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- package logic
- import (
- "encoding/json"
- "errors"
- "eta/eta_index_lib/models"
- "eta/eta_index_lib/models/future_good"
- "eta/eta_index_lib/utils"
- "fmt"
- "github.com/shopspring/decimal"
- "github.com/yidane/formula"
- "sort"
- "strconv"
- "strings"
- "time"
- )
- // ChartInfoDateReq 图表的日期数据(日期相关)
- type ChartInfoDateReq struct {
- Type int `description:"配置类型"`
- Date string `description:"固定日期"`
- Value int `description:"N天的值"`
- Color string `description:"颜色"`
- Name string `description:"别名"`
- }
- // SectionScatterReq 截面散点请求
- type SectionScatterReq struct {
- XName string `description:"x轴名称"`
- XNameEn string `description:"x轴名称(英文)"`
- XUnitName string `description:"x轴单位名称"`
- XUnitNameEn string `description:"x轴单位名称(英文)"`
- YName string `description:"y轴名称"`
- YNameEn string `description:"y轴名称(英文)"`
- YUnitName string `description:"y轴单位名称"`
- YUnitNameEn string `description:"y轴单位名称(英文)"`
- XMinValue string `description:"X轴的最小值"`
- XMaxValue string `description:"X轴的最大值"`
- YMinValue string `description:"Y轴的最小值"`
- YMaxValue string `description:"Y轴的最大值"`
- //EdbList []SectionScatterEdbItemReq `description:"指标数据"`
- SeriesList []SectionScatterSeriesItemReq `description:"系列数据"`
- }
- // SectionScatterSeriesItemReq 系列的请求
- type SectionScatterSeriesItemReq struct {
- Name string `description:"系列名"`
- NameEn string `description:"系列名(英文名)"`
- Color string `description:"颜色"`
- EdbInfoList []SectionScatterEdbItemReq
- ShowTrendLine bool `description:"是否展示趋势线"`
- ShowFitEquation bool `description:"是否展示方程式"`
- ShowRSquare bool `description:"是否展示R平方"`
- }
- // SectionScatterEdbItemReq 截面散点请求的指标
- type SectionScatterEdbItemReq struct {
- XEdbInfoId int `description:"X轴的指标ID"`
- YEdbInfoId int `description:"Y轴的指标ID"`
- Name string `description:"别名"`
- NameEn string `description:"英文别名"`
- XDateType int `description:"X轴的日期配置类型"`
- XDate string `description:"X轴的日期固定日期"`
- XDateValue int `description:"X轴的日期N天的值"`
- YDateType int `description:"Y轴的日期配置类型"`
- YDate string `description:"Y轴的日期固定日期"`
- YDateValue int `description:"Y轴的日期N天的值"`
- IsShow bool `description:"是否展示"`
- }
- // XData 商品价格曲线的的x轴数据
- type XData struct {
- Name string `description:"别名"`
- NameEn string `description:"英文别名"`
- }
- // YData 柱方图的y轴数据
- type YData struct {
- Date string `description:"数据日期"`
- ConfigDate time.Time `description:"配置的日期" json:"-"`
- Color string `description:"数据颜色"`
- Name string `description:"别名"`
- NameEn string `description:"英文别名"`
- Value []float64 `description:"每个指标的值"`
- NoDataEdbList []int `description:"没有数据的指标列表"`
- XEdbInfoIdList []int `description:"对应X轴的指标id列表"`
- NameList []string `description:"每个值对应的名称"`
- EnNameList []string `description:"每个值对应的英文名称"`
- EdbValMap map[int]float64 `description:"指标与值的对应" json:"-"`
- M []int `description:"对应开始日期的间隔值" json:"-"`
- }
- // BarChartInfoEdbItemReq 柱方图预览请求数据(指标相关)
- type BarChartInfoEdbItemReq struct {
- EdbInfoId int `description:"指标ID"`
- Name string `description:"别名"`
- NameEn string `description:"英文别名"`
- Source int `description:"1:ETA图库;2:商品价格"`
- }
- // ChartInfoReq 图表预览请求数据
- type ChartInfoReq struct {
- FutureGoodEdbInfoIdList []models.EdbInfoFromTag `description:"指标信息"`
- CalculateFormula string `description:"计算公式"`
- BaseEdbInfoId int `description:"基础的指标id"`
- DateList []ChartInfoDateReq `description:"日期配置"`
- ProfitNameEn string `description:"利润英文名称"`
- }
- // RefreshByChartId 根据图表id刷新图表
- func RefreshByChartId(chartInfoId int) (err error, errMsg string) {
- // 查找图表
- chartInfo, err := models.GetChartInfoById(chartInfoId)
- if err != nil {
- if err.Error() == utils.ErrNoRow() {
- err = nil
- }
- return
- }
- if chartInfo.Source != utils.CHART_SOURCE_FUTURE_GOOD_PROFIT {
- return
- }
- var extraConf ChartInfoReq
- err = json.Unmarshal([]byte(chartInfo.ExtraConfig), &extraConf)
- if err != nil {
- errMsg = "商品利润曲线图配置异常"
- return
- }
- // 查找商品利润图表的扩展信息
- chartInfoFutureGoodProfit := new(future_good.ChartInfoFutureGoodProfit)
- if err = chartInfoFutureGoodProfit.GetItemById(chartInfoId); err != nil {
- errMsg = "获取失败"
- if err.Error() == utils.ErrNoRow() {
- err = nil
- }
- return
- }
- baseEdbInfo, err := models.GetEdbInfoById(extraConf.BaseEdbInfoId)
- if err != nil {
- errMsg = "获取失败"
- return
- }
- // 商品数据库指标
- futureGoodEdbInfoMap := make(map[int]*future_good.FutureGoodEdbInfo)
- zlFutureGoodEdbInfoList := make([]*future_good.FutureGoodEdbInfo, 0)
- for _, v := range extraConf.FutureGoodEdbInfoIdList {
- if _, ok := futureGoodEdbInfoMap[v.EdbInfoId]; ok {
- continue
- }
- zlFutureGoodEdbInfo, tmpErr := future_good.GetFutureGoodEdbInfo(v.EdbInfoId)
- if tmpErr != nil {
- err = tmpErr
- errMsg = "获取失败"
- return
- }
- futureGoodEdbInfoMap[v.EdbInfoId] = zlFutureGoodEdbInfo
- zlFutureGoodEdbInfoList = append(zlFutureGoodEdbInfoList, zlFutureGoodEdbInfo)
- }
- xDataList, yDataList, err := GetProfitChartEdbData(baseEdbInfo, zlFutureGoodEdbInfoList, extraConf.DateList, extraConf.CalculateFormula, extraConf.FutureGoodEdbInfoIdList)
- xDataListByte, err := json.Marshal(xDataList)
- if err != nil {
- errMsg = "保存失败"
- err = errors.New("X轴数据转换失败,ERR:" + err.Error())
- return
- }
- yDataListByte, err := json.Marshal(yDataList)
- if err != nil {
- errMsg = "保存失败"
- err = errors.New("Y轴数据转换失败,ERR:" + err.Error())
- return
- }
- extraUpdateCol := make([]string, 0)
- chartInfoFutureGoodProfit.XValue = string(xDataListByte)
- chartInfoFutureGoodProfit.YValue = string(yDataListByte)
- chartInfoFutureGoodProfit.ProfitName = zlFutureGoodEdbInfoList[0].FutureGoodEdbName + "盘面利润"
- chartInfoFutureGoodProfit.ModifyTime = time.Now()
- extraUpdateCol = []string{"XValue", "YValue", "ProfitName", "ModifyTime"}
- err = chartInfoFutureGoodProfit.Update(extraUpdateCol)
- return
- }
- // GetProfitChartEdbData 获取利润图表的指标数据
- func GetProfitChartEdbData(baseEdbInfo *models.EdbInfo, zlFutureGoodEdbInfoList []*future_good.FutureGoodEdbInfo, chartInfoDateList []ChartInfoDateReq, formulaStr string, edbInfoFromTagList []models.EdbInfoFromTag) (xDataList []XData, yDataList []YData, err error) {
- if baseEdbInfo == nil {
- err = errors.New("ETA指标未选取")
- return
- }
- if len(zlFutureGoodEdbInfoList) <= 0 {
- err = errors.New("商品指标未选取")
- return
- }
- // 标签与期货商品指标的关联关系
- tagEdbIdMap := make(map[string]int)
- // 有效的期货商品指标
- futureGoodEdbInfoIdMap := make(map[int]int)
- {
- tmpTagEdbIdMap := make(map[string]int)
- for _, v := range edbInfoFromTagList {
- tmpTagEdbIdMap[v.FromTag] = v.EdbInfoId
- }
- formulaMap := CheckFormula(formulaStr)
- for _, tag := range formulaMap {
- tagEdbIdMap[tag] = tmpTagEdbIdMap[tag]
- futureGoodEdbInfoIdMap[tmpTagEdbIdMap[tag]] = tmpTagEdbIdMap[tag]
- }
- }
- // 普通的指标数据
- baseDataList := make([]*models.EdbDataList, 0)
- baseDataList, err = models.GetEdbDataList(baseEdbInfo.Source, baseEdbInfo.EdbInfoId, "", "")
- if err != nil {
- return
- }
- latestDate := zlFutureGoodEdbInfoList[0].EndDate
- latestDateTime, _ := time.ParseInLocation(utils.FormatDate, latestDate, time.Local)
- earliestDateTime := latestDateTime // 数据的最早日期,目的是为了找出最早的合约
- for _, barChartInfoDate := range chartInfoDateList {
- var findDateTime time.Time
- switch barChartInfoDate.Type {
- case 1: //最新值
- findDateTime = latestDateTime
- case 2: //近期几天
- findDateTime = latestDateTime.AddDate(0, 0, -barChartInfoDate.Value)
- case 3: // 固定日期
- //寻找固定日期的数据
- tmpFindDateTime, tmpErr := time.ParseInLocation(utils.FormatDate, barChartInfoDate.Date, time.Local)
- if tmpErr != nil {
- err = tmpErr
- return
- }
- findDateTime = tmpFindDateTime
- default:
- err = errors.New(fmt.Sprint("日期类型异常,Type:", barChartInfoDate.Type))
- return
- }
- if findDateTime.IsZero() {
- err = errors.New("错误的日期")
- return
- }
- if findDateTime.Before(earliestDateTime) {
- earliestDateTime = findDateTime
- }
- }
- monthNum := (latestDateTime.Year()-earliestDateTime.Year())*12 + int(latestDateTime.Month()-earliestDateTime.Month())
- // 存储主力合约下的所有月份合约
- futureGoodEdbInfoDateMap := make(map[int]map[string]*future_good.FutureGoodEdbInfo)
- futureGoodDataListMap := make(map[int][]*models.EdbDataList, 0)
- // 特殊的商品期货合约(只有M+N的合约,没有固定日期的合约)
- specialFutureGoodEdbInfoMap := make(map[int]map[int]*future_good.FutureGoodEdbInfo, 0)
- isAllChina := true // 是否都是国内的期货合约
- for _, v := range zlFutureGoodEdbInfoList {
- if v.RegionType != "国内" {
- isAllChina = false
- break
- }
- }
- nMap := make(map[string]string)
- var maxN int // 最大N值
- for _, v := range zlFutureGoodEdbInfoList {
- // 如果不是有效的商品期货指标,那么就过滤掉,不做数据查询处理,避免没必要的请求
- if _, ok := futureGoodEdbInfoIdMap[v.FutureGoodEdbInfoId]; !ok {
- continue
- }
- // 获取期货指标以及期货数据
- tmpFutureGoodEdbInfoList, tmpErr := future_good.GetChildFutureGoodEdbInfoListByParentId(v.FutureGoodEdbInfoId)
- if tmpErr != nil {
- err = tmpErr
- return
- }
- childFutureGoodEdbInfoMap, tmpMaxN, tmpErr := getProfitFutureGoodEdbInfoList(earliestDateTime, v, tmpFutureGoodEdbInfoList, isAllChina, monthNum)
- if tmpErr != nil {
- err = tmpErr
- return
- }
- if maxN < tmpMaxN {
- maxN = tmpMaxN
- }
- futureGoodEdbInfoDateMap[v.FutureGoodEdbInfoId] = childFutureGoodEdbInfoMap
- if v.FutureGoodEdbType == 2 {
- specialFutureGoodEdbInfoMap[v.FutureGoodEdbInfoId] = make(map[int]*future_good.FutureGoodEdbInfo)
- }
- // 获取数据
- for date, childFutureGoodEdbInfo := range childFutureGoodEdbInfoMap {
- nMap[date] = date
- dataList := make([]*models.EdbDataList, 0)
- tmpDataList, tmpErr := future_good.GetFutureGoodEdbDataListByDate(childFutureGoodEdbInfo.FutureGoodEdbInfoId, "", "")
- if tmpErr != nil {
- return
- }
- for _, tmpData := range tmpDataList {
- dataList = append(dataList, &models.EdbDataList{
- EdbDataId: tmpData.FutureGoodEdbDataId,
- EdbInfoId: tmpData.FutureGoodEdbInfoId,
- DataTime: tmpData.DataTime.Format(utils.FormatDate),
- DataTimestamp: tmpData.DataTimestamp,
- Value: tmpData.Close,
- })
- }
- futureGoodDataListMap[childFutureGoodEdbInfo.FutureGoodEdbInfoId] = dataList
- if childFutureGoodEdbInfo.FutureGoodEdbType == 2 {
- specialFutureGoodEdbInfoMap[v.FutureGoodEdbInfoId][childFutureGoodEdbInfo.Month] = childFutureGoodEdbInfo
- }
- }
- }
- // 找出所有的N值,并进行正序排列
- dateList := make([]string, 0)
- for _, n := range nMap {
- dateList = append(dateList, n)
- }
- sort.Slice(dateList, func(i, j int) bool {
- return dateList[i] < dateList[j]
- })
- _, yDataList, err = ProfitChartChartData(baseDataList, futureGoodEdbInfoDateMap, futureGoodDataListMap, chartInfoDateList, latestDate, specialFutureGoodEdbInfoMap, formulaStr, tagEdbIdMap, dateList, maxN)
- if err != nil {
- return
- }
- tmpXDataList, newYDataList, err := handleProfitResultData(baseEdbInfo, yDataList, earliestDateTime)
- if err != nil {
- return
- }
- xDataList = []XData{
- {
- Name: "现货利润",
- NameEn: "Spot Price",
- },
- }
- xDataList = append(xDataList, tmpXDataList...)
- yDataList = newYDataList
- return
- }
- // ProfitChartChartData 获取数据
- func ProfitChartChartData(baseDataList []*models.EdbDataList, futureGoodEdbInfoMap map[int]map[string]*future_good.FutureGoodEdbInfo, futureGoodEdbDataListMap map[int][]*models.EdbDataList, chartInfoDateList []ChartInfoDateReq, latestDate string, specialFutureGoodEdbInfoMap map[int]map[int]*future_good.FutureGoodEdbInfo, formulaStr string, tagEdbIdMap map[string]int, dateList []string, maxN int) (edbIdList []int, yDataList []YData, err error) {
- // 指标数据数组(10086:{"2022-12-02":100.01,"2022-12-01":102.3})
- //earliestDateTime time.Time
- // ETA指标数据
- baseEdbDateData := make(map[string]float64)
- for _, edbData := range baseDataList {
- baseEdbDateData[edbData.DataTime] = edbData.Value
- }
- // 商品指标数据
- edbDataMap := make(map[int]map[string]float64)
- for edbInfoId, edbDataList := range futureGoodEdbDataListMap {
- edbDateData := make(map[string]float64)
- for _, edbData := range edbDataList {
- edbDateData[edbData.DataTime] = edbData.Value
- }
- edbDataMap[edbInfoId] = edbDateData
- }
- latestDateTime, _ := time.ParseInLocation(utils.FormatDate, latestDate, time.Local)
- yDataList = make([]YData, 0) //y轴的数据列表
- // 将计算公式中的字母转大写
- formulaStr = strings.ToUpper(formulaStr)
- for _, barChartInfoDate := range chartInfoDateList {
- yDataMap := make(map[int]float64)
- var maxDate time.Time
- var findDateTime time.Time
- switch barChartInfoDate.Type {
- case 1: //最新值
- findDateTime = latestDateTime
- case 2: //近期几天
- findDateTime = latestDateTime.AddDate(0, 0, -barChartInfoDate.Value)
- case 3: // 固定日期
- //寻找固定日期的数据
- tmpFindDateTime, tmpErr := time.ParseInLocation(utils.FormatDate, barChartInfoDate.Date, time.Local)
- if tmpErr != nil {
- err = tmpErr
- return
- }
- findDateTime = tmpFindDateTime
- default:
- err = errors.New(fmt.Sprint("日期类型异常,Type:", barChartInfoDate.Type))
- return
- }
- if findDateTime.IsZero() {
- err = errors.New("错误的日期")
- return
- }
- findDataList := make([]float64, 0) // 当前日期的数据值
- noDataIdList := make([]int, 0) // 没有数据的指标id
- xEdbInfoIdList := make([]int, 0) // 当前数据的指标id列表
- // 现货指标
- realDateTime, findDataValue, isFind, tmpErr := GetNeedDateData(findDateTime, baseDataList, baseEdbDateData)
- if tmpErr != nil {
- err = tmpErr
- return
- }
- findDataList = append(findDataList, findDataValue)
- yDataMap[0] = findDataValue
- if isFind {
- maxDate = realDateTime
- }
- xEdbInfoIdList = append(xEdbInfoIdList, 0)
- mList := make([]int, 0) // 间隔月份
- // 最小开始的n值
- //minN := (findDateTime.Year()-earliestDateTime.Year())*12 + int(findDateTime.Month()-earliestDateTime.Month())
- for _, date := range dateList {
- currDate, _ := time.ParseInLocation(utils.FormatYearMonthDate, date, time.Local)
- // 如果当前的n值小于最小开始的n值,那么就不处理
- //if n < minN {
- // continue
- //}
- //findDateTime
- // 获取当前日期相对开始日期的期数
- tmpN := (currDate.Year()-findDateTime.Year())*12 + int(currDate.Month()-findDateTime.Month())
- if tmpN <= 0 {
- continue
- }
- // 如果期数大于最大期数,那么就退出当前匹配
- if tmpN >= maxN {
- break
- }
- zlAndChildEdbId := make(map[int]int)
- childFutureGoodEdbInfoIdList := make([]int, 0)
- for zlFutureGoodEdbInfoId, futureGoodEdbInfoList := range futureGoodEdbInfoMap {
- // 判断是否特殊合约
- if childFutureGoodEdbInfoIdMap, ok := specialFutureGoodEdbInfoMap[zlFutureGoodEdbInfoId]; ok {
- if childFutureGoodEdbInfo, ok2 := childFutureGoodEdbInfoIdMap[tmpN]; ok2 {
- childFutureGoodEdbInfoIdList = append(childFutureGoodEdbInfoIdList, childFutureGoodEdbInfo.FutureGoodEdbInfoId)
- zlAndChildEdbId[zlFutureGoodEdbInfoId] = childFutureGoodEdbInfo.FutureGoodEdbInfoId
- }
- } else {
- if childFutureGoodEdbInfo, ok2 := futureGoodEdbInfoList[date]; ok2 {
- childFutureGoodEdbInfoIdList = append(childFutureGoodEdbInfoIdList, childFutureGoodEdbInfo.FutureGoodEdbInfoId)
- zlAndChildEdbId[zlFutureGoodEdbInfoId] = childFutureGoodEdbInfo.FutureGoodEdbInfoId
- }
- }
- }
- // 合约不全,不参与计算
- //if len(childFutureGoodEdbInfoIdList) != lenZlFutureGoodEdbInfo {
- // continue
- //}
- calculateMap := make(map[int]float64)
- for _, childFutureGoodEdbInfoId := range childFutureGoodEdbInfoIdList {
- tmpFindDataValue, tmpIsFind := edbDataMap[childFutureGoodEdbInfoId][realDateTime.Format(utils.FormatDate)]
- if tmpIsFind && tmpFindDataValue != 0 {
- calculateMap[childFutureGoodEdbInfoId] = tmpFindDataValue
- }
- }
- // 合约的数据不全,不参与计算
- //if len(calculateMap) != lenZlFutureGoodEdbInfo {
- // continue
- //}
- newTagEdbIdMap := make(map[string]int)
- for tag, zlEdbId := range tagEdbIdMap {
- newTagEdbIdMap[tag] = zlAndChildEdbId[zlEdbId]
- }
- //, formulaStr string, tagEdbIdMap map[string]int
- formulaFormStr := ReplaceFormula(newTagEdbIdMap, calculateMap, formulaStr)
- //计算公式异常,那么就移除该指标
- if formulaFormStr == `` {
- //removeDateList = append(removeDateList, sk)
- //fmt.Println("异常了")
- continue
- }
- expression := formula.NewExpression(formulaFormStr)
- calResult, evaluateErr := expression.Evaluate()
- if evaluateErr != nil {
- // 分母为0的报错
- if strings.Contains(evaluateErr.Error(), "divide by zero") {
- //removeDateList = append(removeDateList, sk)
- continue
- }
- err = errors.New("计算失败:Err:" + evaluateErr.Error() + ";formulaStr:" + formulaFormStr)
- fmt.Println(err)
- continue
- }
- // 如果计算结果是NAN,那么就退出当前循环
- if calResult.IsNan() {
- continue
- }
- calVal, tmpErr := calResult.Float64()
- if tmpErr != nil {
- err = errors.New("计算失败:获取计算值失败 Err:" + tmpErr.Error() + ";formulaStr:" + formulaFormStr)
- fmt.Println(err)
- continue
- }
- //yDataMap[n] = calVal
- //xEdbInfoIdList = append(xEdbInfoIdList, n)
- calVal, _ = decimal.NewFromFloat(calVal).Round(4).Float64()
- yDataMap[tmpN] = calVal
- xEdbInfoIdList = append(xEdbInfoIdList, tmpN)
- findDataList = append(findDataList, calVal)
- }
- yName := barChartInfoDate.Name
- yNameEn := barChartInfoDate.Name
- if yName == `` {
- if barChartInfoDate.Type == 2 {
- yName = strconv.Itoa(barChartInfoDate.Value) + "天前"
- if barChartInfoDate.Value == 1 {
- yNameEn = strconv.Itoa(barChartInfoDate.Value) + "day ago"
- } else {
- yNameEn = strconv.Itoa(barChartInfoDate.Value) + " days ago"
- }
- } else {
- yName = maxDate.Format(utils.FormatDate)
- yNameEn = maxDate.Format(utils.FormatDate)
- }
- }
- yDate := "0000-00-00"
- if !maxDate.IsZero() {
- yDate = maxDate.Format(utils.FormatDate)
- }
- yDataList = append(yDataList, YData{
- Date: yDate,
- ConfigDate: findDateTime,
- Value: findDataList,
- NoDataEdbList: noDataIdList,
- XEdbInfoIdList: xEdbInfoIdList,
- Color: barChartInfoDate.Color,
- Name: yName,
- NameEn: yNameEn,
- EdbValMap: yDataMap,
- M: mList,
- })
- }
- return
- }
- // getFutureGoodEdbInfoList 获取适用的指标列表
- func getProfitFutureGoodEdbInfoList(earliestDateTime time.Time, zlFutureGoodEdbInfo *future_good.FutureGoodEdbInfo, tmpFutureGoodEdbInfoList []*future_good.FutureGoodEdbInfo, isAllChina bool, monthNum int) (futureGoodEdbInfoDateMap map[string]*future_good.FutureGoodEdbInfo, newMaxN int, err error) {
- maxN := 36 //最大36期合约
- futureGoodEdbInfoList := make([]*future_good.FutureGoodEdbInfo, 0)
- futureGoodEdbInfoDateMap = make(map[string]*future_good.FutureGoodEdbInfo)
- earliestDateTime = time.Date(earliestDateTime.Year(), earliestDateTime.Month(), 1, 0, 0, 0, 0, time.Local)
- if zlFutureGoodEdbInfo.RegionType == "国内" {
- startMonth := int(earliestDateTime.Month())
- if startMonth == 1 {
- futureGoodEdbInfoList = tmpFutureGoodEdbInfoList
- } else {
- // 因为是下标,所以对应想下标是需要-1的
- index := startMonth - 1
- futureGoodEdbInfoList = tmpFutureGoodEdbInfoList[index:]
- futureGoodEdbInfoList = append(futureGoodEdbInfoList, tmpFutureGoodEdbInfoList[:index]...)
- }
- lenFutureGoodEdbInfoList := len(futureGoodEdbInfoList)
- //futureGoodEdbInfoList
- //if isAllChina {
- // // 如果全是国内指标,那么只需要拼上多出的几期合约即可
- // maxN = lenFutureGoodEdbInfoList + monthNum
- //}
- // 如果全是国内指标,那么只需要拼上多出的几期合约即可
- maxN = lenFutureGoodEdbInfoList + monthNum
- for i := 1; i < maxN; i++ {
- k := i % lenFutureGoodEdbInfoList
- futureGoodEdbInfoDateMap[earliestDateTime.AddDate(0, i, 0).Format(utils.FormatYearMonthDate)] = futureGoodEdbInfoList[k]
- if i > newMaxN {
- newMaxN = i
- }
- }
- //需求池604,只要是国内合约,最大必须是12期
- newMaxN = 12
- return
- }
- for _, v := range tmpFutureGoodEdbInfoList {
- //海外的连续日期,目前
- if v.FutureGoodEdbType == 2 {
- if v.Month <= newMaxN {
- futureGoodEdbInfoDateMap[earliestDateTime.AddDate(0, v.Month, 0).Format(utils.FormatYearMonthDate)] = v
- if v.Month > newMaxN {
- newMaxN = v.Month
- }
- }
- continue
- }
- if v.Year < earliestDateTime.Year() {
- continue
- }
- // 小于等于当前年,那么就肯定是ok的
- if v.Year == earliestDateTime.Year() && v.Month <= int(earliestDateTime.Month()) {
- continue
- }
- subYear := v.Year - earliestDateTime.Year()
- subMonth := v.Month - int(earliestDateTime.Month())
- // 如果(当前年-最新日期的年份) * 12个月 + (当前月-最新日期的月份) 小于总月份
- tmpN := subYear*12 + subMonth
- if tmpN < newMaxN {
- tmpDateTime := time.Date(v.Year, time.Month(v.Month), 0, 0, 0, 0, 0, time.Local)
- futureGoodEdbInfoDateMap[tmpDateTime.Format(utils.FormatYearMonthDate)] = v
- if tmpN > newMaxN {
- newMaxN = tmpN
- }
- continue
- }
- }
- return
- }
- // handleProfitResultData 处理成最终的结果数据
- func handleProfitResultData(baseEdbInfo *models.EdbInfo, yDataList []YData, earliestDateTime time.Time) (xDataList []XData, newYDataList []YData, err error) {
- xDataList = make([]XData, 0)
- newYDataList = yDataList
- nMap := make(map[int]int)
- for _, v := range yDataList {
- for _, n := range v.XEdbInfoIdList {
- nMap[n] = n
- }
- }
- // 找出所有的N值,并进行正序排列
- nList := make([]int, 0)
- for _, n := range nMap {
- nList = append(nList, n)
- }
- sort.Slice(nList, func(i, j int) bool {
- return nList[i] < nList[j]
- })
- for _, n := range nList {
- if n == 0 {
- continue
- }
- xDataList = append(xDataList, XData{
- Name: fmt.Sprint("M+", n),
- NameEn: fmt.Sprint("M+", n),
- })
- }
- for yIndex, yData := range yDataList {
- newYDataList[yIndex].XEdbInfoIdList = []int{}
- newYDataList[yIndex].Value = []float64{}
- tmpNList := nList
- xEdbInfoIdList := yData.XEdbInfoIdList
- valIndex := 0
- needNum := 0
- for _, n := range tmpNList {
- if len(xEdbInfoIdList) > 0 {
- currN := xEdbInfoIdList[0]
- // 当前距离最早的日期相差的N数
- if n == currN {
- if needNum > 0 {
- currVal := yData.Value[valIndex]
- preVal := yData.Value[valIndex-1]
- hcValDeci := decimal.NewFromFloat(currVal).Sub(decimal.NewFromFloat(preVal)).Div(decimal.NewFromInt(int64(needNum + 1)))
- for tmpNum := 0; tmpNum < needNum; tmpNum++ {
- newYDataList[yIndex].XEdbInfoIdList = append(newYDataList[yIndex].XEdbInfoIdList, 0)
- // 赋值平均值
- tmpVal, _ := decimal.NewFromFloat(preVal).Add(hcValDeci.Mul(decimal.NewFromInt(int64(tmpNum + 1)))).RoundCeil(4).Float64()
- newYDataList[yIndex].Value = append(newYDataList[yIndex].Value, tmpVal)
- }
- }
- newYDataList[yIndex].XEdbInfoIdList = append(newYDataList[yIndex].XEdbInfoIdList, currN+1)
- newYDataList[yIndex].Value = append(newYDataList[yIndex].Value, yData.Value[valIndex])
- valIndex++
- needNum = 0
- if len(xEdbInfoIdList) > 0 {
- xEdbInfoIdList = xEdbInfoIdList[1:]
- }
- } else {
- needNum++
- }
- }
- }
- }
- maxI := 0
- for _, yData := range newYDataList {
- lenEdb := len(yData.XEdbInfoIdList)
- for i := 0; i < lenEdb; i++ {
- if yData.XEdbInfoIdList[i] != 0 && !utils.InArrayByInt(yData.NoDataEdbList, yData.XEdbInfoIdList[i]) {
- if maxI < i {
- maxI = i
- }
- }
- }
- }
- earliestDateTime = time.Date(earliestDateTime.Year(), earliestDateTime.Month(), 1, 0, 0, 0, 0, time.Local)
- xDataList = xDataList[0:maxI]
- for yIndex, yData := range newYDataList {
- if len(yData.XEdbInfoIdList) > maxI+1 {
- newYDataList[yIndex].XEdbInfoIdList = yData.XEdbInfoIdList[0 : maxI+1]
- }
- if len(yData.Value) > maxI+1 {
- newYDataList[yIndex].Value = yData.Value[0 : maxI+1]
- }
- currDate, _ := time.ParseInLocation(utils.FormatDate, yData.Date, time.Local)
- nameList := make([]string, 0)
- enNameList := make([]string, 0)
- for _, n := range newYDataList[yIndex].XEdbInfoIdList {
- if n == 1 { // 现货价不处理
- nameList = append(nameList, baseEdbInfo.EdbName)
- enNameList = append(enNameList, baseEdbInfo.EdbNameEn)
- continue
- }
- if n <= 0 {
- nameList = append(nameList, `无合约`)
- enNameList = append(enNameList, `no contract`)
- } else {
- var date string
- currDateTime := currDate.AddDate(0, n-1, 0)
- month := int(currDateTime.Month())
- date = fmt.Sprintf("%d%d", currDateTime.Year(), month)
- if month < 10 {
- date = fmt.Sprintf("%d0%d", currDateTime.Year(), month)
- }
- nameList = append(nameList, date)
- enNameList = append(enNameList, date)
- }
- }
- newYDataList[yIndex].NameList = nameList
- newYDataList[yIndex].EnNameList = enNameList
- }
- return
- }
- func CheckFormula(formula string) map[string]string {
- mathFormula := []string{"MAX", "MIN", "ABS", "ACOS", "ASIN", "CEIL", "MOD", "POW", "ROUND", "SIGN", "SIN", "TAN", "LOG10", "LOG2", "LOG", "LN"}
- str := strings.ToUpper(formula)
- for _, v := range mathFormula {
- str = strings.Replace(str, v, "", -1)
- }
- str = strings.Replace(str, "(", "", -1)
- str = strings.Replace(str, ")", "", -1)
- byteMap := make(map[string]string)
- for i := 0; i < len(str); i++ {
- byteInt := str[i]
- if byteInt >= 65 && byteInt <= 90 {
- byteStr := string(byteInt)
- if _, ok := byteMap[byteStr]; !ok {
- byteMap[byteStr] = byteStr
- }
- }
- }
- return byteMap
- }
- func ReplaceFormula(tagEdbIdMap map[string]int, valArr map[int]float64, formulaStr string) string {
- funMap := GetFormulaMap()
- for k, v := range funMap {
- formulaStr = strings.Replace(formulaStr, k, v, -1)
- }
- replaceCount := 0
- for tag, edbInfoId := range tagEdbIdMap {
- if val, valOk := valArr[edbInfoId]; valOk { //值存在
- dvStr := fmt.Sprintf("%v", val)
- formulaStr = strings.Replace(formulaStr, tag, dvStr, -1)
- replaceCount++
- }
- }
- for k, v := range funMap {
- formulaStr = strings.Replace(formulaStr, v, k, -1)
- }
- if replaceCount == len(tagEdbIdMap) {
- return formulaStr
- } else {
- return ""
- }
- }
- func GetFormulaMap() map[string]string {
- funMap := make(map[string]string)
- funMap["MAX"] = "[@@]"
- funMap["MIN"] = "[@!]"
- funMap["ABS"] = "[@#]"
- funMap["CEIL"] = "[@$]"
- funMap["COS"] = "[@%]"
- funMap["FLOOR"] = "[@^]"
- funMap["MOD"] = "[@&]"
- funMap["POW"] = "[@*]"
- funMap["ROUND"] = "[@(]"
- return funMap
- }
- // GetNeedDateData 获取合约内需要的日期数据
- func GetNeedDateData(needDateTime time.Time, dataList []*models.EdbDataList, edbDataMap map[string]float64) (findDateTime time.Time, findDataValue float64, isFind bool, err error) {
- //dataList := edbDataListMap[edbInfoId] //指标的所有数据值
- if len(dataList) <= 0 {
- // 没有数据的指标id
- return
- }
- //最早的日期
- minDateTime, err := time.ParseInLocation(utils.FormatDate, dataList[0].DataTime, time.Local)
- if err != nil {
- return
- }
- for tmpDateTime := needDateTime; tmpDateTime.After(minDateTime) || tmpDateTime.Equal(minDateTime); tmpDateTime = tmpDateTime.AddDate(0, 0, -1) {
- tmpDate := tmpDateTime.Format(utils.FormatDate)
- if tmpValue, ok := edbDataMap[tmpDate]; ok { //如果能找到数据,那么就返回
- // 数据为0,也直接返回,做无值处理
- if tmpValue == 0 {
- return
- }
- findDateTime, _ = time.ParseInLocation(utils.FormatDate, tmpDate, time.Local)
- findDataValue = tmpValue
- isFind = true
- return
- }
- }
- return
- }
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