指标系列计算定时刷新

models/data_manage/factor_edb_series_chart_mapping.go

@@ -0,0 +1,176 @@
+package data_manage
+
+import (
+	"eta/eta_task/utils"
+	"fmt"
+	"github.com/beego/beego/v2/client/orm"
+	"strings"
+	"time"
+)
+
+const (
+	FactorEdbSeriesChartCalculateTypeCorrelation = 1 // 相关性计算
+)
+
+// FactorEdbSeriesChartMapping 因子指标系列-图表关联
+type FactorEdbSeriesChartMapping struct {
+	FactorEdbSeriesChartMappingId int       `orm:"column(factor_edb_series_chart_mapping_id);pk"`
+	ChartInfoId                   int       `description:"图表ID"`
+	Source                        int       `description:"图表来源, 同chart_info表source"`
+	CalculateType                 int       `description:"计算方式: 1-相关性"`
+	CalculatePars                 string    `description:"计算参数-JSON(如计算窗口等)"`
+	CalculateData                 string    `description:"计算数据-JSON(如相关性矩阵等)"`
+	FactorEdbSeriesId             int       `description:"因子指标系列ID"`
+	EdbInfoId                     int       `description:"指标ID"`
+	EdbUsed                       int       `description:"指标是否使用: 0-否; 1-是"`
+	CreateTime                    time.Time `description:"创建时间"`
+	ModifyTime                    time.Time `description:"修改时间"`
+}
+
+func (m *FactorEdbSeriesChartMapping) TableName() string {
+	return "factor_edb_series_chart_mapping"
+}
+
+type MultipleFactorSeriesChartMappingCols struct {
+	PrimaryId         string
+	ChartInfoId       string
+	Source            string
+	CalculateType     string
+	CalculatePars     string
+	CalculateData     string
+	FactorEdbSeriesId string
+	EdbInfoId         string
+	EdbUsed           string
+	CreateTime        string
+	ModifyTime        string
+}
+
+func (m *FactorEdbSeriesChartMapping) Cols() MultipleFactorSeriesChartMappingCols {
+	return MultipleFactorSeriesChartMappingCols{
+		PrimaryId:         "factor_edb_series_chart_mapping_id",
+		ChartInfoId:       "chart_info_id",
+		Source:            "source",
+		CalculateType:     "calculate_type",
+		CalculatePars:     "calculate_pars",
+		CalculateData:     "calculate_data",
+		FactorEdbSeriesId: "factor_edb_series_id",
+		EdbInfoId:         "edb_info_id",
+		EdbUsed:           "edb_used",
+		CreateTime:        "create_time",
+		ModifyTime:        "modify_time",
+	}
+}
+
+func (m *FactorEdbSeriesChartMapping) Create() (err error) {
+	o := orm.NewOrm()
+	id, err := o.Insert(m)
+	if err != nil {
+		return
+	}
+	m.FactorEdbSeriesChartMappingId = int(id)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) CreateMulti(items []*FactorEdbSeriesChartMapping) (err error) {
+	if len(items) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	_, err = o.InsertMulti(len(items), items)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) Update(cols []string) (err error) {
+	o := orm.NewOrm()
+	_, err = o.Update(m, cols...)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) Remove() (err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	_, err = o.Raw(sql, m.FactorEdbSeriesChartMappingId).Exec()
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) MultiRemove(ids []int) (err error) {
+	if len(ids) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s IN (%s)`, m.TableName(), m.Cols().PrimaryId, utils.GetOrmInReplace(len(ids)))
+	_, err = o.Raw(sql, ids).Exec()
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) GetItemById(id int) (item *FactorEdbSeriesChartMapping, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	err = o.Raw(sql, id).QueryRow(&item)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) GetItemByCondition(condition string, pars []interface{}, orderRule string) (item *FactorEdbSeriesChartMapping, err error) {
+	o := orm.NewOrm()
+	order := ``
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE 1=1 %s %s LIMIT 1`, m.TableName(), condition, order)
+	err = o.Raw(sql, pars).QueryRow(&item)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) GetCountByCondition(condition string, pars []interface{}) (count int, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT COUNT(1) FROM %s WHERE 1=1 %s`, m.TableName(), condition)
+	err = o.Raw(sql, pars).QueryRow(&count)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) GetItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string) (items []*FactorEdbSeriesChartMapping, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars).QueryRows(&items)
+	return
+}
+
+func (m *FactorEdbSeriesChartMapping) GetPageItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string, startSize, pageSize int) (items []*FactorEdbSeriesChartMapping, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s LIMIT ?,?`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars, startSize, pageSize).QueryRows(&items)
+	return
+}
+
+// GetDistinctSeriesIdByChartId 获取图表关联的系列ID
+func (m *FactorEdbSeriesChartMapping) GetDistinctSeriesIdByChartId(chartId int) (seriesIds []int, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT DISTINCT %s FROM %s WHERE %s = ?`, m.Cols().FactorEdbSeriesId, m.TableName(), m.Cols().ChartInfoId)
+	_, err = o.Raw(sql, chartId).QueryRows(&seriesIds)
+	return
+}
+
+// FactorEdbSeriesChartCalculateCorrelationReq 图表相关性计算参数
+type FactorEdbSeriesChartCalculateCorrelationReq struct {
+	BaseEdbInfoId  int    `description:"标的指标ID"`
+	LeadValue      int    `description:"领先期数"`
+	LeadUnit       string `description:"频度"`
+	CalculateValue int    `description:"计算窗口"`
+	CalculateUnit  string `description:"计算频度"`
+}

models/data_manage/factor_edb_series_mapping.go

@@ -0,0 +1,167 @@
+package data_manage
+
+import (
+	"eta/eta_task/utils"
+	"fmt"
+	"github.com/beego/beego/v2/client/orm"
+	"strings"
+	"time"
+)
+
+// FactorEdbSeriesMapping 因子指标系列-指标关联表
+type FactorEdbSeriesMapping struct {
+	FactorEdbSeriesMappingId int       `orm:"column(factor_edb_series_mapping_id);pk"`
+	FactorEdbSeriesId        int       `description:"因子指标系列ID"`
+	EdbInfoId                int       `description:"指标ID"`
+	EdbCode                  string    `description:"指标编码"`
+	CreateTime               time.Time `description:"创建时间"`
+	ModifyTime               time.Time `description:"修改时间"`
+}
+
+func (m *FactorEdbSeriesMapping) TableName() string {
+	return "factor_edb_series_mapping"
+}
+
+type FactorEdbSeriesMappingCols struct {
+	PrimaryId         string
+	FactorEdbSeriesId string
+	EdbInfoId         string
+	EdbCode           string
+	CreateTime        string
+	ModifyTime        string
+}
+
+func (m *FactorEdbSeriesMapping) Cols() FactorEdbSeriesMappingCols {
+	return FactorEdbSeriesMappingCols{
+		PrimaryId:         "factor_edb_series_mapping_id",
+		FactorEdbSeriesId: "factor_edb_series_id",
+		EdbInfoId:         "edb_info_id",
+		EdbCode:           "edb_code",
+		CreateTime:        "create_time",
+		ModifyTime:        "modify_time",
+	}
+}
+
+func (m *FactorEdbSeriesMapping) Create() (err error) {
+	o := orm.NewOrm()
+	id, err := o.Insert(m)
+	if err != nil {
+		return
+	}
+	m.FactorEdbSeriesMappingId = int(id)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) CreateMulti(items []*FactorEdbSeriesMapping) (err error) {
+	if len(items) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	_, err = o.InsertMulti(len(items), items)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) Update(cols []string) (err error) {
+	o := orm.NewOrm()
+	_, err = o.Update(m, cols...)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) Remove() (err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	_, err = o.Raw(sql, m.FactorEdbSeriesMappingId).Exec()
+	return
+}
+
+func (m *FactorEdbSeriesMapping) MultiRemove(ids []int) (err error) {
+	if len(ids) == 0 {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s IN (%s)`, m.TableName(), m.Cols().PrimaryId, utils.GetOrmInReplace(len(ids)))
+	_, err = o.Raw(sql, ids).Exec()
+	return
+}
+
+func (m *FactorEdbSeriesMapping) RemoveByCondition(condition string, pars []interface{}) (err error) {
+	if condition == "" {
+		return
+	}
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`DELETE FROM %s WHERE %s`, m.TableName(), condition)
+	_, err = o.Raw(sql, pars).Exec()
+	return
+}
+
+func (m *FactorEdbSeriesMapping) GetItemById(id int) (item *FactorEdbSeriesMapping, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE %s = ? LIMIT 1`, m.TableName(), m.Cols().PrimaryId)
+	err = o.Raw(sql, id).QueryRow(&item)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) GetItemByCondition(condition string, pars []interface{}, orderRule string) (item *FactorEdbSeriesMapping, err error) {
+	o := orm.NewOrm()
+	order := ``
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT * FROM %s WHERE 1=1 %s %s LIMIT 1`, m.TableName(), condition, order)
+	err = o.Raw(sql, pars).QueryRow(&item)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) GetCountByCondition(condition string, pars []interface{}) (count int, err error) {
+	o := orm.NewOrm()
+	sql := fmt.Sprintf(`SELECT COUNT(1) FROM %s WHERE 1=1 %s`, m.TableName(), condition)
+	err = o.Raw(sql, pars).QueryRow(&count)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) GetItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string) (items []*FactorEdbSeriesMapping, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars).QueryRows(&items)
+	return
+}
+
+func (m *FactorEdbSeriesMapping) GetPageItemsByCondition(condition string, pars []interface{}, fieldArr []string, orderRule string, startSize, pageSize int) (items []*FactorEdbSeriesMapping, err error) {
+	o := orm.NewOrm()
+	fields := strings.Join(fieldArr, ",")
+	if len(fieldArr) == 0 {
+		fields = `*`
+	}
+	order := fmt.Sprintf(`ORDER BY %s DESC`, m.Cols().CreateTime)
+	if orderRule != "" {
+		order = ` ORDER BY ` + orderRule
+	}
+	sql := fmt.Sprintf(`SELECT %s FROM %s WHERE 1=1 %s %s LIMIT ?,?`, fields, m.TableName(), condition, order)
+	_, err = o.Raw(sql, pars, startSize, pageSize).QueryRows(&items)
+	return
+}
+
+// FactorEdbSeriesMappingItem 因子指标系列-指标关联信息
+type FactorEdbSeriesMappingItem struct {
+	SeriesId  int    `description:"因子指标系列ID"`
+	EdbInfoId int    `description:"指标ID"`
+	EdbCode   string `description:"指标编码"`
+	EdbName   string `description:"指标名称"`
+	EdbNameEn string `description:"指标名称-英文"`
+}
+
+func (m *FactorEdbSeriesMapping) Format2Item() (item *FactorEdbSeriesMappingItem) {
+	item = new(FactorEdbSeriesMappingItem)
+	item.SeriesId = m.FactorEdbSeriesId
+	item.EdbInfoId = m.EdbInfoId
+	item.EdbCode = m.EdbCode
+	return
+}

services/data/factor_edb_series.go

@@ -0,0 +1,117 @@
+package data
+
+import (
+	"encoding/json"
+	"eta/eta_task/models"
+	"eta/eta_task/models/data_manage"
+	"eta/eta_task/services/alarm_msg"
+	"eta/eta_task/utils"
+	"fmt"
+)
+
+// RefreshFactorEdbCalculateData 刷新因子指标计算数据
+func RefreshFactorEdbCalculateData() (err error) {
+	defer func() {
+		if err != nil {
+			tips := fmt.Sprintf("RefreshFactorEdbCalculateData ErrMsg: %v", err)
+			utils.FileLog.Info(tips)
+			go alarm_msg.SendAlarmMsg(tips, 3)
+		}
+	}()
+
+	mappingOb := new(data_manage.FactorEdbSeriesMapping)
+	list, e := mappingOb.GetItemsByCondition(``, make([]interface{}, 0), []string{fmt.Sprintf("DISTINCT %s", mappingOb.Cols().EdbInfoId), mappingOb.Cols().EdbCode}, "")
+	if e != nil {
+		err = fmt.Errorf("获取系列因子指标失败, err: %v", e)
+		return
+	}
+	if len(list) == 0 {
+		return
+	}
+
+	for _, v := range list {
+		_, e = PostRefreshFactorEdbRecalculate(v.EdbInfoId, v.EdbCode)
+		if e != nil {
+			utils.FileLog.Info(fmt.Sprintf("PostRefreshFactorEdbRecalculate err, EdbInfoId: %d, err: %v", v.EdbInfoId, e))
+			continue
+		}
+	}
+	return
+}
+
+// RefreshFactorEdbChartCalculateData 刷新因子指标图表计算数据
+func RefreshFactorEdbChartCalculateData() (err error) {
+	defer func() {
+		if err != nil {
+			tips := fmt.Sprintf("RefreshFactorEdbChartCalculateData ErrMsg: %v", err)
+			utils.FileLog.Info(tips)
+			go alarm_msg.SendAlarmMsg(tips, 3)
+		}
+	}()
+
+	mappingOb := new(data_manage.FactorEdbSeriesChartMapping)
+	list, e := mappingOb.GetItemsByCondition(``, make([]interface{}, 0), []string{fmt.Sprintf("DISTINCT %s", mappingOb.Cols().ChartInfoId)}, "")
+	if e != nil {
+		err = fmt.Errorf("获取指标系列关联图表失败, err: %v", e)
+		return
+	}
+	if len(list) == 0 {
+		return
+	}
+
+	for _, v := range list {
+		_, e = PostRefreshFactorEdbChartRecalculate(v.ChartInfoId)
+		if e != nil {
+			utils.FileLog.Info(fmt.Sprintf("PostRefreshFactorEdbChartRecalculate err, ChartInfoId: %d, err: %v", v.ChartInfoId, e))
+			continue
+		}
+	}
+	return
+}
+
+// PostRefreshFactorEdbRecalculate 因子指标重计算
+func PostRefreshFactorEdbRecalculate(edbInfoId int, edbCode string) (resp *models.BaseResponse, err error) {
+	param := make(map[string]interface{})
+	param["EdbInfoId"] = edbInfoId
+	param["EdbCode"] = edbCode
+	postUrl := fmt.Sprintf("%s%s", utils.EDB_LIB_URL, "factor_edb_series/recalculate")
+	postData, e := json.Marshal(param)
+	if e != nil {
+		err = fmt.Errorf("param json err: %v", e)
+		return
+	}
+	result, e := HttpPost(postUrl, string(postData), "application/json")
+	if e != nil {
+		err = fmt.Errorf("http post err: %v", e)
+		return
+	}
+	utils.FileLog.Info("PostRefreshFactorEdbRecalculate:" + postUrl + ";" + string(postData) + ";result:" + string(result))
+	if e = json.Unmarshal(result, &resp); e != nil {
+		err = fmt.Errorf("resp unmarshal err: %v", e)
+		return
+	}
+	return
+}
+
+// PostRefreshFactorEdbChartRecalculate 因子指标图表重计算
+func PostRefreshFactorEdbChartRecalculate(chartInfoId int) (resp *models.BaseResponse, err error) {
+	param := make(map[string]interface{})
+	param["ChartInfoId"] = chartInfoId
+	postUrl := fmt.Sprintf("%s%s", utils.EDB_LIB_URL, "factor_edb_series/chart_recalculate")
+	postData, e := json.Marshal(param)
+	if e != nil {
+		err = fmt.Errorf("param json err: %v", e)
+		return
+	}
+	result, e := HttpPost(postUrl, string(postData), "application/json")
+	if e != nil {
+		err = fmt.Errorf("http post err: %v", e)
+		return
+	}
+	utils.FileLog.Info("PostRefreshFactorEdbChartRecalculate:" + postUrl + ";" + string(postData) + ";result:" + string(result))
+	if e = json.Unmarshal(result, &resp); e != nil {
+		err = fmt.Errorf("resp unmarshal err: %v", e)
+		return
+	}
+	return
+}

services/task.go

@@ -192,6 +192,12 @@ func RefreshData(cont context.Context) (err error) {
 	// 预测计算指标
 	data.RefreshPredictDataFromCalculateAll()
 
+	// 指标系列计算数据
+	_ = data.RefreshFactorEdbCalculateData()
+
+	// 指标系列图表计算数据
+	_ = data.RefreshFactorEdbChartCalculateData()
+
 	time.Sleep(5 * time.Second)
 	//data.RefreshNotice()