eta_bridge/models/pcsg/bloomberg.go

package pcsg

import (
	"eta/eta_bridge/global"
	"eta/eta_bridge/utils"
	"fmt"
	"strings"
	"time"
)

const (
	TaskKey0000      = "IDpcsgDailySnap0000"
	SubOneDayTaskKey = "IDpcsgDailySnap0330" // 日期-1的key
	TaskKey0345      = "IDpcsgDailySnap0345"
)

// PythonBloombergGeneralData 通用数据格式(有空改成Map吧...然后做成配置方便加新字段...)
type PythonBloombergGeneralData struct {
	NAME                   string   `json:"NAME" description:"指标名称, 可能为null"`
	IDENTIFIER             string   `json:"IDENTIFIER" description:"指标编码"`
	PX_LAST_EOD            *float64 `json:"PX_LAST_EOD" description:"数据值, 可能为null"`
	PX_VOLUME_EOD          *float64 `json:"PX_VOLUME_EOD" description:"数据值, 可能为null"`
	PX_LAST                *float64 `json:"PX_LAST" description:"数据值, 可能为null"`
	PX_VOLUME              *float64 `json:"PX_VOLUME" description:"数据值, 可能为null"`
	LAST_UPDATE_DATE_EOD   string   `json:"LAST_UPDATE_DATE_EOD" description:"数据日期"`
	DATE                   string   `json:"DATE" description:"数据日期"`
	PX_SETTLE              *float64 `json:"PX_SETTLE" description:"数据值, 可能为null"`
	PX_SETTLE_LAST_DT      string   `json:"PX_SETTLE_LAST_DT" description:"数据日期"`
	OPEN_INT               *float64 `json:"OPEN_INT"`
	OPEN_INT_DATE          string   `json:"OPEN_INT_DATE"`
	DL_SNAPSHOT_START_TIME string   `json:"DL_SNAPSHOT_START_TIME" description:"数据日期"`
	LAST_UPDATE            string   `json:"LAST_UPDATE" description:"IDpcsgDailySnap0000和IDpcsgDailySnap0330判断用的"`
	PX_CLOSE_DT            string   `json:"PX_CLOSE_DT" description:"数据日期"`
	LAST_UPDATE_DT         string   `json:"LAST_UPDATE_DT" description:"数据日期"`
	HEATING_DAYS           *float64 `json:"HEATING_DAYS" description:"数据值, 可能为null"`
	COOLING_DAYS           *float64 `json:"COOLING_DAYS" description:"数据值, 可能为null"`
}

// PythonBloombergGeneralResult API响应体
type PythonBloombergGeneralResult struct {
	Code int                          `json:"code"`
	Msg  string                       `json:"msg"`
	Data []PythonBloombergGeneralData `json:"data"`
}

// BaseFromBloombergApiIndexAndData Bloomberg原始指标及数据
type BaseFromBloombergApiIndexAndData struct {
	BaseFromBloombergIndexId int                             `description:"指标ID"`
	IndexCode                string                          `description:"指标编码"`
	IndexName                string                          `description:"指标名称"`
	Unit                     string                          `description:"单位"`
	Source                   string                          `description:"来源"`
	Frequency                string                          `description:"频度"`
	CreateTime               time.Time                       `description:"创建时间"`
	ModifyTime               time.Time                       `description:"修改时间"`
	Data                     []BaseFromBloombergApiIndexData `description:"数据列表"`
}

// BaseFromBloombergApiIndexData Bloomberg原始指标数据
type BaseFromBloombergApiIndexData struct {
	DataTime time.Time `description:"数据日期"`
	Value    float64   `description:"数据值"`
}

func FormatPythonBloombergGeneralData2Base(origin PythonBloombergGeneralData, frequency, taskKey string) (item BaseFromBloombergApiIndexAndData) {
	if origin.IDENTIFIER == "" {
		return
	}
	item.IndexCode = strings.TrimSpace(origin.IDENTIFIER)
	item.IndexName = strings.TrimSpace(origin.NAME)
	item.Frequency = frequency
	item.Unit = "无"
	item.Data = make([]BaseFromBloombergApiIndexData, 0)

	// 数据来源的值和日期对应字段不同
	var dataTime time.Time
	var val *float64
	if origin.LAST_UPDATE_DATE_EOD != "" && origin.PX_LAST_EOD != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.LAST_UPDATE_DATE_EOD, time.Local)
		val = origin.PX_LAST_EOD
	}
	if origin.LAST_UPDATE_DATE_EOD != "" && origin.PX_VOLUME_EOD != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.LAST_UPDATE_DATE_EOD, time.Local)
		val = origin.PX_VOLUME_EOD
	}
	if origin.DATE != "" && origin.PX_LAST != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.DATE, time.Local)
		val = origin.PX_LAST
	}
	if origin.DATE != "" && origin.PX_VOLUME != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.DATE, time.Local)
		val = origin.PX_VOLUME
	}
	if origin.PX_SETTLE_LAST_DT != "" && origin.PX_SETTLE != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.PX_SETTLE_LAST_DT, time.Local)
		val = origin.PX_SETTLE
	}
	if origin.OPEN_INT_DATE != "" && origin.OPEN_INT != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.OPEN_INT_DATE, time.Local)
		val = origin.OPEN_INT
	}
	if taskKey == TaskKey0345 && origin.PX_CLOSE_DT != "" && origin.PX_LAST != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.PX_CLOSE_DT, time.Local)
		val = origin.PX_LAST
	}
	if (taskKey == TaskKey0000 || taskKey == SubOneDayTaskKey) && origin.DL_SNAPSHOT_START_TIME != "" && origin.PX_LAST != nil {
		// 根据LAST_UPDATE的格式进行判断, 仅加入格式为hh:mm:ss的
		_, e := time.ParseInLocation("15:04:05", origin.LAST_UPDATE, time.Local)
		if e != nil {
			return
		}

		d, e := time.ParseInLocation("2006-01-02T15:04:05", origin.DL_SNAPSHOT_START_TIME, time.Local)
		if e != nil {
			global.LOG.Info(fmt.Sprintf("DL_SNAPSHOT_START_TIME日期解析失败, %s", origin.DL_SNAPSHOT_START_TIME))
		}
		dataTime = d
		// 这个任务日期需要-1
		if taskKey == SubOneDayTaskKey {
			dataTime = dataTime.AddDate(0, 0, -1)
		}
		val = origin.PX_LAST
	}
	if !dataTime.IsZero() && val != nil {
		item.Data = append(item.Data, BaseFromBloombergApiIndexData{
			DataTime: dataTime,
			Value:    *val,
		})
	}
	return
}

func FormatPythonBloombergDailyRun11Data2Base(origin PythonBloombergGeneralData, frequency, taskKey string) (items []BaseFromBloombergApiIndexAndData) {
	if origin.IDENTIFIER == "" {
		return
	}
	if origin.LAST_UPDATE_DT == "" {
		return
	}
	dataTime, err := time.ParseInLocation(utils.FormatDate, origin.LAST_UPDATE_DT, time.Local)
	if err != nil {
		return
	}
	items = make([]BaseFromBloombergApiIndexAndData, 0)
	// WER1UK00 Index， WER1UK00 Index HDD, WER1UK00 Index CDD
	item := BaseFromBloombergApiIndexAndData{}
	item.IndexCode = strings.TrimSpace(origin.IDENTIFIER)
	item.IndexName = strings.TrimSpace(origin.NAME)
	item.Frequency = frequency
	item.Unit = "无"
	item.Data = make([]BaseFromBloombergApiIndexData, 0)

	itemHDD := BaseFromBloombergApiIndexAndData{}
	itemHDD.IndexCode = strings.TrimSpace(origin.IDENTIFIER)
	itemHDD.IndexCode = fmt.Sprintf("%s HDD", itemHDD.IndexCode)
	itemHDD.IndexName = strings.TrimSpace(origin.NAME)
	itemHDD.IndexName = fmt.Sprintf("%s HDD", itemHDD.IndexName)
	itemHDD.Frequency = frequency
	itemHDD.Unit = "无"
	itemHDD.Data = make([]BaseFromBloombergApiIndexData, 0)

	itemCDD := BaseFromBloombergApiIndexAndData{}
	itemCDD.IndexCode = strings.TrimSpace(origin.IDENTIFIER)
	itemCDD.IndexCode = fmt.Sprintf("%s CDD", itemCDD.IndexCode)
	itemCDD.IndexName = strings.TrimSpace(origin.NAME)
	itemCDD.IndexName = fmt.Sprintf("%s CDD", itemCDD.IndexName)
	itemCDD.Frequency = frequency
	itemCDD.Unit = "无"
	itemCDD.Data = make([]BaseFromBloombergApiIndexData, 0)

	// 数据来源的值和日期对应字段不同
	if origin.PX_LAST != nil {
		val := origin.PX_LAST
		item.Data = append(item.Data, BaseFromBloombergApiIndexData{
			DataTime: dataTime,
			Value:    *val,
		})
	}

	if origin.HEATING_DAYS != nil {
		val := origin.HEATING_DAYS
		itemHDD.Data = append(itemHDD.Data, BaseFromBloombergApiIndexData{
			DataTime: dataTime,
			Value:    *val,
		})
	}
	if origin.COOLING_DAYS != nil {
		val := origin.COOLING_DAYS
		itemCDD.Data = append(itemCDD.Data, BaseFromBloombergApiIndexData{
			DataTime: dataTime,
			Value:    *val,
		})
	}
	items = append(items, item, itemHDD, itemCDD)
	return
}

func FormatPythonBloombergDailyRunHistV1Data2Base(origin PythonBloombergGeneralData, frequency, taskKey string) (item BaseFromBloombergApiIndexAndData) {
	if origin.IDENTIFIER == "" {
		return
	}

	item.IndexCode = strings.TrimSpace(origin.IDENTIFIER)
	if item.IndexCode == "TZT1 COMB Comdty" {
		item.IndexCode = "TZT1 COMB V Comdty"
	}
	item.IndexName = strings.TrimSpace(origin.NAME)
	item.Frequency = frequency
	item.Unit = "无"
	item.Data = make([]BaseFromBloombergApiIndexData, 0)

	// 数据来源的值和日期对应字段不同
	var dataTime time.Time
	var val *float64

	if origin.DATE != "" && origin.PX_VOLUME != nil {
		dataTime, _ = time.ParseInLocation(utils.FormatDate, origin.DATE, time.Local)
		val = origin.PX_VOLUME
	}

	if !dataTime.IsZero() && val != nil {
		item.Data = append(item.Data, BaseFromBloombergApiIndexData{
			DataTime: dataTime,
			Value:    *val,
		})
	}
	return
}