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- package trade_analysis
- import (
- "eta/eta_index_lib/utils"
- "fmt"
- "github.com/beego/beego/v2/client/orm"
- "strings"
- "time"
- )
- const (
- TradeDataTypeNull = 0 // 无值
- TradeDataTypeOrigin = 1 // 原始值
- TradeDataTypeCalculate = 2 // 推算值
- WarehouseBuyChartType = 1 // 多单图
- WarehouseSoldChartType = 2 // 空单图
- WarehousePureBuyChartType = 3 // 净多单图
- WarehouseDefaultUnit = "手"
- WarehouseDefaultFrequency = "日度"
- GuangZhouTopCompanyAliasName = "日成交持仓排名" // 广期所TOP20对应的公司名称
- GuangZhouSeatNameBuy = "持买单量" // 广期所指标名称中的多单名称
- GuangZhouSeatNameSold = "持卖单量" // 广期所指标名称中的空单名称
- GuangZhouTopSeatNameBuy = "持买单量总计" // 广期所指标名称中的TOP20多单名称
- GuangZhouTopSeatNameSold = "持卖单量总计" // 广期所指标名称中的TOP20空单名称
- GuangZhouTopSeatNameDeal = "成交量总计" // 广期所指标名称中的TOP20成交量名称
- )
- const (
- TradeExchangeDalian = "dalian"
- TradeExchangeZhengzhou = "zhengzhou"
- TradeExchangeGuangzhou = "guangzhou"
- )
- var WarehouseTypeSuffixNames = map[int]string{
- WarehouseBuyChartType: "席位多单",
- WarehouseSoldChartType: "席位空单",
- WarehousePureBuyChartType: "席位净多单",
- }
- // GuangzhouSeatNameValType 广期所数据名称对应的席位方向
- var GuangzhouSeatNameValType = map[string]int{
- GuangZhouSeatNameBuy: 1,
- GuangZhouSeatNameSold: 2,
- GuangZhouTopSeatNameBuy: 1,
- GuangZhouTopSeatNameSold: 2,
- GuangZhouTopSeatNameDeal: 3,
- }
- // 合约查询方式
- var (
- ContractQueryTypeTop = 1 // 主力合约
- ContractQueryTypeTop2 = 2 // 成交量前2
- ContractQueryTypeTop3 = 3 // 成交量前3
- ContractQueryTypeAll = 4 // 所有合约(多个)
- ContractQueryTypeTotal = 5 // 合约加总(1个)
- )
- // 合约方向
- var (
- ContractPositionBuy = 1 // 多单
- ContractPositionSold = 2 // 空单
- ContractPositionPureBuy = 3 // 净多单
- )
- // 上期能源持仓榜单表
- type TradePositionTop struct {
- Id uint64 `gorm:"primaryKey;column:id" json:"id"`
- ClassifyName string `gorm:"column:classify_name" json:"classify_name"` //分类名称
- ClassifyType string `gorm:"column:classify_type" json:"classify_type"` //分类名称下的类型
- DealShortName string `gorm:"column:deal_short_name" json:"deal_short_name"` //成交量公司简称
- DealValue int `gorm:"column:deal_value" json:"deal_value"` //成交量
- DealChange int `gorm:"column:deal_change" json:"deal_change"` //成交变化量
- DataTime time.Time `gorm:"column:data_time" json:"data_time"` //数据日期
- CreateTime time.Time `gorm:"column:create_time" json:"create_time"` //插入时间
- ModifyTime time.Time `gorm:"column:modify_time" json:"modify_time"` //修改时间
- DealType int `gorm:"column:deal_type" json:"deal_type"` //交易类型:1多单,2空单,3净多单,4净空单
- SourceType int `gorm:"column:source_type" json:"source_type"` //数据来源,0是原始数据的值,1是由T+1日推算出的值,2是由T日的榜单数据推算出的值
- Rank int `gorm:"column:rank" json:"rank"` //排名
- }
- type TradeClassifyNameList struct {
- Exchange string `description:"交易所"`
- ExchangeEn string `description:"交易所英文"`
- Sort int `description:"排序字段" `
- Num int `description:"品种数量"`
- DataTime string `description:"最新更新时间"`
- CurrDate string `description:"当前日期"`
- Items []TradeClassifyNameListItem `description:"子类"`
- }
- type TradeClassifyNameListSort []TradeClassifyNameList
- func (v TradeClassifyNameListSort) Len() int {
- return len(v)
- }
- func (v TradeClassifyNameListSort) Swap(i, j int) {
- v[i], v[j] = v[j], v[i]
- }
- func (v TradeClassifyNameListSort) Less(i, j int) bool {
- return v[i].Sort < v[j].Sort
- }
- type TradeClassifyNameListItemSort []TradeClassifyNameListItem
- func (v TradeClassifyNameListItemSort) Len() int {
- return len(v)
- }
- func (v TradeClassifyNameListItemSort) Swap(i, j int) {
- v[i], v[j] = v[j], v[i]
- }
- func (v TradeClassifyNameListItemSort) Less(i, j int) bool {
- return v[i].ClassifyName < v[j].ClassifyName
- }
- type TradeClassifyNameListItem struct {
- ClassifyName string `description:"交易分类"`
- Items []TradeClassifyNameListItemItem `description:"合约代码"`
- }
- type TradeClassifyNameListItemItemSort []TradeClassifyNameListItemItem
- func (v TradeClassifyNameListItemItemSort) Len() int {
- return len(v)
- }
- func (v TradeClassifyNameListItemItemSort) Swap(i, j int) {
- v[i], v[j] = v[j], v[i]
- }
- func (v TradeClassifyNameListItemItemSort) Less(i, j int) bool {
- return v[i].ClassifyType < v[j].ClassifyType
- }
- type TradeClassifyNameListItemItem struct {
- ClassifyType string `description:"分类名称下的类型"`
- }
- type TradeClassifyName struct {
- ClassifyName string //分类名称
- ClassifyType string //分类名称下的类型
- LatestDate string //分类下最晚日期
- }
- // GetExchangeClassify 获取交易所分类列表
- func GetExchangeClassify(exchange string) (list []TradeClassifyName, err error) {
- tableName := "base_from_trade_" + exchange + "_index"
- orderStr := "classify_name DESC, classify_type asc"
- if exchange == "zhengzhou" {
- orderStr = "classify_name asc"
- }
- sql := "SELECT classify_name, classify_type FROM " + tableName + " WHERE `rank` <=20 and `rank` > 0 GROUP BY classify_name, classify_type "
- sql += ` ORDER BY ` + orderStr
- o := orm.NewOrm()
- _, err = o.Raw(sql).QueryRows(&list)
- return
- }
- type LastTimeItem struct {
- CreateTime time.Time
- }
- // GetExchangeLastTime 获取交易所数据最晚的时间
- func GetExchangeLastTime(exchange string) (item LastTimeItem, err error) {
- tableName := "base_from_trade_" + exchange + "_index"
- sql := `SELECT create_time FROM ` + tableName + ` ORDER BY create_time desc`
- o := orm.NewOrm()
- err = o.Raw(sql).QueryRow(&item)
- return
- }
- type GetPositionTopReq struct {
- Exchange string `json:"exchange" form:"exchange"` //交易所
- ClassifyName string `json:"classify_name" form:"classify_name"` //分类名称
- ClassifyType string `json:"classify_type" form:"classify_type"` //具体合约名称
- DataTime string `json:"data_time" form:"data_time"` //请求日期,如果为空,则返回最新的榜单日期
- }
- type GetPositionTopResp struct {
- BuyList GetPositionTopList `description:"多单列表"`
- SoldList GetPositionTopList `description:"空单列表"`
- CleanBuyList GetPositionTopList `description:"净多单列表"`
- CleanSoldList GetPositionTopList `description:"净空单列表"`
- DataTime string `description:"最新日期或者请求日期"`
- LastDataTime string `description:"最新日期"`
- }
- type GetPositionTopList struct {
- TotalDealValue int `description:"总计成交量"`
- TotalDealChange int `description:"校昨日变化"`
- List []GetPositionTopListItem `description:"榜单详情列表"`
- }
- type GetPositionTopListItem struct {
- DealShortName string `description:"成交量公司简称"`
- DealValue int `description:"成交量"`
- DealChange int `description:"成交变化量"`
- Rank int `description:"当前名次"`
- Rate string `description:"当前占比"`
- BeforeAllRate string `description:"排在前面的成交量总计占比(包含)"`
- BeforeAllValue int `description:"排在前面的成交量总计"`
- BeforeAllChange int `description:"排在前面的成交量增减总计"`
- }
- func GetTradePositionTop(exchange string, classifyName, classifyType, dataTime string) (list []TradePositionTop, err error) {
- tableName := "trade_position_" + exchange + "_top"
- sql := `SELECT * FROM ` + tableName + " WHERE classify_name=? and classify_type=? and data_time=? and `rank` <=20 and `rank` > 0 ORDER BY deal_value desc"
- o := orm.NewOrm()
- _, err = o.Raw(sql, classifyName, classifyType, dataTime).QueryRows(&list)
- return
- }
- type OriginTradeData struct {
- Rank int `description:"排名"`
- CompanyName string `description:"期货公司名称"`
- Val int `description:"持仓量"`
- ValChange int `description:"持仓增减"`
- DataTime time.Time `description:"数据日期"`
- ClassifyName string `description:"品种名称"`
- ClassifyType string `description:"合约代码"`
- ValType int `description:"数据类型: 1-多单; 2-空单"`
- }
- // BaseFromTradeCommonIndex 郑商所/大商所/上期所/上期能源指标表通用字段
- type BaseFromTradeCommonIndex struct {
- Rank int `description:"排名"`
- DealShortName string `description:"成交量公司简称"`
- DealName string `description:"成交量指标名称"`
- DealCode string `description:"成交量指标编码"`
- DealValue int `description:"成交量"`
- DealChange int `description:"成交变化量"`
- BuyShortName string `description:"持买单量公司简称"`
- BuyName string `description:"持买单量指标名称"`
- BuyCode string `description:"持买单量指标编码"`
- BuyValue int `description:"持买单量"`
- BuyChange int `description:"持买单量变化量"`
- SoldShortName string `description:"持卖单量公司简称"`
- SoldName string `description:"持卖单量指标名称"`
- SoldCode string `description:"持卖单量指标编码"`
- SoldValue int `description:"持卖单量"`
- SoldChange int `description:"持卖单变化量"`
- Frequency string `description:"频度"`
- ClassifyName string `description:"品种"`
- ClassifyType string `description:"合约"`
- CreateTime time.Time `description:"创建时间"`
- ModifyTime time.Time `description:"更新时间"`
- DataTime time.Time `description:"数据日期"`
- }
- // GetTradeDataByContracts 根据合约获取持仓数据
- func GetTradeDataByContracts(exchange string, classifyNames, contracts []string, startDate, endDate time.Time) (items []*BaseFromTradeCommonIndex, err error) {
- if exchange == "" {
- err = fmt.Errorf("数据表名称有误")
- return
- }
- var cond string
- var pars []interface{}
- if len(classifyNames) > 0 {
- cond += fmt.Sprintf(` AND classify_name IN (%s)`, utils.GetOrmInReplace(len(classifyNames)))
- pars = append(pars, classifyNames)
- }
- if len(contracts) > 0 {
- cond += fmt.Sprintf(` AND classify_type IN (%s)`, utils.GetOrmInReplace(len(contracts)))
- pars = append(pars, contracts)
- }
- if !startDate.IsZero() && !endDate.IsZero() {
- cond += ` AND (data_time BETWEEN ? AND ?)`
- pars = append(pars, startDate.Format(utils.FormatDate), endDate.Format(utils.FormatDate))
- }
- fields := []string{"rank", "buy_short_name", "buy_value", "buy_change", "sold_short_name", "sold_value", "sold_change", "classify_name", "classify_type", "data_time"}
- tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
- sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s ORDER BY data_time DESC`, strings.Join(fields, ","), tableName, cond)
- _, err = orm.NewOrm().Raw(sql, pars).QueryRows(&items)
- return
- }
- // GetZhengzhouTradeDataByContracts 郑商所-根据合约获取持仓数据
- func GetZhengzhouTradeDataByContracts(classifyNames []string, startDate, endDate time.Time) (items []*BaseFromTradeCommonIndex, err error) {
- var cond string
- var pars []interface{}
- if len(classifyNames) > 0 {
- cond += fmt.Sprintf(` AND classify_name IN (%s)`, utils.GetOrmInReplace(len(classifyNames)))
- pars = append(pars, classifyNames)
- }
- if !startDate.IsZero() && !endDate.IsZero() {
- cond += ` AND (data_time BETWEEN ? AND ?)`
- pars = append(pars, startDate.Format(utils.FormatDate), endDate.Format(utils.FormatDate))
- }
- // ps.classify_name实为合约代码
- fields := []string{"rank", "buy_short_name", "buy_value", "buy_change", "sold_short_name", "sold_value", "sold_change", "classify_name AS classify_type", "data_time"}
- sql := fmt.Sprintf(`SELECT %s FROM base_from_trade_zhengzhou_index WHERE 1=1 %s ORDER BY data_time DESC`, strings.Join(fields, ","), cond)
- _, err = orm.NewOrm().Raw(sql, pars).QueryRows(&items)
- return
- }
- // ContractCompanyTradeData [合约-期货公司]持仓数据
- type ContractCompanyTradeData struct {
- Exchange string `description:"交易所"`
- ClassifyName string `description:"品种"`
- ClassifyType string `description:"合约代码"`
- CompanyName string `description:"期货公司名称"`
- IsTotal bool `description:"是否为合约加总"`
- StartDate time.Time `description:"数据开始日期"`
- EndDate time.Time `description:"数据结束日期"`
- DataList []*ContractCompanyTradeDataList `description:"数据序列"`
- }
- // ContractCompanyTradeDataList [合约-期货公司]持仓数据详情
- type ContractCompanyTradeDataList struct {
- Date time.Time `description:"数据日期"`
- BuyVal int `description:"多单持仓量"`
- BuyValType int `description:"多单数据类型: 0-无值; 1-原始值; 2-推算值"`
- BuyChange int `description:"多单持仓增减"`
- BuyChangeType int `description:"多单持仓增减类型: 0-无值; 1-原始值; 2-推算值"`
- SoldVal int `description:"空单持仓量"`
- SoldValType int `description:"空单数据类型: 0-无值; 1-原始值; 2-推算值"`
- SoldChange int `description:"空单持仓增减"`
- SoldChangeType int `description:"空单持仓增减类型: 0-无值; 1-原始值; 2-推算值"`
- PureBuyVal int `description:"净多单持仓量"`
- PureBuyValType int `description:"净多单数据类型: 0-无值; 1-原始值; 2-推算值"`
- PureBuyChange int `description:"净多单持仓增减"`
- PureBuyChangeType int `description:"净多单持仓增减类型: 0-无值; 1-原始值; 2-推算值"`
- }
- type BaseFromTradeGuangzhouIndex struct {
- BaseFromTradeGuangzhouIndexId int `orm:"column(base_from_trade_guangzhou_index_id);pk"`
- BaseFromTradeGuangzhouClassifyId int `description:"分类id"`
- IndexCode string `description:"指标编码"`
- IndexName string `description:"指标名称"`
- Frequency string `description:"频率"`
- Unit string `description:"单位"`
- StartDate string `description:"开始日期"`
- EndDate string `description:"结束日期"`
- CreateTime time.Time `description:"创建日期"`
- ModifyTime time.Time `description:"修改日期"`
- }
- func GetBaseFromTradeGuangzhouIndex(classifyIds []int, contracts []string, indexKeyword string) (list []*BaseFromTradeGuangzhouIndex, err error) {
- o := orm.NewOrm()
- cond := ``
- pars := make([]interface{}, 0)
- if len(classifyIds) > 0 {
- cond += fmt.Sprintf(` AND b.base_from_trade_guangzhou_classify_id IN (%s)`, utils.GetOrmInReplace(len(classifyIds)))
- pars = append(pars, classifyIds)
- }
- if len(contracts) > 0 {
- cond += fmt.Sprintf(` AND b.contract IN (%s)`, utils.GetOrmInReplace(len(contracts)))
- pars = append(pars, contracts)
- }
- if indexKeyword != "" {
- cond += fmt.Sprintf(` AND a.index_name LIKE ?`)
- pars = append(pars, indexKeyword)
- }
- sql := `SELECT a.* FROM base_from_trade_guangzhou_index AS a
- JOIN base_from_trade_guangzhou_contract AS b ON a.base_from_trade_guangzhou_contract_id = b.base_from_trade_guangzhou_contract_id
- WHERE 1=1 %s`
- sql = fmt.Sprintf(sql, cond)
- _, err = o.Raw(sql, pars).QueryRows(&list)
- return
- }
- type BaseFromTradeGuangzhouData struct {
- BaseFromTradeGuangzhouDataId int `orm:"column(base_from_trade_guangzhou_data_id);pk"`
- BaseFromTradeGuangzhouIndexId int `description:"指标id"`
- IndexCode string `description:"指标编码"`
- DataTime time.Time `description:"数据日期"`
- Value float64 `description:"数据值"`
- QtySub float64 `description:"增减"`
- CreateTime time.Time `description:"创建日期"`
- ModifyTime time.Time `description:"修改日期"`
- }
- // GetBaseFromTradeGuangzhouDataByIndexIds 广期所-获取指标数据
- func GetBaseFromTradeGuangzhouDataByIndexIds(indexIds []int, startDate, endDate time.Time) (list []*BaseFromTradeGuangzhouData, err error) {
- if len(indexIds) == 0 {
- return
- }
- cond := fmt.Sprintf(` AND base_from_trade_guangzhou_index_id IN (%s)`, utils.GetOrmInReplace(len(indexIds)))
- pars := make([]interface{}, 0)
- pars = append(pars, indexIds)
- if !startDate.IsZero() && !endDate.IsZero() {
- if startDate.Equal(endDate) {
- cond += ` AND data_time = ?`
- pars = append(pars, startDate.Format(utils.FormatDate))
- }
- if !startDate.Equal(endDate) {
- cond += ` AND (data_time BETWEEN ? AND ?)`
- pars = append(pars, startDate.Format(utils.FormatDate), endDate.Format(utils.FormatDate))
- }
- }
- sql := fmt.Sprintf(`SELECT * FROM base_from_trade_guangzhou_data WHERE 1=1 %s ORDER BY base_from_trade_guangzhou_index_id`, cond)
- _, err = orm.NewOrm().Raw(sql, pars).QueryRows(&list)
- return
- }
- // ContractTopRankData TOP20合约排名数据
- type ContractTopRankData struct {
- Exchange string `description:"交易所"`
- DealValue int `description:"成交量"`
- BuyValue int `description:"多单持仓量"`
- BuyChange int `description:"多单变化"`
- SoldValue int `description:"空单持仓量"`
- SoldChange int `description:"空单变化"`
- PureBuyValue int `description:"净多单持仓量"`
- PureBuyChange int `description:"净多单变化"`
- ClassifyName string `description:"品种名称"`
- ClassifyType string `description:"合约代码"`
- DataTime time.Time `description:"数据日期"`
- }
- // GetContractTopRankData 获取合约TOP20根据当日成交量排名
- func GetContractTopRankData(exchange string, classifyNames []string, dataDate time.Time) (items []*ContractTopRankData, err error) {
- if exchange == "" {
- err = fmt.Errorf("数据表名称有误")
- return
- }
- if len(classifyNames) == 0 {
- return
- }
- tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
- // 大商所存在TOP20的rank=0
- queryRank := ` rank = 999`
- if exchange == TradeExchangeDalian {
- queryRank = ` (rank = 999 OR rank = 0)`
- }
- sql := `SELECT * FROM %s WHERE data_time = ? AND classify_name IN (%s) AND %s GROUP BY classify_type ORDER BY deal_value DESC`
- sql = fmt.Sprintf(sql, tableName, utils.GetOrmInReplace(len(classifyNames)), queryRank)
- _, err = orm.NewOrm().Raw(sql, dataDate.Format(utils.FormatDate), classifyNames).QueryRows(&items)
- return
- }
- // GetZhengzhouContractTopRankData 郑商所-获取合约根据当日成交量排名
- func GetZhengzhouContractTopRankData(classifyNames []string, dataDate time.Time) (items []*ContractTopRankData, err error) {
- if len(classifyNames) == 0 {
- return
- }
- sql := `SELECT * FROM base_from_trade_zhengzhou_index WHERE data_time = ? AND classify_name IN (%s) AND rank = 999 GROUP BY classify_name ORDER BY deal_value DESC`
- sql = fmt.Sprintf(sql, utils.GetOrmInReplace(len(classifyNames)))
- _, err = orm.NewOrm().Raw(sql, dataDate.Format(utils.FormatDate), classifyNames).QueryRows(&items)
- return
- }
- // ContractCompanyTradeEdb [合约-期货公司]指标
- type ContractCompanyTradeEdb struct {
- Exchange string `description:"交易所"`
- ClassifyName string `description:"品种"`
- ClassifyType string `description:"合约代码"`
- CompanyName string `description:"期货公司名称"`
- IsTotal bool `description:"是否为合约加总"`
- ContractPosition int `description:"合约方向"`
- StartDate time.Time `description:"数据开始日期"`
- EndDate time.Time `description:"数据结束日期"`
- DataList []*ContractCompanyTradeEdbData `description:"数据序列"`
- }
- // ContractCompanyTradeEdbData [合约-期货公司]指标数据
- type ContractCompanyTradeEdbData struct {
- DataTime time.Time `description:"数据日期"`
- Val int `description:"数据值"`
- }
- // GetClassifyNewestDataTime 获取品种最新数据日期
- func GetClassifyNewestDataTime(exchange string, classifyNames []string) (dateTime time.Time, err error) {
- if exchange == "" {
- err = fmt.Errorf("数据表名称有误")
- return
- }
- if len(classifyNames) == 0 {
- return
- }
- tableName := fmt.Sprintf("base_from_trade_%s_index", exchange)
- sql := `SELECT data_time FROM %s WHERE classify_name IN (%s) ORDER BY data_time DESC LIMIT 1`
- sql = fmt.Sprintf(sql, tableName, utils.GetOrmInReplace(len(classifyNames)))
- err = orm.NewOrm().Raw(sql, classifyNames).QueryRow(&dateTime)
- return
- }
- // GetGuangzhouClassifyNewestDataTime 广期所-获取品种最新数据日期
- func GetGuangzhouClassifyNewestDataTime(indexIds []int) (dateTime time.Time, err error) {
- if len(indexIds) == 0 {
- return
- }
- cond := fmt.Sprintf(` AND base_from_trade_guangzhou_index_id IN (%s)`, utils.GetOrmInReplace(len(indexIds)))
- pars := make([]interface{}, 0)
- pars = append(pars, indexIds)
- sql := fmt.Sprintf(`SELECT data_time FROM base_from_trade_guangzhou_data WHERE 1=1 %s ORDER BY data_time DESC LIMIT 1`, cond)
- err = orm.NewOrm().Raw(sql, pars).QueryRow(&dateTime)
- return
- }
- type RefreshTableReq struct {
- ExcelInfoId int `description:"表格ID"`
- }
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