eta_index_lib/services/trade_analysis/trade_analysis_interface.go

package trade_analysis

import (
	tradeAnalysisModel "eta/eta_index_lib/models/trade_analysis"
	"eta/eta_index_lib/utils"
	"fmt"
	"sort"
	"strings"
	"time"
)

// TradeAnalysisInterface 持仓分析查询接口
type TradeAnalysisInterface interface {
	GetTradeDataByContracts(exchange string, classifyNames, contracts, queryCompanies []string, startDate, endDate time.Time) (items []*tradeAnalysisModel.OriginTradeData, topItems, lastItems []*tradeAnalysisModel.OriginTradeData, err error)
	GetContractTopRankData(exchange string, classifyNames []string, dataDate time.Time) (items []*tradeAnalysisModel.ContractTopRankData, err error)
	GetClassifyNewestDataTime(exchange string, classifyNames []string) (dataTime time.Time, err error)
}

// BaseTradeAnalysis 通用交易所
type BaseTradeAnalysis struct{}

// GetTradeDataByContracts 根据合约获取公司的持仓数据、TOP20数据以及每日的末位数据
func (b *BaseTradeAnalysis) GetTradeDataByContracts(exchange string, classifyNames, contracts, queryCompanies []string, startDate, endDate time.Time) (items, topItems, lastItems []*tradeAnalysisModel.OriginTradeData, err error) {
	// 根据合约获取数据
	originData, e := tradeAnalysisModel.GetTradeDataByContracts(exchange, classifyNames, contracts, startDate, endDate)
	if e != nil {
		err = fmt.Errorf("根据合约获取持仓数据失败, %v", e)
		return
	}
	items, topItems, lastItems = formatOriginData2UseData(originData, queryCompanies)
	return
}

// formatOriginData2UseData 原始数据转换为持仓数据、TOP20以及末位数据
func formatOriginData2UseData(originData []*tradeAnalysisModel.BaseFromTradeCommonIndex, queryCompanies []string) (items, topItems, lastItems []*tradeAnalysisModel.OriginTradeData) {
	items, topItems, lastItems = make([]*tradeAnalysisModel.OriginTradeData, 0), make([]*tradeAnalysisModel.OriginTradeData, 0), make([]*tradeAnalysisModel.OriginTradeData, 0)
	buyMaxRank, soldMaxRang := make(map[string]*tradeAnalysisModel.BaseFromTradeCommonIndex), make(map[string]*tradeAnalysisModel.BaseFromTradeCommonIndex)
	for _, v := range originData {
		// TOP20（大商所的Rank存在为0的）
		if v.Rank == 0 || v.Rank == 999 {
			topBuy := &tradeAnalysisModel.OriginTradeData{
				Rank:         v.Rank,
				CompanyName:  tradeAnalysisModel.TradeFuturesCompanyTop20,
				Val:          v.BuyValue,
				ValChange:    v.BuyChange,
				ValType:      1,
				DataTime:     v.DataTime,
				ClassifyName: v.ClassifyName,
				ClassifyType: v.ClassifyType,
			}
			topSold := &tradeAnalysisModel.OriginTradeData{
				Rank:         v.Rank,
				CompanyName:  tradeAnalysisModel.TradeFuturesCompanyTop20,
				Val:          v.SoldValue,
				ValChange:    v.SoldChange,
				ValType:      2,
				DataTime:     v.DataTime,
				ClassifyName: v.ClassifyName,
				ClassifyType: v.ClassifyType,
			}
			topItems = append(topItems, topBuy, topSold)
			continue
		}

		// 查询的公司-买单
		contractDateKey := fmt.Sprintf("%s_%s", v.DataTime.Format(utils.FormatDate), v.ClassifyType)
		if utils.InArrayByStr(queryCompanies, v.BuyShortName) {
			items = append(items, &tradeAnalysisModel.OriginTradeData{
				Rank:         v.Rank,
				CompanyName:  v.BuyShortName,
				Val:          v.BuyValue,
				ValChange:    v.BuyChange,
				ValType:      1,
				DataTime:     v.DataTime,
				ClassifyName: v.ClassifyName,
				ClassifyType: v.ClassifyType,
			})

			// 比对[合约-数据日期]对应的rank，取出末位
			if buyMaxRank[contractDateKey] != nil && v.Rank > buyMaxRank[contractDateKey].Rank {
				buyMaxRank[contractDateKey] = v
			}
			if buyMaxRank[contractDateKey] == nil {
				buyMaxRank[contractDateKey] = v
			}
		}

		// 查询的公司-卖单
		if utils.InArrayByStr(queryCompanies, v.SoldShortName) {
			items = append(items, &tradeAnalysisModel.OriginTradeData{
				Rank:         v.Rank,
				CompanyName:  v.SoldShortName,
				Val:          v.SoldValue,
				ValChange:    v.SoldChange,
				ValType:      2,
				DataTime:     v.DataTime,
				ClassifyName: v.ClassifyName,
				ClassifyType: v.ClassifyType,
			})

			// 比对数据日期对应的rank，取出末位
			if soldMaxRang[contractDateKey] != nil && v.Rank > soldMaxRang[contractDateKey].Rank {
				soldMaxRang[contractDateKey] = v
			}
			if soldMaxRang[contractDateKey] == nil {
				soldMaxRang[contractDateKey] = v
			}
		}
	}

	// 如果查询的公司中含TOP20，那么追加进items
	var hasTop bool
	if utils.InArrayByStr(queryCompanies, tradeAnalysisModel.TradeFuturesCompanyTop20) {
		hasTop = true
	}
	if hasTop {
		items = append(items, topItems...)
	}

	// 末位数据
	for _, v := range buyMaxRank {
		if v == nil {
			continue
		}
		lastItems = append(lastItems, &tradeAnalysisModel.OriginTradeData{
			Rank:         v.Rank,
			CompanyName:  v.BuyShortName,
			Val:          v.BuyValue,
			ValChange:    v.BuyChange,
			ValType:      1,
			DataTime:     v.DataTime,
			ClassifyName: v.ClassifyName,
			ClassifyType: v.ClassifyType,
		})
	}
	for _, v := range buyMaxRank {
		if v == nil {
			continue
		}
		lastItems = append(lastItems, &tradeAnalysisModel.OriginTradeData{
			Rank:         v.Rank,
			CompanyName:  v.SoldShortName,
			Val:          v.SoldValue,
			ValChange:    v.SoldChange,
			ValType:      2,
			DataTime:     v.DataTime,
			ClassifyName: v.ClassifyName,
			ClassifyType: v.ClassifyType,
		})
	}
	return
}

func (b *BaseTradeAnalysis) GetContractTopRankData(exchange string, classifyNames []string, dataDate time.Time) (items []*tradeAnalysisModel.ContractTopRankData, err error) {
	return tradeAnalysisModel.GetContractTopRankData(exchange, classifyNames, dataDate)
}

func (b *BaseTradeAnalysis) GetClassifyNewestDataTime(exchange string, classifyNames []string) (dataTime time.Time, err error) {
	return tradeAnalysisModel.GetClassifyNewestDataTime(exchange, classifyNames)
}

// ZhengzhouTradeAnalysis 郑商所
type ZhengzhouTradeAnalysis struct{}

func (z *ZhengzhouTradeAnalysis) GetTradeDataByContracts(exchange string, classifyNames, contracts, queryCompanies []string, startDate, endDate time.Time) (items, topItems, lastItems []*tradeAnalysisModel.OriginTradeData, err error) {
	// 根据品种获取合约
	//classifies, e := GetZhengzhouContractsByClassifyNames(classifyNames)
	//if e != nil {
	//	err = fmt.Errorf("获取郑商所实际合约失败, %v", e)
	//	return
	//}
	//contracts = classifies

	// 根据合约获取数据
	originData, e := tradeAnalysisModel.GetZhengzhouTradeDataByContracts(contracts, startDate, endDate)
	if e != nil {
		err = fmt.Errorf("根据合约获取持仓数据失败, %v", e)
		return
	}
	items, topItems, lastItems = formatOriginData2UseData(originData, queryCompanies)
	return
}

func (z *ZhengzhouTradeAnalysis) GetContractTopRankData(exchange string, classifyNames []string, dataDate time.Time) (items []*tradeAnalysisModel.ContractTopRankData, err error) {
	return tradeAnalysisModel.GetZhengzhouContractTopRankData(classifyNames, dataDate)
}

func (z *ZhengzhouTradeAnalysis) GetClassifyNewestDataTime(exchange string, classifyNames []string) (dataTime time.Time, err error) {
	return tradeAnalysisModel.GetClassifyNewestDataTime(exchange, classifyNames)
}

// GuangzhouTradeAnalysis 广期所
type GuangzhouTradeAnalysis struct{}

func (g *GuangzhouTradeAnalysis) GetTradeDataByContracts(exchange string, classifyNames, contracts, queryCompanies []string, startDate, endDate time.Time) (items, topItems, lastItems []*tradeAnalysisModel.OriginTradeData, err error) {
	items, topItems, lastItems = make([]*tradeAnalysisModel.OriginTradeData, 0), make([]*tradeAnalysisModel.OriginTradeData, 0), make([]*tradeAnalysisModel.OriginTradeData, 0)

	// 取品种ID
	classifyNameId := map[string]int{"si": 7, "lc": 8}
	classifyIdName := map[int]string{7: "si", 8: "lc"}
	var classifyIds []int
	for _, v := range classifyNames {
		if classifyNameId[v] > 0 {
			classifyIds = append(classifyIds, classifyNameId[v])
		}
	}

	// 查询指标
	indexes, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouIndex(classifyIds, contracts, "")
	if e != nil {
		err = fmt.Errorf("获取广期所指标失败, %v", e)
		return
	}
	var indexIds []int

	// 过滤掉成交量，只取买单卖单
	seatNameArr := []string{tradeAnalysisModel.GuangZhouSeatNameBuy, tradeAnalysisModel.GuangZhouSeatNameSold, tradeAnalysisModel.GuangZhouTopSeatNameBuy, tradeAnalysisModel.GuangZhouTopSeatNameSold}
	indexInfo := make(map[int]*tradeAnalysisModel.OriginTradeData)

	// 查询公司中是否含TOP20
	var hasTop bool
	if utils.InArrayByStr(queryCompanies, tradeAnalysisModel.TradeFuturesCompanyTop20) {
		hasTop = true
	}
	isTopIndex := make(map[int]bool)

	for _, v := range indexes {
		// eg.永安期货_si2401_持买单量
		nameArr := strings.Split(v.IndexName, "_")
		if len(nameArr) != 3 {
			continue
		}
		companyName := nameArr[0]
		var isTop bool
		if nameArr[0] == tradeAnalysisModel.GuangZhouTopCompanyAliasName {
			isTop = true
			isTopIndex[v.BaseFromTradeGuangzhouIndexId] = true
			companyName = tradeAnalysisModel.TradeFuturesCompanyTop20
		}
		if !utils.InArrayByStr(seatNameArr, nameArr[2]) {
			continue
		}
		// 过滤掉非TOP20以及非查询公司
		if !isTop && !utils.InArrayByStr(queryCompanies, companyName) {
			continue
		}
		indexIds = append(indexIds, v.BaseFromTradeGuangzhouIndexId)

		// 指标信息
		if indexInfo[v.BaseFromTradeGuangzhouIndexId] == nil {
			contractType := tradeAnalysisModel.GuangzhouSeatNameValType[nameArr[2]]
			if contractType == 0 {
				continue
			}
			indexInfo[v.BaseFromTradeGuangzhouIndexId] = new(tradeAnalysisModel.OriginTradeData)
			indexInfo[v.BaseFromTradeGuangzhouIndexId].CompanyName = companyName
			indexInfo[v.BaseFromTradeGuangzhouIndexId].ClassifyName = classifyIdName[v.BaseFromTradeGuangzhouClassifyId]
			indexInfo[v.BaseFromTradeGuangzhouIndexId].ClassifyType = nameArr[1]
			indexInfo[v.BaseFromTradeGuangzhouIndexId].ValType = contractType
		}
	}
	if len(indexIds) == 0 {
		return
	}

	// 查询指标数据
	indexesData, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouDataByIndexIds(indexIds, startDate, endDate)
	if e != nil {
		err = fmt.Errorf("获取广期所指标数据失败, %v", e)
		return
	}
	// 取出持仓数据、TOP20，比对末位数据
	contractMinData := make(map[string]*tradeAnalysisModel.OriginTradeData) // 合约末位
	for _, v := range indexesData {
		info, ok := indexInfo[v.BaseFromTradeGuangzhouIndexId]
		if !ok {
			continue
		}
		t := &tradeAnalysisModel.OriginTradeData{
			CompanyName:  info.CompanyName,
			Val:          int(v.Value),
			ValChange:    int(v.QtySub),
			DataTime:     v.DataTime,
			ClassifyName: info.ClassifyName,
			ClassifyType: info.ClassifyType,
			ValType:      info.ValType,
		}

		// 如果是TOP20的指标，查询公司中含有TOP20那么追加进items，否则仅追加进topItems, 且TOP20不参与末位数据的比对
		if isTopIndex[v.BaseFromTradeGuangzhouIndexId] {
			if hasTop {
				items = append(items, t)
			}
			topItems = append(topItems, t)
			continue
		}
		items = append(items, t)

		// 比对末位数据
		k := fmt.Sprintf("%s-%d", info.ClassifyType, info.ValType)
		if contractMinData[k] == nil {
			contractMinData[k] = t
			continue
		}
		if t.Val < contractMinData[k].Val {
			contractMinData[k] = t
		}
	}

	// 末位数据
	for _, v := range contractMinData {
		lastItems = append(lastItems, v)
	}
	return
}

func (g *GuangzhouTradeAnalysis) GetContractTopRankData(exchange string, classifyNames []string, dataTime time.Time) (items []*tradeAnalysisModel.ContractTopRankData, err error) {
	items = make([]*tradeAnalysisModel.ContractTopRankData, 0)

	// 取品种ID
	classifyNameId := map[string]int{"si": 7, "lc": 8}
	classifyIdName := map[int]string{7: "si", 8: "lc"}
	var classifyIds []int
	for _, v := range classifyNames {
		if classifyNameId[v] > 0 {
			classifyIds = append(classifyIds, classifyNameId[v])
		}
	}

	// 查询TOP20指标
	indexKeyword := fmt.Sprint("%", tradeAnalysisModel.GuangZhouTopCompanyAliasName, "%")
	indexes, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouIndex(classifyIds, []string{}, indexKeyword)
	if e != nil {
		err = fmt.Errorf("获取广期所指标失败, %v", e)
		return
	}
	var indexIds []int

	indexIdContract := make(map[int]string)                                      // [指标ID-合约_方向]
	contractRankData := make(map[string]*tradeAnalysisModel.ContractTopRankData) // [合约-合约TOP数据]
	for _, v := range indexes {
		// eg.永安期货_si2401_持买单量
		nameArr := strings.Split(v.IndexName, "_")
		if len(nameArr) != 3 {
			continue
		}
		contractCode := nameArr[1]
		indexIds = append(indexIds, v.BaseFromTradeGuangzhouIndexId)

		// 指标对应的[合约+方向]
		k := fmt.Sprintf("%s_%d", contractCode, tradeAnalysisModel.GuangzhouSeatNameValType[nameArr[2]])
		indexIdContract[v.BaseFromTradeGuangzhouIndexId] = k

		// 合约对应的数据
		if contractRankData[contractCode] == nil {
			contractRankData[contractCode] = new(tradeAnalysisModel.ContractTopRankData)
			contractRankData[contractCode].Exchange = exchange
			contractRankData[contractCode].ClassifyName = classifyIdName[v.BaseFromTradeGuangzhouClassifyId]
			contractRankData[contractCode].ClassifyType = contractCode
			contractRankData[contractCode].DataTime = dataTime
		}
	}
	if len(indexIds) == 0 {
		return
	}

	// 查询指标数据
	indexesData, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouDataByIndexIds(indexIds, dataTime, dataTime)
	if e != nil {
		err = fmt.Errorf("获取广期所指标数据失败, %v", e)
		return
	}
	for _, v := range indexesData {
		k := indexIdContract[v.BaseFromTradeGuangzhouIndexId]
		if k == "" {
			continue
		}
		nameArr := strings.Split(k, "_")
		if len(nameArr) != 2 {
			continue
		}
		contractCode := nameArr[0]
		if contractRankData[contractCode] == nil {
			continue
		}

		// 根据方向赋值：1-多单；2-空单；3-成交量
		switch nameArr[1] {
		case "1":
			contractRankData[contractCode].BuyValue = int(v.Value)
		case "2":
			contractRankData[contractCode].SoldValue = int(v.Value)
		case "3":
			contractRankData[contractCode].DealValue = int(v.Value)
		default:
			continue
		}
	}

	// 根据成交量排序并返回排名数据
	for _, v := range contractRankData {
		items = append(items, v)
	}
	sort.Slice(items, func(i, j int) bool {
		return items[i].DealValue > items[j].DealValue
	})
	return
}

func (g *GuangzhouTradeAnalysis) GetClassifyNewestDataTime(exchange string, classifyNames []string) (dataTime time.Time, err error) {
	// 取品种ID
	classifyNameId := map[string]int{"si": 7, "lc": 8}
	var classifyIds []int
	for _, v := range classifyNames {
		if classifyNameId[v] > 0 {
			classifyIds = append(classifyIds, classifyNameId[v])
		}
	}

	// 查询TOP20的最新日期
	indexKeyword := fmt.Sprint("%", tradeAnalysisModel.GuangZhouTopCompanyAliasName, "%")
	indexes, e := tradeAnalysisModel.GetBaseFromTradeGuangzhouIndex(classifyIds, []string{}, indexKeyword)
	if e != nil {
		err = fmt.Errorf("获取广期所指标失败, %v", e)
		return
	}
	var indexIds []int
	for _, v := range indexes {
		// eg.永安期货_si2401_持买单量
		nameArr := strings.Split(v.IndexName, "_")
		if len(nameArr) != 3 {
			continue
		}
		indexIds = append(indexIds, v.BaseFromTradeGuangzhouIndexId)
	}
	if len(indexIds) == 0 {
		return
	}

	d, e := tradeAnalysisModel.GetGuangzhouClassifyNewestDataTime(indexIds)
	if e != nil {
		err = fmt.Errorf("获取广期品种最新数据失败, %v", e)
		return
	}
	dataTime = d
	return
}