edb_data_calculate_phase_shift.go 12 KB

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  1. package models
  2. import (
  3. "errors"
  4. "eta/eta_index_lib/utils"
  5. "fmt"
  6. "github.com/beego/beego/v2/client/orm"
  7. "strconv"
  8. "strings"
  9. "time"
  10. )
  11. // AddCalculatePhaseShift 期数移位
  12. func AddCalculatePhaseShift(req *EdbInfoCalculateBatchSaveReq, fromEdbInfo *EdbInfo, edbCode, uniqueCode string, sysUserId int, sysUserRealName string) (edbInfo *EdbInfo, err error) {
  13. o := orm.NewOrm()
  14. to, err := o.Begin()
  15. if err != nil {
  16. return
  17. }
  18. defer func() {
  19. if err != nil {
  20. fmt.Println("AddCalculatePhaseShift,Err:" + err.Error())
  21. _ = to.Rollback()
  22. } else {
  23. _ = to.Commit()
  24. }
  25. }()
  26. // 前端那边让后端处理。。。
  27. if req.Frequency == "日度" && req.MoveFrequency == "" {
  28. return nil, errors.New("日度指标,移动频率不能为空")
  29. }
  30. switch req.Frequency {
  31. case "周度":
  32. req.MoveFrequency = "周"
  33. case "月度":
  34. req.MoveFrequency = "月"
  35. case "季度":
  36. req.MoveFrequency = "季"
  37. case "年度":
  38. req.MoveFrequency = "年"
  39. }
  40. if req.EdbInfoId <= 0 {
  41. edbInfo = new(EdbInfo)
  42. edbInfo.Source = utils.DATA_SOURCE_CALCULATE_PHASE_SHIFT
  43. edbInfo.SourceName = "期数移位"
  44. edbInfo.EdbCode = edbCode
  45. edbInfo.EdbName = req.EdbName
  46. edbInfo.EdbNameSource = req.EdbName
  47. edbInfo.Frequency = req.Frequency
  48. edbInfo.Unit = req.Unit
  49. edbInfo.ClassifyId = req.ClassifyId
  50. edbInfo.SysUserId = sysUserId
  51. edbInfo.SysUserRealName = sysUserRealName
  52. edbInfo.CreateTime = time.Now()
  53. edbInfo.ModifyTime = time.Now()
  54. edbInfo.UniqueCode = uniqueCode
  55. edbInfo.CalculateFormula = req.Formula
  56. edbInfo.EdbNameEn = req.EdbName
  57. edbInfo.UnitEn = req.Unit
  58. edbInfo.EdbType = 2
  59. edbInfo.Sort = GetAddEdbMaxSortByClassifyId(req.ClassifyId, utils.EDB_INFO_TYPE)
  60. edbInfo.MoveType = req.MoveType
  61. edbInfo.MoveFrequency = req.MoveFrequency
  62. newEdbInfoId, tmpErr := to.Insert(edbInfo)
  63. if tmpErr != nil {
  64. err = tmpErr
  65. return
  66. }
  67. edbInfo.EdbInfoId = int(newEdbInfoId)
  68. //关联关系
  69. {
  70. calculateMappingItem := new(EdbInfoCalculateMapping)
  71. calculateMappingItem.CreateTime = time.Now()
  72. calculateMappingItem.ModifyTime = time.Now()
  73. calculateMappingItem.Sort = 1
  74. calculateMappingItem.EdbCode = edbCode
  75. calculateMappingItem.EdbInfoId = edbInfo.EdbInfoId
  76. calculateMappingItem.FromEdbInfoId = fromEdbInfo.EdbInfoId
  77. calculateMappingItem.FromEdbCode = fromEdbInfo.EdbCode
  78. calculateMappingItem.FromEdbName = fromEdbInfo.EdbName
  79. calculateMappingItem.FromSource = fromEdbInfo.Source
  80. calculateMappingItem.FromSourceName = fromEdbInfo.SourceName
  81. calculateMappingItem.FromTag = ""
  82. calculateMappingItem.Source = edbInfo.Source
  83. calculateMappingItem.SourceName = edbInfo.SourceName
  84. calculateMappingItem.FromSubSource = edbInfo.SubSource
  85. _, err = to.Insert(calculateMappingItem)
  86. if err != nil {
  87. return
  88. }
  89. }
  90. } else {
  91. edbInfo, err = GetEdbInfoById(req.EdbInfoId)
  92. if err != nil {
  93. return
  94. }
  95. dataTableName := GetEdbDataTableName(utils.DATA_SOURCE_CALCULATE_PHASE_SHIFT, utils.DATA_SUB_SOURCE_EDB)
  96. fmt.Println("dataTableName:" + dataTableName)
  97. deleteSql := ` DELETE FROM %s WHERE edb_info_id=? `
  98. deleteSql = fmt.Sprintf(deleteSql, dataTableName)
  99. _, err = to.Raw(deleteSql, req.EdbInfoId).Exec()
  100. if err != nil {
  101. return
  102. }
  103. }
  104. formulaInt, _ := strconv.Atoi(req.Formula)
  105. //计算数据
  106. err = refreshAllCalculatePhaseShift(to, edbInfo.EdbInfoId, edbInfo.Source, edbInfo.SubSource, formulaInt, edbInfo.MoveType, fromEdbInfo, edbInfo.EdbCode, "", "", edbInfo.MoveFrequency)
  107. return
  108. }
  109. // EditCalculatePhaseShift 修改期数移位
  110. func EditCalculatePhaseShift(edbInfo *EdbInfo, req *EdbInfoCalculateBatchEditReq, fromEdbInfo *EdbInfo) (err error) {
  111. o := orm.NewOrm()
  112. to, err := o.Begin()
  113. if err != nil {
  114. return
  115. }
  116. defer func() {
  117. if err != nil {
  118. fmt.Println("EditCalculatePhaseShift,Err:" + err.Error())
  119. _ = to.Rollback()
  120. } else {
  121. _ = to.Commit()
  122. }
  123. }()
  124. switch req.Frequency {
  125. case "周度":
  126. req.MoveFrequency = "周"
  127. case "月度":
  128. req.MoveFrequency = "月"
  129. case "季度":
  130. req.MoveFrequency = "季"
  131. case "年度":
  132. req.MoveFrequency = "年"
  133. }
  134. oldEdbInfo := *edbInfo //旧的指标信息
  135. //修改指标信息
  136. edbInfo.EdbName = req.EdbName
  137. edbInfo.EdbNameSource = req.EdbName
  138. edbInfo.Frequency = req.Frequency
  139. edbInfo.Unit = req.Unit
  140. edbInfo.ClassifyId = req.ClassifyId
  141. edbInfo.MoveType = req.MoveType
  142. edbInfo.MoveFrequency = req.MoveFrequency
  143. edbInfo.CalculateFormula = req.Formula
  144. edbInfo.EdbNameEn = req.EdbNameEn
  145. edbInfo.UnitEn = req.UnitEn
  146. edbInfo.ModifyTime = time.Now()
  147. _, err = to.Update(edbInfo, "EdbName", "EdbNameSource", "Frequency", "Unit", "ClassifyId", "MoveType", "MoveFrequency", "CalculateFormula", "ModifyTime", "EdbNameEn", "UnitEn")
  148. if err != nil {
  149. return
  150. }
  151. //判断计算指标是否被更换
  152. var existCondition string
  153. var existPars []interface{}
  154. existCondition += " AND edb_info_id=? AND from_edb_info_id=? "
  155. existPars = append(existPars, edbInfo.EdbInfoId, req.FromEdbInfoId)
  156. count, err := GetEdbInfoCalculateCountByCondition(existCondition, existPars)
  157. if err != nil {
  158. err = errors.New("判断指标是否改变失败,Err:" + err.Error())
  159. return
  160. }
  161. if count <= 0 || req.MoveType != oldEdbInfo.MoveType || req.MoveFrequency != oldEdbInfo.MoveFrequency || req.Formula != oldEdbInfo.CalculateFormula {
  162. //如果是依赖指标变更,那么需要删除对应的关联指标,并添加新的关系
  163. if count <= 0 {
  164. //删除,计算指标关联的,基础指标的关联关系
  165. sql := ` DELETE FROM edb_info_calculate_mapping WHERE edb_info_id = ? `
  166. _, err = to.Raw(sql, edbInfo.EdbInfoId).Exec()
  167. if err != nil {
  168. err = errors.New("删除计算指标关联关系失败,Err:" + err.Error())
  169. return
  170. }
  171. //关联关系
  172. {
  173. calculateMappingItem := &EdbInfoCalculateMapping{
  174. EdbInfoCalculateMappingId: 0,
  175. EdbInfoId: edbInfo.EdbInfoId,
  176. Source: utils.DATA_SOURCE_CALCULATE_PHASE_SHIFT,
  177. SourceName: "期数移位",
  178. EdbCode: edbInfo.EdbCode,
  179. FromEdbInfoId: fromEdbInfo.EdbInfoId,
  180. FromEdbCode: fromEdbInfo.EdbCode,
  181. FromEdbName: fromEdbInfo.EdbName,
  182. FromSource: fromEdbInfo.Source,
  183. FromSourceName: fromEdbInfo.SourceName,
  184. FromTag: "",
  185. Sort: 1,
  186. CreateTime: time.Now(),
  187. ModifyTime: time.Now(),
  188. FromSubSource: fromEdbInfo.SubSource,
  189. }
  190. _, err = to.Insert(calculateMappingItem)
  191. if err != nil {
  192. return
  193. }
  194. }
  195. }
  196. //清空原有数据
  197. sql := ` DELETE FROM edb_data_calculate_time_shift WHERE edb_info_id = ? `
  198. _, err = to.Raw(sql, edbInfo.EdbInfoId).Exec()
  199. if err != nil {
  200. return
  201. }
  202. //计算数据
  203. formulaInt, _ := strconv.Atoi(req.Formula)
  204. err = refreshAllCalculatePhaseShift(to, edbInfo.EdbInfoId, edbInfo.Source, edbInfo.SubSource, formulaInt, edbInfo.MoveType, fromEdbInfo, edbInfo.EdbCode, "", "", edbInfo.MoveFrequency)
  205. }
  206. return
  207. }
  208. // RefreshAllCalculatePhaseShift 刷新所有时间移位数据
  209. func RefreshAllCalculatePhaseShift(edbInfoId, source, subSource, formulaInt, moveType int, fromEdbInfo *EdbInfo, edbCode, startDate, endDate, moveFrequency string) (err error) {
  210. o := orm.NewOrm()
  211. to, err := o.Begin()
  212. if err != nil {
  213. return
  214. }
  215. defer func() {
  216. if err != nil {
  217. fmt.Println("RefreshAllCalculatePhaseShift,Err:" + err.Error())
  218. _ = to.Rollback()
  219. } else {
  220. _ = to.Commit()
  221. }
  222. }()
  223. //计算数据
  224. err = refreshAllCalculatePhaseShift(to, edbInfoId, source, subSource, formulaInt, moveType, fromEdbInfo, edbCode, startDate, endDate, moveFrequency)
  225. return
  226. }
  227. // refreshAllCalculatePhaseShift 刷新所有时间移位数据
  228. func refreshAllCalculatePhaseShift(to orm.TxOrmer, edbInfoId, source, subSource, formulaInt, moveType int, fromEdbInfo *EdbInfo, edbCode, startDate, endDate, moveFrequency string) (err error) {
  229. edbInfoIdStr := strconv.Itoa(edbInfoId)
  230. //计算数据
  231. dataList, err := GetEdbDataListAllByTo(to, fromEdbInfo.Source, fromEdbInfo.SubSource, FindEdbDataListAllCond{
  232. EdbInfoId: fromEdbInfo.EdbInfoId,
  233. StartDataTime: startDate,
  234. StartDataTimeCond: ">=",
  235. }, 0)
  236. if err != nil {
  237. return err
  238. }
  239. var dateArr []string
  240. dataMap := make(map[string]*EdbInfoSearchData)
  241. for _, v := range dataList {
  242. dateArr = append(dateArr, v.DataTime)
  243. dataMap[v.DataTime] = v
  244. }
  245. fmt.Println("source:", source)
  246. //获取指标所有数据
  247. existDataList := make([]*EdbData, 0)
  248. dataTableName := GetEdbDataTableName(source, subSource)
  249. fmt.Println("dataTableName:", dataTableName)
  250. sql := `SELECT * FROM %s WHERE edb_info_id=? `
  251. sql = fmt.Sprintf(sql, dataTableName)
  252. _, err = to.Raw(sql, edbInfoId).QueryRows(&existDataList)
  253. if err != nil {
  254. return err
  255. }
  256. existDataMap := make(map[string]string)
  257. removeDateMap := make(map[string]string)
  258. for _, v := range existDataList {
  259. existDataMap[v.DataTime] = v.Value
  260. removeDateMap[v.DataTime] = ``
  261. }
  262. fmt.Println("existDataMap:", existDataMap)
  263. addSql := ` INSERT INTO edb_data_calculate_phase_shift(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  264. var isAdd bool
  265. resultMap := make(map[string]float64)
  266. dataLen := len(dataList)
  267. for i := 0; i < dataLen; i++ {
  268. // step_1 如果 领先/滞后 之后时间key存在,将该key为目标key,填充
  269. currentIndex := dataList[i]
  270. // 领先
  271. if moveType != 2 {
  272. periods := dataLen - i + formulaInt - 1
  273. if periods < dataLen {
  274. newIndex := dataList[dataLen-periods-1]
  275. resultMap[newIndex.DataTime] = currentIndex.Value
  276. } else {
  277. // 新数据须根据频度补充key
  278. currentDate, _ := time.ParseInLocation(utils.FormatDate, currentIndex.DataTime, time.Local)
  279. shiftDay := CalculateIntervalDays(moveFrequency, formulaInt, currentDate, resultMap, moveType)
  280. var newDate time.Time
  281. if moveFrequency == "年" {
  282. newDate = currentDate.AddDate(formulaInt, 0, 0)
  283. } else {
  284. newDate = currentDate.AddDate(0, 0, shiftDay)
  285. }
  286. format := newDate.Format(utils.FormatDate)
  287. resultMap[format] = currentIndex.Value
  288. }
  289. } else {
  290. // 滞后
  291. periods := dataLen - i - formulaInt
  292. if periods > 0 {
  293. newIndex := dataList[dataLen-periods]
  294. resultMap[newIndex.DataTime] = currentIndex.Value
  295. } else {
  296. // 新数据须根据频度补充key
  297. currentDate, _ := time.ParseInLocation(utils.FormatDate, currentIndex.DataTime, time.Local)
  298. shiftDay := CalculateIntervalDays(moveFrequency, formulaInt, currentDate, resultMap, moveType)
  299. var newDate time.Time
  300. if moveFrequency == "年" {
  301. newDate = currentDate.AddDate(formulaInt, 0, 0)
  302. } else {
  303. newDate = currentDate.AddDate(0, 0, -shiftDay)
  304. }
  305. format := newDate.Format(utils.FormatDate)
  306. resultMap[format] = currentIndex.Value
  307. }
  308. }
  309. }
  310. for key, value := range resultMap {
  311. currentDate, _ := time.ParseInLocation(utils.FormatDate, key, time.Local)
  312. timestamp := currentDate.UnixNano() / 1e6
  313. timestampStr := fmt.Sprintf("%d", timestamp)
  314. addSql += GetAddSql(edbInfoIdStr, edbCode, key, timestampStr, fmt.Sprintf("%f", value))
  315. isAdd = true
  316. }
  317. if isAdd {
  318. addSql = strings.TrimRight(addSql, ",")
  319. _, err = to.Raw(addSql).Exec()
  320. if err != nil {
  321. return
  322. }
  323. }
  324. return
  325. }
  326. func CalculateIntervalDays(moveFrequency string, formulaInt int, baseDate time.Time, resultMap map[string]float64, moveType int) int {
  327. var shiftDay int
  328. switch moveFrequency {
  329. case "自然日":
  330. shiftDay = formulaInt
  331. case "交易日":
  332. shiftDay = utils.CalculateTradingDays(baseDate, formulaInt, resultMap, moveType)
  333. case "周":
  334. shiftDay = formulaInt * 7
  335. case "月":
  336. shiftDay = utils.CalculateEndOfMonth(baseDate, formulaInt)
  337. case "季":
  338. shiftDay = utils.CalculateEndOfQuarter(baseDate, formulaInt)
  339. case "年":
  340. shiftDay = utils.CalculateEndOfYear(baseDate, formulaInt)
  341. default:
  342. shiftDay = formulaInt
  343. }
  344. return shiftDay
  345. }