eta_index_lib/models/trade_analysis/trade_analysis.go

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"`
}

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
}

// 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"
)

var WarehouseTypeSuffixNames = map[int]string{
	WarehouseBuyChartType:     "席位多单",
	WarehouseSoldChartType:    "席位空单",
	WarehousePureBuyChartType: "席位净多单",
}

// 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
}