base_from_bloomberg.go 13 KB

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  1. package models
  2. import (
  3. "eta/eta_index_lib/global"
  4. "eta/eta_index_lib/utils"
  5. "fmt"
  6. "strconv"
  7. "strings"
  8. "time"
  9. "gorm.io/gorm"
  10. )
  11. // BaseFromBloombergIndex Bloomberg原始指标
  12. type BaseFromBloombergIndex struct {
  13. BaseFromBloombergIndexId int `gorm:"column:base_from_bloomberg_index_id;primaryKey"`
  14. //BaseFromBloombergIndexId int `orm:"column(base_from_bloomberg_index_id);pk"`
  15. IndexCode string `description:"指标编码"`
  16. IndexName string `description:"指标名称"`
  17. Unit string `description:"单位"`
  18. Source int `description:"来源"`
  19. Frequency string `description:"频度"`
  20. StartDate time.Time `description:"开始时间"`
  21. EndDate time.Time `description:"结束时间"`
  22. Describe string `description:"描述"`
  23. Sort int `description:"排序"`
  24. IsStop int `description:"是否停更:0-否;1-停更"`
  25. EdbExist int `description:"指标库是否已添加:0-否;1-是"`
  26. TerminalCode string `description:"所属终端编码"`
  27. FilePath string `description:"文件存储路径"`
  28. CreateTime time.Time `description:"创建时间"`
  29. ModifyTime time.Time `description:"修改时间"`
  30. }
  31. func (m *BaseFromBloombergIndex) TableName() string {
  32. return "base_from_bloomberg_index"
  33. }
  34. func (m *BaseFromBloombergIndex) Create() (err error) {
  35. //o := orm.NewOrm()
  36. //id, err := o.Insert(m)
  37. //if err != nil {
  38. // return
  39. //}
  40. //m.BaseFromBloombergIndexId = int(id)
  41. err = global.DEFAULT_DB.Create(&m).Error
  42. return
  43. }
  44. func (m *BaseFromBloombergIndex) Update(cols []string) (err error) {
  45. //o := orm.NewOrm()
  46. //_, err = o.Update(m, cols...)
  47. err = global.DEFAULT_DB.Model(&m).Select(cols).Updates(&m).Error
  48. return
  49. }
  50. func GetBaseFromBloombergIndexByCode(indexCode string) (item *BaseFromBloombergIndex, err error) {
  51. //o := orm.NewOrm()
  52. sql := `SELECT * FROM base_from_bloomberg_index WHERE index_code = ? LIMIT 1`
  53. //err = o.Raw(sql, indexCode).QueryRow(&item)
  54. err = global.DEFAULT_DB.Raw(sql, indexCode).First(&item).Error
  55. return
  56. }
  57. // BaseFromBloombergData Bloomberg原始数据
  58. type BaseFromBloombergData struct {
  59. //BaseFromBloombergDataId int `orm:"column(base_from_bloomberg_data_id);pk"`
  60. BaseFromBloombergDataId int `gorm:"column:base_from_bloomberg_data_id;primaryKey"`
  61. BaseFromBloombergIndexId int `description:"指标ID"`
  62. IndexCode string `description:"指标编码"`
  63. DataTime time.Time `description:"数据日期"`
  64. Value float64 `description:"数据值"`
  65. CreateTime time.Time `description:"创建时间"`
  66. ModifyTime time.Time `description:"修改时间"`
  67. DataTimestamp int `description:"数据日期时间戳"`
  68. }
  69. func (m *BaseFromBloombergData) TableName() string {
  70. return "base_from_bloomberg_data"
  71. }
  72. func GetBaseFromBloombergDataByCondition(condition string, pars []interface{}) (items []*BaseFromBloombergData, err error) {
  73. sub := `SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  74. //o := orm.NewOrm()
  75. if condition != "" {
  76. sub += condition
  77. }
  78. sql := `SELECT * FROM (` + sub + ` HAVING 1 ORDER BY modify_time DESC) tmp GROUP BY data_time ORDER BY data_time DESC `
  79. //_, err = o.Raw(sql, pars).QueryRows(&items)
  80. err = global.DEFAULT_DB.Raw(sql, pars...).Find(&items).Error
  81. return
  82. }
  83. func MultiInsertOrUpdateBaseFromBloombergData(inserts, updates []*BaseFromBloombergData) (err error) {
  84. //o := orm.NewOrm()
  85. if len(inserts) > 0 {
  86. //_, e := o.InsertMulti(1000, inserts)
  87. e := global.DEFAULT_DB.CreateInBatches(&inserts, 1000).Error
  88. if e != nil {
  89. err = fmt.Errorf("insert multi err: %s", e.Error())
  90. return
  91. }
  92. }
  93. if len(updates) > 0 {
  94. to := global.DEFAULT_DB.Begin()
  95. defer func() {
  96. if err != nil {
  97. _ = to.Rollback()
  98. } else {
  99. _ = to.Commit()
  100. }
  101. }()
  102. sql := `UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?`
  103. for _, v := range updates {
  104. err = to.Exec(sql, v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate)).Error
  105. if err != nil {
  106. err = fmt.Errorf("update err: %s", err.Error())
  107. return
  108. }
  109. }
  110. //p, e := o.Raw("UPDATE base_from_bloomberg_data SET value = ?, modify_time = NOW() WHERE index_code = ? AND data_time = ?").Prepare()
  111. //if e != nil {
  112. // err = fmt.Errorf("prepare err: %s", e.Error())
  113. // return
  114. //}
  115. //defer func() {
  116. // _ = p.Close()
  117. //}()
  118. //for _, v := range updates {
  119. // _, e = p.Exec(v.Value, v.IndexCode, v.DataTime.Format(utils.FormatDate))
  120. // if e != nil {
  121. // err = fmt.Errorf("update err: %s", e.Error())
  122. // return
  123. // }
  124. //}
  125. }
  126. return
  127. }
  128. func GetBaseFromBloombergIndexMinMax(indexCode string) (item *EdbInfoMaxAndMinInfo, err error) {
  129. //o := orm.NewOrm()
  130. 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 = ? `
  131. //err = o.Raw(sql, indexCode).QueryRow(&item)
  132. err = global.DEFAULT_DB.Raw(sql, indexCode).First(&item).Error
  133. if err != nil {
  134. return
  135. }
  136. // 获取最新值
  137. var lastVal float64
  138. sql = ` SELECT value AS latest_value FROM base_from_bloomberg_data WHERE index_code = ? ORDER BY data_time DESC LIMIT 1 `
  139. //err = o.Raw(sql, indexCode).QueryRow(&lastVal)
  140. err = global.DEFAULT_DB.Raw(sql, indexCode).First(&lastVal).Error
  141. if err != nil {
  142. return
  143. }
  144. item.LatestValue = lastVal
  145. return
  146. }
  147. func ModifyBaseFromBloombergIndexMinMax(indexCode string, item *EdbInfoMaxAndMinInfo) (err error) {
  148. //o := orm.NewOrm()
  149. sql := ` UPDATE base_from_bloomberg_index SET start_date = ?, end_date = ?,latest_value = ?, modify_time = NOW() WHERE index_code = ? `
  150. //_, err = o.Raw(sql, item.MinDate, item.MaxDate, item.LatestValue, indexCode).Exec()
  151. err = global.DEFAULT_DB.Exec(sql, item.MinDate, item.MaxDate, item.LatestValue, indexCode).Error
  152. return
  153. }
  154. type BloombergData struct {
  155. InputValue float64 `orm:"column(value)" description:"值"`
  156. DataTime string `orm:"column(data_time)" description:"日期"`
  157. }
  158. func (m *BloombergData) AfterFind(c *gorm.DB) (err error) {
  159. m.DataTime = utils.GormDateStrToDateStr(m.DataTime)
  160. return
  161. }
  162. func GetBloombergDataByCondition(condition string, pars []interface{}) (item []*BloombergData, err error) {
  163. sql1 := ` SELECT * FROM base_from_bloomberg_data WHERE 1=1 `
  164. //o := orm.NewOrm()
  165. if condition != "" {
  166. sql1 += condition
  167. }
  168. sql := `select * from (` + sql1 + ` having 1 order by modify_time DESC ) tmp GROUP BY data_time ORDER BY data_time DESC `
  169. //_, err = o.Raw(sql, pars).QueryRows(&item)
  170. err = global.DEFAULT_DB.Raw(sql, pars...).Find(&item).Error
  171. return
  172. }
  173. // AddEdbDataFromBloomberg 新增Bloomberg指标数据
  174. func AddEdbDataFromBloomberg(edbCode string) (err error) {
  175. //o := orm.NewOrm()
  176. var condition string
  177. var pars []interface{}
  178. if edbCode != "" {
  179. condition += " AND index_code = ? "
  180. pars = append(pars, edbCode)
  181. }
  182. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  183. if err != nil {
  184. return
  185. }
  186. dataLen := len(bloombergDataList)
  187. existMap := make(map[string]string)
  188. if dataLen > 0 {
  189. var isAdd bool
  190. addSql := ` INSERT INTO edb_data_bloomberg (edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  191. addSql = utils.ReplaceDriverKeywords("", addSql)
  192. for i := 0; i < dataLen; i++ {
  193. item := bloombergDataList[i]
  194. eDate := item.DataTime
  195. sValue := utils.SubFloatToString(item.InputValue, 4)
  196. if sValue != "" {
  197. if _, ok := existMap[eDate]; !ok {
  198. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  199. if err != nil {
  200. return err
  201. }
  202. timestamp := dataTime.UnixNano() / 1e6
  203. timeStr := fmt.Sprintf("%d", timestamp)
  204. addSql += GetAddSql("0", edbCode, eDate, timeStr, sValue)
  205. isAdd = true
  206. }
  207. }
  208. existMap[eDate] = eDate
  209. }
  210. if isAdd {
  211. addSql = strings.TrimRight(addSql, ",")
  212. utils.FileLog.Info("addSql:" + addSql)
  213. //_, err = o.Raw(addSql).Exec()
  214. err = global.DEFAULT_DB.Exec(addSql).Error
  215. if err != nil {
  216. return err
  217. }
  218. }
  219. }
  220. return
  221. }
  222. // RefreshEdbDataFromBloomberg 刷新Bloomberg指标数据
  223. func RefreshEdbDataFromBloomberg(edbInfoId int, edbCode, startDate string) (err error) {
  224. source := utils.DATA_SOURCE_BLOOMBERG
  225. subSource := utils.DATA_SUB_SOURCE_EDB
  226. //o := orm.NewOrm()
  227. if err != nil {
  228. return
  229. }
  230. edbInfoIdStr := strconv.Itoa(edbInfoId)
  231. //计算数据
  232. var condition string
  233. var pars []interface{}
  234. if edbCode != "" {
  235. condition += " AND index_code=? "
  236. pars = append(pars, edbCode)
  237. }
  238. if startDate != "" {
  239. condition += " AND data_time>=? "
  240. pars = append(pars, startDate)
  241. }
  242. bloombergDataList, err := GetBloombergDataByCondition(condition, pars)
  243. if err != nil {
  244. return
  245. }
  246. // 真实数据的最大日期 , 插入规则配置的日期
  247. var realDataMaxDate, edbDataInsertConfigDate time.Time
  248. var edbDataInsertConfig *EdbDataInsertConfig
  249. var isFindConfigDateRealData bool //是否找到配置日期的实际数据的值
  250. {
  251. edbDataInsertConfig, err = GetEdbDataInsertConfigByEdbId(edbInfoId)
  252. if err != nil && !utils.IsErrNoRow(err) {
  253. return
  254. }
  255. if edbDataInsertConfig != nil {
  256. edbDataInsertConfigDate = edbDataInsertConfig.Date
  257. }
  258. }
  259. var existCondition string
  260. var existPars []interface{}
  261. existCondition += " AND edb_info_id=? "
  262. existPars = append(existPars, edbInfoId)
  263. if startDate != "" {
  264. existCondition += " AND data_time>=? "
  265. existPars = append(existPars, startDate)
  266. }
  267. //获取指标所有数据
  268. existList, err := GetEdbDataByCondition(source, subSource, existCondition, existPars)
  269. if err != nil {
  270. return err
  271. }
  272. existMap := make(map[string]*EdbInfoSearchData)
  273. for _, v := range existList {
  274. existMap[v.DataTime] = v
  275. }
  276. addSql := ` INSERT INTO edb_data_bloomberg(edb_info_id,edb_code,data_time,value,create_time,modify_time,data_timestamp) values `
  277. addSql = utils.ReplaceDriverKeywords("", addSql)
  278. var isAdd bool
  279. addMap := make(map[string]string)
  280. for _, v := range bloombergDataList {
  281. item := v
  282. eDate := item.DataTime
  283. sValue := utils.SubFloatToString(item.InputValue, 4)
  284. dataTime, err := time.ParseInLocation(utils.FormatDate, eDate, time.Local)
  285. if err != nil {
  286. return err
  287. }
  288. if findItem, ok := existMap[v.DataTime]; !ok {
  289. if sValue != "" {
  290. timestamp := dataTime.UnixNano() / 1e6
  291. timeStr := fmt.Sprintf("%d", timestamp)
  292. saveValue := sValue
  293. if _, addOk := addMap[eDate]; !addOk {
  294. addSql += GetAddSql(edbInfoIdStr, edbCode, eDate, timeStr, saveValue)
  295. isAdd = true
  296. }
  297. }
  298. } else {
  299. if findItem != nil && utils.SubFloatToString(findItem.Value, 4) != sValue {
  300. err = ModifyEdbDataById(source, subSource, findItem.EdbDataId, sValue)
  301. if err != nil {
  302. return err
  303. }
  304. }
  305. }
  306. addMap[v.DataTime] = v.DataTime
  307. // 下面代码主要目的是处理掉手动插入的数据判断
  308. {
  309. if realDataMaxDate.IsZero() || dataTime.After(realDataMaxDate) {
  310. realDataMaxDate = dataTime
  311. }
  312. if edbDataInsertConfigDate.IsZero() || dataTime.Equal(edbDataInsertConfigDate) {
  313. isFindConfigDateRealData = true
  314. }
  315. }
  316. }
  317. // 处理手工数据补充的配置
  318. HandleConfigInsertEdbData(realDataMaxDate, edbDataInsertConfig, edbInfoId, source, subSource, existMap, isFindConfigDateRealData)
  319. if isAdd {
  320. addSql = strings.TrimRight(addSql, ",")
  321. //_, err = o.Raw(addSql).Exec()
  322. err = global.DEFAULT_DB.Exec(addSql).Error
  323. if err != nil {
  324. return err
  325. }
  326. }
  327. return
  328. }
  329. // BridgePCSGBloombergResultData 中石油新加坡-指标接口响应体
  330. type BridgePCSGBloombergResultData struct {
  331. Code int `json:"code" description:"状态码"`
  332. Msg string `json:"msg" description:"提示信息"`
  333. Data []BaseFromBloombergApiIndexAndData `json:"data" description:"返回数据"`
  334. }
  335. // BaseFromBloombergApiIndexAndData Bloomberg原始指标及数据
  336. type BaseFromBloombergApiIndexAndData struct {
  337. BaseFromBloombergIndexId int `description:"指标ID"`
  338. IndexCode string `description:"指标编码"`
  339. IndexName string `description:"指标名称"`
  340. Unit string `description:"单位"`
  341. Source string `description:"来源"`
  342. Frequency string `description:"频度"`
  343. CreateTime time.Time `description:"创建时间"`
  344. ModifyTime time.Time `description:"修改时间"`
  345. Data []BaseFromBloombergApiIndexData `description:"数据列表"`
  346. }
  347. // BaseFromBloombergApiIndexData Bloomberg原始指标数据
  348. type BaseFromBloombergApiIndexData struct {
  349. DataTime time.Time `description:"数据日期"`
  350. Value float64 `description:"数据值"`
  351. }
  352. // PCSGImportHistoryDataReq 导入历史数据
  353. type PCSGImportHistoryDataReq struct {
  354. IndexCode string `description:"指标编码"`
  355. DataMap map[time.Time]float64 `description:"数据日期/值"`
  356. TaskKey string `description:"导入数据对应的任务Key"`
  357. }