BuyVal            int       `description:"多单持仓量"`
+	BuyValType        int       `description:"多单数据类型: 0-无值; 1-原始值; 2-推算值"`
+	BuyChange         int       `description:"多单持仓增减"`
+	BuyChangeType     int       `description:"多单持仓增减类型: 0-无值; 1-原始值; 2-推算值"`
+	SoldVal           int       `description:"空单持仓量"`
+	SoldValType       int       `description:"空单数据类型: 0-无值; 1-原始值; 2-推算值"`
+	SoldChange        int       `description:"空单持仓增减"`
+	SoldChangeType    int       `description:"空单持仓增减类型: 0-无值; 1-原始值; 2-推算值"`
+	PureBuyVal        int       `description:"净多单持仓量"`
+	PureBuyValType    int       `description:"净多单数据类型: 0-无值; 1-原始值; 2-推算值"`
+	PureBuyChange     int       `description:"净多单持仓增减"`
+	PureBuyChangeType int       `description:"净多单持仓增减类型: 0-无值; 1-原始值; 2-推算值"`
+}
+
+// GetLastTradeDataByClassify 获取[合约]末位多空单数据
+func GetLastTradeDataByClassify(exchange, classifyName string, contracts []string) (items []*OriginTradeData, err error) {
+	if exchange == "" {
+		err = fmt.Errorf("数据表名称有误")
+		return
+	}
+	if len(contracts) == 0 {
+		return
+	}
+	contractReplacer := utils.GetOrmInReplace(len(contracts))
+
+	tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
+	sql := `SELECT 
+			tpt.rank,
+			tpt.buy_short_name AS company_name,
+			tpt.buy_value AS val,
+			tpt.buy_change AS val_change,
+			tpt.classify_name,
+			tpt.classify_type,
+			tpt.data_time,
+			1 AS val_type
+		FROM 
+			%s tpt
+		JOIN 
+			(
+				SELECT
+					data_time, classify_type, MAX(rank) AS max_rank
+				FROM 
+					%s
+				WHERE 
+					classify_name = ? AND classify_type IN (%s) AND buy_short_name <> ''
+				GROUP BY 
+					data_time,
+					classify_type
+			) sub
+		ON
+			tpt.data_time = sub.data_time AND tpt.classify_type = sub.classify_type AND tpt.rank = sub.max_rank
+		WHERE 
+			tpt.classify_name = ? AND tpt.classify_type IN (%s)
+		UNION ALL
+		(
+		SELECT 
+			tpt.rank, tpt.sold_short_name, tpt.sold_value, tpt.sold_change, tpt.classify_name, tpt.classify_type, tpt.data_time, 2 AS val_type
+		FROM 
+			%s tpt
+		JOIN 
+			(
+				SELECT 
+					data_time, classify_type, MAX(rank) AS max_rank
+				FROM 
+					%s
+				WHERE 
+					classify_name = ? AND classify_type IN (%s) AND sold_short_name <> ''
+				GROUP BY 
+					data_time, classify_type
+			) sub
+		ON 
+			tpt.data_time = sub.data_time AND tpt.classify_type = sub.classify_type AND tpt.rank = sub.max_rank
+		WHERE 
+			tpt.classify_name = ? AND tpt.classify_type IN (%s)
+		)`
+	sql = fmt.Sprintf(sql, tableName, tableName, contractReplacer, contractReplacer, tableName, tableName, contractReplacer, contractReplacer)
+	o := orm.NewOrm()
+	_, err = o.Raw(sql, classifyName, contracts, classifyName, contracts, classifyName, contracts, classifyName, contracts).QueryRows(&items)
+	return
+}
+
+// GetLastTradeZhengzhouDataByClassify 郑商所-获取[合约]末位多空单数据
+func GetLastTradeZhengzhouDataByClassify(exchange string, contracts []string) (items []*OriginTradeData, err error) {
+	if exchange == "" {
+		err = fmt.Errorf("数据表名称有误")
+		return
+	}
+	if len(contracts) == 0 {
+		return
+	}
+	contractReplacer := utils.GetOrmInReplace(len(contracts))
+
+	tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
+	sql := `SELECT 
+			tpt.rank,
+			tpt.buy_short_name AS company_name,
+			tpt.buy_value AS val,
+			tpt.buy_change AS val_change,
+  			tpt.classify_name AS classify_type,
+			tpt.data_time,
+			1 AS val_type
+		FROM 
+			%s tpt
+		JOIN 
+			(
+				SELECT
+					data_time, classify_name, MAX(rank) AS max_rank
+				FROM 
+					%s
+				WHERE 
+					classify_name IN (%s) AND buy_short_name <> ''
+				GROUP BY 
+					data_time,
+					classify_name
+			) sub
+		ON
+			tpt.data_time = sub.data_time AND tpt.classify_name = sub.classify_name AND tpt.rank = sub.max_rank
+		WHERE 
+			tpt.classify_name IN (%s)
+		UNION ALL
+		(
+		SELECT 
+			tpt.rank, tpt.sold_short_name, tpt.sold_value, tpt.sold_change, tpt.classify_name AS classify_type, tpt.data_time, 2 AS val_type
+		FROM 
+			%s tpt
+		JOIN 
+			(
+				SELECT 
+					data_time, classify_name, MAX(rank) AS max_rank
+				FROM 
+					%s
+				WHERE 
+					classify_name IN (%s) AND sold_short_name <> ''
+				GROUP BY 
+					data_time, classify_name
+			) sub
+		ON 
+			tpt.data_time = sub.data_time AND tpt.classify_name = sub.classify_name AND tpt.rank = sub.max_rank
+		WHERE 
+			tpt.classify_name IN (%s)
+		)`
+	sql = fmt.Sprintf(sql, tableName, tableName, contractReplacer, contractReplacer, tableName, tableName, contractReplacer, contractReplacer)
+	o := orm.NewOrm()
+	_, err = o.Raw(sql, contracts, contracts, contracts, contracts).QueryRows(&items)
+	return
+}
+
+type BaseFromTradeGuangzhouIndex struct {
+	BaseFromTradeGuangzhouIndexId    int       `orm:"column(base_from_trade_guangzhou_index_id);pk"`
+	BaseFromTradeGuangzhouClassifyId int       `description:"分类id"`
+	IndexCode                        string    `description:"指标编码"`
+	IndexName                        string    `description:"指标名称"`
+	Frequency                        string    `description:"频率"`
+	Unit                             string    `description:"单位"`
+	StartDate                        string    `description:"开始日期"`
+	EndDate                          string    `description:"结束日期"`
+	CreateTime                       time.Time `description:"创建日期"`
+	ModifyTime                       time.Time `description:"修改日期"`
+}
+
+func GetBaseFromTradeGuangzhouIndexByClassifyId(classifyId int) (list []*BaseFromTradeGuangzhouIndex, err error) {
+	o := orm.NewOrm()
+	sql := `SELECT * FROM base_from_trade_guangzhou_index WHERE base_from_trade_guangzhou_classify_id = ?`
+	_, err = o.Raw(sql, classifyId).QueryRows(&list)
+	return
+}
+
+type BaseFromTradeGuangzhouData struct {
+	BaseFromTradeGuangzhouDataId  int       `orm:"column(base_from_trade_guangzhou_data_id);pk"`
+	BaseFromTradeGuangzhouIndexId int       `description:"指标id"`
+	IndexCode                     string    `description:"指标编码"`
+	DataTime                      time.Time `description:"数据日期"`
+	Value                         float64   `description:"数据值"`
+	QtySub                        float64   `description:"增减"`
+	CreateTime                    time.Time `description:"创建日期"`
+	ModifyTime                    time.Time `description:"修改日期"`
+}
+
+// GetBaseFromTradeGuangzhouDataByIndexIds 获取指标数据
+func GetBaseFromTradeGuangzhouDataByIndexIds(indexIds []int) (list []*BaseFromTradeGuangzhouData, err error) {
+	if len(indexIds) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT * FROM base_from_trade_guangzhou_data WHERE base_from_trade_guangzhou_index_id IN (%s) ORDER BY base_from_trade_guangzhou_index_id`, utils.GetOrmInReplace(len(indexIds)))
+	_, err = o.Raw(sql, indexIds).QueryRows(&list)
+	return
+}
+
+// GetBaseFromTradeGuangzhouMinDataByIndexIds 获取指标中的末位数据
+func GetBaseFromTradeGuangzhouMinDataByIndexIds(indexIds []int) (list []*BaseFromTradeGuangzhouData, err error) {
+	indexLen := len(indexIds)
+	if indexLen == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT 
+			t1.data_time,
+			t1.min_value AS value
+		FROM 
+			(
+				SELECT 
+					data_time,
+					MIN(value) AS min_value
+				FROM 
+					base_from_trade_guangzhou_data
+				WHERE 
+					base_from_trade_guangzhou_index_id IN (%s)
+				GROUP BY 
+					data_time
+			) t1
+		JOIN 
+			base_from_trade_guangzhou_data t2
+		ON 
+			t1.data_time = t2.data_time AND t1.min_value = t2.value AND t2.base_from_trade_guangzhou_index_id IN (%s)
+		GROUP BY 
+			t1.data_time`, utils.GetOrmInReplace(indexLen), utils.GetOrmInReplace(indexLen))
+	_, err = o.Raw(sql, indexIds, indexIds).QueryRows(&list)
+	return
+}

models/trade_analysis/trade_futures_company.go

@@ -0,0 +1,129 @@
+package trade_analysis
+
+import (
+	"fmt"
+	"github.com/beego/beego/v2/client/orm"
+	"strings"
+	"time"
+)
+
+const TradeFuturesCompanyTop20 = "TOP20"
+
+// TradeFuturesCompany 期货公司表
+type TradeFuturesCompany struct {
+	TradeFuturesCompanyId int       `orm:"column(trade_futures_company_id);pk"`
+	CompanyName           string    `description:"标准公司名称"`
+	ZhengzhouName         string    `description:"郑商所下的名称"`
+	DalianName            string    `description:"大商所下的名称"`
+	ShanghaiName          string    `description:"上期所下的名称"`
+	IneName               string    `description:"上期能源下的名称"`
+	GuangzhouName         string    `description:"广期所下的名称"`
+	CffexName             string    `description:"中金所下的名称"`
+	Sort                  int       `description:"排序"`
+	CreateTime            time.Time `description:"创建时间"`
+	ModifyTime            time.Time `description:"修改时间"`
+}
+
+func (m *TradeFuturesCompany) TableName() string {
+	return "trade_futures_company"
+}
+
+type TradeFuturesCompanyCols struct {
+	PrimaryId     string
+	CompanyName   string
+	ZhengzhouName string
+	DalianName    string
+	ShanghaiName  string
+	IneName       string
+	GuangzhouName string
+	CffexName     string
+	Sort          string
+	CreateTime    string
+	ModifyTime    string
+}
+
+func (m *TradeFuturesCompany) Cols() TradeFuturesCompanyCols {
+	return TradeFuturesCompanyCols{
+		PrimaryId:     "trade_futures_company_id",
+		CompanyName:   "company_name",
+		ZhengzhouName: "zhengzhou_name",
+		DalianName:    "dalian_name",
+		ShanghaiName:  "shanghai_name",
+		IneName:       "ine_name",
+		GuangzhouName: "guangzhou_name",
+		CffexName:     "cffex_name",
+		Sort:          "sort",
+		CreateTime:    "create_time",
+		ModifyTime:    "modify_time",
+	}
+}
+
+func (m *TradeFuturesCompany) GetItemById(id int) (item *TradeFuturesCompany, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	err = o.Raw(sql, id).QueryRow(&item)
+	return
+}
+
+func (m *TradeFuturesCompany) GetItemByCondition(condition string, pars []interface{}, orderRule string) (item *TradeFuturesCompany, err error) {
+	o := orm.NewOrm()
+	order := ``
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE 1=1 %s %s LIMIT 1`, m.TableName(), condition, order)
+	err = o.Raw(sql, pars).QueryRow(&item)
+	return
+}
+
+func (m *TradeFuturesCompany) GetCountByCondition(condition string, pars []interface{}) (count int, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT COUNT(1) FROM %s WHERE 1=1 %s`, m.TableName(), condition)
+	err = o.Raw(sql, pars).QueryRow(&count)
+	return
+}
+
+func (m *TradeFuturesCompany) GetItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string) (items []*TradeFuturesCompany, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars).QueryRows(&items)
+	return
+}
+
+func (m *TradeFuturesCompany) GetPageItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string, startSize, pageSize int) (items []*TradeFuturesCompany, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s LIMIT ?,?`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars, startSize, pageSize).QueryRows(&items)
+	return
+}
+
+// TradeFuturesCompanyItem 期货公司信息
+type TradeFuturesCompanyItem struct {
+	CompanyId   int    `description:"期货公司ID"`
+	CompanyName string `description:"标准公司名称"`
+	Sort        int    `description:"排序"`
+}
+
+func (m *TradeFuturesCompany) Format2Item() (item *TradeFuturesCompanyItem) {
+	item = new(TradeFuturesCompanyItem)
+	item.CompanyId = m.TradeFuturesCompanyId
+	item.CompanyName = m.CompanyName
+	item.Sort = m.Sort
+	return
+}

models/trade_analysis/warehouse.go

@@ -0,0 +1,47 @@
+package trade_analysis
+
+// WarehouseExtraConfig 建仓图表配置
+type WarehouseExtraConfig struct {
+	MultipleGraphConfigId int      `description:"多图配置ID"`
+	WarehouseChartType    int      `description:"图表类型: 1-多单图; 2-空单图; 3-净多单图"`
+	Exchange              string   `description:"交易所标识"`
+	ClassifyName          string   `description:"品种名称"`
+	Contracts             []string `description:"合约代码"`
+	Companies             []string `description:"期货公司, 不超过5个"`
+	PredictRatio          float64  `description:"预估参数, 0-1之间"`
+}
+
+// WarehouseChartPars 建仓单表配置
+//type WarehouseChartPars struct {
+//	WarehouseChartType int    `description:"图表类型: 1-多单图; 2-空单图; 3-净多单图"`
+//	DateType           int    `description:"日期类型"`
+//	DateTypeNum        int    `description:"日期类型=25(N月)时的N值"`
+//	StartDate          string `description:"自定义开始日期"`
+//	EndDate            string `description:"自定义结束日期"`
+//	//ChartThemeId       int                               `description:"图表主题ID"`
+//	ChartEdbInfoList []*models.ChartSaveItem `description:"指标及配置信息"`
+//	//SourcesFrom        *data_manage.ChartInfoSourcesFrom `description:"图表来源"`
+//}
+
+// WarehouseChartDataResp 图表详情返回信息
+type WarehouseChartDataResp struct {
+	WarehouseExtraConfig
+	MultiEdbMappings []*WarehouseEdbSaveItem
+}
+
+// WarehouseEdbSaveItem 建仓指标保存
+type WarehouseEdbSaveItem struct {
+	EdbInfoId  int    `description:"指标ID"`
+	EdbName    string `description:"指标名称"`
+	Unit       string `description:"单位"`
+	Frequency  string `description:"频度"`
+	ClassifyId int    `description:"指标库分类ID"`
+	UniqueFlag string `description:"唯一标识"`
+	//ExtraConfig string `description:"配置信息-JSON"`
+}
+
+type WarehouseEdbSaveRespItem struct {
+	WarehouseEdbSaveItem
+	Tips   string `description:"提示信息"`
+	ErrMsg string `description:"错误信息"`
+}

routers/commentsRouter.go

@@ -97,6 +97,15 @@ func init() {
             Filters: nil,
             Params: nil})
 
+    beego.GlobalControllerRouter["eta/eta_index_lib/controllers:BaseFromTradeAnalysisController"] = append(beego.GlobalControllerRouter["eta/eta_index_lib/controllers:BaseFromTradeAnalysisController"],
+        beego.ControllerComments{
+            Method: "EdbRefresh",
+            Router: `/edb/refresh`,
+            AllowHTTPMethods: []string{"post"},
+            MethodParams: param.Make(),
+            Filters: nil,
+            Params: nil})
+
     beego.GlobalControllerRouter["eta/eta_index_lib/controllers:BloombergController"] = append(beego.GlobalControllerRouter["eta/eta_index_lib/controllers:BloombergController"],
         beego.ControllerComments{
             Method: "Add",

routers/router.go

@@ -292,6 +292,11 @@ func init() {
 				&controllers.OilchemController{},
 			),
 		),
+		beego.NSNamespace("/trade_analysis",
+			beego.NSInclude(
+				&controllers.BaseFromTradeAnalysisController{},
+			),
+		),
 	)
 	beego.AddNamespace(ns)
 }

services/trade_analysis/trade_analysis_data.go

@@ -0,0 +1,468 @@
+package trade_analysis
+
+import (
+	"eta/eta_index_lib/models"
+	tradeAnalysisModel "eta/eta_index_lib/models/trade_analysis"
+	"eta/eta_index_lib/utils"
+	"fmt"
+	"sort"
+	"strings"
+	"time"
+)
+
+// FormatCompanyTradeData2EdbData [公司-合约加总]转为指标数据
+func FormatCompanyTradeData2EdbData(companyTradeData *tradeAnalysisModel.ContractCompanyTradeData, tradeType int) (edbData []*models.EdbDataList, err error) {
+	if companyTradeData == nil {
+		err = fmt.Errorf("持仓数据异常")
+		return
+	}
+	edbData = make([]*models.EdbDataList, 0)
+	var minData, maxData float64
+	for dk, dv := range companyTradeData.DataList {
+		// 交易方向
+		var val float64
+		if tradeType == tradeAnalysisModel.WarehouseBuyChartType {
+			if dv.BuyValType == tradeAnalysisModel.TradeDataTypeNull {
+				continue
+			}
+			val = float64(dv.BuyVal)
+		}
+		if tradeType == tradeAnalysisModel.WarehouseSoldChartType {
+			if dv.SoldValType == tradeAnalysisModel.TradeDataTypeNull {
+				continue
+			}
+			val = float64(dv.SoldVal)
+		}
+		if tradeType == tradeAnalysisModel.WarehousePureBuyChartType {
+			if dv.PureBuyValType == tradeAnalysisModel.TradeDataTypeNull {
+				continue
+			}
+			val = float64(dv.PureBuyVal)
+		}
+
+		if dk == 0 {
+			minData = val
+			maxData = val
+		}
+		if val < minData {
+			minData = val
+		}
+		if val > maxData {
+			maxData = val
+		}
+		edbData = append(edbData, &models.EdbDataList{
+			DataTime:      dv.Date.Format(utils.FormatDate),
+			DataTimestamp: dv.Date.UnixNano() / 1e6,
+			Value:         val,
+		})
+	}
+	return
+}
+
+// GetOriginTradeData 获取原始持仓数据
+func GetOriginTradeData(exchange, classifyName string, contracts, companies []string, predictRatio float64) (companyTradeData []*tradeAnalysisModel.ContractCompanyTradeData, err error) {
+	// 各原始数据表期货公司名称不一致
+	companyMap := make(map[string]string)
+	{
+		ob := new(tradeAnalysisModel.TradeFuturesCompany)
+		list, e := ob.GetItemsByCondition(``, make([]interface{}, 0), []string{}, "")
+		if e != nil {
+			err = fmt.Errorf("获取期货公司名称失败: %v", e)
+			return
+		}
+		switch exchange {
+		case "zhengzhou":
+			for _, v := range list {
+				companyMap[v.CompanyName] = v.ZhengzhouName
+			}
+		case "dalian":
+			for _, v := range list {
+				companyMap[v.CompanyName] = v.DalianName
+			}
+		case "shanghai":
+			for _, v := range list {
+				companyMap[v.CompanyName] = v.ShanghaiName
+			}
+		case "cffex":
+			for _, v := range list {
+				companyMap[v.CompanyName] = v.CffexName
+			}
+		case "ine":
+			for _, v := range list {
+				companyMap[v.CompanyName] = v.IneName
+			}
+		case "guangzhou":
+			for _, v := range list {
+				companyMap[v.CompanyName] = v.GuangzhouName
+			}
+		}
+	}
+	var queryCompanies []string
+	for _, v := range companies {
+		// TOP20用空名称去查询
+		if v == tradeAnalysisModel.TradeFuturesCompanyTop20 {
+			queryCompanies = append(queryCompanies, "")
+			continue
+		}
+		companyName, ok := companyMap[v]
+		if !ok {
+			utils.FileLog.Info(fmt.Sprintf("交易所%s公司名称映射不存在: %s", exchange, v))
+			continue
+		}
+		queryCompanies = append(queryCompanies, companyName)
+	}
+
+	// 郑商所/广期所查询方式不一样
+	var tradeAnalysis TradeAnalysisInterface
+	switch exchange {
+	case tradeAnalysisModel.TradeExchangeZhengzhou:
+		tradeAnalysis = &ZhengzhouTradeAnalysis{}
+	case tradeAnalysisModel.TradeExchangeGuangzhou:
+		tradeAnalysis = &GuangzhouTradeAnalysis{}
+	default:
+		tradeAnalysis = &BaseTradeAnalysis{}
+	}
+
+	// 获取多单/空单原始数据
+	originList, e := tradeAnalysis.GetTradeDataByClassifyAndCompany(exchange, classifyName, contracts, queryCompanies)
+	if e != nil {
+		err = fmt.Errorf("获取多空单原始数据失败, %v", e)
+		return
+	}
+
+	keyItems := make(map[string]*tradeAnalysisModel.ContractCompanyTradeData)
+	keyDateData := make(map[string]*tradeAnalysisModel.ContractCompanyTradeDataList)
+	keyDateDataExist := make(map[string]bool)
+	for _, v := range originList {
+		// TOP20对应数据库中的空名称
+		companyName := v.CompanyName
+		if companyName == "" {
+			companyName = tradeAnalysisModel.TradeFuturesCompanyTop20
+		}
+
+		k := fmt.Sprintf("%s-%s", v.ClassifyType, companyName)
+		if keyItems[k] == nil {
+			keyItems[k] = new(tradeAnalysisModel.ContractCompanyTradeData)
+			keyItems[k].CompanyName = companyName
+			keyItems[k].ClassifyType = v.ClassifyType
+			keyItems[k].DataList = make([]*tradeAnalysisModel.ContractCompanyTradeDataList, 0)
+		}
+
+		kd := fmt.Sprintf("%s-%s", k, v.DataTime.Format(utils.FormatDate))
+		if keyDateData[kd] == nil {
+			keyDateData[kd] = new(tradeAnalysisModel.ContractCompanyTradeDataList)
+			keyDateData[kd].Date = v.DataTime
+		}
+		if v.ValType == 1 {
+			keyDateData[kd].BuyVal = v.Val
+			keyDateData[kd].BuyValType = tradeAnalysisModel.TradeDataTypeOrigin
+			keyDateData[kd].BuyChange = v.ValChange
+			keyDateData[kd].BuyChangeType = tradeAnalysisModel.TradeDataTypeOrigin
+		}
+		if v.ValType == 2 {
+			keyDateData[kd].SoldVal = v.Val
+			keyDateData[kd].SoldValType = tradeAnalysisModel.TradeDataTypeOrigin
+			keyDateData[kd].SoldChange = v.ValChange
+			keyDateData[kd].SoldChangeType = tradeAnalysisModel.TradeDataTypeOrigin
+		}
+		if !keyDateDataExist[kd] {
+			keyItems[k].DataList = append(keyItems[k].DataList, keyDateData[kd])
+			keyDateDataExist[kd] = true
+		}
+	}
+
+	// 获取[合约]每日的末位多空单
+	contractLastBuyDateVal := make(map[string]map[time.Time]int)
+	contractLastSoldDateVal := make(map[string]map[time.Time]int)
+	{
+		lastOriginList, e := tradeAnalysis.GetLastTradeDataByClassify(exchange, classifyName, contracts)
+		if e != nil {
+			err = fmt.Errorf("获取末位多空单原始数据失败, %v", e)
+			return
+		}
+		for _, v := range lastOriginList {
+			if v.ValType == 1 {
+				if contractLastBuyDateVal[v.ClassifyType] == nil {
+					contractLastBuyDateVal[v.ClassifyType] = make(map[time.Time]int)
+				}
+				contractLastBuyDateVal[v.ClassifyType][v.DataTime] = v.Val
+				continue
+			}
+			if contractLastSoldDateVal[v.ClassifyType] == nil {
+				contractLastSoldDateVal[v.ClassifyType] = make(map[time.Time]int)
+			}
+			contractLastSoldDateVal[v.ClassifyType][v.DataTime] = v.Val
+		}
+	}
+
+	// 填充[合约-公司]预估数据, 并根据[公司-多合约]分组, [公司]算作一个指标, 指标值为[多个合约]的计算加总
+	companyContracts := make(map[string][]*tradeAnalysisModel.ContractCompanyTradeData)
+	for _, v := range keyItems {
+		td, fd, ed, e := PredictingTradeData(v.DataList, contractLastBuyDateVal[v.ClassifyType], contractLastSoldDateVal[v.ClassifyType], predictRatio)
+		if e != nil {
+			err = fmt.Errorf("数据补全失败, %v", e)
+			return
+		}
+		v.DataList = td
+		v.StartDate = fd
+		v.EndDate = ed
+
+		if companyContracts[v.CompanyName] == nil {
+			companyContracts[v.CompanyName] = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+		}
+		companyContracts[v.CompanyName] = append(companyContracts[v.CompanyName], v)
+	}
+
+	// 以[公司]为组, 计算合约加总
+	companyTradeData = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+	for k, v := range companyContracts {
+		companyData := new(tradeAnalysisModel.ContractCompanyTradeData)
+		companyData.CompanyName = k
+		companyData.DataList = make([]*tradeAnalysisModel.ContractCompanyTradeDataList, 0)
+		contractArr := make([]string, 0)
+
+		// 合约加总
+		sumDateData := make(map[time.Time]*tradeAnalysisModel.ContractCompanyTradeDataList)
+		for _, vv := range v {
+			contractArr = append(contractArr, vv.ClassifyType)
+			for _, dv := range vv.DataList {
+				if sumDateData[dv.Date] == nil {
+					sumDateData[dv.Date] = new(tradeAnalysisModel.ContractCompanyTradeDataList)
+					sumDateData[dv.Date].Date = dv.Date
+				}
+				// 数据类型以第一个非零值为准, 只处理多空和净多, 变化就不管了
+				if sumDateData[dv.Date].BuyValType == tradeAnalysisModel.TradeDataTypeNull && dv.BuyValType > tradeAnalysisModel.TradeDataTypeNull {
+					sumDateData[dv.Date].BuyValType = dv.BuyValType
+				}
+				if sumDateData[dv.Date].BuyValType == tradeAnalysisModel.TradeDataTypeOrigin && dv.BuyValType == tradeAnalysisModel.TradeDataTypeCalculate {
+					sumDateData[dv.Date].BuyValType = dv.BuyValType
+				}
+				if dv.BuyValType > tradeAnalysisModel.TradeDataTypeNull {
+					sumDateData[dv.Date].BuyVal += dv.BuyVal
+				}
+				// 空单
+				if sumDateData[dv.Date].SoldValType == tradeAnalysisModel.TradeDataTypeNull && dv.SoldValType > tradeAnalysisModel.TradeDataTypeNull {
+					sumDateData[dv.Date].SoldValType = dv.SoldValType
+				}
+				if sumDateData[dv.Date].SoldValType == tradeAnalysisModel.TradeDataTypeOrigin && dv.SoldValType == tradeAnalysisModel.TradeDataTypeCalculate {
+					sumDateData[dv.Date].SoldValType = dv.SoldValType
+				}
+				if dv.SoldValType > tradeAnalysisModel.TradeDataTypeNull {
+					sumDateData[dv.Date].SoldVal += dv.SoldVal
+				}
+				// 净多单
+				if sumDateData[dv.Date].PureBuyValType == tradeAnalysisModel.TradeDataTypeNull && dv.PureBuyValType > tradeAnalysisModel.TradeDataTypeNull {
+					sumDateData[dv.Date].PureBuyValType = dv.PureBuyValType
+				}
+				if sumDateData[dv.Date].PureBuyValType == tradeAnalysisModel.TradeDataTypeOrigin && dv.PureBuyValType == tradeAnalysisModel.TradeDataTypeCalculate {
+					sumDateData[dv.Date].PureBuyValType = dv.PureBuyValType
+				}
+				if dv.PureBuyValType > tradeAnalysisModel.TradeDataTypeNull {
+					sumDateData[dv.Date].PureBuyVal += dv.PureBuyVal
+				}
+			}
+
+			// 多个合约比对开始结束时间
+			if companyData.StartDate.IsZero() {
+				companyData.StartDate = vv.StartDate
+			}
+			if vv.StartDate.Before(companyData.StartDate) {
+				companyData.StartDate = vv.StartDate
+			}
+			if companyData.EndDate.IsZero() {
+				companyData.EndDate = vv.EndDate
+			}
+			if vv.EndDate.Before(companyData.EndDate) {
+				companyData.EndDate = vv.EndDate
+			}
+		}
+		for _, sv := range sumDateData {
+			companyData.DataList = append(companyData.DataList, sv)
+		}
+		sort.Slice(companyData.DataList, func(i, j int) bool {
+			return companyData.DataList[i].Date.Before(companyData.DataList[j].Date)
+		})
+		companyData.ClassifyType = strings.Join(contractArr, ",")
+		companyTradeData = append(companyTradeData, companyData)
+	}
+	return
+}
+
+// PredictingTradeData 根据数据库中的多空数据填充预估数据
+func PredictingTradeData(originData []*tradeAnalysisModel.ContractCompanyTradeDataList, lastBuyDateVal, lastSoldDateVal map[time.Time]int, predictRatio float64) (newData []*tradeAnalysisModel.ContractCompanyTradeDataList, firstDate, endDate time.Time, err error) {
+	if len(originData) == 0 {
+		return
+	}
+	if predictRatio < 0 || predictRatio > 1 {
+		err = fmt.Errorf("估计参数不在0-1之间")
+		return
+	}
+	sort.Slice(originData, func(i, j int) bool {
+		return originData[i].Date.Before(originData[j].Date)
+	})
+	dateVal := make(map[time.Time]*tradeAnalysisModel.ContractCompanyTradeDataList)
+	for _, v := range originData {
+		dateVal[v.Date] = v
+	}
+
+	// 生成开始日期-1d(可能会往前面推算一天)至结束日期间的交易日, 以交易日为时间序列遍历
+	tradeDays := utils.GetTradingDays(originData[0].Date.AddDate(0, 0, -1), originData[len(originData)-1].Date)
+	for k, v := range tradeDays {
+		// T日多空均无的情况
+		//bothLast := false
+		if dateVal[v] == nil {
+			// T-1和T+1[原始数据]均无值, 那么T日无数据
+			hasPrev, hasNext := false, false
+			if k-1 >= 0 {
+				hasPrev = true
+			}
+			if k+1 <= len(tradeDays)-1 {
+				hasNext = true
+			}
+			if !hasPrev && !hasNext {
+				continue
+			}
+
+			// T+1有值, 优先从T+1推, 然后继续走下面计算净多单的逻辑
+			if hasNext {
+				nextDay := tradeDays[k+1]
+				if dateVal[nextDay] != nil {
+					// T+1有多/空及多空变化, 且是原始数据, 那么推出数据并在map中新加一日数据
+					if dateVal[nextDay].BuyValType == tradeAnalysisModel.TradeDataTypeOrigin && dateVal[nextDay].BuyChangeType == tradeAnalysisModel.TradeDataTypeOrigin {
+						if _, ok := dateVal[v]; !ok {
+							dateVal[v] = new(tradeAnalysisModel.ContractCompanyTradeDataList)
+							dateVal[v].Date = v
+						}
+						dateVal[v].BuyVal = dateVal[nextDay].BuyVal - dateVal[nextDay].BuyChange
+						dateVal[v].BuyValType = tradeAnalysisModel.TradeDataTypeOrigin
+					}
+					if dateVal[nextDay].SoldValType == tradeAnalysisModel.TradeDataTypeOrigin && dateVal[nextDay].SoldChangeType == tradeAnalysisModel.TradeDataTypeOrigin {
+						if _, ok := dateVal[v]; !ok {
+							dateVal[v] = new(tradeAnalysisModel.ContractCompanyTradeDataList)
+							dateVal[v].Date = v
+						}
+						dateVal[v].SoldVal = dateVal[nextDay].SoldVal - dateVal[nextDay].SoldChange
+						dateVal[v].SoldValType = tradeAnalysisModel.TradeDataTypeOrigin
+					}
+				}
+			}
+
+			// T+1没推出来而T-1有值, 那么T多空均取末位, 计算净多单
+			_, has := dateVal[v]
+			if hasPrev && !has {
+				sv, sok := lastSoldDateVal[v]
+				bv, bok := lastBuyDateVal[v]
+				if !sok && !bok {
+					continue
+				}
+				dateVal[v] = new(tradeAnalysisModel.ContractCompanyTradeDataList)
+				dateVal[v].Date = v
+				if sok {
+					dateVal[v].SoldVal = int(predictRatio*float64(sv) + 0.5)
+					dateVal[v].SoldValType = tradeAnalysisModel.TradeDataTypeCalculate
+				}
+				if bok {
+					dateVal[v].BuyVal = int(predictRatio*float64(bv) + 0.5)
+					dateVal[v].BuyValType = tradeAnalysisModel.TradeDataTypeCalculate
+				}
+				if dateVal[v].BuyValType > tradeAnalysisModel.TradeDataTypeNull && dateVal[v].SoldValType > tradeAnalysisModel.TradeDataTypeNull {
+					dateVal[v].PureBuyVal = dateVal[v].BuyVal - dateVal[v].SoldVal
+					dateVal[v].PureBuyValType = tradeAnalysisModel.TradeDataTypeCalculate
+				}
+				continue
+			}
+		}
+
+		// 多空均有的情况下计算净多单
+		if dateVal[v].BuyValType == tradeAnalysisModel.TradeDataTypeOrigin && dateVal[v].SoldValType == tradeAnalysisModel.TradeDataTypeOrigin {
+			dateVal[v].PureBuyVal = dateVal[v].BuyVal - dateVal[v].SoldVal
+			dateVal[v].PureBuyValType = tradeAnalysisModel.TradeDataTypeOrigin // 原始值算出来的也作原始值
+		}
+
+		// 仅有多单, 空单取末位, 计算净多单
+		if dateVal[v].BuyValType == tradeAnalysisModel.TradeDataTypeOrigin && dateVal[v].SoldValType == tradeAnalysisModel.TradeDataTypeNull {
+			if sv, ok := lastSoldDateVal[v]; ok {
+				dateVal[v].SoldVal = int(predictRatio*float64(sv) + 0.5) // 估计参数*末位值, 向上取整
+				dateVal[v].SoldValType = tradeAnalysisModel.TradeDataTypeCalculate
+				dateVal[v].PureBuyVal = dateVal[v].BuyVal - dateVal[v].SoldVal
+				dateVal[v].PureBuyValType = tradeAnalysisModel.TradeDataTypeCalculate
+			}
+		}
+
+		// 仅有空单, 多单取末位, 计算净多单
+		if dateVal[v].SoldValType == tradeAnalysisModel.TradeDataTypeOrigin && dateVal[v].BuyValType == tradeAnalysisModel.TradeDataTypeNull {
+			if sv, ok := lastBuyDateVal[v]; ok {
+				dateVal[v].BuyVal = int(predictRatio*float64(sv) + 0.5)
+				dateVal[v].BuyValType = tradeAnalysisModel.TradeDataTypeCalculate
+				dateVal[v].PureBuyVal = dateVal[v].BuyVal - dateVal[v].SoldVal
+				dateVal[v].PureBuyValType = tradeAnalysisModel.TradeDataTypeCalculate
+			}
+		}
+	}
+
+	// 二次遍历, 计算与T-1的变化值
+	for k, v := range tradeDays {
+		// 无T/T-1数据, 忽略
+		if dateVal[v] == nil {
+			continue
+		}
+		if k-1 < 0 {
+			continue
+		}
+		beforeDay := tradeDays[k-1]
+		if dateVal[beforeDay] == nil {
+			continue
+		}
+
+		// 多单变化
+		if dateVal[v].BuyChangeType == tradeAnalysisModel.TradeDataTypeNull {
+			if dateVal[v].BuyValType > tradeAnalysisModel.TradeDataTypeNull && dateVal[beforeDay].BuyValType > tradeAnalysisModel.TradeDataTypeNull {
+				dateVal[v].BuyChange = dateVal[v].BuyVal - dateVal[beforeDay].BuyVal
+				// 如果当日多单或者前日多单是估计值, 那么多单变化也为估计值
+				if dateVal[v].BuyValType == tradeAnalysisModel.TradeDataTypeCalculate || dateVal[beforeDay].BuyValType == tradeAnalysisModel.TradeDataTypeCalculate {
+					dateVal[v].BuyChangeType = tradeAnalysisModel.TradeDataTypeCalculate
+				}
+			}
+		}
+
+		// 空单变化
+		if dateVal[v].SoldChangeType == tradeAnalysisModel.TradeDataTypeNull {
+			if dateVal[v].SoldValType > tradeAnalysisModel.TradeDataTypeNull && dateVal[beforeDay].SoldValType > tradeAnalysisModel.TradeDataTypeNull {
+				dateVal[v].SoldChange = dateVal[v].SoldVal - dateVal[beforeDay].SoldVal
+				// 如果当日空单或者前日空单是估计值, 那么空单变化也为估计值
+				if dateVal[v].SoldValType == tradeAnalysisModel.TradeDataTypeCalculate || dateVal[beforeDay].SoldValType == tradeAnalysisModel.TradeDataTypeCalculate {
+					dateVal[v].SoldChangeType = tradeAnalysisModel.TradeDataTypeCalculate
+				}
+			}
+		}
+
+		// 净多变化
+		if dateVal[v].PureBuyChangeType == tradeAnalysisModel.TradeDataTypeNull {
+			if dateVal[v].PureBuyValType > tradeAnalysisModel.TradeDataTypeNull && dateVal[beforeDay].PureBuyValType > tradeAnalysisModel.TradeDataTypeNull {
+				dateVal[v].PureBuyChange = dateVal[v].PureBuyVal - dateVal[beforeDay].PureBuyVal
+				dateVal[v].PureBuyChangeType = tradeAnalysisModel.TradeDataTypeOrigin
+				// 如果当日净多单或者前日净多单是估计值, 那么净多单变化也为估计值
+				if dateVal[v].PureBuyValType == tradeAnalysisModel.TradeDataTypeCalculate || dateVal[beforeDay].PureBuyValType == tradeAnalysisModel.TradeDataTypeCalculate {
+					dateVal[v].PureBuyChangeType = tradeAnalysisModel.TradeDataTypeCalculate
+				}
+			}
+		}
+	}
+
+	// 重新遍历map, 生成数据序列并排序
+	newData = make([]*tradeAnalysisModel.ContractCompanyTradeDataList, 0)
+	for _, v := range dateVal {
+		if v.BuyValType == tradeAnalysisModel.TradeDataTypeNull && v.SoldValType == tradeAnalysisModel.TradeDataTypeNull {
+			continue
+		}
+		newData = append(newData, v)
+	}
+	sort.Slice(newData, func(i, j int) bool {
+		return newData[i].Date.Before(newData[j].Date)
+	})
+	if len(newData) > 0 {
+		firstDate = newData[0].Date
+		endDate = newData[len(newData)-1].Date
+	}
+	return
+}

services/trade_analysis/trade_analysis_interface.go

@@ -0,0 +1,181 @@
+package trade_analysis
+
+import (
+	tradeAnalysisModel "eta/eta_index_lib/models/trade_analysis"
+	"eta/eta_index_lib/utils"
+	"fmt"
+	"strconv"
+	"strings"
+)
+
+// TradeAnalysisInterface 持仓分析查询接口
+type TradeAnalysisInterface interface {
+	GetTradeDataByClassifyAndCompany(exchange, classifyName string, contracts, queryCompanies []string) (items []*tradeAnalysisModel.OriginTradeData, err error) // 根据品种和公司获取原始数据
+	GetLastTradeDataByClassify(exchange, classifyName string, contracts []string) (items []*tradeAnalysisModel.OriginTradeData, err error)                       // 获取品种末位数据
+}
+
+// BaseTradeAnalysis 通用交易所
+type BaseTradeAnalysis struct{}
+
+func (b *BaseTradeAnalysis) GetTradeDataByClassifyAndCompany(exchange, classifyName string, contracts, queryCompanies []string) (items []*tradeAnalysisModel.OriginTradeData, err error) {
+	return tradeAnalysisModel.GetTradeDataByClassifyAndCompany(exchange, classifyName, contracts, queryCompanies)
+}
+
+func (b *BaseTradeAnalysis) GetLastTradeDataByClassify(exchange, classifyName string, contracts []string) (items []*tradeAnalysisModel.OriginTradeData, err error) {
+	return tradeAnalysisModel.GetLastTradeDataByClassify(exchange, classifyName, contracts)
+}
+
+// ZhengzhouTradeAnalysis 郑商所
+type ZhengzhouTradeAnalysis struct{}
+
+func (z *ZhengzhouTradeAnalysis) GetTradeDataByClassifyAndCompany(exchange, classifyName string, contracts, queryCompanies []string) (items []*tradeAnalysisModel.OriginTradeData, err error) {
+	return tradeAnalysisModel.GetTradeZhengzhouDataByClassifyAndCompany(exchange, contracts, queryCompanies)
+}
+
+func (z *ZhengzhouTradeAnalysis) GetLastTradeDataByClassify(exchange, classifyName string, contracts []string) (items []*tradeAnalysisModel.OriginTradeData, err error) {
+	return tradeAnalysisModel.GetLastTradeZhengzhouDataByClassify(exchange, contracts)
+}
+
+// GuangzhouTradeAnalysis 广期所
+type GuangzhouTradeAnalysis struct{}
+
+func (g *GuangzhouTradeAnalysis) GetTradeDataByClassifyAndCompany(exchange, classifyName string, contracts, queryCompanies []string) (items []*tradeAnalysisModel.OriginTradeData, err error) {
+	classifyIdMap := map[string]int{"si": 7, "lc": 8}
+	classifyId := classifyIdMap[classifyName]
+	if classifyId == 0 {
+		err = fmt.Errorf("品种有误")
+		return
+	}
+
+	// TOP20
+	seatNameArr := []string{tradeAnalysisModel.GuangZhouSeatNameBuy, tradeAnalysisModel.GuangZhouSeatNameSold}
+	if utils.InArrayByStr(queryCompanies, tradeAnalysisModel.TradeFuturesCompanyTop20) {
+		seatNameArr = append(seatNameArr, tradeAnalysisModel.GuangZhouTopSeatNameBuy, tradeAnalysisModel.GuangZhouTopSeatNameSold)
+	}
+
+	// 查询品种下所有指标
+	indexes, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouIndexByClassifyId(classifyId)
+	if e != nil {
+		err = fmt.Errorf("获取广期所指标失败, %v", e)
+		return
+	}
+	var indexIds []int
+	indexInfo := make(map[int]*tradeAnalysisModel.OriginTradeData)
+	for _, v := range indexes {
+		// eg.永安期货_si2401_持买单量
+		nameArr := strings.Split(v.IndexName, "_")
+		if len(nameArr) != 3 {
+			continue
+		}
+		companyName := nameArr[0]
+		if nameArr[0] == tradeAnalysisModel.GuangZhouTopCompanyAliasName {
+			companyName = tradeAnalysisModel.TradeFuturesCompanyTop20
+		}
+		if !utils.InArrayByStr(seatNameArr, nameArr[2]) {
+			continue
+		}
+		if !utils.InArrayByStr(queryCompanies, companyName) {
+			continue
+		}
+		if !utils.InArrayByStr(contracts, nameArr[1]) {
+			continue
+		}
+		indexIds = append(indexIds, v.BaseFromTradeGuangzhouIndexId)
+		if indexInfo[v.BaseFromTradeGuangzhouIndexId] == nil {
+			if tradeAnalysisModel.GuangzhouSeatNameValType[nameArr[2]] == 0 {
+				continue
+			}
+			indexInfo[v.BaseFromTradeGuangzhouIndexId] = new(tradeAnalysisModel.OriginTradeData)
+			indexInfo[v.BaseFromTradeGuangzhouIndexId].CompanyName = companyName
+			indexInfo[v.BaseFromTradeGuangzhouIndexId].ClassifyName = classifyName
+			indexInfo[v.BaseFromTradeGuangzhouIndexId].ClassifyType = nameArr[1]
+			indexInfo[v.BaseFromTradeGuangzhouIndexId].ValType = tradeAnalysisModel.GuangzhouSeatNameValType[nameArr[2]]
+		}
+	}
+	if len(indexIds) == 0 {
+		return
+	}
+
+	// 查询指标数据
+	indexesData, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouDataByIndexIds(indexIds)
+	if e != nil {
+		err = fmt.Errorf("获取广期所指标数据失败, %v", e)
+		return
+	}
+	items = make([]*tradeAnalysisModel.OriginTradeData, 0)
+	for _, v := range indexesData {
+		info, ok := indexInfo[v.BaseFromTradeGuangzhouIndexId]
+		if !ok {
+			continue
+		}
+		items = append(items, &tradeAnalysisModel.OriginTradeData{
+			CompanyName:  info.CompanyName,
+			Val:          int(v.Value),
+			ValChange:    int(v.QtySub),
+			DataTime:     v.DataTime,
+			ClassifyName: info.ClassifyName,
+			ClassifyType: info.ClassifyType,
+			ValType:      info.ValType,
+		})
+	}
+	return
+}
+
+func (g *GuangzhouTradeAnalysis) GetLastTradeDataByClassify(exchange, classifyName string, contracts []string) (items []*tradeAnalysisModel.OriginTradeData, err error) {
+	classifyIdMap := map[string]int{"si": 7, "lc": 8}
+	classifyId := classifyIdMap[classifyName]
+	if classifyId == 0 {
+		err = fmt.Errorf("品种有误")
+		return
+	}
+	seatNameArr := []string{tradeAnalysisModel.GuangZhouSeatNameBuy, tradeAnalysisModel.GuangZhouSeatNameSold}
+
+	// 查询品种下所有指标
+	indexes, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouIndexByClassifyId(classifyId)
+	if e != nil {
+		err = fmt.Errorf("获取广期所指标失败, %v", e)
+		return
+	}
+
+	// 获取各合约下的指标
+	contractIndexIds := make(map[string][]int)
+	for _, v := range indexes {
+		// eg.永安期货_si2401_持买单量
+		nameArr := strings.Split(v.IndexName, "_")
+		if len(nameArr) != 3 {
+			continue
+		}
+		if !utils.InArrayByStr(contracts, nameArr[1]) {
+			continue
+		}
+		if !utils.InArrayByStr(seatNameArr, nameArr[2]) {
+			continue
+		}
+		if tradeAnalysisModel.GuangzhouSeatNameValType[nameArr[2]] == 0 {
+			continue
+		}
+		k := fmt.Sprintf("%s-%d", nameArr[1], tradeAnalysisModel.GuangzhouSeatNameValType[nameArr[2]])
+		contractIndexIds[k] = append(contractIndexIds[k], v.BaseFromTradeGuangzhouIndexId)
+	}
+
+	// ps.如果后面如果有空可以优化一下这里, 把末位数据每天写进一张表里面
+	for k, v := range contractIndexIds {
+		keyArr := strings.Split(k, "-")
+		contract := keyArr[0]
+		valType, _ := strconv.Atoi(keyArr[1])
+		lastVales, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouMinDataByIndexIds(v)
+		if e != nil {
+			err = fmt.Errorf("获取合约末位数据失败, %v", e)
+			return
+		}
+		for _, vv := range lastVales {
+			items = append(items, &tradeAnalysisModel.OriginTradeData{
+				Val:          int(vv.Value),
+				DataTime:     vv.DataTime,
+				ClassifyType: contract,
+				ValType:      valType,
+			})
+		}
+	}
+	return
+}

utils/common.go

@@ -1489,3 +1489,14 @@ func IsDivideZero(err error) bool {
 	}
 	return false
 }
+
+// GetTradingDays 获取开始时间至结束时间之间的交易日期(日度)
+func GetTradingDays(startDate, endDate time.Time) []time.Time {
+	var tradingDays []time.Time
+	for curr := startDate; !curr.After(endDate); curr = curr.AddDate(0, 0, 1) {
+		if curr.Weekday() >= time.Monday && curr.Weekday() <= time.Friday {
+			tradingDays = append(tradingDays, curr)
+		}
+	}
+	return tradingDays
+}

utils/constants.go

@@ -113,6 +113,7 @@ const (
 	DATA_SOURCE_SCI_HQ                               = 88 // 卓创红期->88
 	DATA_SOURCE_OILCHEM                              = 89 // 隆众资讯 -> 89
 	DATA_SOURCE_PREDICT_CALCULATE_RANGEANLYSIS       = 90 // 预测指标区间计算->90
+	DATA_SOURCE_TRADE_ANALYSIS                       = 92 // 持仓分析
 )
 
 // 指标来源的中文展示
@@ -198,12 +199,12 @@ const (
 	DATA_SOURCE_NAME_CALCULATE_SUM                        = `多指标求和`
 	DATA_SOURCE_NAME_CALCULATE_AVG                        = `多指标求平均`
 	DATA_SOURCE_NAME_BUSINESS                             = `自有数据`
-
-	DATA_SOURCE_NAME_CCF                            = `CCF`    // CCF化纤信息
-	DATA_SOURCE_NAME_SCI_HQ                         = `卓创红期`   // 卓创红期
-	DATA_SOURCE_NAME_OILCHEM                        = `隆众资讯`   // 隆众资讯 -> 89
-	DATA_SOURCE_NAME_CALCULATE_RANGEANLYSIS         = `区间计算`   //区间计算->87
-	DATA_SOURCE_NAME_PREDICT_CALCULATE_RANGEANLYSIS = `预测区间计算` //区间计算->90
+	DATA_SOURCE_NAME_CCF                                  = `CCF`    // CCF化纤信息
+	DATA_SOURCE_NAME_SCI_HQ                               = `卓创红期`   // 卓创红期
+	DATA_SOURCE_NAME_OILCHEM                              = `隆众资讯`   // 隆众资讯 -> 89
+	DATA_SOURCE_NAME_CALCULATE_RANGEANLYSIS               = `区间计算`   //区间计算->87
+	DATA_SOURCE_NAME_PREDICT_CALCULATE_RANGEANLYSIS       = `预测区间计算` //区间计算->90
+	DATA_SOURCE_NAME_TRADE_ANALYSIS                       = `持仓分析`   // 持仓分析
 )
 
 // 基础数据初始化日期