base_from_bloomberg.go 11 KB

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  1. package models
  2. import (
  3. "eta/eta_index_lib/utils"
  4. "fmt"
  5. "github.com/beego/beego/v2/client/orm"
  6. "strconv"
  7. "strings"
  8. "time"
  9. )
  10. // BaseFromBloombergIndex Bloomberg原始指标
  11. type BaseFromBloombergIndex struct {
  12. BaseFromBloombergIndexId int `orm:"column(base_from_bloomberg_index_id);pk"`
  13. IndexCode string `description:"指标编码"`
  14. IndexName string `description:"指标名称"`
  15. Unit string `description:"单位"`
  16. Source int `description:"来源"`
  17. Frequency string `description:"频度"`
  18. StartDate time.Time `description:"开始时间"`
  19. EndDate time.Time `description:"结束时间"`
  20. Describe string `description:"描述"`
  21. Sort int `description:"排序"`
  22. IsStop int `description:"是否停更:0-否;1-停更"`
  23. EdbExist int `description:"指标库是否已添加:0-否;1-是"`
  24. TerminalCode string `description:"所属终端编码"`
  25. FilePath string `description:"文件存储路径"`
  26. CreateTime time.Time `description:"创建时间"`
  27. ModifyTime time.Time `description:"修改时间"`
  28. }
  29. func (m *BaseFromBloombergIndex) TableName() string {
  30. return "base_from_bloomberg_index"
  31. }
  32. func (m *BaseFromBloombergIndex) Create() (err error) {
  33. o := orm.NewOrm()
  34. id, err := o.Insert(m)
  35. if err != nil {
  36. return
  37. }
  38. m.BaseFromBloombergIndexId = int(id)
  39. return
  40. }
  41. func GetBaseFromBloombergIndexByCode(indexCode string) (item *BaseFromBloombergIndex, err error) {
  42. o := orm.NewOrm()
  43. sql := `SELECT * FROM base_from_bloomberg_index WHERE index_code = ? LIMIT 1`
  44. err = o.Raw(sql, indexCode).QueryRow(&item)
  45. return
  46. }
  47. // BaseFromBloombergData Bloomberg原始数据
  48. type BaseFromBloombergData struct {
  49. BaseFromBloombergDataId int `orm:"column(base_from_bloomberg_data_id);pk"`
  50. BaseFromBloombergIndexId int `description:"指标ID"`
  51. IndexCode string `description:"指标编码"`
  52. DataTime time.Time `description:"数据日期"`
  53. Value float64 `description:"数据值"`
  54. CreateTime time.Time `description:"创建时间"`
  55. ModifyTime time.Time `description:"修改时间"`
  56. DataTimestamp int `description:"数据日期时间戳"`
  57. }
  58. func (m *BaseFromBloombergData) TableName() string {
  59. return "base_from_bloomberg_data"
  60. }
  61. func GetBaseFromBloombergDataByCondition(condition string, pars []interface{}) (items []*BaseFromBloombergData, err error) {
  62. sub := `SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  63. o := orm.NewOrm()
  64. if condition != "" {
  65. sub += condition
  66. }
  67. sql := `SELECT * FROM (` + sub + ` HAVING 1 ORDER BY modify_time DESC) tmp GROUP BY data_time ORDER BY data_time DESC `
  68. _, err = o.Raw(sql, pars).QueryRows(&items)
  69. return
  70. }
  71. func MultiInsertOrUpdateBaseFromBloombergData(inserts, updates []*BaseFromBloombergData) (err error) {
  72. o := orm.NewOrm()
  73. if len(inserts) > 0 {
  74. _, e := o.InsertMulti(len(inserts), inserts)
  75. if e != nil {
  76. err = fmt.Errorf("insert multi err: %s", e.Error())
  77. return
  78. }
  79. }
  80. if len(updates) > 0 {
  81. p, e := o.Raw("UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?").Prepare()
  82. if e != nil {
  83. err = fmt.Errorf("prepare err: %s", e.Error())
  84. return
  85. }
  86. defer func() {
  87. _ = p.Close()
  88. }()
  89. for _, v := range updates {
  90. _, e = p.Exec(v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate))
  91. if e != nil {
  92. err = fmt.Errorf("update err: %s", e.Error())
  93. return
  94. }
  95. }
  96. }
  97. return
  98. }
  99. func GetBaseFromBloombergIndexMinMax(indexCode string) (item *EdbInfoMaxAndMinInfo, err error) {
  100. o := orm.NewOrm()
  101. sql := `SELECT MIN(data_time) AS min_date,MAX(data_time) AS max_date,MIN(value) AS min_value,MAX(value) AS max_value FROM base_from_bloomberg_data WHERE index_code = ? `
  102. err = o.Raw(sql, indexCode).QueryRow(&item)
  103. if err != nil {
  104. return
  105. }
  106. // 获取最新值
  107. var lastVal float64
  108. sql = ` SELECT value AS latest_value FROM base_from_bloomberg_data WHERE index_code = ? ORDER BY data_time DESC LIMIT 1 `
  109. err = o.Raw(sql, indexCode).QueryRow(&lastVal)
  110. if err != nil {
  111. return
  112. }
  113. item.LatestValue = lastVal
  114. return
  115. }
  116. func ModifyBaseFromBloombergIndexMinMax(indexCode string, item *EdbInfoMaxAndMinInfo) (err error) {
  117. o := orm.NewOrm()
  118. sql := ` UPDATE base_from_bloomberg_index SET start_date = ?, end_date = ?, modify_time = NOW() WHERE index_code = ? `
  119. _, err = o.Raw(sql, item.MinDate, item.MaxDate, indexCode).Exec()
  120. return
  121. }
  122. type BloombergData struct {
  123. InputValue float64 `orm:"column(value)" description:"值"`
  124. DataTime string `orm:"column(data_time)" description:"日期"`
  125. }
  126. func GetBloombergDataByCondition(condition string, pars []interface{}) (item []*BloombergData, err error) {
  127. sql1 := ` SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  128. o := orm.NewOrm()
  129. if condition != "" {
  130. sql1 += condition
  131. }
  132. sql := `select * from (` + sql1 + ` having 1 order by modify_time DESC ) tmp GROUP BY data_time ORDER BY data_time DESC `
  133. _, err = o.Raw(sql, pars).QueryRows(&item)
  134. return
  135. }
  136. // AddEdbDataFromBloomberg 新增Bloomberg指标数据
  137. func AddEdbDataFromBloomberg(edbCode string) (err error) {
  138. o := orm.NewOrm()
  139. var condition string
  140. var pars []interface{}
  141. if edbCode != "" {
  142. condition += " AND index_code = ? "
  143. pars = append(pars, edbCode)
  144. }
  145. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  146. if err != nil {
  147. return
  148. }
  149. dataLen := len(bloombergDataList)
  150. existMap := make(map[string]string)
  151. if dataLen > 0 {
  152. var isAdd bool
  153. addSql := ` INSERT INTO edb_data_bloomberg (edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  154. for i := 0; i < dataLen; i++ {
  155. item := bloombergDataList[i]
  156. eDate := item.DataTime
  157. sValue := utils.SubFloatToString(item.InputValue, 4)
  158. if sValue != "" {
  159. if _, ok := existMap[eDate]; !ok {
  160. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  161. if err != nil {
  162. return err
  163. }
  164. timestamp := dataTime.UnixNano() / 1e6
  165. timeStr := fmt.Sprintf("%d", timestamp)
  166. addSql += GetAddSql("0", edbCode, eDate, timeStr, sValue)
  167. isAdd = true
  168. }
  169. }
  170. existMap[eDate] = eDate
  171. }
  172. if isAdd {
  173. addSql = strings.TrimRight(addSql, ",")
  174. utils.FileLog.Info("addSql:" + addSql)
  175. _, err = o.Raw(addSql).Exec()
  176. if err != nil {
  177. return err
  178. }
  179. }
  180. }
  181. return
  182. }
  183. // RefreshEdbDataFromBloomberg 刷新Bloomberg指标数据
  184. func RefreshEdbDataFromBloomberg(edbInfoId int, edbCode, startDate string) (err error) {
  185. source := utils.DATA_SOURCE_BLOOMBERG
  186. subSource := utils.DATA_SUB_SOURCE_EDB
  187. o := orm.NewOrm()
  188. if err != nil {
  189. return
  190. }
  191. edbInfoIdStr := strconv.Itoa(edbInfoId)
  192. //计算数据
  193. var condition string
  194. var pars []interface{}
  195. if edbCode != "" {
  196. condition += " AND index_code=? "
  197. pars = append(pars, edbCode)
  198. }
  199. if startDate != "" {
  200. condition += " AND data_time>=? "
  201. pars = append(pars, startDate)
  202. }
  203. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  204. if err != nil {
  205. return
  206. }
  207. // 真实数据的最大日期 , 插入规则配置的日期
  208. var realDataMaxDate, edbDataInsertConfigDate time.Time
  209. var edbDataInsertConfig *EdbDataInsertConfig
  210. var isFindConfigDateRealData bool //是否找到配置日期的实际数据的值
  211. {
  212. edbDataInsertConfig, err = GetEdbDataInsertConfigByEdbId(edbInfoId)
  213. if err != nil && err.Error() != utils.ErrNoRow() {
  214. return
  215. }
  216. if edbDataInsertConfig != nil {
  217. edbDataInsertConfigDate = edbDataInsertConfig.Date
  218. }
  219. }
  220. var existCondition string
  221. var existPars []interface{}
  222. existCondition += " AND edb_info_id=? "
  223. existPars = append(existPars, edbInfoId)
  224. if startDate != "" {
  225. existCondition += " AND data_time>=? "
  226. existPars = append(existPars, startDate)
  227. }
  228. //获取指标所有数据
  229. existList, err := GetEdbDataByCondition(source, subSource, existCondition, existPars)
  230. if err != nil {
  231. return err
  232. }
  233. existMap := make(map[string]*EdbInfoSearchData)
  234. for _, v := range existList {
  235. existMap[v.DataTime] = v
  236. }
  237. addSql := ` INSERT INTO edb_data_bloomberg(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  238. var isAdd bool
  239. addMap := make(map[string]string)
  240. for _, v := range bloombergDataList {
  241. item := v
  242. eDate := item.DataTime
  243. sValue := utils.SubFloatToString(item.InputValue, 4)
  244. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  245. if err != nil {
  246. return err
  247. }
  248. if findItem, ok := existMap[v.DataTime]; !ok {
  249. if sValue != "" {
  250. timestamp := dataTime.UnixNano() / 1e6
  251. timeStr := fmt.Sprintf("%d", timestamp)
  252. saveValue := sValue
  253. if _, addOk := addMap[eDate]; !addOk {
  254. addSql += GetAddSql(edbInfoIdStr, edbCode, eDate, timeStr, saveValue)
  255. isAdd = true
  256. }
  257. }
  258. } else {
  259. if findItem != nil && utils.SubFloatToString(findItem.Value, 4) != sValue {
  260. err = ModifyEdbDataById(source, subSource, findItem.EdbDataId, sValue)
  261. if err != nil {
  262. return err
  263. }
  264. }
  265. }
  266. addMap[v.DataTime] = v.DataTime
  267. // 下面代码主要目的是处理掉手动插入的数据判断
  268. {
  269. if realDataMaxDate.IsZero() || dataTime.After(realDataMaxDate) {
  270. realDataMaxDate = dataTime
  271. }
  272. if edbDataInsertConfigDate.IsZero() || dataTime.Equal(edbDataInsertConfigDate) {
  273. isFindConfigDateRealData = true
  274. }
  275. }
  276. }
  277. // 处理手工数据补充的配置
  278. HandleConfigInsertEdbData(realDataMaxDate, edbDataInsertConfig, edbInfoId, source, subSource, existMap, isFindConfigDateRealData)
  279. if isAdd {
  280. addSql = strings.TrimRight(addSql, ",")
  281. _, err = o.Raw(addSql).Exec()
  282. if err != nil {
  283. return err
  284. }
  285. }
  286. return
  287. }
  288. // BridgePCSGBloombergResultData 中石油新加坡-指标接口响应体
  289. type BridgePCSGBloombergResultData struct {
  290. Code int `json:"code" description:"状态码"`
  291. Msg string `json:"msg" description:"提示信息"`
  292. Data []BaseFromBloombergApiIndexAndData `json:"data" description:"返回数据"`
  293. }
  294. // BaseFromBloombergApiIndexAndData Bloomberg原始指标及数据
  295. type BaseFromBloombergApiIndexAndData struct {
  296. BaseFromBloombergIndexId int `description:"指标ID"`
  297. IndexCode string `description:"指标编码"`
  298. IndexName string `description:"指标名称"`
  299. Unit string `description:"单位"`
  300. Source string `description:"来源"`
  301. Frequency string `description:"频度"`
  302. CreateTime time.Time `description:"创建时间"`
  303. ModifyTime time.Time `description:"修改时间"`
  304. Data []BaseFromBloombergApiIndexData `description:"数据列表"`
  305. }
  306. // BaseFromBloombergApiIndexData Bloomberg原始指标数据
  307. type BaseFromBloombergApiIndexData struct {
  308. DataTime time.Time `description:"数据日期"`
  309. Value float64 `description:"数据值"`
  310. }