base_from_bloomberg.go 11 KB

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  1. package models
  2. import (
  3. "eta/eta_index_lib/utils"
  4. "fmt"
  5. "github.com/beego/beego/v2/client/orm"
  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. return
  41. }
  42. func (m *BaseFromBloombergIndex) Update(cols []string) (err error) {
  43. o := orm.NewOrm()
  44. _, err = o.Update(m, cols...)
  45. return
  46. }
  47. func GetBaseFromBloombergIndexByCode(indexCode string) (item *BaseFromBloombergIndex, err error) {
  48. o := orm.NewOrm()
  49. sql := `SELECT * FROM base_from_bloomberg_index WHERE index_code = ? LIMIT 1`
  50. err = o.Raw(sql, indexCode).QueryRow(&item)
  51. return
  52. }
  53. // BaseFromBloombergData Bloomberg原始数据
  54. type BaseFromBloombergData struct {
  55. BaseFromBloombergDataId int `orm:"column(base_from_bloomberg_data_id);pk"`
  56. BaseFromBloombergIndexId int `description:"指标ID"`
  57. IndexCode string `description:"指标编码"`
  58. DataTime time.Time `description:"数据日期"`
  59. Value float64 `description:"数据值"`
  60. CreateTime time.Time `description:"创建时间"`
  61. ModifyTime time.Time `description:"修改时间"`
  62. DataTimestamp int `description:"数据日期时间戳"`
  63. }
  64. func (m *BaseFromBloombergData) TableName() string {
  65. return "base_from_bloomberg_data"
  66. }
  67. func GetBaseFromBloombergDataByCondition(condition string, pars []interface{}) (items []*BaseFromBloombergData, err error) {
  68. sub := `SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  69. o := orm.NewOrm()
  70. if condition != "" {
  71. sub += condition
  72. }
  73. sql := `SELECT * FROM (` + sub + ` HAVING 1 ORDER BY modify_time DESC) tmp GROUP BY data_time ORDER BY data_time DESC `
  74. _, err = o.Raw(sql, pars).QueryRows(&items)
  75. return
  76. }
  77. func MultiInsertOrUpdateBaseFromBloombergData(inserts, updates []*BaseFromBloombergData) (err error) {
  78. o := orm.NewOrm()
  79. if len(inserts) > 0 {
  80. _, e := o.InsertMulti(1000, inserts)
  81. if e != nil {
  82. err = fmt.Errorf("insert multi err: %s", e.Error())
  83. return
  84. }
  85. }
  86. if len(updates) > 0 {
  87. p, e := o.Raw("UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?").Prepare()
  88. if e != nil {
  89. err = fmt.Errorf("prepare err: %s", e.Error())
  90. return
  91. }
  92. defer func() {
  93. _ = p.Close()
  94. }()
  95. for _, v := range updates {
  96. _, e = p.Exec(v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate))
  97. if e != nil {
  98. err = fmt.Errorf("update err: %s", e.Error())
  99. return
  100. }
  101. }
  102. }
  103. return
  104. }
  105. func GetBaseFromBloombergIndexMinMax(indexCode string) (item *EdbInfoMaxAndMinInfo, err error) {
  106. o := orm.NewOrm()
  107. 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 = ? `
  108. err = o.Raw(sql, indexCode).QueryRow(&item)
  109. if err != nil {
  110. return
  111. }
  112. // 获取最新值
  113. var lastVal float64
  114. sql = ` SELECT value AS latest_value FROM base_from_bloomberg_data WHERE index_code = ? ORDER BY data_time DESC LIMIT 1 `
  115. err = o.Raw(sql, indexCode).QueryRow(&lastVal)
  116. if err != nil {
  117. return
  118. }
  119. item.LatestValue = lastVal
  120. return
  121. }
  122. func ModifyBaseFromBloombergIndexMinMax(indexCode string, item *EdbInfoMaxAndMinInfo) (err error) {
  123. o := orm.NewOrm()
  124. sql := ` UPDATE base_from_bloomberg_index SET start_date = ?, end_date = ?,latest_value = ?, modify_time = NOW() WHERE index_code = ? `
  125. _, err = o.Raw(sql, item.MinDate, item.MaxDate, item.LatestValue, indexCode).Exec()
  126. return
  127. }
  128. type BloombergData struct {
  129. InputValue float64 `orm:"column(value)" description:"值"`
  130. DataTime string `orm:"column(data_time)" description:"日期"`
  131. }
  132. func GetBloombergDataByCondition(condition string, pars []interface{}) (item []*BloombergData, err error) {
  133. sql1 := ` SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  134. o := orm.NewOrm()
  135. if condition != "" {
  136. sql1 += condition
  137. }
  138. sql := `select * from (` + sql1 + ` having 1 order by modify_time DESC ) tmp GROUP BY data_time ORDER BY data_time DESC `
  139. _, err = o.Raw(sql, pars).QueryRows(&item)
  140. return
  141. }
  142. // AddEdbDataFromBloomberg 新增Bloomberg指标数据
  143. func AddEdbDataFromBloomberg(edbCode string) (err error) {
  144. o := orm.NewOrm()
  145. var condition string
  146. var pars []interface{}
  147. if edbCode != "" {
  148. condition += " AND index_code = ? "
  149. pars = append(pars, edbCode)
  150. }
  151. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  152. if err != nil {
  153. return
  154. }
  155. dataLen := len(bloombergDataList)
  156. existMap := make(map[string]string)
  157. if dataLen > 0 {
  158. var isAdd bool
  159. addSql := ` INSERT INTO edb_data_bloomberg (edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  160. for i := 0; i < dataLen; i++ {
  161. item := bloombergDataList[i]
  162. eDate := item.DataTime
  163. sValue := utils.SubFloatToString(item.InputValue, 4)
  164. if sValue != "" {
  165. if _, ok := existMap[eDate]; !ok {
  166. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  167. if err != nil {
  168. return err
  169. }
  170. timestamp := dataTime.UnixNano() / 1e6
  171. timeStr := fmt.Sprintf("%d", timestamp)
  172. addSql += GetAddSql("0", edbCode, eDate, timeStr, sValue)
  173. isAdd = true
  174. }
  175. }
  176. existMap[eDate] = eDate
  177. }
  178. if isAdd {
  179. addSql = strings.TrimRight(addSql, ",")
  180. utils.FileLog.Info("addSql:" + addSql)
  181. _, err = o.Raw(addSql).Exec()
  182. if err != nil {
  183. return err
  184. }
  185. }
  186. }
  187. return
  188. }
  189. // RefreshEdbDataFromBloomberg 刷新Bloomberg指标数据
  190. func RefreshEdbDataFromBloomberg(edbInfoId int, edbCode, startDate string) (err error) {
  191. source := utils.DATA_SOURCE_BLOOMBERG
  192. subSource := utils.DATA_SUB_SOURCE_EDB
  193. o := orm.NewOrm()
  194. if err != nil {
  195. return
  196. }
  197. edbInfoIdStr := strconv.Itoa(edbInfoId)
  198. //计算数据
  199. var condition string
  200. var pars []interface{}
  201. if edbCode != "" {
  202. condition += " AND index_code=? "
  203. pars = append(pars, edbCode)
  204. }
  205. if startDate != "" {
  206. condition += " AND data_time>=? "
  207. pars = append(pars, startDate)
  208. }
  209. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  210. if err != nil {
  211. return
  212. }
  213. // 真实数据的最大日期 , 插入规则配置的日期
  214. var realDataMaxDate, edbDataInsertConfigDate time.Time
  215. var edbDataInsertConfig *EdbDataInsertConfig
  216. var isFindConfigDateRealData bool //是否找到配置日期的实际数据的值
  217. {
  218. edbDataInsertConfig, err = GetEdbDataInsertConfigByEdbId(edbInfoId)
  219. if err != nil && err.Error() != utils.ErrNoRow() {
  220. return
  221. }
  222. if edbDataInsertConfig != nil {
  223. edbDataInsertConfigDate = edbDataInsertConfig.Date
  224. }
  225. }
  226. var existCondition string
  227. var existPars []interface{}
  228. existCondition += " AND edb_info_id=? "
  229. existPars = append(existPars, edbInfoId)
  230. if startDate != "" {
  231. existCondition += " AND data_time>=? "
  232. existPars = append(existPars, startDate)
  233. }
  234. //获取指标所有数据
  235. existList, err := GetEdbDataByCondition(source, subSource, existCondition, existPars)
  236. if err != nil {
  237. return err
  238. }
  239. existMap := make(map[string]*EdbInfoSearchData)
  240. for _, v := range existList {
  241. existMap[v.DataTime] = v
  242. }
  243. addSql := ` INSERT INTO edb_data_bloomberg(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  244. var isAdd bool
  245. addMap := make(map[string]string)
  246. for _, v := range bloombergDataList {
  247. item := v
  248. eDate := item.DataTime
  249. sValue := utils.SubFloatToString(item.InputValue, 4)
  250. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  251. if err != nil {
  252. return err
  253. }
  254. if findItem, ok := existMap[v.DataTime]; !ok {
  255. if sValue != "" {
  256. timestamp := dataTime.UnixNano() / 1e6
  257. timeStr := fmt.Sprintf("%d", timestamp)
  258. saveValue := sValue
  259. if _, addOk := addMap[eDate]; !addOk {
  260. addSql += GetAddSql(edbInfoIdStr, edbCode, eDate, timeStr, saveValue)
  261. isAdd = true
  262. }
  263. }
  264. } else {
  265. if findItem != nil && utils.SubFloatToString(findItem.Value, 4) != sValue {
  266. err = ModifyEdbDataById(source, subSource, findItem.EdbDataId, sValue)
  267. if err != nil {
  268. return err
  269. }
  270. }
  271. }
  272. addMap[v.DataTime] = v.DataTime
  273. // 下面代码主要目的是处理掉手动插入的数据判断
  274. {
  275. if realDataMaxDate.IsZero() || dataTime.After(realDataMaxDate) {
  276. realDataMaxDate = dataTime
  277. }
  278. if edbDataInsertConfigDate.IsZero() || dataTime.Equal(edbDataInsertConfigDate) {
  279. isFindConfigDateRealData = true
  280. }
  281. }
  282. }
  283. // 处理手工数据补充的配置
  284. HandleConfigInsertEdbData(realDataMaxDate, edbDataInsertConfig, edbInfoId, source, subSource, existMap, isFindConfigDateRealData)
  285. if isAdd {
  286. addSql = strings.TrimRight(addSql, ",")
  287. _, err = o.Raw(addSql).Exec()
  288. if err != nil {
  289. return err
  290. }
  291. }
  292. return
  293. }
  294. // BridgePCSGBloombergResultData 中石油新加坡-指标接口响应体
  295. type BridgePCSGBloombergResultData struct {
  296. Code int `json:"code" description:"状态码"`
  297. Msg string `json:"msg" description:"提示信息"`
  298. Data []BaseFromBloombergApiIndexAndData `json:"data" description:"返回数据"`
  299. }
  300. // BaseFromBloombergApiIndexAndData Bloomberg原始指标及数据
  301. type BaseFromBloombergApiIndexAndData struct {
  302. BaseFromBloombergIndexId int `description:"指标ID"`
  303. IndexCode string `description:"指标编码"`
  304. IndexName string `description:"指标名称"`
  305. Unit string `description:"单位"`
  306. Source string `description:"来源"`
  307. Frequency string `description:"频度"`
  308. CreateTime time.Time `description:"创建时间"`
  309. ModifyTime time.Time `description:"修改时间"`
  310. Data []BaseFromBloombergApiIndexData `description:"数据列表"`
  311. }
  312. // BaseFromBloombergApiIndexData Bloomberg原始指标数据
  313. type BaseFromBloombergApiIndexData struct {
  314. DataTime time.Time `description:"数据日期"`
  315. Value float64 `description:"数据值"`
  316. }
  317. // PCSGImportHistoryDataReq 导入历史数据
  318. type PCSGImportHistoryDataReq struct {
  319. IndexCode string `description:"指标编码"`
  320. DataMap map[time.Time]float64 `description:"数据日期/值"`
  321. TaskKey string `description:"导入数据对应的任务Key"`
  322. }