冲突fix

services/data/trade_analysis/trade_analysis_data.go

@@ -0,0 +1,1019 @@
+package trade_analysis
+
+import (
+	"eta/eta_api/models/data_manage"
+	tradeAnalysisModel "eta/eta_api/models/data_manage/trade_analysis"
+	"eta/eta_api/services/data"
+	"eta/eta_api/utils"
+	"fmt"
+	"sort"
+	"strings"
+	"time"
+)
+
+// FormatCompanyTradeData2EdbMappings [公司-合约加总]转为指标数据
+func FormatCompanyTradeData2EdbMappings(companyTradeData []*tradeAnalysisModel.ContractCompanyTradeData, tradeType, dateType, dateTypeNum int, startDate, endDate string, chartEdbList []*data_manage.ChartSaveItem) (edbMappings []*data_manage.ChartEdbInfoMapping, chartName string, err error) {
+	edbMappings = make([]*data_manage.ChartEdbInfoMapping, 0)
+	if dateType <= 0 {
+		dateType = utils.DateTypeOneMonth
+	}
+
+	// 期货公司名称作为标识进行匹配
+	edbMap := make(map[string]*data_manage.ChartSaveItem)
+	if len(chartEdbList) > 0 {
+		for _, v := range chartEdbList {
+			edbMap[v.UniqueFlag] = v
+		}
+	}
+
+	for k, v := range companyTradeData {
+		mapping := new(data_manage.ChartEdbInfoMapping)
+		mapping.EdbName = v.CompanyName
+		mapping.EdbNameEn = v.CompanyName
+		mapping.EdbAliasName = v.CompanyName
+		mapping.EdbAliasNameEn = v.CompanyName
+		mapping.Frequency = "日度"
+		mapping.FrequencyEn = data.GetFrequencyEn(mapping.Frequency)
+		mapping.SourceName = utils.SourceNameTradeAnalysis
+		mapping.Source = utils.CHART_SOURCE_TRADE_ANALYSIS_PROCESS
+		mapping.IsAxis = 1
+		mapping.EdbInfoType = 1
+		mapping.StartDate = v.StartDate.Format(utils.FormatDate)
+		mapping.EndDate = v.EndDate.Format(utils.FormatDate)
+		mapping.ConvertUnit = tradeAnalysisModel.WarehouseDefaultUnit // 固定单位
+		mapping.UniqueFlag = v.CompanyName                            // 期货公司名称作为每条曲线的唯一标识
+
+		// 有配置那么取配置中的图例名称和左右轴
+		edbConf := edbMap[mapping.UniqueFlag]
+		if edbConf != nil {
+			mapping.EdbName = edbConf.EdbAliasName
+			mapping.EdbNameEn = edbConf.EdbAliasName
+			mapping.EdbAliasName = edbConf.EdbAliasName
+			mapping.EdbAliasNameEn = edbConf.EdbAliasName
+			mapping.IsAxis = edbConf.IsAxis
+		}
+
+		// 根据参数取日期范围
+		var startTime, endTime time.Time
+		if dateType > 0 {
+			st, ed := utils.GetDateByDateTypeV2(dateType, startDate, endDate, dateTypeNum, time.Time{})
+			if st != "" {
+				startTime, _ = time.ParseInLocation(utils.FormatDate, st, time.Local)
+			}
+			if startTime.IsZero() {
+				startTime = v.StartDate
+			}
+			if ed != "" {
+				endTime, _ = time.ParseInLocation(utils.FormatDate, ed, time.Local)
+			}
+			if endTime.IsZero() {
+				endTime = time.Now()
+			}
+		}
+
+		// 指标数据和最值
+		edbData := make([]*data_manage.EdbDataList, 0)
+		var minData, maxData float64
+		var setMinMax bool
+		for _, dv := range v.DataList {
+			if dv.Date.Before(startTime) || dv.Date.After(endTime) {
+				continue
+			}
+
+			// 交易方向
+			var (
+				val    float64
+				hasVal bool
+			)
+			if tradeType == tradeAnalysisModel.WarehouseBuyChartType {
+				if dv.BuyValType == tradeAnalysisModel.TradeDataTypeNull {
+					continue
+				}
+				hasVal = true
+				val = float64(dv.BuyVal)
+			}
+			if tradeType == tradeAnalysisModel.WarehouseSoldChartType {
+				if dv.SoldValType == tradeAnalysisModel.TradeDataTypeNull {
+					continue
+				}
+				hasVal = true
+				val = float64(dv.SoldVal)
+			}
+			if tradeType == tradeAnalysisModel.WarehousePureBuyChartType {
+				if dv.PureBuyValType == tradeAnalysisModel.TradeDataTypeNull {
+					continue
+				}
+				hasVal = true
+				val = float64(dv.PureBuyVal)
+			}
+			if !hasVal {
+				continue
+			}
+
+			if !setMinMax {
+				minData = val
+				maxData = val
+				setMinMax = true
+			}
+			if val < minData {
+				minData = val
+			}
+			if val > maxData {
+				maxData = val
+			}
+			edbData = append(edbData, &data_manage.EdbDataList{
+				DataTime:      dv.Date.Format(utils.FormatDate),
+				DataTimestamp: dv.Date.UnixNano() / 1e6,
+				Value:         val,
+			})
+		}
+		mapping.MinData = minData
+		mapping.MaxData = maxData
+		mapping.DataList = edbData
+		edbMappings = append(edbMappings, mapping)
+
+		// 图表默认名称
+		if k == 0 {
+			chartName += strings.ReplaceAll(v.ClassifyType, ",", "")
+		}
+		chartName += v.CompanyName
+	}
+
+	// 图表名称后缀
+	chartName += tradeAnalysisModel.WarehouseTypeSuffixNames[tradeType]
+	return
+}
+
+func GetWarehouseTradeData(exchange, classifyName string, contracts, companies []string, predictRatio float64) (companyTradeData []*tradeAnalysisModel.ContractCompanyTradeData, err error) {
+	// 获取合约持仓数据
+	contractTradeData, lastBuyVal, lastSoldVal, e := GetContractCompanyTradeData(exchange, []string{classifyName}, contracts, companies, time.Time{}, time.Time{})
+	if e != nil {
+		err = fmt.Errorf("获取合约-持仓数据失败, %v", e)
+		return
+	}
+
+	// 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 contractTradeData {
+		td, fd, ed, e := PredictingTradeData(v.DataList, lastBuyVal[v.ClassifyType], lastSoldVal[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
+	mussyTradeData := make(map[string]*tradeAnalysisModel.ContractCompanyTradeData)
+	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, ",")
+		mussyTradeData[k] = companyData
+	}
+
+	// 数据根据公司排序, 不然会随机乱
+	companyTradeData = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+	for _, v := range companies {
+		// 没数据也需要加进去, 不然edbList会少
+		if mussyTradeData[v] == nil {
+			companyData := new(tradeAnalysisModel.ContractCompanyTradeData)
+			companyData.CompanyName = v
+			companyData.DataList = make([]*tradeAnalysisModel.ContractCompanyTradeDataList, 0)
+			companyTradeData = append(companyTradeData, companyData)
+			continue
+		}
+		companyTradeData = append(companyTradeData, mussyTradeData[v])
+	}
+	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) {
+	// 测试用的验证数据
+	//lastBuyDateVal, lastSoldDateVal = make(map[time.Time]int), make(map[time.Time]int)
+	//lastBuyDateVal[time.Date(2024, 7, 16, 0, 0, 0, 0, time.Local)] = 4602
+	//lastBuyDateVal[time.Date(2024, 7, 17, 0, 0, 0, 0, time.Local)] = 5116
+	//lastBuyDateVal[time.Date(2024, 7, 18, 0, 0, 0, 0, time.Local)] = 5130
+	//lastBuyDateVal[time.Date(2024, 7, 19, 0, 0, 0, 0, time.Local)] = 5354
+	//lastBuyDateVal[time.Date(2024, 7, 22, 0, 0, 0, 0, time.Local)] = 5916
+	//lastBuyDateVal[time.Date(2024, 7, 23, 0, 0, 0, 0, time.Local)] = 6524
+	//lastBuyDateVal[time.Date(2024, 7, 26, 0, 0, 0, 0, time.Local)] = 6575
+	//lastBuyDateVal[time.Date(2024, 7, 29, 0, 0, 0, 0, time.Local)] = 7461
+	//lastBuyDateVal[time.Date(2024, 7, 30, 0, 0, 0, 0, time.Local)] = 8488
+	//
+	//lastSoldDateVal[time.Date(2024, 7, 11, 0, 0, 0, 0, time.Local)] = 5467
+	//lastSoldDateVal[time.Date(2024, 7, 12, 0, 0, 0, 0, time.Local)] = 5248
+	//lastSoldDateVal[time.Date(2024, 7, 15, 0, 0, 0, 0, time.Local)] = 5102
+	//lastSoldDateVal[time.Date(2024, 7, 16, 0, 0, 0, 0, time.Local)] = 4771
+	//lastSoldDateVal[time.Date(2024, 7, 23, 0, 0, 0, 0, time.Local)] = 5989
+	//lastSoldDateVal[time.Date(2024, 7, 26, 0, 0, 0, 0, time.Local)] = 6745
+	//lastSoldDateVal[time.Date(2024, 7, 30, 0, 0, 0, 0, time.Local)] = 7272
+	//
+	//originData = make([]*tradeAnalysisModel.ContractCompanyTradeDataList, 0)
+	//originData = append(originData, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:           time.Date(2024, 7, 10, 0, 0, 0, 0, time.Local),
+	//	BuyVal:         14324,
+	//	BuyValType:     tradeAnalysisModel.TradeDataTypeOrigin,
+	//	BuyChange:      -1107,
+	//	BuyChangeType:  tradeAnalysisModel.TradeDataTypeOrigin,
+	//	SoldVal:        0,
+	//	SoldValType:    tradeAnalysisModel.TradeDataTypeNull,
+	//	SoldChange:     0,
+	//	SoldChangeType: tradeAnalysisModel.TradeDataTypeNull,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:          time.Date(2024, 7, 11, 0, 0, 0, 0, time.Local),
+	//	BuyVal:        14280,
+	//	BuyValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	BuyChange:     -44,
+	//	BuyChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:          time.Date(2024, 7, 12, 0, 0, 0, 0, time.Local),
+	//	BuyVal:        14214,
+	//	BuyValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	BuyChange:     -66,
+	//	BuyChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:          time.Date(2024, 7, 15, 0, 0, 0, 0, time.Local),
+	//	BuyVal:        14269,
+	//	BuyValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	BuyChange:     55,
+	//	BuyChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:           time.Date(2024, 7, 17, 0, 0, 0, 0, time.Local),
+	//	SoldVal:        5254,
+	//	SoldValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	SoldChange:     708,
+	//	SoldChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:           time.Date(2024, 7, 18, 0, 0, 0, 0, time.Local),
+	//	SoldVal:        6595,
+	//	SoldValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	SoldChange:     1341,
+	//	SoldChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:           time.Date(2024, 7, 19, 0, 0, 0, 0, time.Local),
+	//	SoldVal:        5938,
+	//	SoldValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	SoldChange:     -657,
+	//	SoldChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:           time.Date(2024, 7, 22, 0, 0, 0, 0, time.Local),
+	//	SoldVal:        6131,
+	//	SoldValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	SoldChange:     193,
+	//	SoldChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//}, &tradeAnalysisModel.ContractCompanyTradeDataList{
+	//	Date:           time.Date(2024, 7, 29, 0, 0, 0, 0, time.Local),
+	//	SoldVal:        6679,
+	//	SoldValType:    tradeAnalysisModel.TradeDataTypeOrigin,
+	//	SoldChange:     312,
+	//	SoldChangeType: tradeAnalysisModel.TradeDataTypeOrigin,
+	//})
+
+	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
+}
+
+// GetTopContractRank 获取TOP20根据成交量的合约排名
+func GetTopContractRank(exchange string, classifyNames []string, dataDate time.Time) (items []*tradeAnalysisModel.ContractTopRankData, err error) {
+	// 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{}
+	}
+
+	// 郑商所-需要把所选品种转为实际合约进行后续的查询
+	if exchange == tradeAnalysisModel.TradeExchangeZhengzhou {
+		classifies, e := GetZhengzhouContractsByClassifyNames(classifyNames)
+		if e != nil {
+			err = fmt.Errorf("获取郑商所实际合约失败, %v", e)
+			return
+		}
+		classifyNames = classifies
+	}
+
+	// 获取多单/空单原始数据
+	rankData, e := tradeAnalysis.GetContractTopRankData(exchange, classifyNames, dataDate)
+	if e != nil {
+		err = fmt.Errorf("获取多空单原始数据失败, %v", e)
+		return
+	}
+	items = make([]*tradeAnalysisModel.ContractTopRankData, 0)
+	for _, v := range rankData {
+		v.Exchange = exchange
+		// 郑商所-这里注意把查出来的品种和合约赋值，不然后续是乱的
+		if v.Exchange == tradeAnalysisModel.TradeExchangeZhengzhou {
+			v.ClassifyType = v.ClassifyName
+			v.ClassifyName = GetZhengzhouClassifyName(v.ClassifyName)
+		}
+		items = append(items, v)
+	}
+	return
+}
+
+// GetTableTradeData 获取多空分析表格持仓数据
+func GetTableTradeData(exchange string, classifyName string, contracts []string, companyName string, predictRatio float64, startDate, endDate time.Time, contractType int) (companyTradeData []*tradeAnalysisModel.ContractCompanyTradeData, err error) {
+	companyTradeData = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+
+	// 获取合约持仓数据
+	contractTradeData, lastBuyVal, lastSoldVal, e := GetContractCompanyTradeData(exchange, []string{classifyName}, contracts, []string{companyName}, startDate, endDate)
+	if e != nil {
+		err = fmt.Errorf("获取合约-持仓数据失败, %v", e)
+		return
+	}
+
+	// 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 contractTradeData {
+		td, fd, ed, e := PredictingTradeData(v.DataList, lastBuyVal[v.ClassifyType], lastSoldVal[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
+
+		// 合约类型参数不为合约加总时, 每个合约算一行数据
+		if contractType != tradeAnalysisModel.ContractQueryTypeTotal {
+			companyTradeData = append(companyTradeData, v)
+			continue
+		}
+
+		// 往下计算合约加总
+		if companyContracts[v.CompanyName] == nil {
+			companyContracts[v.CompanyName] = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+		}
+		companyContracts[v.CompanyName] = append(companyContracts[v.CompanyName], v)
+	}
+
+	// 类型为合约加总才往下合并
+	if contractType != tradeAnalysisModel.ContractQueryTypeTotal {
+		return
+	}
+
+	// 以[公司]为组, 计算合约加总
+	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, ",")
+		companyData.Exchange = exchange
+		companyData.CompanyName = k
+		companyData.ClassifyType = classifyName
+		companyTradeData = append(companyTradeData, companyData)
+	}
+	return
+}
+
+// GetCorrelationTableTradeData 获取相关性表格持仓数据
+func GetCorrelationTableTradeData(exchange string, classifyName string, contracts, companies []string, predictRatio float64, contractType int) (companyTradeData []*tradeAnalysisModel.ContractCompanyTradeData, err error) {
+	companyTradeData = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+
+	// 获取合约持仓数据
+	contractTradeData, lastBuyVal, lastSoldVal, e := GetContractCompanyTradeData(exchange, []string{classifyName}, contracts, companies, time.Time{}, time.Time{})
+	if e != nil {
+		err = fmt.Errorf("获取合约-持仓数据失败, %v", e)
+		return
+	}
+
+	// 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 contractTradeData {
+		td, fd, ed, e := PredictingTradeData(v.DataList, lastBuyVal[v.ClassifyType], lastSoldVal[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
+
+		// 合约类型参数不为合约加总时, 每个合约算一行数据
+		if contractType != tradeAnalysisModel.ContractQueryTypeTotal {
+			companyTradeData = append(companyTradeData, v)
+			continue
+		}
+
+		// 往下计算合约加总
+		if companyContracts[v.CompanyName] == nil {
+			companyContracts[v.CompanyName] = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
+		}
+		companyContracts[v.CompanyName] = append(companyContracts[v.CompanyName], v)
+	}
+
+	// 类型为合约加总才往下合并
+	if contractType != tradeAnalysisModel.ContractQueryTypeTotal {
+		return
+	}
+
+	// 以[公司]为组, 计算合约加总
+	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, ",")
+		companyData.IsTotal = true
+		companyData.Exchange = exchange
+		companyData.CompanyName = k
+		companyData.ClassifyName = classifyName
+		companyData.ClassifyType = classifyName
+		companyTradeData = append(companyTradeData, companyData)
+	}
+	return
+}
+
+// TransTradeData2EdbData 持仓数据转为指标数据
+func TransTradeData2EdbData(tradeData []*tradeAnalysisModel.ContractCompanyTradeData, contractPosition int) (edbData []*tradeAnalysisModel.ContractCompanyTradeEdb, edbDataMap []map[time.Time]int, err error) {
+	if len(tradeData) == 0 {
+		return
+	}
+	edbData = make([]*tradeAnalysisModel.ContractCompanyTradeEdb, 0)
+	edbDataMap = make([]map[time.Time]int, 0)
+
+	for _, v := range tradeData {
+		newEdb := new(tradeAnalysisModel.ContractCompanyTradeEdb)
+		newEdb.Exchange = v.Exchange
+		newEdb.ClassifyName = v.ClassifyName
+		newEdb.ClassifyType = v.ClassifyType
+		newEdb.CompanyName = v.CompanyName
+		newEdb.IsTotal = v.IsTotal
+		newEdb.ContractPosition = contractPosition
+		newEdb.StartDate = v.StartDate
+		newEdb.EndDate = v.EndDate
+		newEdb.DataList = make([]*tradeAnalysisModel.ContractCompanyTradeEdbData, 0)
+		dataMap := make(map[time.Time]int)
+		for _, d := range v.DataList {
+			var vd int
+			switch contractPosition {
+			case tradeAnalysisModel.ContractPositionBuy:
+				if d.BuyValType == tradeAnalysisModel.TradeDataTypeNull {
+					continue
+				}
+				vd = d.BuyVal
+			case tradeAnalysisModel.ContractPositionSold:
+				if d.SoldValType == tradeAnalysisModel.TradeDataTypeNull {
+					continue
+				}
+				vd = d.SoldVal
+			case tradeAnalysisModel.ContractPositionPureBuy:
+				if d.PureBuyValType == tradeAnalysisModel.TradeDataTypeNull {
+					continue
+				}
+				vd = d.PureBuyVal
+			default:
+				continue
+			}
+			newEdb.DataList = append(newEdb.DataList, &tradeAnalysisModel.ContractCompanyTradeEdbData{
+				DataTime: d.Date,
+				Val:      vd,
+			})
+			dataMap[d.Date] = vd
+		}
+		edbData = append(edbData, newEdb)
+		edbDataMap = append(edbDataMap, dataMap)
+	}
+	return
+}
+
+// GetContractCompanyTradeData 获取合约持仓数据
+func GetContractCompanyTradeData(exchange string, classifyNames, contracts, companies []string, startDate, endDate time.Time) (contractTradeData map[string]*tradeAnalysisModel.ContractCompanyTradeData, lastBuyVal, lastSoldVal map[string]map[time.Time]int, 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 {
+		if v == tradeAnalysisModel.TradeFuturesCompanyTop20 {
+			queryCompanies = append(queryCompanies, tradeAnalysisModel.TradeFuturesCompanyTop20)
+			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, _, lastOriginList, e := tradeAnalysis.GetTradeDataByContracts(exchange, classifyNames, contracts, queryCompanies, startDate, endDate)
+	if e != nil {
+		err = fmt.Errorf("获取多空单原始数据失败, %v", e)
+		return
+	}
+
+	// [合约-期货公司]数据分组
+	contractTradeData = make(map[string]*tradeAnalysisModel.ContractCompanyTradeData)
+	{
+		keyDateData := make(map[string]*tradeAnalysisModel.ContractCompanyTradeDataList)
+		keyDateDataExist := make(map[string]bool)
+		for _, v := range originList {
+			companyName := v.CompanyName
+
+			k := fmt.Sprintf("%s-%s", v.ClassifyType, companyName)
+			if contractTradeData[k] == nil {
+				contractTradeData[k] = new(tradeAnalysisModel.ContractCompanyTradeData)
+				contractTradeData[k].Exchange = exchange
+				contractTradeData[k].CompanyName = companyName
+				contractTradeData[k].ClassifyName = v.ClassifyName
+				contractTradeData[k].ClassifyType = v.ClassifyType
+				contractTradeData[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] {
+				contractTradeData[k].DataList = append(contractTradeData[k].DataList, keyDateData[kd])
+				keyDateDataExist[kd] = true
+			}
+		}
+	}
+
+	// 合约的[日期-末位值]
+	lastBuyVal = make(map[string]map[time.Time]int)
+	lastSoldVal = make(map[string]map[time.Time]int)
+	{
+		for _, v := range lastOriginList {
+			if v.ValType == 1 {
+				if lastBuyVal[v.ClassifyType] == nil {
+					lastBuyVal[v.ClassifyType] = make(map[time.Time]int)
+				}
+				lastBuyVal[v.ClassifyType][v.DataTime] = v.Val
+				continue
+			}
+			if lastSoldVal[v.ClassifyType] == nil {
+				lastSoldVal[v.ClassifyType] = make(map[time.Time]int)
+			}
+			lastSoldVal[v.ClassifyType][v.DataTime] = v.Val
+		}
+	}
+	return
+}
+
+// GetTradeClassifyNewestDataTime 获取数据最新日期
+func GetTradeClassifyNewestDataTime(exchange string, classifyNames []string) (dataTime time.Time, err error) {
+	var tradeAnalysis TradeAnalysisInterface
+	switch exchange {
+	case tradeAnalysisModel.TradeExchangeZhengzhou:
+		tradeAnalysis = &ZhengzhouTradeAnalysis{}
+	case tradeAnalysisModel.TradeExchangeGuangzhou:
+		tradeAnalysis = &GuangzhouTradeAnalysis{}
+	default:
+		tradeAnalysis = &BaseTradeAnalysis{}
+	}
+	if exchange == tradeAnalysisModel.TradeExchangeZhengzhou {
+		classifies, e := GetZhengzhouContractsByClassifyNames(classifyNames)
+		if e != nil {
+			err = fmt.Errorf("获取郑商所实际合约失败, %v", e)
+			return
+		}
+		classifyNames = classifies
+	}
+
+	d, e := tradeAnalysis.GetClassifyNewestDataTime(exchange, classifyNames)
+	if e != nil && e.Error() != utils.ErrNoRow() {
+		err = fmt.Errorf("获取品种最新数据日期失败, %v", e)
+		return
+	}
+	if !d.IsZero() {
+		dataTime = d
+	} else {
+		dataTime = time.Now().Local()
+	}
+	return
+}