edb_data_calculate_phase_shift.go 11 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 修改时间移位
  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("EditCalculateTimeShift,Err:" + err.Error())
  119. _ = to.Rollback()
  120. } else {
  121. _ = to.Commit()
  122. }
  123. }()
  124. oldEdbInfo := *edbInfo //旧的指标信息
  125. //修改指标信息
  126. edbInfo.EdbName = req.EdbName
  127. edbInfo.EdbNameSource = req.EdbName
  128. edbInfo.Frequency = req.Frequency
  129. edbInfo.Unit = req.Unit
  130. edbInfo.ClassifyId = req.ClassifyId
  131. edbInfo.MoveType = req.MoveType
  132. edbInfo.MoveFrequency = req.MoveFrequency
  133. edbInfo.CalculateFormula = req.Formula
  134. edbInfo.EdbNameEn = req.EdbNameEn
  135. edbInfo.UnitEn = req.UnitEn
  136. edbInfo.ModifyTime = time.Now()
  137. _, err = to.Update(edbInfo, "EdbName", "EdbNameSource", "Frequency", "Unit", "ClassifyId", "MoveType", "MoveFrequency", "CalculateFormula", "ModifyTime", "EdbNameEn", "UnitEn")
  138. if err != nil {
  139. return
  140. }
  141. //判断计算指标是否被更换
  142. var existCondition string
  143. var existPars []interface{}
  144. existCondition += " AND edb_info_id=? AND from_edb_info_id=? "
  145. existPars = append(existPars, edbInfo.EdbInfoId, req.FromEdbInfoId)
  146. count, err := GetEdbInfoCalculateCountByCondition(existCondition, existPars)
  147. if err != nil {
  148. err = errors.New("判断指标是否改变失败,Err:" + err.Error())
  149. return
  150. }
  151. if count <= 0 || req.MoveType != oldEdbInfo.MoveType || req.MoveFrequency != oldEdbInfo.MoveFrequency || req.Formula != oldEdbInfo.CalculateFormula {
  152. //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
  153. if count <= 0 {
  154. //删除,计算指标关联的,基础指标的关联关系
  155. sql := ` DELETE FROM edb_info_calculate_mapping WHERE edb_info_id = ? `
  156. _, err = to.Raw(sql, edbInfo.EdbInfoId).Exec()
  157. if err != nil {
  158. err = errors.New("删除计算指标关联关系失败,Err:" + err.Error())
  159. return
  160. }
  161. //关联关系
  162. {
  163. calculateMappingItem := &EdbInfoCalculateMapping{
  164. EdbInfoCalculateMappingId: 0,
  165. EdbInfoId: edbInfo.EdbInfoId,
  166. Source: utils.DATA_SOURCE_CALCULATE_TIME_SHIFT,
  167. SourceName: "时间移位",
  168. EdbCode: edbInfo.EdbCode,
  169. FromEdbInfoId: fromEdbInfo.EdbInfoId,
  170. FromEdbCode: fromEdbInfo.EdbCode,
  171. FromEdbName: fromEdbInfo.EdbName,
  172. FromSource: fromEdbInfo.Source,
  173. FromSourceName: fromEdbInfo.SourceName,
  174. FromTag: "",
  175. Sort: 1,
  176. CreateTime: time.Now(),
  177. ModifyTime: time.Now(),
  178. FromSubSource: fromEdbInfo.SubSource,
  179. }
  180. _, err = to.Insert(calculateMappingItem)
  181. if err != nil {
  182. return
  183. }
  184. }
  185. }
  186. //清空原有数据
  187. sql := ` DELETE FROM edb_data_calculate_time_shift WHERE edb_info_id = ? `
  188. _, err = to.Raw(sql, edbInfo.EdbInfoId).Exec()
  189. if err != nil {
  190. return
  191. }
  192. //计算数据
  193. formulaInt, _ := strconv.Atoi(req.Formula)
  194. err = refreshAllCalculatePhaseShift(to, edbInfo.EdbInfoId, edbInfo.Source, edbInfo.SubSource, formulaInt, edbInfo.MoveType, fromEdbInfo, edbInfo.EdbCode, "", "", edbInfo.MoveFrequency)
  195. }
  196. return
  197. }
  198. // RefreshAllCalculatePhaseShift 刷新所有时间移位数据
  199. func RefreshAllCalculatePhaseShift(edbInfoId, source, subSource, formulaInt, moveType int, fromEdbInfo *EdbInfo, edbCode, startDate, endDate, moveFrequency string) (err error) {
  200. o := orm.NewOrm()
  201. to, err := o.Begin()
  202. if err != nil {
  203. return
  204. }
  205. defer func() {
  206. if err != nil {
  207. fmt.Println("RefreshAllCalculatePhaseShift,Err:" + err.Error())
  208. _ = to.Rollback()
  209. } else {
  210. _ = to.Commit()
  211. }
  212. }()
  213. //计算数据
  214. err = refreshAllCalculatePhaseShift(to, edbInfoId, source, subSource, formulaInt, moveType, fromEdbInfo, edbCode, startDate, endDate, moveFrequency)
  215. return
  216. }
  217. // refreshAllCalculatePhaseShift 刷新所有时间移位数据
  218. func refreshAllCalculatePhaseShift(to orm.TxOrmer, edbInfoId, source, subSource, formulaInt, moveType int, fromEdbInfo *EdbInfo, edbCode, startDate, endDate, moveFrequency string) (err error) {
  219. edbInfoIdStr := strconv.Itoa(edbInfoId)
  220. //计算数据
  221. dataList, err := GetEdbDataListAllByTo(to, fromEdbInfo.Source, fromEdbInfo.SubSource, FindEdbDataListAllCond{
  222. EdbInfoId: fromEdbInfo.EdbInfoId,
  223. StartDataTime: startDate,
  224. StartDataTimeCond: ">=",
  225. }, 0)
  226. if err != nil {
  227. return err
  228. }
  229. var dateArr []string
  230. dataMap := make(map[string]*EdbInfoSearchData)
  231. for _, v := range dataList {
  232. dateArr = append(dateArr, v.DataTime)
  233. dataMap[v.DataTime] = v
  234. }
  235. fmt.Println("source:", source)
  236. //获取指标所有数据
  237. existDataList := make([]*EdbData, 0)
  238. dataTableName := GetEdbDataTableName(source, subSource)
  239. fmt.Println("dataTableName:", dataTableName)
  240. sql := `SELECT * FROM %s WHERE edb_info_id=? `
  241. sql = fmt.Sprintf(sql, dataTableName)
  242. _, err = to.Raw(sql, edbInfoId).QueryRows(&existDataList)
  243. if err != nil {
  244. return err
  245. }
  246. existDataMap := make(map[string]string)
  247. removeDateMap := make(map[string]string)
  248. for _, v := range existDataList {
  249. existDataMap[v.DataTime] = v.Value
  250. removeDateMap[v.DataTime] = ``
  251. }
  252. fmt.Println("existDataMap:", existDataMap)
  253. addSql := ` INSERT INTO edb_data_calculate_phase_shift(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  254. var isAdd bool
  255. resultMap := make(map[string]float64)
  256. dataLen := len(dataList)
  257. for i := 0; i < dataLen; i++ {
  258. // step_1 如果 领先/滞后 之后时间key存在,将该key为目标key,填充
  259. currentIndex := dataList[i]
  260. // 领先
  261. if moveType != 2 {
  262. periods := i + formulaInt
  263. if periods < dataLen {
  264. newIndex := dataList[periods]
  265. resultMap[newIndex.DataTime] = currentIndex.Value
  266. } else {
  267. // 新数据须根据频度补充key
  268. currentDate, _ := time.ParseInLocation(utils.FormatDate, currentIndex.DataTime, time.Local)
  269. shiftDay := CalculateIntervalDays(moveFrequency, formulaInt, currentDate, resultMap, moveType)
  270. newDate := currentDate.AddDate(0, 0, shiftDay)
  271. format := newDate.Format(utils.FormatDate)
  272. resultMap[format] = currentIndex.Value
  273. }
  274. } else {
  275. // 滞后
  276. periods := i - formulaInt
  277. if periods > 0 {
  278. newIndex := dataList[periods]
  279. resultMap[newIndex.DataTime] = currentIndex.Value
  280. } else {
  281. // 新数据须根据频度补充key
  282. currentDate, _ := time.ParseInLocation(utils.FormatDate, currentIndex.DataTime, time.Local)
  283. shiftDay := CalculateIntervalDays(moveFrequency, formulaInt, currentDate, resultMap, moveType)
  284. newDate := currentDate.AddDate(0, 0, -shiftDay)
  285. format := newDate.Format(utils.FormatDate)
  286. resultMap[format] = currentIndex.Value
  287. }
  288. }
  289. }
  290. for key, value := range resultMap {
  291. currentDate, _ := time.ParseInLocation(utils.FormatDate, key, time.Local)
  292. timestamp := currentDate.UnixNano() / 1e6
  293. timestampStr := fmt.Sprintf("%d", timestamp)
  294. addSql += GetAddSql(edbInfoIdStr, edbCode, key, timestampStr, fmt.Sprintf("%f", value))
  295. isAdd = true
  296. }
  297. if isAdd {
  298. addSql = strings.TrimRight(addSql, ",")
  299. _, err = to.Raw(addSql).Exec()
  300. if err != nil {
  301. return
  302. }
  303. }
  304. return
  305. }
  306. func CalculateIntervalDays(moveFrequency string, formulaInt int, baseDate time.Time, resultMap map[string]float64, moveType int) int {
  307. var shiftDay int
  308. switch moveFrequency {
  309. case "自然日":
  310. shiftDay = formulaInt
  311. case "交易日":
  312. shiftDay = utils.CalculateTradingDays(baseDate, formulaInt, resultMap, moveType)
  313. case "周":
  314. shiftDay = formulaInt * 7
  315. case "月":
  316. shiftDay = utils.CalculateEndOfMonth(baseDate, formulaInt)
  317. case "季":
  318. shiftDay = utils.CalculateEndOfQuarter(baseDate, formulaInt)
  319. case "年":
  320. shiftDay = utils.CalculateEndOfYear(baseDate, formulaInt)
  321. default:
  322. shiftDay = formulaInt
  323. }
  324. return shiftDay
  325. }