base_from_bloomberg.go 13 KB

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  1. package models
  2. import (
  3. "eta/eta_index_lib/global"
  4. "eta/eta_index_lib/utils"
  5. "fmt"
  6. "strconv"
  7. "strings"
  8. "time"
  9. )
  10. // BaseFromBloombergIndex Bloomberg原始指标
  11. type BaseFromBloombergIndex struct {
  12. BaseFromBloombergIndexId int `gorm:"column:base_from_bloomberg_index_id;primaryKey"`
  13. //BaseFromBloombergIndexId int `orm:"column(base_from_bloomberg_index_id);pk"`
  14. IndexCode string `description:"指标编码"`
  15. IndexName string `description:"指标名称"`
  16. Unit string `description:"单位"`
  17. Source int `description:"来源"`
  18. Frequency string `description:"频度"`
  19. StartDate time.Time `description:"开始时间"`
  20. EndDate time.Time `description:"结束时间"`
  21. Describe string `description:"描述"`
  22. Sort int `description:"排序"`
  23. IsStop int `description:"是否停更:0-否;1-停更"`
  24. EdbExist int `description:"指标库是否已添加:0-否;1-是"`
  25. TerminalCode string `description:"所属终端编码"`
  26. FilePath string `description:"文件存储路径"`
  27. CreateTime time.Time `description:"创建时间"`
  28. ModifyTime time.Time `description:"修改时间"`
  29. }
  30. func (m *BaseFromBloombergIndex) TableName() string {
  31. return "base_from_bloomberg_index"
  32. }
  33. func (m *BaseFromBloombergIndex) Create() (err error) {
  34. //o := orm.NewOrm()
  35. //id, err := o.Insert(m)
  36. //if err != nil {
  37. // return
  38. //}
  39. //m.BaseFromBloombergIndexId = int(id)
  40. err = global.DEFAULT_DB.Create(&m).Error
  41. return
  42. }
  43. func (m *BaseFromBloombergIndex) Update(cols []string) (err error) {
  44. //o := orm.NewOrm()
  45. //_, err = o.Update(m, cols...)
  46. err = global.DEFAULT_DB.Model(&m).Select(cols).Updates(&m).Error
  47. return
  48. }
  49. func GetBaseFromBloombergIndexByCode(indexCode string) (item *BaseFromBloombergIndex, err error) {
  50. //o := orm.NewOrm()
  51. sql := `SELECT * FROM base_from_bloomberg_index WHERE index_code = ? LIMIT 1`
  52. //err = o.Raw(sql, indexCode).QueryRow(&item)
  53. err = global.DEFAULT_DB.Raw(sql, indexCode).First(&item).Error
  54. return
  55. }
  56. // BaseFromBloombergData Bloomberg原始数据
  57. type BaseFromBloombergData struct {
  58. //BaseFromBloombergDataId int `orm:"column(base_from_bloomberg_data_id);pk"`
  59. BaseFromBloombergDataId int `gorm:"column:base_from_bloomberg_data_id;primaryKey"`
  60. BaseFromBloombergIndexId int `description:"指标ID"`
  61. IndexCode string `description:"指标编码"`
  62. DataTime time.Time `description:"数据日期"`
  63. Value float64 `description:"数据值"`
  64. CreateTime time.Time `description:"创建时间"`
  65. ModifyTime time.Time `description:"修改时间"`
  66. DataTimestamp int `description:"数据日期时间戳"`
  67. }
  68. func (m *BaseFromBloombergData) TableName() string {
  69. return "base_from_bloomberg_data"
  70. }
  71. func GetBaseFromBloombergDataByCondition(condition string, pars []interface{}) (items []*BaseFromBloombergData, err error) {
  72. sub := `SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  73. //o := orm.NewOrm()
  74. if condition != "" {
  75. sub += condition
  76. }
  77. sql := `SELECT * FROM (` + sub + ` HAVING 1 ORDER BY modify_time DESC) tmp GROUP BY data_time ORDER BY data_time DESC `
  78. //_, err = o.Raw(sql, pars).QueryRows(&items)
  79. err = global.DEFAULT_DB.Raw(sql, pars...).Find(&items).Error
  80. return
  81. }
  82. func MultiInsertOrUpdateBaseFromBloombergData(inserts, updates []*BaseFromBloombergData) (err error) {
  83. //o := orm.NewOrm()
  84. if len(inserts) > 0 {
  85. //_, e := o.InsertMulti(1000, inserts)
  86. e := global.DEFAULT_DB.CreateInBatches(&inserts, 1000).Error
  87. if e != nil {
  88. err = fmt.Errorf("insert multi err: %s", e.Error())
  89. return
  90. }
  91. }
  92. if len(updates) > 0 {
  93. to := global.DEFAULT_DB.Begin()
  94. defer func() {
  95. if err != nil {
  96. _ = to.Rollback()
  97. } else {
  98. _ = to.Commit()
  99. }
  100. }()
  101. sql := `UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?`
  102. for _, v := range updates {
  103. err = to.Exec(sql, v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate)).Error
  104. if err != nil {
  105. err = fmt.Errorf("update err: %s", err.Error())
  106. return
  107. }
  108. }
  109. //p, e := o.Raw("UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?").Prepare()
  110. //if e != nil {
  111. // err = fmt.Errorf("prepare err: %s", e.Error())
  112. // return
  113. //}
  114. //defer func() {
  115. // _ = p.Close()
  116. //}()
  117. //for _, v := range updates {
  118. // _, e = p.Exec(v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate))
  119. // if e != nil {
  120. // err = fmt.Errorf("update err: %s", e.Error())
  121. // return
  122. // }
  123. //}
  124. }
  125. return
  126. }
  127. func GetBaseFromBloombergIndexMinMax(indexCode string) (item *EdbInfoMaxAndMinInfo, err error) {
  128. //o := orm.NewOrm()
  129. 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 = ? `
  130. //err = o.Raw(sql, indexCode).QueryRow(&item)
  131. err = global.DEFAULT_DB.Raw(sql, indexCode).First(&item).Error
  132. if err != nil {
  133. return
  134. }
  135. // 获取最新值
  136. var lastVal float64
  137. sql = ` SELECT value AS latest_value FROM base_from_bloomberg_data WHERE index_code = ? ORDER BY data_time DESC LIMIT 1 `
  138. //err = o.Raw(sql, indexCode).QueryRow(&lastVal)
  139. err = global.DEFAULT_DB.Raw(sql, indexCode).First(&lastVal).Error
  140. if err != nil {
  141. return
  142. }
  143. item.LatestValue = lastVal
  144. return
  145. }
  146. func ModifyBaseFromBloombergIndexMinMax(indexCode string, item *EdbInfoMaxAndMinInfo) (err error) {
  147. //o := orm.NewOrm()
  148. sql := ` UPDATE base_from_bloomberg_index SET start_date = ?, end_date = ?,latest_value = ?, modify_time = NOW() WHERE index_code = ? `
  149. //_, err = o.Raw(sql, item.MinDate, item.MaxDate, item.LatestValue, indexCode).Exec()
  150. err = global.DEFAULT_DB.Exec(sql, item.MinDate, item.MaxDate, item.LatestValue, indexCode).Error
  151. return
  152. }
  153. type BloombergData struct {
  154. InputValue float64 `orm:"column(value)" description:"值"`
  155. DataTime string `orm:"column(data_time)" description:"日期"`
  156. }
  157. func GetBloombergDataByCondition(condition string, pars []interface{}) (item []*BloombergData, err error) {
  158. sql1 := ` SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  159. //o := orm.NewOrm()
  160. if condition != "" {
  161. sql1 += condition
  162. }
  163. sql := `select * from (` + sql1 + ` having 1 order by modify_time DESC ) tmp GROUP BY data_time ORDER BY data_time DESC `
  164. //_, err = o.Raw(sql, pars).QueryRows(&item)
  165. err = global.DEFAULT_DB.Raw(sql, pars...).Find(&item).Error
  166. return
  167. }
  168. // AddEdbDataFromBloomberg 新增Bloomberg指标数据
  169. func AddEdbDataFromBloomberg(edbCode string) (err error) {
  170. //o := orm.NewOrm()
  171. var condition string
  172. var pars []interface{}
  173. if edbCode != "" {
  174. condition += " AND index_code = ? "
  175. pars = append(pars, edbCode)
  176. }
  177. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  178. if err != nil {
  179. return
  180. }
  181. dataLen := len(bloombergDataList)
  182. existMap := make(map[string]string)
  183. if dataLen > 0 {
  184. var isAdd bool
  185. addSql := ` INSERT INTO edb_data_bloomberg (edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  186. for i := 0; i < dataLen; i++ {
  187. item := bloombergDataList[i]
  188. eDate := item.DataTime
  189. sValue := utils.SubFloatToString(item.InputValue, 4)
  190. if sValue != "" {
  191. if _, ok := existMap[eDate]; !ok {
  192. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  193. if err != nil {
  194. return err
  195. }
  196. timestamp := dataTime.UnixNano() / 1e6
  197. timeStr := fmt.Sprintf("%d", timestamp)
  198. addSql += GetAddSql("0", edbCode, eDate, timeStr, sValue)
  199. isAdd = true
  200. }
  201. }
  202. existMap[eDate] = eDate
  203. }
  204. if isAdd {
  205. addSql = strings.TrimRight(addSql, ",")
  206. utils.FileLog.Info("addSql:" + addSql)
  207. //_, err = o.Raw(addSql).Exec()
  208. err = global.DEFAULT_DB.Exec(addSql).Error
  209. if err != nil {
  210. return err
  211. }
  212. }
  213. }
  214. return
  215. }
  216. // RefreshEdbDataFromBloomberg 刷新Bloomberg指标数据
  217. func RefreshEdbDataFromBloomberg(edbInfoId int, edbCode, startDate string) (err error) {
  218. source := utils.DATA_SOURCE_BLOOMBERG
  219. subSource := utils.DATA_SUB_SOURCE_EDB
  220. //o := orm.NewOrm()
  221. if err != nil {
  222. return
  223. }
  224. edbInfoIdStr := strconv.Itoa(edbInfoId)
  225. //计算数据
  226. var condition string
  227. var pars []interface{}
  228. if edbCode != "" {
  229. condition += " AND index_code=? "
  230. pars = append(pars, edbCode)
  231. }
  232. if startDate != "" {
  233. condition += " AND data_time>=? "
  234. pars = append(pars, startDate)
  235. }
  236. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  237. if err != nil {
  238. return
  239. }
  240. // 真实数据的最大日期 , 插入规则配置的日期
  241. var realDataMaxDate, edbDataInsertConfigDate time.Time
  242. var edbDataInsertConfig *EdbDataInsertConfig
  243. var isFindConfigDateRealData bool //是否找到配置日期的实际数据的值
  244. {
  245. edbDataInsertConfig, err = GetEdbDataInsertConfigByEdbId(edbInfoId)
  246. if err != nil && !utils.IsErrNoRow(err) {
  247. return
  248. }
  249. if edbDataInsertConfig != nil {
  250. edbDataInsertConfigDate = edbDataInsertConfig.Date
  251. }
  252. }
  253. var existCondition string
  254. var existPars []interface{}
  255. existCondition += " AND edb_info_id=? "
  256. existPars = append(existPars, edbInfoId)
  257. if startDate != "" {
  258. existCondition += " AND data_time>=? "
  259. existPars = append(existPars, startDate)
  260. }
  261. //获取指标所有数据
  262. existList, err := GetEdbDataByCondition(source, subSource, existCondition, existPars)
  263. if err != nil {
  264. return err
  265. }
  266. existMap := make(map[string]*EdbInfoSearchData)
  267. for _, v := range existList {
  268. existMap[v.DataTime] = v
  269. }
  270. addSql := ` INSERT INTO edb_data_bloomberg(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  271. var isAdd bool
  272. addMap := make(map[string]string)
  273. for _, v := range bloombergDataList {
  274. item := v
  275. eDate := item.DataTime
  276. sValue := utils.SubFloatToString(item.InputValue, 4)
  277. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  278. if err != nil {
  279. return err
  280. }
  281. if findItem, ok := existMap[v.DataTime]; !ok {
  282. if sValue != "" {
  283. timestamp := dataTime.UnixNano() / 1e6
  284. timeStr := fmt.Sprintf("%d", timestamp)
  285. saveValue := sValue
  286. if _, addOk := addMap[eDate]; !addOk {
  287. addSql += GetAddSql(edbInfoIdStr, edbCode, eDate, timeStr, saveValue)
  288. isAdd = true
  289. }
  290. }
  291. } else {
  292. if findItem != nil && utils.SubFloatToString(findItem.Value, 4) != sValue {
  293. err = ModifyEdbDataById(source, subSource, findItem.EdbDataId, sValue)
  294. if err != nil {
  295. return err
  296. }
  297. }
  298. }
  299. addMap[v.DataTime] = v.DataTime
  300. // 下面代码主要目的是处理掉手动插入的数据判断
  301. {
  302. if realDataMaxDate.IsZero() || dataTime.After(realDataMaxDate) {
  303. realDataMaxDate = dataTime
  304. }
  305. if edbDataInsertConfigDate.IsZero() || dataTime.Equal(edbDataInsertConfigDate) {
  306. isFindConfigDateRealData = true
  307. }
  308. }
  309. }
  310. // 处理手工数据补充的配置
  311. HandleConfigInsertEdbData(realDataMaxDate, edbDataInsertConfig, edbInfoId, source, subSource, existMap, isFindConfigDateRealData)
  312. if isAdd {
  313. addSql = strings.TrimRight(addSql, ",")
  314. //_, err = o.Raw(addSql).Exec()
  315. err = global.DEFAULT_DB.Exec(addSql).Error
  316. if err != nil {
  317. return err
  318. }
  319. }
  320. return
  321. }
  322. // BridgePCSGBloombergResultData 中石油新加坡-指标接口响应体
  323. type BridgePCSGBloombergResultData struct {
  324. Code int `json:"code" description:"状态码"`
  325. Msg string `json:"msg" description:"提示信息"`
  326. Data []BaseFromBloombergApiIndexAndData `json:"data" description:"返回数据"`
  327. }
  328. // BaseFromBloombergApiIndexAndData Bloomberg原始指标及数据
  329. type BaseFromBloombergApiIndexAndData struct {
  330. BaseFromBloombergIndexId int `description:"指标ID"`
  331. IndexCode string `description:"指标编码"`
  332. IndexName string `description:"指标名称"`
  333. Unit string `description:"单位"`
  334. Source string `description:"来源"`
  335. Frequency string `description:"频度"`
  336. CreateTime time.Time `description:"创建时间"`
  337. ModifyTime time.Time `description:"修改时间"`
  338. Data []BaseFromBloombergApiIndexData `description:"数据列表"`
  339. }
  340. // BaseFromBloombergApiIndexData Bloomberg原始指标数据
  341. type BaseFromBloombergApiIndexData struct {
  342. DataTime time.Time `description:"数据日期"`
  343. Value float64 `description:"数据值"`
  344. }
  345. // PCSGImportHistoryDataReq 导入历史数据
  346. type PCSGImportHistoryDataReq struct {
  347. IndexCode string `description:"指标编码"`
  348. DataMap map[time.Time]float64 `description:"数据日期/值"`
  349. TaskKey string `description:"导入数据对应的任务Key"`
  350. }