profit_chart_info.go 23 KB

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  1. package future_good
  2. import (
  3. "errors"
  4. "eta/eta_api/models/data_manage"
  5. "eta/eta_api/models/data_manage/future_good"
  6. "eta/eta_api/models/data_manage/future_good/request"
  7. "eta/eta_api/services/data"
  8. "eta/eta_api/utils"
  9. "fmt"
  10. "github.com/shopspring/decimal"
  11. "github.com/yidane/formula"
  12. "sort"
  13. "strconv"
  14. "strings"
  15. "time"
  16. )
  17. // GetProfitChartEdbData 获取利润图表的指标数据
  18. func GetProfitChartEdbData(baseEdbInfo *data_manage.EdbInfo, edbInfoList []*data_manage.EdbInfo, zlFutureGoodEdbInfoList []*future_good.FutureGoodEdbInfo, chartInfoDateList []request.ChartInfoDateReq, formulaStr string, edbInfoFromTagList []data_manage.EdbInfoFromTag, reqXDataList []data_manage.XData) (barConfigEdbInfoIdList []data_manage.BarChartInfoEdbItemReq, edbList []*data_manage.ChartEdbInfoMapping, xEdbIdValue []int, xDataList []data_manage.XData, yDataList []data_manage.YData, err error) {
  19. edbList = make([]*data_manage.ChartEdbInfoMapping, 0)
  20. if baseEdbInfo == nil {
  21. err = errors.New("ETA指标未选取")
  22. return
  23. }
  24. if len(edbInfoList) == 0 {
  25. edbInfoList = append(edbInfoList, baseEdbInfo)
  26. }
  27. if len(zlFutureGoodEdbInfoList) <= 0 {
  28. err = errors.New("商品指标未选取")
  29. return
  30. }
  31. // 标签与期货商品指标的关联关系
  32. tagEdbIdMap := make(map[string]int)
  33. // 有效的期货商品指标
  34. futureGoodEdbInfoIdMap := make(map[int]int)
  35. {
  36. tmpTagEdbIdMap := make(map[string]int)
  37. for _, v := range edbInfoFromTagList {
  38. tmpTagEdbIdMap[v.FromTag] = v.EdbInfoId
  39. }
  40. formulaMap := CheckFormula(formulaStr)
  41. for _, tag := range formulaMap {
  42. tagEdbIdMap[tag] = tmpTagEdbIdMap[tag]
  43. futureGoodEdbInfoIdMap[tmpTagEdbIdMap[tag]] = tmpTagEdbIdMap[tag]
  44. }
  45. }
  46. // 指标对应的所有数据
  47. //edbDataListMap := make(map[int][]*data_manage.EdbDataList)
  48. item := new(data_manage.ChartEdbInfoMapping)
  49. item.FrequencyEn = data.GetFrequencyEn(baseEdbInfo.Frequency)
  50. if baseEdbInfo.Unit == `无` {
  51. item.Unit = ``
  52. }
  53. // 普通的指标数据
  54. baseDataListMap := make(map[int][]*data_manage.EdbDataList)
  55. for _, v := range edbInfoList {
  56. baseDataList := make([]*data_manage.EdbDataList, 0)
  57. baseDataList, err = data_manage.GetEdbDataList(v.Source, v.SubSource, v.EdbInfoId, "", "")
  58. if err != nil {
  59. return
  60. }
  61. baseDataListMap[v.EdbInfoId] = baseDataList
  62. }
  63. latestDate := zlFutureGoodEdbInfoList[0].EndDate
  64. latestDateTime, _ := time.ParseInLocation(utils.FormatDate, latestDate, time.Local)
  65. earliestDateTime := latestDateTime // 数据的最早日期,目的是为了找出最早的合约
  66. for _, barChartInfoDate := range chartInfoDateList {
  67. var findDateTime time.Time
  68. switch barChartInfoDate.Type {
  69. case 1: //最新值
  70. findDateTime = latestDateTime
  71. case 2: //近期几天
  72. findDateTime = latestDateTime.AddDate(0, 0, -barChartInfoDate.Value)
  73. case 3: // 固定日期
  74. //寻找固定日期的数据
  75. tmpFindDateTime, tmpErr := time.ParseInLocation(utils.FormatDate, barChartInfoDate.Date, time.Local)
  76. if tmpErr != nil {
  77. err = tmpErr
  78. return
  79. }
  80. findDateTime = tmpFindDateTime
  81. default:
  82. err = errors.New(fmt.Sprint("日期类型异常,Type:", barChartInfoDate.Type))
  83. return
  84. }
  85. if findDateTime.IsZero() {
  86. err = errors.New("错误的日期")
  87. return
  88. }
  89. if findDateTime.Before(earliestDateTime) {
  90. earliestDateTime = findDateTime
  91. }
  92. }
  93. monthNum := (latestDateTime.Year()-earliestDateTime.Year())*12 + int(latestDateTime.Month()-earliestDateTime.Month())
  94. // 存储主力合约下的所有月份合约
  95. futureGoodEdbInfoDateMap := make(map[int]map[string]*future_good.FutureGoodEdbInfo)
  96. futureGoodDataListMap := make(map[int][]*data_manage.EdbDataList, 0)
  97. // 特殊的商品期货合约(只有M+N的合约,没有固定日期的合约)
  98. specialFutureGoodEdbInfoMap := make(map[int]map[int]*future_good.FutureGoodEdbInfo, 0)
  99. isAllChina := true // 是否都是国内的期货合约
  100. for _, v := range zlFutureGoodEdbInfoList {
  101. if v.RegionType != "国内" {
  102. isAllChina = false
  103. break
  104. }
  105. }
  106. nMap := make(map[string]string)
  107. var maxN int // 最大N值
  108. for _, v := range zlFutureGoodEdbInfoList {
  109. // 如果不是有效的商品期货指标,那么就过滤掉,不做数据查询处理,避免没必要的请求
  110. if _, ok := futureGoodEdbInfoIdMap[v.FutureGoodEdbInfoId]; !ok {
  111. continue
  112. }
  113. // 获取期货指标以及期货数据
  114. tmpFutureGoodEdbInfoList, tmpErr := future_good.GetChildFutureGoodEdbInfoListByParentId(v.FutureGoodEdbInfoId)
  115. if tmpErr != nil {
  116. err = tmpErr
  117. return
  118. }
  119. childFutureGoodEdbInfoMap, tmpMaxN, tmpErr := getProfitFutureGoodEdbInfoList(earliestDateTime, v, tmpFutureGoodEdbInfoList, isAllChina, monthNum)
  120. if tmpErr != nil {
  121. err = tmpErr
  122. return
  123. }
  124. if maxN < tmpMaxN {
  125. maxN = tmpMaxN
  126. }
  127. futureGoodEdbInfoDateMap[v.FutureGoodEdbInfoId] = childFutureGoodEdbInfoMap
  128. if v.FutureGoodEdbType == 2 {
  129. specialFutureGoodEdbInfoMap[v.FutureGoodEdbInfoId] = make(map[int]*future_good.FutureGoodEdbInfo)
  130. }
  131. // 获取数据
  132. for date, childFutureGoodEdbInfo := range childFutureGoodEdbInfoMap {
  133. nMap[date] = date
  134. dataList := make([]*data_manage.EdbDataList, 0)
  135. tmpDataList, tmpErr := future_good.GetFutureGoodEdbDataListByDate(childFutureGoodEdbInfo.FutureGoodEdbInfoId, "", "")
  136. if tmpErr != nil {
  137. return
  138. }
  139. for _, tmpData := range tmpDataList {
  140. dataList = append(dataList, &data_manage.EdbDataList{
  141. EdbDataId: tmpData.FutureGoodEdbDataId,
  142. EdbInfoId: tmpData.FutureGoodEdbInfoId,
  143. DataTime: tmpData.DataTime.Format(utils.FormatDate),
  144. DataTimestamp: tmpData.DataTimestamp,
  145. Value: tmpData.Close,
  146. })
  147. }
  148. futureGoodDataListMap[childFutureGoodEdbInfo.FutureGoodEdbInfoId] = dataList
  149. if childFutureGoodEdbInfo.FutureGoodEdbType == 2 {
  150. specialFutureGoodEdbInfoMap[v.FutureGoodEdbInfoId][childFutureGoodEdbInfo.Month] = childFutureGoodEdbInfo
  151. }
  152. }
  153. }
  154. // 找出所有的N值,并进行正序排列
  155. dateList := make([]string, 0)
  156. for _, n := range nMap {
  157. dateList = append(dateList, n)
  158. }
  159. sort.Slice(dateList, func(i, j int) bool {
  160. return dateList[i] < dateList[j]
  161. })
  162. for _, v := range edbInfoList {
  163. tmp := data_manage.XData{
  164. Name: v.EdbName,
  165. NameEn: v.EdbNameEn,
  166. }
  167. xDataList = append(xDataList, tmp)
  168. }
  169. var edbIdList []int
  170. edbIdList, yDataList, err = ProfitChartChartData(baseEdbInfo, baseDataListMap, futureGoodEdbInfoDateMap, futureGoodDataListMap, chartInfoDateList, baseEdbInfo.EndDate, specialFutureGoodEdbInfoMap, formulaStr, tagEdbIdMap, dateList, maxN)
  171. // todo 最后处理数据
  172. tmpXDataList, newYDataList, err := handleProfitResultData(xDataList, baseEdbInfo, yDataList, earliestDateTime, edbIdList)
  173. if err != nil {
  174. return
  175. }
  176. if len(reqXDataList) == 0 {
  177. xDataList = tmpXDataList
  178. } else {
  179. xDataList = reqXDataList
  180. }
  181. yDataList = newYDataList
  182. return
  183. }
  184. // ProfitChartChartData 获取数据
  185. func ProfitChartChartData(baseEdbInfo *data_manage.EdbInfo, baseDataListMap map[int][]*data_manage.EdbDataList, futureGoodEdbInfoMap map[int]map[string]*future_good.FutureGoodEdbInfo, futureGoodEdbDataListMap map[int][]*data_manage.EdbDataList, chartInfoDateList []request.ChartInfoDateReq, latestDate string, specialFutureGoodEdbInfoMap map[int]map[int]*future_good.FutureGoodEdbInfo, formulaStr string, tagEdbIdMap map[string]int, dateList []string, maxN int) (edbIdList []int, yDataList []data_manage.YData, err error) {
  186. // 指标数据数组(10086:{"2022-12-02":100.01,"2022-12-01":102.3})
  187. //earliestDateTime time.Time
  188. // ETA指标数据
  189. allBaseEdbDateDataMap := make(map[int]map[string]float64)
  190. for edbInfoId, baseDataList := range baseDataListMap {
  191. baseEdbDateData := make(map[string]float64)
  192. for _, edbData := range baseDataList {
  193. baseEdbDateData[edbData.DataTime] = edbData.Value
  194. }
  195. allBaseEdbDateDataMap[edbInfoId] = baseEdbDateData
  196. }
  197. // 商品指标数据
  198. edbDataMap := make(map[int]map[string]float64)
  199. for edbInfoId, edbDataList := range futureGoodEdbDataListMap {
  200. edbDateData := make(map[string]float64)
  201. for _, edbData := range edbDataList {
  202. edbDateData[edbData.DataTime] = edbData.Value
  203. }
  204. edbDataMap[edbInfoId] = edbDateData
  205. }
  206. latestDateTime, _ := time.ParseInLocation(utils.FormatDate, latestDate, time.Local)
  207. yDataList = make([]data_manage.YData, 0) //y轴的数据列表
  208. // 将计算公式中的字母转大写
  209. formulaStr = strings.ToUpper(formulaStr)
  210. for _, barChartInfoDate := range chartInfoDateList {
  211. yDataMap := make(map[int]float64)
  212. var maxDate time.Time
  213. var findDateTime time.Time
  214. switch barChartInfoDate.Type {
  215. case 1: //最新值
  216. findDateTime = latestDateTime
  217. case 2: //近期几天
  218. findDateTime = latestDateTime.AddDate(0, 0, -barChartInfoDate.Value)
  219. case 3: // 固定日期
  220. //寻找固定日期的数据
  221. tmpFindDateTime, tmpErr := time.ParseInLocation(utils.FormatDate, barChartInfoDate.Date, time.Local)
  222. if tmpErr != nil {
  223. err = tmpErr
  224. return
  225. }
  226. findDateTime = tmpFindDateTime
  227. default:
  228. err = errors.New(fmt.Sprint("日期类型异常,Type:", barChartInfoDate.Type))
  229. return
  230. }
  231. if findDateTime.IsZero() {
  232. err = errors.New("错误的日期")
  233. return
  234. }
  235. findDataList := make([]float64, 0) // 当前日期的数据值
  236. noDataIdList := make([]int, 0) // 没有数据的指标id
  237. xEdbInfoIdList := make([]int, 0) // 当前数据的指标id列表
  238. // 现货指标
  239. index := 0
  240. var realDateTime time.Time
  241. // 现货指标
  242. baseEdbDateData, ok := allBaseEdbDateDataMap[baseEdbInfo.EdbInfoId]
  243. if !ok {
  244. err = fmt.Errorf("指标id: %d 没有数据", baseEdbInfo.EdbInfoId)
  245. return
  246. }
  247. realDateTime, findDataValue, isFind, tmpErr := GetNeedDateData(findDateTime, baseDataListMap[baseEdbInfo.EdbInfoId], baseEdbDateData, edbDataMap)
  248. if tmpErr != nil {
  249. err = tmpErr
  250. return
  251. }
  252. if isFind {
  253. maxDate = realDateTime
  254. }
  255. edbIdList = make([]int, 0) //普通指标ID
  256. for edbInfoId, baseDataList := range baseDataListMap {
  257. if edbInfoId == baseEdbInfo.EdbInfoId {
  258. findDataList = append(findDataList, findDataValue)
  259. yDataMap[0] = findDataValue
  260. xEdbInfoIdList = append(xEdbInfoIdList, edbInfoId)
  261. edbIdList = append(edbIdList, edbInfoId)
  262. index += 1
  263. continue
  264. }
  265. baseEdbDateDataTmp, ok := allBaseEdbDateDataMap[edbInfoId]
  266. if !ok {
  267. err = fmt.Errorf("指标id: %d 没有数据", edbInfoId)
  268. return
  269. }
  270. _, findDataValueTmp, _, e := GetNeedDateData(realDateTime, baseDataList, baseEdbDateDataTmp, edbDataMap)
  271. if e != nil {
  272. err = e
  273. return
  274. }
  275. findDataList = append(findDataList, findDataValueTmp)
  276. yDataMap[index] = findDataValueTmp
  277. xEdbInfoIdList = append(xEdbInfoIdList, edbInfoId)
  278. edbIdList = append(edbIdList, edbInfoId)
  279. index += 1
  280. }
  281. mList := make([]int, 0) // 间隔月份
  282. // 最小开始的n值
  283. //minN := (findDateTime.Year()-earliestDateTime.Year())*12 + int(findDateTime.Month()-earliestDateTime.Month())
  284. for _, date := range dateList {
  285. currDate, _ := time.ParseInLocation(utils.FormatYearMonthDate, date, time.Local)
  286. // 如果当前的n值小于最小开始的n值,那么就不处理
  287. //if n < minN {
  288. // continue
  289. //}
  290. //findDateTime
  291. // 获取当前日期相对开始日期的期数
  292. //tmpN := (currDate.Year()-findDateTime.Year())*12 + int(currDate.Month()-findDateTime.Month())
  293. // 用实际日期的月份作为基准,往前推12个月(2024-5-13 16:26:43修改)
  294. tmpN := (currDate.Year()-realDateTime.Year())*12 + int(currDate.Month()-realDateTime.Month())
  295. if tmpN <= 0 {
  296. continue
  297. }
  298. // 如果期数大于最大期数,那么就退出当前匹配
  299. if tmpN >= maxN {
  300. break
  301. }
  302. zlAndChildEdbId := make(map[int]int)
  303. childFutureGoodEdbInfoIdList := make([]int, 0)
  304. for zlFutureGoodEdbInfoId, futureGoodEdbInfoList := range futureGoodEdbInfoMap {
  305. // 判断是否特殊合约
  306. if childFutureGoodEdbInfoIdMap, ok := specialFutureGoodEdbInfoMap[zlFutureGoodEdbInfoId]; ok {
  307. if childFutureGoodEdbInfo, ok2 := childFutureGoodEdbInfoIdMap[tmpN]; ok2 {
  308. childFutureGoodEdbInfoIdList = append(childFutureGoodEdbInfoIdList, childFutureGoodEdbInfo.FutureGoodEdbInfoId)
  309. zlAndChildEdbId[zlFutureGoodEdbInfoId] = childFutureGoodEdbInfo.FutureGoodEdbInfoId
  310. }
  311. } else {
  312. if childFutureGoodEdbInfo, ok2 := futureGoodEdbInfoList[date]; ok2 {
  313. childFutureGoodEdbInfoIdList = append(childFutureGoodEdbInfoIdList, childFutureGoodEdbInfo.FutureGoodEdbInfoId)
  314. zlAndChildEdbId[zlFutureGoodEdbInfoId] = childFutureGoodEdbInfo.FutureGoodEdbInfoId
  315. }
  316. }
  317. }
  318. // 合约不全,不参与计算
  319. //if len(childFutureGoodEdbInfoIdList) != lenZlFutureGoodEdbInfo {
  320. // continue
  321. //}
  322. calculateMap := make(map[int]float64)
  323. for _, childFutureGoodEdbInfoId := range childFutureGoodEdbInfoIdList {
  324. tmpFindDataValue, tmpIsFind := edbDataMap[childFutureGoodEdbInfoId][realDateTime.Format(utils.FormatDate)]
  325. if tmpIsFind && tmpFindDataValue != 0 {
  326. calculateMap[childFutureGoodEdbInfoId] = tmpFindDataValue
  327. }
  328. }
  329. // 合约的数据不全,不参与计算
  330. //if len(calculateMap) != lenZlFutureGoodEdbInfo {
  331. // continue
  332. //}
  333. newTagEdbIdMap := make(map[string]int)
  334. for tag, zlEdbId := range tagEdbIdMap {
  335. newTagEdbIdMap[tag] = zlAndChildEdbId[zlEdbId]
  336. }
  337. //, formulaStr string, tagEdbIdMap map[string]int
  338. formulaFormStr := ReplaceFormula(newTagEdbIdMap, calculateMap, formulaStr)
  339. //计算公式异常,那么就移除该指标
  340. if formulaFormStr == `` {
  341. //removeDateList = append(removeDateList, sk)
  342. //fmt.Println("异常了")
  343. continue
  344. }
  345. expression := formula.NewExpression(formulaFormStr)
  346. calResult, evaluateErr := expression.Evaluate()
  347. if evaluateErr != nil {
  348. // 分母为0的报错
  349. if strings.Contains(evaluateErr.Error(), "divide by zero") {
  350. //removeDateList = append(removeDateList, sk)
  351. continue
  352. }
  353. err = errors.New("计算失败:Err:" + evaluateErr.Error() + ";formulaStr:" + formulaFormStr)
  354. fmt.Println(err)
  355. continue
  356. }
  357. // 如果计算结果是NAN,那么就退出当前循环
  358. if calResult.IsNan() {
  359. continue
  360. }
  361. calVal, tmpErr := calResult.Float64()
  362. if tmpErr != nil {
  363. err = errors.New("计算失败:获取计算值失败 Err:" + tmpErr.Error() + ";formulaStr:" + formulaFormStr)
  364. fmt.Println(err)
  365. continue
  366. }
  367. //yDataMap[n] = calVal
  368. //xEdbInfoIdList = append(xEdbInfoIdList, n)
  369. calVal, _ = decimal.NewFromFloat(calVal).Round(4).Float64()
  370. yDataMap[tmpN] = calVal
  371. xEdbInfoIdList = append(xEdbInfoIdList, tmpN)
  372. findDataList = append(findDataList, calVal)
  373. }
  374. yName := barChartInfoDate.Name
  375. yNameEn := barChartInfoDate.Name
  376. if yName == `` {
  377. if barChartInfoDate.Type == 2 {
  378. yName = strconv.Itoa(barChartInfoDate.Value) + "天前"
  379. if barChartInfoDate.Value == 1 {
  380. yNameEn = strconv.Itoa(barChartInfoDate.Value) + "day ago"
  381. } else {
  382. yNameEn = strconv.Itoa(barChartInfoDate.Value) + " days ago"
  383. }
  384. } else {
  385. yName = maxDate.Format(utils.FormatDate)
  386. yNameEn = maxDate.Format(utils.FormatDate)
  387. }
  388. }
  389. yDate := "0000-00-00"
  390. if !maxDate.IsZero() {
  391. yDate = maxDate.Format(utils.FormatDate)
  392. }
  393. yDataList = append(yDataList, data_manage.YData{
  394. Date: yDate,
  395. ConfigDate: realDateTime,
  396. Value: findDataList,
  397. NoDataEdbList: noDataIdList,
  398. XEdbInfoIdList: xEdbInfoIdList,
  399. Color: barChartInfoDate.Color,
  400. Name: yName,
  401. NameEn: yNameEn,
  402. EdbValMap: yDataMap,
  403. M: mList,
  404. })
  405. }
  406. return
  407. }
  408. // getFutureGoodEdbInfoList 获取适用的指标列表
  409. func getProfitFutureGoodEdbInfoList(earliestDateTime time.Time, zlFutureGoodEdbInfo *future_good.FutureGoodEdbInfo, tmpFutureGoodEdbInfoList []*future_good.FutureGoodEdbInfo, isAllChina bool, monthNum int) (futureGoodEdbInfoDateMap map[string]*future_good.FutureGoodEdbInfo, newMaxN int, err error) {
  410. maxN := 36 //最大36期合约
  411. futureGoodEdbInfoList := make([]*future_good.FutureGoodEdbInfo, 0)
  412. futureGoodEdbInfoDateMap = make(map[string]*future_good.FutureGoodEdbInfo)
  413. earliestDateTime = time.Date(earliestDateTime.Year(), earliestDateTime.Month(), 1, 0, 0, 0, 0, time.Local)
  414. if zlFutureGoodEdbInfo.RegionType == "国内" {
  415. startMonth := int(earliestDateTime.Month())
  416. if startMonth == 1 {
  417. futureGoodEdbInfoList = tmpFutureGoodEdbInfoList
  418. } else {
  419. // 因为是下标,所以对应想下标是需要-1的
  420. index := startMonth - 1
  421. futureGoodEdbInfoList = tmpFutureGoodEdbInfoList[index:]
  422. futureGoodEdbInfoList = append(futureGoodEdbInfoList, tmpFutureGoodEdbInfoList[:index]...)
  423. }
  424. lenFutureGoodEdbInfoList := len(futureGoodEdbInfoList)
  425. //futureGoodEdbInfoList
  426. //if isAllChina {
  427. //}
  428. // 如果全是国内指标,那么只需要拼上多出的几期合约即可
  429. maxN = lenFutureGoodEdbInfoList + monthNum
  430. for i := 1; i < maxN; i++ {
  431. k := i % lenFutureGoodEdbInfoList
  432. futureGoodEdbInfoDateMap[earliestDateTime.AddDate(0, i, 0).Format(utils.FormatYearMonthDate)] = futureGoodEdbInfoList[k]
  433. }
  434. //需求池604,只要是国内合约,最大必须是12期
  435. newMaxN = 12
  436. return
  437. }
  438. for _, v := range tmpFutureGoodEdbInfoList {
  439. //海外的连续日期,目前
  440. if v.FutureGoodEdbType == 2 {
  441. if v.Month <= maxN {
  442. futureGoodEdbInfoDateMap[earliestDateTime.AddDate(0, v.Month, 0).Format(utils.FormatYearMonthDate)] = v
  443. if v.Month > newMaxN {
  444. newMaxN = v.Month
  445. }
  446. }
  447. continue
  448. }
  449. if v.Year < earliestDateTime.Year() {
  450. continue
  451. }
  452. // 小于等于当前年,那么就肯定是ok的
  453. if v.Year == earliestDateTime.Year() && v.Month <= int(earliestDateTime.Month()) {
  454. continue
  455. }
  456. subYear := v.Year - earliestDateTime.Year()
  457. subMonth := v.Month - int(earliestDateTime.Month())
  458. // 如果(当前年-最新日期的年份) * 12个月 + (当前月-最新日期的月份) 小于总月份
  459. tmpN := subYear*12 + subMonth
  460. if tmpN < maxN {
  461. tmpDateTime := time.Date(v.Year, time.Month(v.Month), 0, 0, 0, 0, 0, time.Local)
  462. futureGoodEdbInfoDateMap[tmpDateTime.Format(utils.FormatYearMonthDate)] = v
  463. if tmpN > newMaxN {
  464. newMaxN = tmpN
  465. }
  466. continue
  467. }
  468. }
  469. return
  470. }
  471. // handleProfitResultData 处理成最终的结果数据
  472. func handleProfitResultData(xDataListInit []data_manage.XData, baseEdbInfo *data_manage.EdbInfo, yDataList []data_manage.YData, earliestDateTime time.Time, allEdbInfoIds []int) (xDataList []data_manage.XData, newYDataList []data_manage.YData, err error) {
  473. newYDataList = yDataList
  474. xDataList = xDataListInit
  475. nMap := make(map[int]int)
  476. nList := make([]int, 0)
  477. for _, v := range yDataList {
  478. for _, n := range v.XEdbInfoIdList {
  479. if utils.InArrayByInt(allEdbInfoIds, n) {
  480. nList = append(nList, n)
  481. } else {
  482. nMap[n] = n
  483. }
  484. }
  485. }
  486. // 找出所有的N值,并进行正序排列
  487. nListTmp := make([]int, 0)
  488. for _, n := range nMap {
  489. nListTmp = append(nListTmp, n)
  490. }
  491. sort.Slice(nListTmp, func(i, j int) bool {
  492. return nListTmp[i] < nListTmp[j]
  493. })
  494. nList = append(nList, nListTmp...)
  495. for _, n := range nList {
  496. if utils.InArrayByInt(allEdbInfoIds, n) {
  497. continue
  498. }
  499. xDataList = append(xDataList, data_manage.XData{
  500. Name: fmt.Sprint("M+", n),
  501. NameEn: fmt.Sprint("M+", n),
  502. })
  503. }
  504. for yIndex, yData := range yDataList {
  505. newYDataList[yIndex].XEdbInfoIdList = []int{}
  506. newYDataList[yIndex].Value = []float64{}
  507. tmpNList := nList
  508. xEdbInfoIdList := yData.XEdbInfoIdList
  509. valIndex := 0
  510. needNum := 0
  511. for _, n := range tmpNList {
  512. if len(xEdbInfoIdList) > 0 {
  513. currN := xEdbInfoIdList[0]
  514. // 当前距离最早的日期相差的N数
  515. if n == currN { // todo 改成所有的基础现货指标
  516. if needNum > 0 {
  517. currVal := yData.Value[valIndex]
  518. preVal := yData.Value[valIndex-1]
  519. hcValDeci := decimal.NewFromFloat(currVal).Sub(decimal.NewFromFloat(preVal)).Div(decimal.NewFromInt(int64(needNum + 1)))
  520. for tmpNum := 0; tmpNum < needNum; tmpNum++ {
  521. newYDataList[yIndex].XEdbInfoIdList = append(newYDataList[yIndex].XEdbInfoIdList, 0)
  522. // 赋值平均值
  523. tmpVal, _ := decimal.NewFromFloat(preVal).Add(hcValDeci.Mul(decimal.NewFromInt(int64(tmpNum + 1)))).RoundCeil(4).Float64()
  524. newYDataList[yIndex].Value = append(newYDataList[yIndex].Value, tmpVal)
  525. }
  526. }
  527. newYDataList[yIndex].XEdbInfoIdList = append(newYDataList[yIndex].XEdbInfoIdList, currN+1)
  528. newYDataList[yIndex].Value = append(newYDataList[yIndex].Value, yData.Value[valIndex])
  529. valIndex++
  530. needNum = 0
  531. if len(xEdbInfoIdList) > 0 {
  532. xEdbInfoIdList = xEdbInfoIdList[1:]
  533. }
  534. } else {
  535. needNum++
  536. }
  537. }
  538. }
  539. }
  540. maxI := 0
  541. for _, yData := range newYDataList {
  542. lenEdb := len(yData.XEdbInfoIdList)
  543. for i := 0; i < lenEdb; i++ {
  544. if yData.XEdbInfoIdList[i] != 0 && !utils.InArrayByInt(yData.NoDataEdbList, yData.XEdbInfoIdList[i]) {
  545. if maxI < i {
  546. maxI = i
  547. }
  548. }
  549. }
  550. }
  551. earliestDateTime = time.Date(earliestDateTime.Year(), earliestDateTime.Month(), 1, 0, 0, 0, 0, time.Local)
  552. xDataList = xDataList[0:maxI]
  553. for yIndex, yData := range newYDataList {
  554. if len(yData.XEdbInfoIdList) > maxI+1 {
  555. newYDataList[yIndex].XEdbInfoIdList = yData.XEdbInfoIdList[0 : maxI+1]
  556. }
  557. if len(yData.Value) > maxI+1 {
  558. newYDataList[yIndex].Value = yData.Value[0 : maxI+1]
  559. }
  560. currDate, _ := time.ParseInLocation(utils.FormatDate, yData.Date, time.Local)
  561. nameList := make([]string, 0)
  562. enNameList := make([]string, 0)
  563. for _, n := range newYDataList[yIndex].XEdbInfoIdList {
  564. if n == 1 { // 现货价不处理
  565. nameList = append(nameList, baseEdbInfo.EdbName)
  566. enNameList = append(enNameList, baseEdbInfo.EdbNameEn)
  567. continue
  568. }
  569. if n <= 0 {
  570. nameList = append(nameList, `无合约`)
  571. enNameList = append(enNameList, `no contract`)
  572. } else {
  573. var date string
  574. currDateTime := currDate.AddDate(0, n-1, 0)
  575. month := int(currDateTime.Month())
  576. date = fmt.Sprintf("%d%d", currDateTime.Year(), month)
  577. if month < 10 {
  578. date = fmt.Sprintf("%d0%d", currDateTime.Year(), month)
  579. }
  580. nameList = append(nameList, date)
  581. enNameList = append(enNameList, date)
  582. }
  583. }
  584. newYDataList[yIndex].NameList = nameList
  585. newYDataList[yIndex].EnNameList = enNameList
  586. }
  587. return
  588. }
  589. func CheckFormula(formula string) map[string]string {
  590. mathFormula := []string{"MAX", "MIN", "ABS", "ACOS", "ASIN", "CEIL", "MOD", "POW", "ROUND", "SIGN", "SIN", "TAN", "LOG10", "LOG2", "LOG", "LN"}
  591. str := strings.ToUpper(formula)
  592. for _, v := range mathFormula {
  593. str = strings.Replace(str, v, "", -1)
  594. }
  595. str = strings.Replace(str, "(", "", -1)
  596. str = strings.Replace(str, ")", "", -1)
  597. byteMap := make(map[string]string)
  598. for i := 0; i < len(str); i++ {
  599. byteInt := str[i]
  600. if byteInt >= 65 && byteInt <= 90 {
  601. byteStr := string(byteInt)
  602. if _, ok := byteMap[byteStr]; !ok {
  603. byteMap[byteStr] = byteStr
  604. }
  605. }
  606. }
  607. return byteMap
  608. }
  609. func ReplaceFormula(tagEdbIdMap map[string]int, valArr map[int]float64, formulaStr string) string {
  610. funMap := GetFormulaMap()
  611. for k, v := range funMap {
  612. formulaStr = strings.Replace(formulaStr, k, v, -1)
  613. }
  614. replaceCount := 0
  615. for tag, edbInfoId := range tagEdbIdMap {
  616. if val, valOk := valArr[edbInfoId]; valOk { //值存在
  617. dvStr := fmt.Sprintf("%v", val)
  618. formulaStr = strings.Replace(formulaStr, tag, dvStr, -1)
  619. replaceCount++
  620. }
  621. }
  622. for k, v := range funMap {
  623. formulaStr = strings.Replace(formulaStr, v, k, -1)
  624. }
  625. if replaceCount == len(tagEdbIdMap) {
  626. return formulaStr
  627. } else {
  628. return ""
  629. }
  630. }
  631. func GetFormulaMap() map[string]string {
  632. funMap := make(map[string]string)
  633. funMap["MAX"] = "[@@]"
  634. funMap["MIN"] = "[@!]"
  635. funMap["ABS"] = "[@#]"
  636. funMap["CEIL"] = "[@$]"
  637. funMap["COS"] = "[@%]"
  638. funMap["FLOOR"] = "[@^]"
  639. funMap["MOD"] = "[@&]"
  640. funMap["POW"] = "[@*]"
  641. funMap["ROUND"] = "[@(]"
  642. return funMap
  643. }