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@@ -273,7 +273,7 @@ func GetOriginTradeData(exchange, classifyName string, contracts, companies []st
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}
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- companyTradeData = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
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+ mussyTradeData := make(map[string]*tradeAnalysisModel.ContractCompanyTradeData)
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for k, v := range companyContracts {
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companyData := new(tradeAnalysisModel.ContractCompanyTradeData)
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companyData.CompanyName = k
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@@ -342,14 +342,22 @@ func GetOriginTradeData(exchange, classifyName string, contracts, companies []st
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return companyData.DataList[i].Date.Before(companyData.DataList[j].Date)
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})
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companyData.ClassifyType = strings.Join(contractArr, ",")
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- companyTradeData = append(companyTradeData, companyData)
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+ mussyTradeData[k] = companyData
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+ }
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+
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+
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+ companyTradeData = make([]*tradeAnalysisModel.ContractCompanyTradeData, 0)
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+ for _, v := range companies {
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+ if mussyTradeData[v] != nil {
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+ companyTradeData = append(companyTradeData, mussyTradeData[v])
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+ }
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}
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return
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}
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func PredictingTradeData(originData []*tradeAnalysisModel.ContractCompanyTradeDataList, lastBuyDateVal, lastSoldDateVal map[time.Time]int, predictRatio float64) (newData []*tradeAnalysisModel.ContractCompanyTradeDataList, firstDate, endDate time.Time, err error) {
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@@ -445,43 +453,6 @@ func PredictingTradeData(originData []*tradeAnalysisModel.ContractCompanyTradeDa
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dateVal[v.Date] = v
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}
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tradeDays := utils.GetTradingDays(originData[0].Date.AddDate(0, 0, -1), originData[len(originData)-1].Date)
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for k, v := range tradeDays {
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@@ -548,14 +519,8 @@ func PredictingTradeData(originData []*tradeAnalysisModel.ContractCompanyTradeDa
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}
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continue
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}
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}
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if dateVal[v].BuyValType == tradeAnalysisModel.TradeDataTypeOrigin && dateVal[v].SoldValType == tradeAnalysisModel.TradeDataTypeOrigin {
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dateVal[v].PureBuyVal = dateVal[v].BuyVal - dateVal[v].SoldVal
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