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- package data_manage
- import (
- "encoding/json"
- "eta/eta_api/controllers"
- "eta/eta_api/models"
- "eta/eta_api/models/data_manage"
- "eta/eta_api/models/data_manage/request"
- "eta/eta_api/services/data"
- correlationServ "eta/eta_api/services/data/correlation"
- "eta/eta_api/utils"
- "fmt"
- "strconv"
- "strings"
- "time"
- )
- type FactorEdbSeriesController struct {
- controllers.BaseAuthController
- }
- func (this *FactorEdbSeriesController) CalculateFuncList() {
- br := new(models.BaseResponse).Init()
- defer func() {
- if br.ErrMsg == "" {
- br.IsSendEmail = false
- }
- this.Data["json"] = br
- this.ServeJSON()
- }()
- sysUser := this.SysUser
- if sysUser == nil {
- br.Msg = "请登录"
- br.ErrMsg = "请登录,SysUser Is Empty"
- br.Ret = 408
- return
- }
- edbInfoType, _ := this.GetInt("EdbInfoType", 0)
- funcOb := new(data_manage.FactorEdbSeriesCalculateFunc)
- cond := fmt.Sprintf(` AND %s = ?`, funcOb.Cols().EdbInfoType)
- pars := make([]interface{}, 0)
- pars = append(pars, edbInfoType)
- list, e := funcOb.GetItemsByCondition(cond, pars, []string{}, fmt.Sprintf("%s ASC", funcOb.Cols().PrimaryId))
- if e != nil {
- br.Msg = "获取失败"
- br.ErrMsg = fmt.Sprintf("获取计算方式列表失败, Err: %v", e)
- return
- }
- resp := make([]*data_manage.FactorEdbSeriesCalculateFuncItem, 0)
- for _, v := range list {
- resp = append(resp, v.Format2Item())
- }
- br.Data = resp
- br.Ret = 200
- br.Success = true
- br.Msg = "获取成功"
- }
- func (this *FactorEdbSeriesController) Add() {
- br := new(models.BaseResponse).Init()
- defer func() {
- if br.ErrMsg == "" {
- br.IsSendEmail = false
- }
- this.Data["json"] = br
- this.ServeJSON()
- }()
- sysUser := this.SysUser
- if sysUser == nil {
- br.Msg = "请登录"
- br.ErrMsg = "请登录,SysUser Is Empty"
- br.Ret = 408
- return
- }
- var req request.AddFactorEdbSeriesReq
- if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
- br.Msg = "参数解析异常"
- br.ErrMsg = fmt.Sprintf("参数解析异常, Err: %v", e)
- return
- }
- req.SeriesName = strings.TrimSpace(req.SeriesName)
- if req.SeriesName == "" {
- br.Msg = "请输入指标系列名称"
- return
- }
- if len(req.EdbInfoIds) <= 0 {
- br.Msg = "请选择因子指标系列"
- return
- }
- if len(req.EdbInfoIds) > 100 {
- br.Msg = "添加指标总数量不得超过100"
- return
- }
- calculateLen := len(req.Calculates)
- if calculateLen > 5 {
- br.Msg = "计算公式不可超过5个"
- return
- }
- var calculatesJson string
- if calculateLen > 0 {
- b, e := json.Marshal(req.Calculates)
- if e != nil {
- br.Msg = "计算方式格式有误"
- br.ErrMsg = "解析计算方式参数失败, Err: " + e.Error()
- return
- }
- calculatesJson = string(b)
- for _, v := range req.Calculates {
- switch v.Source {
- case utils.EdbBaseCalculateNszydpjjs, utils.EdbBaseCalculateHbz, utils.EdbBaseCalculateHcz, utils.EdbBaseCalculateCjjx:
- if v.Formula == nil {
- br.Msg = "请输入N值"
- return
- }
- formula, ok := v.Formula.(string)
- if !ok {
- br.Msg = "N值格式有误"
- return
- }
- formulaInt, _ := strconv.Atoi(formula)
- if formulaInt <= 0 {
- br.Msg = "N值不可小于0, 重新输入"
- return
- }
- case utils.EdbBaseCalculateExponentialSmoothing:
- if v.Formula == nil {
- br.Msg = "请填写alpha值"
- return
- }
- formula, ok := v.Formula.(string)
- if !ok {
- br.Msg = "alpha值格式有误"
- return
- }
- alpha, _ := strconv.ParseFloat(formula, 64)
- if alpha <= 0 || alpha >= 1 {
- br.Msg = "alpha值应在0-1之间, 请重新输入"
- return
- }
- }
- }
- }
- edbArr, e := data_manage.GetEdbInfoByIdList(req.EdbInfoIds)
- if e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "获取指标列表失败, Err: " + e.Error()
- return
- }
- if len(edbArr) == 0 {
- br.Msg = "因子指标系列有误"
- br.ErrMsg = "因子指标系列长度为0"
- return
- }
-
- seriesItem := new(data_manage.FactorEdbSeries)
- seriesItem.SeriesName = req.SeriesName
- seriesItem.EdbInfoType = req.EdbInfoType
- seriesItem.CreateTime = time.Now().Local()
- seriesItem.ModifyTime = time.Now().Local()
- if calculateLen > 0 {
- seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculating
- seriesItem.CalculateStep = calculatesJson
- }
- mappings := make([]*data_manage.FactorEdbSeriesMapping, 0)
- for _, v := range edbArr {
- mappings = append(mappings, &data_manage.FactorEdbSeriesMapping{
- EdbInfoId: v.EdbInfoId,
- EdbCode: v.EdbCode,
- CreateTime: time.Now().Local(),
- ModifyTime: time.Now().Local(),
- })
- }
- seriesId, e := seriesItem.CreateSeriesAndMapping(seriesItem, mappings)
- if e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "新增因子指标系列失败, Err: " + e.Error()
- return
- }
-
- var calculateResp data_manage.FactorEdbSeriesStepCalculateResp
- if calculateLen > 0 {
- calculateResp, e = data.FactorEdbStepCalculate(seriesId, edbArr, req.Calculates, this.Lang, false)
- if e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "计算因子指标失败, Err: " + e.Error()
- return
- }
-
- cols := []string{seriesItem.Cols().CalculateState, seriesItem.Cols().ModifyTime}
- seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculated
- seriesItem.ModifyTime = time.Now().Local()
- if e = seriesItem.Update(cols); e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "更新因子指标系列计算状态失败, Err: " + e.Error()
- return
- }
- } else {
- for _, v := range edbArr {
- calculateResp.Success = append(calculateResp.Success, data_manage.FactorEdbSeriesStepCalculateResult{
- EdbInfoId: v.EdbInfoId,
- EdbCode: v.EdbCode,
- Msg: "保存成功",
- })
- }
- }
- calculateResp.SeriesId = seriesId
- br.Data = calculateResp
- br.Ret = 200
- br.Success = true
- br.Msg = "操作成功"
- br.IsAddLog = true
- }
- func (this *FactorEdbSeriesController) Edit() {
- br := new(models.BaseResponse).Init()
- defer func() {
- if br.ErrMsg == "" {
- br.IsSendEmail = false
- }
- this.Data["json"] = br
- this.ServeJSON()
- }()
- sysUser := this.SysUser
- if sysUser == nil {
- br.Msg = "请登录"
- br.ErrMsg = "请登录,SysUser Is Empty"
- br.Ret = 408
- return
- }
- var req request.EditFactorEdbSeriesReq
- if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
- br.Msg = "参数解析异常"
- br.ErrMsg = fmt.Sprintf("参数解析异常, Err: %v", e)
- return
- }
- if req.SeriesId <= 0 {
- br.Msg = "参数有误"
- br.ErrMsg = fmt.Sprintf("参数有误, SeriesId: %d", req.SeriesId)
- return
- }
- req.SeriesName = strings.TrimSpace(req.SeriesName)
- if req.SeriesName == "" {
- br.Msg = "请输入指标系列名称"
- return
- }
- if len(req.EdbInfoIds) <= 0 {
- br.Msg = "请选择因子指标系列"
- return
- }
- if len(req.EdbInfoIds) > 100 {
- br.Msg = "添加指标总数量不得超过100"
- return
- }
- calculateLen := len(req.Calculates)
- if calculateLen > 5 {
- br.Msg = "计算公式不可超过5个"
- return
- }
- var calculatesJson string
- if calculateLen > 0 {
- b, e := json.Marshal(req.Calculates)
- if e != nil {
- br.Msg = "计算方式格式有误"
- br.ErrMsg = "解析计算方式参数失败, Err: " + e.Error()
- return
- }
- calculatesJson = string(b)
- for _, v := range req.Calculates {
- switch v.Source {
- case utils.EdbBaseCalculateNszydpjjs, utils.EdbBaseCalculateHbz, utils.EdbBaseCalculateHcz, utils.EdbBaseCalculateCjjx:
- if v.Formula == nil {
- br.Msg = "请输入N值"
- return
- }
- formula, ok := v.Formula.(string)
- if !ok {
- br.Msg = "N值格式有误"
- return
- }
- formulaInt, _ := strconv.Atoi(formula)
- if formulaInt <= 0 {
- br.Msg = "N值不可小于0, 重新输入"
- return
- }
- case utils.EdbBaseCalculateExponentialSmoothing:
- if v.Formula == nil {
- br.Msg = "请填写alpha值"
- return
- }
- formula, ok := v.Formula.(string)
- if !ok {
- br.Msg = "alpha值格式有误"
- return
- }
- alpha, _ := strconv.ParseFloat(formula, 64)
- if alpha <= 0 || alpha >= 1 {
- br.Msg = "alpha值应在0-1之间, 请重新输入"
- return
- }
- }
- }
- }
- seriesOb := new(data_manage.FactorEdbSeries)
- seriesItem, e := seriesOb.GetItemById(req.SeriesId)
- if e != nil {
- if e.Error() == utils.ErrNoRow() {
- br.Msg = "该因子指标系列不存在"
- return
- }
- br.Msg = "获取失败"
- br.ErrMsg = "获取因子指标系列失败, Err: " + e.Error()
- return
- }
- originCalculateState := seriesItem.CalculateState
- edbArr, e := data_manage.GetEdbInfoByIdList(req.EdbInfoIds)
- if e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "获取指标列表失败, Err: " + e.Error()
- return
- }
- if len(edbArr) == 0 {
- br.Msg = "因子指标系列有误"
- br.ErrMsg = "因子指标系列长度为0"
- return
- }
- var calculateResp data_manage.FactorEdbSeriesStepCalculateResp
- calculateResp.SeriesId = seriesItem.FactorEdbSeriesId
-
- seriesItem.SeriesName = req.SeriesName
- seriesItem.EdbInfoType = req.EdbInfoType
- seriesItem.ModifyTime = time.Now().Local()
- updateCols := []string{seriesOb.Cols().SeriesName, seriesOb.Cols().EdbInfoType, seriesOb.Cols().ModifyTime}
- if !req.Recalculate {
- if e = seriesItem.Update(updateCols); e != nil {
- br.Msg = "操作成功"
- br.ErrMsg = "更新因子指标系列信息失败, Err: " + e.Error()
- return
- }
- for _, v := range edbArr {
- calculateResp.Success = append(calculateResp.Success, data_manage.FactorEdbSeriesStepCalculateResult{
- EdbInfoId: v.EdbInfoId,
- EdbCode: v.EdbCode,
- Msg: "保存成功",
- })
- }
- br.Data = calculateResp
- br.Ret = 200
- br.Success = true
- br.Msg = "操作成功"
- return
- }
-
- seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculateNone
- if calculateLen > 0 {
- seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculating
- seriesItem.CalculateStep = calculatesJson
- updateCols = append(updateCols, seriesOb.Cols().CalculateState, seriesOb.Cols().CalculateStep)
- }
- mappings := make([]*data_manage.FactorEdbSeriesMapping, 0)
- for _, v := range edbArr {
- mappings = append(mappings, &data_manage.FactorEdbSeriesMapping{
- EdbInfoId: v.EdbInfoId,
- EdbCode: v.EdbCode,
- CreateTime: time.Now().Local(),
- ModifyTime: time.Now().Local(),
- })
- }
- if e = seriesItem.EditSeriesAndMapping(seriesItem, mappings, updateCols); e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "编辑因子指标系列失败, Err: " + e.Error()
- return
- }
-
- calculateResp, e = data.FactorEdbStepCalculate(seriesItem.FactorEdbSeriesId, edbArr, req.Calculates, this.Lang, req.Recalculate)
- if e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "计算因子指标失败, Err: " + e.Error()
- return
- }
- if seriesItem.CalculateState == data_manage.FactorEdbSeriesCalculating {
- seriesItem.CalculateState = data_manage.FactorEdbSeriesCalculated
- }
-
- if originCalculateState != seriesItem.CalculateState {
- cols := []string{seriesItem.Cols().CalculateState, seriesItem.Cols().ModifyTime}
- seriesItem.ModifyTime = time.Now().Local()
- if e = seriesItem.Update(cols); e != nil {
- br.Msg = "操作失败"
- br.ErrMsg = "更新因子指标系列计算状态失败, Err: " + e.Error()
- return
- }
- }
- br.Data = calculateResp
- br.Ret = 200
- br.Success = true
- br.Msg = "操作成功"
- br.IsAddLog = true
- }
- func (this *FactorEdbSeriesController) Detail() {
- br := new(models.BaseResponse).Init()
- defer func() {
- if br.ErrMsg == "" {
- br.IsSendEmail = false
- }
- this.Data["json"] = br
- this.ServeJSON()
- }()
- sysUser := this.SysUser
- if sysUser == nil {
- br.Msg = "请登录"
- br.ErrMsg = "请登录,SysUser Is Empty"
- br.Ret = 408
- return
- }
- seriesId, _ := this.GetInt("SeriesId", 0)
- if seriesId <= 0 {
- br.Msg = "参数有误"
- br.ErrMsg = fmt.Sprintf("参数有误, SeriesId: %d", seriesId)
- return
- }
- seriesOb := new(data_manage.FactorEdbSeries)
- series, e := seriesOb.GetItemById(seriesId)
- if e != nil {
- if e.Error() == utils.ErrNoRow() {
- br.Msg = "该因子指标系列不存在"
- return
- }
- br.Msg = "获取失败"
- br.ErrMsg = "获取因子指标系列失败, Err: " + e.Error()
- return
- }
- mappingOb := new(data_manage.FactorEdbSeriesMapping)
- cond := fmt.Sprintf(" AND %s = ?", mappingOb.Cols().FactorEdbSeriesId)
- pars := make([]interface{}, 0)
- pars = append(pars, seriesId)
- mappings, e := mappingOb.GetItemsByCondition(cond, pars, []string{}, fmt.Sprintf("%s ASC", mappingOb.Cols().CreateTime))
- if e != nil {
- br.Msg = "获取失败"
- br.ErrMsg = "获取因子指标系列关联失败, Err: " + e.Error()
- return
- }
- resp := new(data_manage.FactorEdbSeriesDetail)
- resp.FactorEdbSeriesItem = series.Format2Item()
- for _, m := range mappings {
- resp.EdbMappings = append(resp.EdbMappings, m.Format2Item())
- }
- br.Data = resp
- br.Ret = 200
- br.Success = true
- br.Msg = "获取成功"
- }
- func (this *FactorEdbSeriesController) CorrelationMatrix() {
- br := new(models.BaseResponse).Init()
- defer func() {
- if br.ErrMsg == "" {
- br.IsSendEmail = false
- }
- this.Data["json"] = br
- this.ServeJSON()
- }()
- sysUser := this.SysUser
- if sysUser == nil {
- br.Msg = "请登录"
- br.ErrMsg = "请登录,SysUser Is Empty"
- br.Ret = 408
- return
- }
- var req request.FactorEdbSeriesCorrelationMatrixReq
- if e := json.Unmarshal(this.Ctx.Input.RequestBody, &req); e != nil {
- br.Msg = "参数解析异常"
- br.ErrMsg = fmt.Sprintf("参数解析异常, Err: %v", e)
- return
- }
- if req.BaseEdbInfoId <= 0 {
- br.Msg = "请选择标的指标"
- return
- }
- if len(req.SeriesIds) == 0 {
- br.Msg = "请选择因子指标系列"
- return
- }
- if req.Correlation.LeadValue <= 0 {
- br.Msg = "分析周期不允许设置为负数或0"
- return
- }
- if req.Correlation.LeadUnit == "" {
- br.Msg = "请选择分析周期频度"
- return
- }
- leadUnitDays, ok := utils.FrequencyDaysMap[req.Correlation.LeadUnit]
- if !ok {
- br.Msg = "错误的分析周期频度"
- br.ErrMsg = fmt.Sprintf("分析周期频度有误: %s", req.Correlation.LeadUnit)
- return
- }
- if req.Correlation.CalculateUnit == "" {
- br.Msg = "请选择计算窗口频度"
- return
- }
- calculateUnitDays, ok := utils.FrequencyDaysMap[req.Correlation.CalculateUnit]
- if !ok {
- br.Msg = "错误的计算窗口频度"
- br.ErrMsg = fmt.Sprintf("计算窗口频度有误: %s", req.Correlation.CalculateUnit)
- return
- }
- leadDays := 2 * req.Correlation.LeadValue * leadUnitDays
- calculateDays := req.Correlation.CalculateValue * calculateUnitDays
- if calculateDays < leadDays {
- br.Msg = "计算窗口必须≥2*分析周期"
- return
- }
-
- var calculatePars data_manage.CalculateCorrelationMatrixPars
- calculatePars.BaseEdbInfoId = req.BaseEdbInfoId
- calculatePars.SeriesIds = req.SeriesIds
- calculatePars.Correlation = req.Correlation
- resp, _, e := correlationServ.CalculateCorrelationMatrix(calculatePars)
- if e != nil {
- br.Msg = "计算失败"
- br.ErrMsg = fmt.Sprintf("计算相关性矩阵失败, %v", e)
- return
- }
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- br.Ret = 200
- br.Success = true
- br.Msg = "获取成功"
- }
|