eta_index_lib/models/trade_analysis/trade_analysis.go

package trade_analysis

import (
	"eta_gn/eta_index_lib/global"
	"eta_gn/eta_index_lib/utils"
	"fmt"
	"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
}

type LastTimeItem struct {
	CreateTime time.Time
}

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"`
}

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)))

	err = global.DEFAULT_DmSQL.Raw(sql, classifyName, contracts, companies, classifyName, contracts, companies).Scan(&items).Error
	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)))

	err = global.DEFAULT_DmSQL.Raw(sql, contracts, companies, contracts, companies).Scan(&items).Error
	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"
)

// 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, COALESCE(MAX("rank"), 0) 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, COALESCE(MAX("rank"), 0) 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)

	err = global.DEFAULT_DmSQL.Raw(sql, classifyName, contracts, classifyName, contracts, classifyName, contracts, classifyName, contracts).Scan(&items).Error
	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, COALESCE(MAX("rank"), 0) 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, COALESCE(MAX("rank"), 0) 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)

	err = global.DEFAULT_DmSQL.Raw(sql, contracts, contracts, contracts, contracts).Scan(&items).Error
	return
}

type BaseFromTradeGuangzhouIndex struct {
	BaseFromTradeGuangzhouIndexId    int       `gorm:"primaryKey;autoIncrement;column:base_from_trade_guangzhou_index_id"`
	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) {

	sql := `SELECT * FROM base_from_trade_guangzhou_index WHERE base_from_trade_guangzhou_classify_id = ?`
	err = global.DEFAULT_DmSQL.Raw(sql, classifyId).Scan(&list).Error
	return
}

type BaseFromTradeGuangzhouData struct {
	BaseFromTradeGuangzhouDataId  int       `gorm:"primaryKey;autoIncrement;column:base_from_trade_guangzhou_data_id"`
	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
	}

	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 = global.DEFAULT_DmSQL.Raw(sql, indexIds).Scan(&list).Error
	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
	}

	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 = global.DEFAULT_DmSQL.Raw(sql, indexIds, indexIds).Scan(&list).Error
	return
}