package models import ( "eta/eta_index_lib/utils" "fmt" "github.com/beego/beego/v2/client/orm" "strconv" "strings" "time" ) // BaseFromBloombergIndex Bloomberg原始指标 type BaseFromBloombergIndex struct { BaseFromBloombergIndexId int `orm:"column(base_from_bloomberg_index_id);pk"` IndexCode string `description:"指标编码"` IndexName string `description:"指标名称"` Unit string `description:"单位"` Source int `description:"来源"` Frequency string `description:"频度"` StartDate time.Time `description:"开始时间"` EndDate time.Time `description:"结束时间"` Describe string `description:"描述"` Sort int `description:"排序"` IsStop int `description:"是否停更:0-否;1-停更"` EdbExist int `description:"指标库是否已添加:0-否;1-是"` TerminalCode string `description:"所属终端编码"` FilePath string `description:"文件存储路径"` CreateTime time.Time `description:"创建时间"` ModifyTime time.Time `description:"修改时间"` } func (m *BaseFromBloombergIndex) TableName() string { return "base_from_bloomberg_index" } func (m *BaseFromBloombergIndex) Create() (err error) { o := orm.NewOrm() id, err := o.Insert(m) if err != nil { return } m.BaseFromBloombergIndexId = int(id) return } func (m *BaseFromBloombergIndex) Update(cols []string) (err error) { o := orm.NewOrm() _, err = o.Update(m, cols...) return } func GetBaseFromBloombergIndexByCode(indexCode string) (item *BaseFromBloombergIndex, err error) { o := orm.NewOrm() sql := `SELECT * FROM base_from_bloomberg_index WHERE index_code = ? LIMIT 1` err = o.Raw(sql, indexCode).QueryRow(&item) return } // BaseFromBloombergData Bloomberg原始数据 type BaseFromBloombergData struct { BaseFromBloombergDataId int `orm:"column(base_from_bloomberg_data_id);pk"` BaseFromBloombergIndexId int `description:"指标ID"` IndexCode string `description:"指标编码"` DataTime time.Time `description:"数据日期"` Value float64 `description:"数据值"` CreateTime time.Time `description:"创建时间"` ModifyTime time.Time `description:"修改时间"` DataTimestamp int `description:"数据日期时间戳"` } func (m *BaseFromBloombergData) TableName() string { return "base_from_bloomberg_data" } func GetBaseFromBloombergDataByCondition(condition string, pars []interface{}) (items []*BaseFromBloombergData, err error) { sub := `SELECT * FROM base_from_bloomberg_data WHERE 1=1 ` o := orm.NewOrm() if condition != "" { sub += condition } sql := `SELECT * FROM (` + sub + ` HAVING 1 ORDER BY modify_time DESC) tmp GROUP BY data_time ORDER BY data_time DESC ` _, err = o.Raw(sql, pars).QueryRows(&items) return } func MultiInsertOrUpdateBaseFromBloombergData(inserts, updates []*BaseFromBloombergData) (err error) { o := orm.NewOrm() if len(inserts) > 0 { _, e := o.InsertMulti(1000, inserts) if e != nil { err = fmt.Errorf("insert multi err: %s", e.Error()) return } } if len(updates) > 0 { p, e := o.Raw("UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?").Prepare() if e != nil { err = fmt.Errorf("prepare err: %s", e.Error()) return } defer func() { _ = p.Close() }() for _, v := range updates { _, e = p.Exec(v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate)) if e != nil { err = fmt.Errorf("update err: %s", e.Error()) return } } } return } func GetBaseFromBloombergIndexMinMax(indexCode string) (item *EdbInfoMaxAndMinInfo, err error) { o := orm.NewOrm() sql := `SELECT MIN(data_time) AS min_date,MAX(data_time) AS max_date,MIN(value) AS min_value,MAX(value) AS max_value FROM base_from_bloomberg_data WHERE index_code = ? ` err = o.Raw(sql, indexCode).QueryRow(&item) if err != nil { return } // 获取最新值 var lastVal float64 sql = ` SELECT value AS latest_value FROM base_from_bloomberg_data WHERE index_code = ? ORDER BY data_time DESC LIMIT 1 ` err = o.Raw(sql, indexCode).QueryRow(&lastVal) if err != nil { return } item.LatestValue = lastVal return } func ModifyBaseFromBloombergIndexMinMax(indexCode string, item *EdbInfoMaxAndMinInfo) (err error) { o := orm.NewOrm() sql := ` UPDATE base_from_bloomberg_index SET start_date = ?, end_date = ?,latest_value = ?, modify_time = NOW() WHERE index_code = ? ` _, err = o.Raw(sql, item.MinDate, item.MaxDate, item.LatestValue, indexCode).Exec() return } type BloombergData struct { InputValue float64 `orm:"column(value)" description:"值"` DataTime string `orm:"column(data_time)" description:"日期"` } func GetBloombergDataByCondition(condition string, pars []interface{}) (item []*BloombergData, err error) { sql1 := ` SELECT * FROM base_from_bloomberg_data WHERE 1=1 ` o := orm.NewOrm() if condition != "" { sql1 += condition } sql := `select * from (` + sql1 + ` having 1 order by modify_time DESC ) tmp GROUP BY data_time ORDER BY data_time DESC ` _, err = o.Raw(sql, pars).QueryRows(&item) return } // AddEdbDataFromBloomberg 新增Bloomberg指标数据 func AddEdbDataFromBloomberg(edbCode string) (err error) { o := orm.NewOrm() var condition string var pars []interface{} if edbCode != "" { condition += " AND index_code = ? " pars = append(pars, edbCode) } bloombergDataList, err := GetBloombergDataByCondition(condition, pars) if err != nil { return } dataLen := len(bloombergDataList) existMap := make(map[string]string) if dataLen > 0 { var isAdd bool addSql := ` INSERT INTO edb_data_bloomberg (edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values ` for i := 0; i < dataLen; i++ { item := bloombergDataList[i] eDate := item.DataTime sValue := utils.SubFloatToString(item.InputValue, 4) if sValue != "" { if _, ok := existMap[eDate]; !ok { dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local) if err != nil { return err } timestamp := dataTime.UnixNano() / 1e6 timeStr := fmt.Sprintf("%d", timestamp) addSql += GetAddSql("0", edbCode, eDate, timeStr, sValue) isAdd = true } } existMap[eDate] = eDate } if isAdd { addSql = strings.TrimRight(addSql, ",") utils.FileLog.Info("addSql:" + addSql) _, err = o.Raw(addSql).Exec() if err != nil { return err } } } return } // RefreshEdbDataFromBloomberg 刷新Bloomberg指标数据 func RefreshEdbDataFromBloomberg(edbInfoId int, edbCode, startDate string) (err error) { source := utils.DATA_SOURCE_BLOOMBERG subSource := utils.DATA_SUB_SOURCE_EDB o := orm.NewOrm() if err != nil { return } edbInfoIdStr := strconv.Itoa(edbInfoId) //计算数据 var condition string var pars []interface{} if edbCode != "" { condition += " AND index_code=? " pars = append(pars, edbCode) } if startDate != "" { condition += " AND data_time>=? " pars = append(pars, startDate) } bloombergDataList, err := GetBloombergDataByCondition(condition, pars) if err != nil { return } // 真实数据的最大日期 , 插入规则配置的日期 var realDataMaxDate, edbDataInsertConfigDate time.Time var edbDataInsertConfig *EdbDataInsertConfig var isFindConfigDateRealData bool //是否找到配置日期的实际数据的值 { edbDataInsertConfig, err = GetEdbDataInsertConfigByEdbId(edbInfoId) if err != nil && err.Error() != utils.ErrNoRow() { return } if edbDataInsertConfig != nil { edbDataInsertConfigDate = edbDataInsertConfig.Date } } var existCondition string var existPars []interface{} existCondition += " AND edb_info_id=? " existPars = append(existPars, edbInfoId) if startDate != "" { existCondition += " AND data_time>=? " existPars = append(existPars, startDate) } //获取指标所有数据 existList, err := GetEdbDataByCondition(source, subSource, existCondition, existPars) if err != nil { return err } existMap := make(map[string]*EdbInfoSearchData) for _, v := range existList { existMap[v.DataTime] = v } addSql := ` INSERT INTO edb_data_bloomberg(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values ` var isAdd bool addMap := make(map[string]string) for _, v := range bloombergDataList { item := v eDate := item.DataTime sValue := utils.SubFloatToString(item.InputValue, 4) dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local) if err != nil { return err } if findItem, ok := existMap[v.DataTime]; !ok { if sValue != "" { timestamp := dataTime.UnixNano() / 1e6 timeStr := fmt.Sprintf("%d", timestamp) saveValue := sValue if _, addOk := addMap[eDate]; !addOk { addSql += GetAddSql(edbInfoIdStr, edbCode, eDate, timeStr, saveValue) isAdd = true } } } else { if findItem != nil && utils.SubFloatToString(findItem.Value, 4) != sValue { err = ModifyEdbDataById(source, subSource, findItem.EdbDataId, sValue) if err != nil { return err } } } addMap[v.DataTime] = v.DataTime // 下面代码主要目的是处理掉手动插入的数据判断 { if realDataMaxDate.IsZero() || dataTime.After(realDataMaxDate) { realDataMaxDate = dataTime } if edbDataInsertConfigDate.IsZero() || dataTime.Equal(edbDataInsertConfigDate) { isFindConfigDateRealData = true } } } // 处理手工数据补充的配置 HandleConfigInsertEdbData(realDataMaxDate, edbDataInsertConfig, edbInfoId, source, subSource, existMap, isFindConfigDateRealData) if isAdd { addSql = strings.TrimRight(addSql, ",") _, err = o.Raw(addSql).Exec() if err != nil { return err } } return } // BridgePCSGBloombergResultData 中石油新加坡-指标接口响应体 type BridgePCSGBloombergResultData struct { Code int `json:"code" description:"状态码"` Msg string `json:"msg" description:"提示信息"` Data []BaseFromBloombergApiIndexAndData `json:"data" description:"返回数据"` } // 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"` } // PCSGImportHistoryDataReq 导入历史数据 type PCSGImportHistoryDataReq struct { IndexCode string `description:"指标编码"` DataMap map[time.Time]float64 `description:"数据日期/值"` TaskKey string `description:"导入数据对应的任务Key"` }