package logic import ( "eta_gn/eta_index_lib/models" "eta_gn/eta_index_lib/utils" "fmt" ) // CalculateCorrelation 计算相关性-获取x轴和y轴 func CalculateCorrelation(leadValue int, leadUnit, frequencyA, frequencyB string, dataListA, dataListB []*models.EdbInfoSearchData) (xEdbIdValue []int, yDataList []YData, err error) { xData := make([]int, 0) yData := make([]float64, 0) if leadValue == 0 { xData = append(xData, 0) } if leadValue > 0 { leadMin := 0 - leadValue xLen := 2*leadValue + 1 for i := 0; i < xLen; i++ { n := leadMin + i xData = append(xData, n) } } // 计算窗口,不包含第一天 //startDateTime, _ := time.ParseInLocation(utils.FormatDate, startDate, time.Local) //startDate = startDateTime.AddDate(0, 0, 1).Format(utils.FormatDate) //// 2023-03-02 时间序列始终以指标B为基准, 始终是A进行平移 //baseEdbInfo := edbInfoMappingB //changeEdbInfo := edbInfoMappingA // 2023-03-17 时间序列始终以指标A为基准, 始终是B进行平移 //baseEdbInfo := edbInfoMappingA //changeEdbInfo := edbInfoMappingB // 获取时间基准指标在时间区间内的值 //aDataList := make([]*EdbDataList, 0) //switch baseEdbInfo.EdbInfoCategoryType { //case 0: // aDataList, err = GetEdbDataList(baseEdbInfo.Source, baseEdbInfo.SubSource, baseEdbInfo.EdbInfoId, startDate, endDate) //case 1: // _, aDataList, _, _, err, _ = data.GetPredictDataListByPredictEdbInfoId(baseEdbInfo.EdbInfoId, startDate, endDate, false) //default: // err = errors.New("指标base类型异常") // return //} // //// 获取变频指标所有日期的值, 插值法完善数据 //bDataList := make([]*EdbDataList, 0) //switch changeEdbInfo.EdbInfoCategoryType { //case 0: // bDataList, err = GetEdbDataList(changeEdbInfo.Source, changeEdbInfo.SubSource, changeEdbInfo.EdbInfoId, "", "") //case 1: // _, bDataList, _, _, err, _ = data.GetPredictDataListByPredictEdbInfoId(changeEdbInfo.EdbInfoId, "", "", false) //default: // err = errors.New("指标change类型异常") // return //} //changeDataMap := make(map[string]float64) //newChangeDataList, e := HandleDataByLinearRegression(bDataList, changeDataMap) //if e != nil { // err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error()) // return //} // 2023-03-17 时间序列始终以指标A为基准, 始终是B进行平移 baseDataList := make([]*models.EdbInfoSearchData, 0) baseDataMap := make(map[string]float64) changeDataList := make([]*models.EdbInfoSearchData, 0) changeDataMap := make(map[string]float64) // 先把低频指标升频为高频 { frequencyIntMap := map[string]int{ "日度": 1, "周度": 2, "旬度": 3, "月度": 4, "季度": 5, "年度": 6, } // 如果A指标是高频,那么就需要对B指标进行升频 if frequencyIntMap[frequencyA] < frequencyIntMap[frequencyB] { tmpNewChangeDataList, e := models.HandleDataByLinearRegression(dataListB, changeDataMap) if e != nil { err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error()) return } changeDataList = tmpNewChangeDataList baseDataList = dataListA for _, v := range baseDataList { baseDataMap[v.DataTime] = v.Value } } else if frequencyIntMap[frequencyA] > frequencyIntMap[frequencyB] { // 如果B指标是高频,那么就需要对A指标进行升频 tmpNewChangeDataList, e := models.HandleDataByLinearRegression(dataListA, baseDataMap) if e != nil { err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error()) return } baseDataList = tmpNewChangeDataList changeDataList = dataListB for _, v := range changeDataList { changeDataMap[v.DataTime] = v.Value } } else { baseDataList = dataListA for _, v := range baseDataList { baseDataMap[v.DataTime] = v.Value } changeDataList = dataListB for _, v := range changeDataList { changeDataMap[v.DataTime] = v.Value } } } // 计算不领先也不滞后时的相关系数 baseCalculateData := make([]float64, 0) baseDataTimeArr := make([]string, 0) for i := range baseDataList { baseDataTimeArr = append(baseDataTimeArr, baseDataList[i].DataTime) baseCalculateData = append(baseCalculateData, baseDataList[i].Value) } //zeroBaseData := make([]float64, 0) //zeroCalculateData := make([]float64, 0) //for i := range baseDataTimeArr { // tmpBaseVal, ok1 := baseDataMap[baseDataTimeArr[i]] // tmpCalculateVal, ok2 := changeDataMap[baseDataTimeArr[i]] // if ok1 && ok2 { // zeroBaseData = append(zeroBaseData, tmpBaseVal) // zeroCalculateData = append(zeroCalculateData, tmpCalculateVal) // } //} //if len(zeroBaseData) != len(zeroCalculateData) { // err = fmt.Errorf("相关系数两组序列元素数不一致, %d-%d", len(baseCalculateData), len(zeroCalculateData)) // return //} //zeroRatio := utils.CalculateCorrelationByIntArr(zeroBaseData, zeroCalculateData) //if leadValue == 0 { // yData = append(yData, zeroRatio) //} // 计算领先/滞后N期 if leadValue > 0 { // 平移变频指标领先/滞后的日期(单位天) moveUnitDays := utils.FrequencyDaysMap[leadUnit] for i := range xData { //if xData[i] == 0 { // yData = append(yData, zeroRatio) // continue //} xCalculateData := make([]float64, 0) yCalculateData := make([]float64, 0) // 平移指定天数 mDays := int(moveUnitDays) * xData[i] _, dMap := models.MoveDataDaysToNewDataList(changeDataList, mDays) // 取出对应的基准日期的值 for i2 := range baseDataTimeArr { tmpDate := baseDataTimeArr[i2] if yVal, ok := dMap[tmpDate]; ok { xCalculateData = append(xCalculateData, baseCalculateData[i2]) yCalculateData = append(yCalculateData, yVal) } } if len(yCalculateData) <= 0 { //err = fmt.Errorf("领先滞后相关系数两组序列元素数不一致, %d-%d", len(baseCalculateData), len(yCalculateData)) //return // 领先滞后后,没有可以计算的数据了 continue } // 公式计算出领先/滞后频度对应点的相关性系数 ratio := utils.CalculateCorrelationByIntArr(xCalculateData, yCalculateData) yData = append(yData, ratio) } } xEdbIdValue = xData yDataList = make([]YData, 0) yDate := "0000-00-00" yDataList = append(yDataList, YData{ Date: yDate, Value: yData, }) return }