package data import ( "fmt" "eta/eta_api/models/data_manage" "eta/eta_api/utils" "sort" "strconv" "time" ) func InitPositionTask() (err error) { exchanges := []string{"zhengzhou", "dalian", "shanghai", "cffex", "ine"} //郑商所,大商所,上期所,中金所,上期能源 startDate := "2023-02-14" endDate := time.Now().Format(utils.FormatDate) for _, v := range exchanges { endDateTmpStr := endDate exchange := v fmt.Println("InitPositionTask: 启动:" + exchange) utils.FileLog.Info("InitPositionTask: 启动:" + exchange) startDateTmpTime, _ := time.ParseInLocation(utils.FormatDate, startDate, time.Local) startDateStr := startDateTmpTime.Format(utils.FormatDate) for { if startDateStr > endDate { break } endDateTmpTime := startDateTmpTime.AddDate(0, 1, 0) endDateTmpStr = endDateTmpTime.Format(utils.FormatDate) if endDateTmpStr > endDate { endDateTmpStr = endDate } fmt.Println("开始" + startDateStr + "结束" + endDateTmpStr) utils.FileLog.Info(fmt.Sprintf("InitTradePosition:开始:%s; 结束:%s", startDateStr, endDateTmpStr)) //err :=data.DealYesterdayData(exchange, startDateStr) tErr, errMsg := InitTradePosition(exchange, startDateStr, endDateTmpStr) if tErr != nil { err = tErr fmt.Println("InitTradePosition: 操作失败:" + errMsg + tErr.Error()) utils.FileLog.Info(fmt.Sprintf("InitTradePosition: 操作失败:%s:%s", errMsg, tErr.Error())) return } startDateTmpTime = endDateTmpTime.AddDate(0, 0, 1) startDateStr = startDateTmpTime.Format(utils.FormatDate) } fmt.Println("InitTradePosition:" + exchange + "已完成") utils.FileLog.Info("InitTradePosition:" + exchange + "已完成") } return } func InitTradePosition(exchange, startDate, endDate string) (err error, errMsg string) { // 批量插入今日的初始值 count, err := data_manage.GetTradePositionTopCountByExchangeDataTime(exchange, startDate, endDate) if err != nil { errMsg = "查询原始数据失败,GetTradePositionTopCountByExchangeDataTime() Err: " return } if count > 0 { err = fmt.Errorf("数据已存在,无需处理") return } err = data_manage.MultiInsertTradeBaseDataToTop(exchange, startDate, endDate) if err != nil { errMsg = "新增原始数据失败,MultiInsertTradeBaseDataToTop() Err: " return } originList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, startDate, endDate) if err != nil { errMsg = "查询原始数据失败, GetTradePositionTopByExchangeDataTime() Err: " return } if len(originList) <= 0 { err = fmt.Errorf("原始数据没有值") return } now := time.Now() dataTimeMap := make(map[string]*data_manage.TradePositionTop) onlyEmptyMap := make(map[string]bool) onlyEmptyNameMap := make(map[string]*data_manage.TradePositionTop) topLastMap := make(map[string]int) topLastRankMap := make(map[string]int) list := make([]*data_manage.TradePositionTop, 0) for _, v := range originList { tmp0, tmpErr := dealTradeOriginData(dataTimeMap, onlyEmptyMap, onlyEmptyNameMap, v, topLastMap, topLastRankMap, startDate, now) if tmpErr != nil { err = tmpErr errMsg = "处理原始数据失败 dealTradeOriginData() Err: " return } if tmp0 != nil { list = append(list, tmp0) } if len(list) >= 1000 { err = data_manage.InsertMultiTradePositionTop(exchange, list) if err != nil { errMsg = "批量新增昨日数据失败,InsertMultiTradePositionTop() Err: " return } list = make([]*data_manage.TradePositionTop, 0) } } if len(list) > 0 { err = data_manage.InsertMultiTradePositionTop(exchange, list) if err != nil { errMsg = "批量新增昨日数据失败,InsertMultiTradePositionTop() Err: " return } list = make([]*data_manage.TradePositionTop, 0) } // 处理某个期货公司只有买单没有卖单,或者只有卖单没有买单的情况 for k, v := range onlyEmptyNameMap { _, ok1 := onlyEmptyMap[k+"_1"] _, ok2 := onlyEmptyMap[k+"_2"] var dealType int if ok1 && !ok2 { dealType = 2 //只有买单没有卖单 } else if !ok1 && ok2 { dealType = 1 //只有卖单没有买单的情况 } else { continue } if dealType > 0 { str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + strconv.Itoa(dealType) dealValue := 0 if lastVal, ok := topLastMap[str]; ok { dealValue = int(float64(lastVal)*0.7 + 0.5) } tmp := &data_manage.TradePositionTop{ ClassifyName: v.ClassifyName, ClassifyType: v.ClassifyType, DealShortName: v.DealShortName, DataTime: v.DataTime, DealValue: dealValue, CreateTime: now, ModifyTime: now, DealType: dealType, SourceType: 2, } list = append(list, tmp) if len(list) >= 1000 { err = data_manage.InsertMultiTradePositionTop(exchange, list) if err != nil { errMsg = "批量新增前日数据失败,InsertMultiTradePositionTop() Err: " return } list = make([]*data_manage.TradePositionTop, 0) } } } if len(list) > 0 { err = data_manage.InsertMultiTradePositionTop(exchange, list) if err != nil { errMsg = "批量新增前日数据失败,InsertMultiTradePositionTop() Err: " return } } //生成净多单,净空单榜单 err = createAnalysisCleanTop(exchange, startDate, endDate) if err != nil { errMsg = "创建净多单,净空单数据失败,createAnalysisCleanTop() Err: " return } // 特殊处理起始日期前一天的数据 err = DealYesterdayData(exchange, startDate) if err != nil { errMsg = "处理昨日数据失败,DealYesterdayData() Err: " return } return } func dealTradeOriginData(dataTimeMap map[string]*data_manage.TradePositionTop, onlyEmptyMap map[string]bool, onlyEmptyNameMap map[string]*data_manage.TradePositionTop, currentItem *data_manage.TradePositionTop, topLastMap map[string]int, topLastRankMap map[string]int, startDate string, now time.Time) (tmp0 *data_manage.TradePositionTop, err error) { classifyName := currentItem.ClassifyName classifyType := currentItem.ClassifyType dealShortName := currentItem.DealShortName dealValue := currentItem.DealValue dealChange := currentItem.DealChange dataTime := currentItem.DataTime dealType := currentItem.DealType dealTypeStr := strconv.Itoa(dealType) dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+dataTime] = currentItem onlyEmptyMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealShortName+"_"+dealTypeStr] = true onlyEmptyNameMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealShortName] = currentItem if currentItem.Rank > topLastRankMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealTypeStr] { topLastMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealTypeStr] = dealValue topLastRankMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealTypeStr] = currentItem.Rank } if dataTime > startDate { tmpTimeStr, tErr := getYesterdayDate(dataTime) if tErr != nil { err = tErr return } if tmpTimeStr < startDate { return } // 判断T-1日是否有值, 如果T-1日为空,则根据T日的值计算出T-1的值 if _, ok := dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+tmpTimeStr]; !ok { yesterdayVal := dealValue - dealChange yesterdayChange := 0 beforeYesterday, _ := getYesterdayDate(tmpTimeStr) beforeYesterdayItem, ok1 := dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+beforeYesterday] if ok1 { yesterdayChange = yesterdayVal - beforeYesterdayItem.DealValue } tmp0 = &data_manage.TradePositionTop{ ClassifyName: classifyName, ClassifyType: classifyType, DealShortName: dealShortName, DealValue: yesterdayVal, DealChange: yesterdayChange, DataTime: tmpTimeStr, CreateTime: now, ModifyTime: now, DealType: dealType, SourceType: 1, } dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+tmpTimeStr] = tmp0 onlyEmptyMap[classifyName+"_"+classifyType+"_"+tmpTimeStr+"_"+dealShortName+"_"+dealTypeStr] = true onlyEmptyNameMap[classifyName+"_"+classifyType+"_"+tmpTimeStr+"_"+dealShortName] = tmp0 } } return } // 更新昨日数据 func DealYesterdayData(exchange, startDate string) (err error) { // 查询最早的日期 firstItem, err := data_manage.GetFirstBaseFromTradeIndexByDate(exchange) if err != nil { return } if startDate == firstItem.DataTime { //如果当前是起始日,则无需统计修改前一天的数据 return } yesterdayStr, err := getYesterdayDate(startDate) if err != nil { return } //查找前日的值,并更新对应的更改 beforeYesterdayStr, err := getYesterdayDate(yesterdayStr) if err != nil { return } // 先查出T日最原始的数据 originList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, startDate, startDate) if err != nil { return } originBuyMap := make(map[string]*data_manage.TradePositionTop) originSoldMap := make(map[string]*data_manage.TradePositionTop) for _, v := range originList { if v.SourceType != 0 { continue } str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName if v.DealType == 1 { originBuyMap[str] = v } else if v.DealType == 2 { originSoldMap[str] = v } } // 然后查询T-1中数据来源类型是2的数据 changeList, err := data_manage.GetTradePositionTopByExchangeSourceType(exchange, yesterdayStr, 2) if err != nil { return } if len(changeList) <= 0 { //err = fmt.Errorf("前天的数据无需修改") return } // 查询出前日的成交量 beforeYesterdayList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, beforeYesterdayStr, beforeYesterdayStr) if err != nil { return } beforeYesterdayMap1 := make(map[string]int) beforeYesterdayMap2 := make(map[string]int) if len(beforeYesterdayList) > 0 { for _, v := range beforeYesterdayList { if v.SourceType == 2 { continue } str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName if v.DealType == 1 { beforeYesterdayMap1[str] = v.DealValue } else if v.DealType == 2 { beforeYesterdayMap2[str] = v.DealValue } } } // 根据原始数据中的值推算出最新的值 now := time.Now() // 批量更新到分析表中, var updateAnalysisData []data_manage.UpdateDealValueChange for _, v := range changeList { str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName dealValue := 0 dealChange := 0 if v.DealType == 1 { if n, ok := originBuyMap[str]; ok { dealValue = n.DealValue - n.DealChange if beforeVal, ok1 := beforeYesterdayMap1[str]; ok1 { dealChange = dealValue - beforeVal } tmp := data_manage.UpdateDealValueChange{ Id: v.Id, DealValue: dealValue, DealChange: dealChange, SourceType: 1, ModifyTime: now, } updateAnalysisData = append(updateAnalysisData, tmp) } } else if v.DealType == 2 { if n, ok := originSoldMap[str]; ok { dealValue = n.DealValue - n.DealChange if beforeVal, ok1 := beforeYesterdayMap2[str]; ok1 { dealChange = dealValue - beforeVal } tmp := data_manage.UpdateDealValueChange{ Id: v.Id, DealValue: dealValue, DealChange: dealChange, SourceType: 1, ModifyTime: now, } updateAnalysisData = append(updateAnalysisData, tmp) } } } if len(updateAnalysisData) > 0 { err = data_manage.MultiUpdatePositionTop(exchange, updateAnalysisData) if err != nil { return } //删除T-1日净多单和净空单的榜单 err = data_manage.DeletePositionTopByDataTime(exchange, yesterdayStr, 3) if err != nil { return } err = data_manage.DeletePositionTopByDataTime(exchange, yesterdayStr, 4) if err != nil { return } //重新生成净多单和净空单的榜单 err = createAnalysisCleanTop(exchange, yesterdayStr, yesterdayStr) if err != nil { return } } return } // createAnalysisCleanTop 生成净多单,净空单榜单 func createAnalysisCleanTop(exchange, startDate, endDate string) (err error) { topList := make([]*data_manage.TradePositionTop, 0) now := time.Now() var subDataList data_manage.TradePositionSubList subChangeMap1 := make(map[string]int) //净多单map subChangeMap2 := make(map[string]int) //净空单map //查询所有差值数据, yesterday, err := getYesterdayDate(startDate) if err != nil { return } yesterdayTopList1, tErr := data_manage.GetTradePositionTopByExchangeDataTimeType(exchange, yesterday, 3) if tErr != nil { err = tErr return } if len(yesterdayTopList1) > 0 { for _, v := range yesterdayTopList1 { nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName subChangeMap1[nameStr] = v.DealValue } } yesterdayTopList2, tErr := data_manage.GetTradePositionTopByExchangeDataTimeType(exchange, yesterday, 4) if tErr != nil { err = tErr return } if len(yesterdayTopList2) > 0 { for _, v := range yesterdayTopList2 { nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName subChangeMap2[nameStr] = v.DealValue } } originDataList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, startDate, endDate) if err != nil { return } buyDataMap := make(map[string]int) for _, v := range originDataList { str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName if v.DealType == 1 { buyDataMap[str] = v.DealValue } else if v.DealType == 2 { subValue := 0 dealType := 0 if buy, ok := buyDataMap[str]; ok { subValue = buy - v.DealValue if subValue >= 0 { dealType = 3 } else { subValue = -subValue dealType = 4 } } tmp := &data_manage.TradePositionSub{ ClassifyName: v.ClassifyName, ClassifyType: v.ClassifyType, DataTime: v.DataTime, DealShortName: v.DealShortName, SubValue: subValue, DealType: dealType, } subDataList = append(subDataList, tmp) } } if len(subDataList) > 0 { sort.Sort(subDataList) } var dealType int rankMap := make(map[string]int) for _, v := range subDataList { subValue := v.SubValue nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName if v.DealType == 3 { subChangeMap1[nameStr] = subValue dealType = 3 if _, ok := rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"]; !ok { rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"] = 1 } else { rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"]++ } } else if v.DealType == 4 { subChangeMap2[nameStr] = subValue dealType = 4 if _, ok := rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"]; !ok { rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"] = 1 } else { rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"]++ } } //和T-1日比较差值 var tmpTimeStr string tmpTimeStr, err = getYesterdayDate(v.DataTime) if err != nil { return } yesterdayStr := v.ClassifyName + "_" + v.ClassifyType + "_" + tmpTimeStr + "_" + v.DealShortName dealChange := 0 if dealType == 3 { if c, ok := subChangeMap1[yesterdayStr]; ok { dealChange = subValue - c } } else if dealType == 4 { if c, ok := subChangeMap2[yesterdayStr]; ok { dealChange = subValue - c } } tmp := &data_manage.TradePositionTop{ ClassifyName: v.ClassifyName, ClassifyType: v.ClassifyType, DataTime: v.DataTime, CreateTime: now, ModifyTime: now, DealShortName: v.DealShortName, DealValue: subValue, DealChange: dealChange, DealType: dealType, Rank: rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_"+strconv.Itoa(dealType)], } topList = append(topList, tmp) if len(topList) >= 1000 { err = data_manage.InsertMultiTradePositionTop(exchange, topList) if err != nil { return } topList = make([]*data_manage.TradePositionTop, 0) } } if len(topList) >= 0 { err = data_manage.InsertMultiTradePositionTop(exchange, topList) if err != nil { return } } return } func getYesterdayDate(today string) (yesterday string, err error) { i := 1 tmpTime, err := time.ParseInLocation(utils.FormatDate, today, time.Local) if err != nil { return } tmpTimeDate := tmpTime.AddDate(0, 0, -i) weekStr := tmpTimeDate.Weekday().String() if weekStr == "Sunday" { i += 2 } else if weekStr == "Saturday" { i += 1 } tmpTimeDate = tmpTime.AddDate(0, 0, -i) yesterday = tmpTimeDate.Format(utils.FormatDate) return }