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@@ -0,0 +1,592 @@
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+package data
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+
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+import (
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+ "fmt"
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+ "hongze/hongze_task_trial/models/data_manage"
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+ "hongze/hongze_task_trial/services/alarm_msg"
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+ "hongze/hongze_task_trial/utils"
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+ "sort"
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+ "strconv"
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+ "time"
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+)
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+
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+// FixPositionTask 补全缺失的合约, 注意和原先的定时任务区分开来
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+func FixPositionTask() (err error) {
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+ exchanges := []string{"zhengzhou", "dalian", "shanghai", "cffex", "ine"} //郑商所,大商所,上期所,中金所,上期能源
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+ for i := 194; i > 1; i-- {
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+ // 定时任务避开昨日和今日的数据,以免和原先的定时任务InitPositionTask冲突
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+ startDate := time.Now().AddDate(0, 0, -i).Format(utils.FormatDate)
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+ endDate := startDate
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+ for _, v := range exchanges {
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+ exchange := v
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+ err = nil
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+ fmt.Println("FixPositionTask: 启动:" + exchange)
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+ utils.FileLog.Info("FixPositionTask: 启动:" + exchange)
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+
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+ fmt.Println("开始" + startDate + "结束" + endDate)
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+ utils.FileLog.Info(fmt.Sprintf("FixPositionTask:开始:%s; 结束:%s", startDate, endDate))
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+ tErr, errMsg := InitTradePositionClassify(exchange, startDate, endDate)
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+ if tErr != nil {
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+ err = tErr
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+ fmt.Println("FixPositionTask: 操作失败:" + errMsg + tErr.Error())
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+ utils.FileLog.Info(fmt.Sprintf("InitTradePosition: 操作失败:%s:%s", errMsg, tErr.Error()))
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+ continue
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+ }
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+
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+ fmt.Println("FixPositionTask:" + exchange + "已完成")
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+ utils.FileLog.Info("FixPositionTask:" + exchange + "已完成")
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+ }
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+ }
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+ return
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+}
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+
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+// InitTradePositionClassify 持仓分析补全缺失的合约
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+func InitTradePositionClassify(exchange, startDate, endDate string) (err error, errMsg string) {
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+ defer func() {
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+ if err != nil {
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+ tips := fmt.Sprintf("持仓分析-补全缺失的品种数据 操作失败, Exchange: %s, Err: %s, Msg: %s", exchange, err.Error(), errMsg)
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+ alarm_msg.SendAlarmMsg(tips, 3)
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+ }
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+ }()
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+
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+ //判断合约数与数据源是否一致
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+ originClassifyList, tmpErr := data_manage.GetTradePositionOriginClassifyByExchangeDataTime(exchange, startDate, endDate)
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+ if tmpErr != nil {
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+ err = tmpErr
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+ errMsg = "查询原始数据分类个数失败,GetTradePositionOriginClassifyCountByExchangeDataTime() Err: "
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+ return
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+ }
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+ topClassifyList, tmpErr := data_manage.GetTradePositionTopClassifyByExchangeDataTime(exchange, startDate, endDate)
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+ if tmpErr != nil {
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+ err = tmpErr
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+ errMsg = "查询榜单数据分类个数失败,GetTradePositionTopClassifyCountByExchangeDataTime() Err: "
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+ return
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+ }
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+
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+ if len(originClassifyList) == len(topClassifyList) {
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+ //合约数目一致,无需补全
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+ return
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+ }
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+ if len(originClassifyList) == 0 {
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+ return
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+ }
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+ topClassifyMap := make(map[string][]data_manage.TradePositionClassifyInfo)
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+ for _, v := range topClassifyList {
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+ str := fmt.Sprintf("%s_%s", v.ClassifyName, v.ClassifyType)
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+ topClassifyMap[str] = append(topClassifyMap[str], v)
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+ }
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+ classifyMap := make(map[string]struct{})
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+ classifyNames := make([]string, 0)
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+ classifyTypes := make([]string, 0)
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+ for _, v := range originClassifyList {
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+ str := fmt.Sprintf("%s_%s", v.ClassifyName, v.ClassifyType)
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+ if _, ok := topClassifyMap[str]; !ok {
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+ classifyTypes = append(classifyTypes, v.ClassifyType)
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+ if _, ok1 := classifyMap[v.ClassifyName]; !ok1 {
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+ classifyNames = append(classifyNames, v.ClassifyName)
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+ classifyMap[v.ClassifyName] = struct{}{}
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+ }
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+ }
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+ }
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+
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+ if len(classifyTypes) == 0 {
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+ return
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+ }
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+
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+ //批量导入缺失的合约
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+ err = data_manage.MultiInsertTradeBaseDataToTopByClassify(exchange, startDate, endDate, classifyNames, classifyTypes)
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+ if err != nil {
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+ errMsg = "新增原始数据失败,MultiInsertTradeBaseDataToTop() Err: "
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+ return
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+ }
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+ originList, err := data_manage.GetTradePositionTopByExchangeDataTimeByClassify(exchange, startDate, endDate, classifyNames, classifyTypes)
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+ if err != nil {
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+ errMsg = "查询原始数据失败, GetTradePositionTopByExchangeDataTime() Err: "
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+ return
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+ }
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+ if len(originList) <= 0 {
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+ // 忽略周末
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+ w := time.Now().Weekday().String()
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+ if w == "Saturday" || w == "Sunday" {
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+ return
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+ }
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+ // 每天最后一个小时执行依旧无数据时, 才进行邮件提示
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+ if time.Now().Hour() != 23 {
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+ return
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+ }
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+ err = fmt.Errorf("原始数据没有值")
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+ return
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+ }
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+
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+ // 原始数据日期
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+ dates, e := data_manage.GetTradePositionTopOriginDataTimes(exchange)
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+ if e != nil {
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+ err = fmt.Errorf("GetTradePositionTopOriginDataTimes err: %s", e.Error())
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+ return
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+ }
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+
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+ now := time.Now()
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+ dataTimeMap := make(map[string]*data_manage.TradePositionTop)
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+ onlyEmptyMap := make(map[string]bool)
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+ onlyEmptyNameMap := make(map[string]*data_manage.TradePositionTop)
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+ topLastMap := make(map[string]int)
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+ topLastRankMap := make(map[string]int)
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+ list := make([]*data_manage.TradePositionTop, 0)
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+ for _, v := range originList {
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+ tmp0, tmpErr := dealTradeOriginData(dataTimeMap, onlyEmptyMap, onlyEmptyNameMap, v, topLastMap, topLastRankMap, startDate, now, dates)
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+ if tmpErr != nil {
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+ err = tmpErr
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+ errMsg = "处理原始数据失败 dealTradeOriginData() Err: "
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+ return
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+ }
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+ if tmp0 != nil {
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+ list = append(list, tmp0)
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+ }
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+ if len(list) >= 1000 {
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+ err = data_manage.InsertMultiTradePositionTop(exchange, list)
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+ if err != nil {
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+ errMsg = "批量新增昨日数据失败,InsertMultiTradePositionTop() Err: "
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+ return
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+ }
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+ list = make([]*data_manage.TradePositionTop, 0)
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+ }
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+ }
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+ if len(list) > 0 {
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+ err = data_manage.InsertMultiTradePositionTop(exchange, list)
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+ if err != nil {
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+ errMsg = "批量新增昨日数据失败,InsertMultiTradePositionTop() Err: "
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+ return
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+ }
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+ list = make([]*data_manage.TradePositionTop, 0)
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+ }
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+ // 处理某个期货公司只有买单没有卖单,或者只有卖单没有买单的情况
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+ for k, v := range onlyEmptyNameMap {
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+ _, ok1 := onlyEmptyMap[k+"_1"]
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+ _, ok2 := onlyEmptyMap[k+"_2"]
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+ var dealType int
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+ if ok1 && !ok2 {
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+ dealType = 2 //只有买单没有卖单
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+ } else if !ok1 && ok2 {
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+ dealType = 1 //只有卖单没有买单的情况
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+ } else {
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+ continue
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+ }
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+ if dealType > 0 {
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+ str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + strconv.Itoa(dealType)
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+ dealValue := 0
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+ if lastVal, ok := topLastMap[str]; ok {
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+ dealValue = int(float64(lastVal)*0.7 + 0.5)
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+ }
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+
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+ tmp := &data_manage.TradePositionTop{
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+ ClassifyName: v.ClassifyName,
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+ ClassifyType: v.ClassifyType,
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+ DealShortName: v.DealShortName,
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+ DataTime: v.DataTime,
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+ DealValue: dealValue,
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+ CreateTime: now,
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+ ModifyTime: now,
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+ DealType: dealType,
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+ SourceType: 2,
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+ }
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+ list = append(list, tmp)
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+ if len(list) >= 1000 {
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+ err = data_manage.InsertMultiTradePositionTop(exchange, list)
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+ if err != nil {
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+ errMsg = "批量新增前日数据失败,InsertMultiTradePositionTop() Err: "
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+ return
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+ }
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+ list = make([]*data_manage.TradePositionTop, 0)
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+ }
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+ }
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+ }
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+
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+ if len(list) > 0 {
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+ err = data_manage.InsertMultiTradePositionTop(exchange, list)
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+ if err != nil {
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+ errMsg = "批量新增前日数据失败,InsertMultiTradePositionTop() Err: "
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+ return
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+ }
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+ }
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+
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+ //生成净多单,净空单榜单
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+ err = createAnalysisCleanTopClassify(exchange, startDate, endDate, classifyNames, classifyTypes)
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+ if err != nil {
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+ errMsg = "创建净多单,净空单数据失败,createAnalysisCleanTop() Err: "
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+ return
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+ }
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+
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+ err = DealYesterdayDataClassify(exchange, startDate, classifyNames, classifyTypes)
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+ if err != nil {
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+ errMsg = "处理昨日数据失败,DealYesterdayData() Err: "
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+ return
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+ }
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+ return
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+}
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+
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+// DealYesterdayDataClassify 更新部分合约的昨日数据
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+func DealYesterdayDataClassify(exchange, startDate string, classifyNames, classifyTypes []string) (err error) {
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+ // 查询最早的日期
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+ firstItem, err := data_manage.GetFirstBaseFromTradeIndexByDate(exchange)
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+ if err != nil {
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+ return
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+ }
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+ if startDate == firstItem.DataTime { //如果当前是起始日,则无需统计修改前一天的数据
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+ return
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+ }
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+
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+ // 前一个交易日, 前两个交易日
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+ dates, e := data_manage.GetTradePositionTopOriginDataTimes(exchange)
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+ if e != nil {
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+ err = fmt.Errorf("GetTradePositionTopOriginDataTimes err: %s", e.Error())
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+ return
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+ }
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+ yesterdayStr := getPrevTradeDataDate(startDate, dates)
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+ beforeYesterdayStr := getPrevTradeDataDate(yesterdayStr, dates)
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+
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+ // 先查出T日最原始的数据
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+ originList, err := data_manage.GetTradePositionTopByExchangeDataTimeByClassify(exchange, startDate, startDate, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+ originBuyMap := make(map[string]*data_manage.TradePositionTop)
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+ originSoldMap := make(map[string]*data_manage.TradePositionTop)
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+ for _, v := range originList {
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+ if v.SourceType != 0 {
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+ continue
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+ }
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+ str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName
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+ if v.DealType == 1 {
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+ originBuyMap[str] = v
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+ } else if v.DealType == 2 {
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+ originSoldMap[str] = v
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+ }
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+ }
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+
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+ // 然后查询T-1中数据来源类型是2的数据
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+ changeList, err := data_manage.GetTradePositionTopByExchangeSourceTypeClassify(exchange, yesterdayStr, 2, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+ if len(changeList) <= 0 {
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+ //err = fmt.Errorf("前天的数据无需修改")
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+ return
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+ }
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+ // 查询出前日的成交量
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+ beforeYesterdayList, err := data_manage.GetTradePositionTopByExchangeDataTimeByClassify(exchange, beforeYesterdayStr, beforeYesterdayStr, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+ beforeYesterdayMap1 := make(map[string]int)
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+ beforeYesterdayMap2 := make(map[string]int)
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+ if len(beforeYesterdayList) > 0 {
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+ for _, v := range beforeYesterdayList {
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+ if v.SourceType == 2 {
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+ continue
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+ }
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+ str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName
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+ if v.DealType == 1 {
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+ beforeYesterdayMap1[str] = v.DealValue
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+ } else if v.DealType == 2 {
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+ beforeYesterdayMap2[str] = v.DealValue
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+ }
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+ }
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+ }
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+ // 根据原始数据中的值推算出最新的值
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+ now := time.Now()
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+ // 批量更新到分析表中,
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+ var updateAnalysisData []data_manage.UpdateDealValueChange
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+ for _, v := range changeList {
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+ str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName
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+ dealValue := 0
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+ dealChange := 0
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+ if v.DealType == 1 {
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+ if n, ok := originBuyMap[str]; ok {
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+ dealValue = n.DealValue - n.DealChange
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+ if beforeVal, ok1 := beforeYesterdayMap1[str]; ok1 {
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+ dealChange = dealValue - beforeVal
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+ }
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+ tmp := data_manage.UpdateDealValueChange{
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+ Id: v.Id,
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+ DealValue: dealValue,
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+ DealChange: dealChange,
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+ SourceType: 1,
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+ ModifyTime: now,
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+ }
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+ updateAnalysisData = append(updateAnalysisData, tmp)
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+ }
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+ } else if v.DealType == 2 {
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+ if n, ok := originSoldMap[str]; ok {
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+ dealValue = n.DealValue - n.DealChange
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+ if beforeVal, ok1 := beforeYesterdayMap2[str]; ok1 {
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+ dealChange = dealValue - beforeVal
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+ }
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+ tmp := data_manage.UpdateDealValueChange{
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+ Id: v.Id,
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+ DealValue: dealValue,
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+ DealChange: dealChange,
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+ SourceType: 1,
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+ ModifyTime: now,
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+ }
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+ updateAnalysisData = append(updateAnalysisData, tmp)
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+ }
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+ }
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+ }
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+ if len(updateAnalysisData) > 0 {
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+ err = data_manage.MultiUpdatePositionTop(exchange, updateAnalysisData)
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+ if err != nil {
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+ return
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+ }
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+ //删除T-1日净多单和净空单的榜单
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+ err = data_manage.DeletePositionTopByDataTimeClassify(exchange, yesterdayStr, 3, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+
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+ err = data_manage.DeletePositionTopByDataTimeClassify(exchange, yesterdayStr, 4, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+
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+ //重新生成净多单和净空单的榜单
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+ err = createAnalysisCleanTopClassify(exchange, yesterdayStr, yesterdayStr, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+
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+ //T-1日重新生成净多单和净空单的榜单后,需要更新T日净多单和净空单榜单里的变化量
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+ err = updateAnalysisCleanTopChangeValClassify(exchange, startDate, yesterdayStr, classifyNames, classifyTypes)
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+ if err != nil {
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+ return
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+ }
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+ }
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+
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+ return
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+}
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+
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+// createAnalysisCleanTopClassify 生成部分合约的净多单,净空单榜单
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+func createAnalysisCleanTopClassify(exchange, startDate, endDate string, classifyNames, classifyTypes []string) (err error) {
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+ defer func() {
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+ if err != nil {
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+ fmt.Println("createAnalysisCleanTop err: " + err.Error())
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+ }
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+ }()
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+
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+ topList := make([]*data_manage.TradePositionTop, 0)
|
|
|
+ now := time.Now()
|
|
|
+ var subDataList data_manage.TradePositionSubList
|
|
|
+
|
|
|
+ subChangeMap1 := make(map[string]int) //净多单map
|
|
|
+ subChangeMap2 := make(map[string]int) //净空单map
|
|
|
+
|
|
|
+ // 2023-05-10 此处取前一个交易日, 不一定是昨日
|
|
|
+ dates, e := data_manage.GetTradePositionTopOriginDataTimes(exchange)
|
|
|
+ if e != nil {
|
|
|
+ err = fmt.Errorf("GetTradePositionTopOriginDataTimes err: %s", e.Error())
|
|
|
+ return
|
|
|
+ }
|
|
|
+ yesterday := getPrevTradeDataDate(startDate, dates)
|
|
|
+
|
|
|
+ // 上一个交易日的净多单
|
|
|
+ yesterdayTopList1, tErr := data_manage.GetTradePositionTopByExchangeDataTimeTypeClassify(exchange, yesterday, 3, classifyNames, classifyTypes)
|
|
|
+ if tErr != nil {
|
|
|
+ err = tErr
|
|
|
+ return
|
|
|
+ }
|
|
|
+ if len(yesterdayTopList1) > 0 {
|
|
|
+ for _, v := range yesterdayTopList1 {
|
|
|
+ nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
|
|
|
+ subChangeMap1[nameStr] = v.DealValue
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 上一个交易日的净空单
|
|
|
+ yesterdayTopList2, tErr := data_manage.GetTradePositionTopByExchangeDataTimeTypeClassify(exchange, yesterday, 4, classifyNames, classifyTypes)
|
|
|
+ if tErr != nil {
|
|
|
+ err = tErr
|
|
|
+ return
|
|
|
+ }
|
|
|
+ if len(yesterdayTopList2) > 0 {
|
|
|
+ for _, v := range yesterdayTopList2 {
|
|
|
+ nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
|
|
|
+ subChangeMap2[nameStr] = v.DealValue
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 根据当日多单/空单数据, 生成净多单/净空单数据
|
|
|
+ originDataList, err := data_manage.GetTradePositionTopByExchangeDataTimeByClassify(exchange, startDate, endDate, classifyNames, classifyTypes)
|
|
|
+ if err != nil {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ buyDataMap := make(map[string]int)
|
|
|
+ for _, v := range originDataList {
|
|
|
+ str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
|
|
|
+ if v.DealType == 1 {
|
|
|
+ buyDataMap[str] = v.DealValue
|
|
|
+ } else if v.DealType == 2 {
|
|
|
+ subValue := 0
|
|
|
+ dealType := 0
|
|
|
+ if buy, ok := buyDataMap[str]; ok {
|
|
|
+ subValue = buy - v.DealValue
|
|
|
+ if subValue >= 0 {
|
|
|
+ dealType = 3
|
|
|
+ } else {
|
|
|
+ subValue = -subValue
|
|
|
+ dealType = 4
|
|
|
+ }
|
|
|
+ }
|
|
|
+ tmp := &data_manage.TradePositionSub{
|
|
|
+ ClassifyName: v.ClassifyName,
|
|
|
+ ClassifyType: v.ClassifyType,
|
|
|
+ DataTime: v.DataTime,
|
|
|
+ DealShortName: v.DealShortName,
|
|
|
+ SubValue: subValue,
|
|
|
+ DealType: dealType,
|
|
|
+ }
|
|
|
+ subDataList = append(subDataList, tmp)
|
|
|
+ }
|
|
|
+ }
|
|
|
+ if len(subDataList) > 0 {
|
|
|
+ sort.Sort(subDataList)
|
|
|
+ }
|
|
|
+
|
|
|
+ // 根据净多单/净空单数据, 比对上一个交易日的日期计算成交变化量, 并写入
|
|
|
+ var dealType int
|
|
|
+ rankMap := make(map[string]int)
|
|
|
+ for _, v := range subDataList {
|
|
|
+ subValue := v.SubValue
|
|
|
+ nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
|
|
|
+ if v.DealType == 3 {
|
|
|
+ subChangeMap1[nameStr] = subValue
|
|
|
+ dealType = 3
|
|
|
+ if _, ok := rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"]; !ok {
|
|
|
+ rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"] = 1
|
|
|
+ } else {
|
|
|
+ rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"]++
|
|
|
+ }
|
|
|
+ } else if v.DealType == 4 {
|
|
|
+ subChangeMap2[nameStr] = subValue
|
|
|
+ dealType = 4
|
|
|
+ if _, ok := rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"]; !ok {
|
|
|
+ rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"] = 1
|
|
|
+ } else {
|
|
|
+ rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"]++
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 2023-05-10 目前看该方法的引用startDate和endDate其实是同一天, 所以前一个交易日直接用上面的yesterday
|
|
|
+ tmpTimeStr := yesterday
|
|
|
+
|
|
|
+ //和T-1日比较差值
|
|
|
+ //var tmpTimeStr string
|
|
|
+ //tmpTimeStr, err = getYesterdayDate(v.DataTime)
|
|
|
+ //if err != nil {
|
|
|
+ // return
|
|
|
+ //}
|
|
|
+ yesterdayStr := v.ClassifyName + "_" + v.ClassifyType + "_" + tmpTimeStr + "_" + v.DealShortName
|
|
|
+ dealChange := 0
|
|
|
+ if dealType == 3 {
|
|
|
+ if c, ok := subChangeMap1[yesterdayStr]; ok {
|
|
|
+ dealChange = subValue - c
|
|
|
+ }
|
|
|
+ } else if dealType == 4 {
|
|
|
+ if c, ok := subChangeMap2[yesterdayStr]; ok {
|
|
|
+ dealChange = subValue - c
|
|
|
+ }
|
|
|
+ }
|
|
|
+ tmp := &data_manage.TradePositionTop{
|
|
|
+ ClassifyName: v.ClassifyName,
|
|
|
+ ClassifyType: v.ClassifyType,
|
|
|
+ DataTime: v.DataTime,
|
|
|
+ CreateTime: now,
|
|
|
+ ModifyTime: now,
|
|
|
+ DealShortName: v.DealShortName,
|
|
|
+ DealValue: subValue,
|
|
|
+ DealChange: dealChange,
|
|
|
+ DealType: dealType,
|
|
|
+ Rank: rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_"+strconv.Itoa(dealType)],
|
|
|
+ }
|
|
|
+ topList = append(topList, tmp)
|
|
|
+ if len(topList) >= 1000 {
|
|
|
+ err = data_manage.InsertMultiTradePositionTop(exchange, topList)
|
|
|
+ if err != nil {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ topList = make([]*data_manage.TradePositionTop, 0)
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ if len(topList) >= 0 {
|
|
|
+ err = data_manage.InsertMultiTradePositionTop(exchange, topList)
|
|
|
+ if err != nil {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ }
|
|
|
+ return
|
|
|
+}
|
|
|
+
|
|
|
+// updateAnalysisCleanTopChangeValClassify T-1日重新生成净多单和净空单的榜单后,需要更新T日净多单和净空单榜单里的变化量
|
|
|
+func updateAnalysisCleanTopChangeValClassify(exchange, startDate, yesterday string, classifyNames, classifyTypes []string) (err error) {
|
|
|
+ defer func() {
|
|
|
+ if err != nil {
|
|
|
+ fmt.Println("updateAnalysisCleanTopChangeVal err: " + err.Error())
|
|
|
+ }
|
|
|
+ }()
|
|
|
+
|
|
|
+ //查询T日的净多单和净空单榜单列表
|
|
|
+ //查询T-1日的净多单和净空单列表
|
|
|
+ //组装数据,计算T日与T-1日的变更值
|
|
|
+ //更新变更值
|
|
|
+ topList := make([]*data_manage.TradePositionTop, 0) //T日和T+1日列表
|
|
|
+ todayTopList := make([]*data_manage.TradePositionTop, 0) //T日列表
|
|
|
+
|
|
|
+ yesterdayTopListMap := make(map[string]int) //净多单净空单持仓量map
|
|
|
+
|
|
|
+ // 查询T日和T-1日的净多单和净空单列表
|
|
|
+ topList, err = data_manage.GetTradePositionTopCleanByExchangeDataTimeClassify(exchange, yesterday, startDate, classifyNames, classifyTypes)
|
|
|
+ if err != nil {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ if len(topList) == 0 {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ for _, v := range topList {
|
|
|
+ if v.DataTime == startDate {
|
|
|
+ todayTopList = append(todayTopList, v)
|
|
|
+ } else if v.DataTime == yesterday {
|
|
|
+ nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName + "_" + strconv.Itoa(v.DealType)
|
|
|
+ yesterdayTopListMap[nameStr] = v.DealValue
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ if len(todayTopList) == 0 {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ // 根据净多单/净空单数据, 比对上一个交易日的日期计算成交变化量, 并写入
|
|
|
+ now := time.Now()
|
|
|
+ updateList := make([]data_manage.UpdateChangeVal, 0)
|
|
|
+ for _, v := range todayTopList {
|
|
|
+ //T日值-T-1日值
|
|
|
+ yesterdayStr := v.ClassifyName + "_" + v.ClassifyType + "_" + yesterday + "_" + v.DealShortName + "_" + strconv.Itoa(v.DealType)
|
|
|
+ dealChange := 0
|
|
|
+ if c, ok := yesterdayTopListMap[yesterdayStr]; ok {
|
|
|
+ dealChange = v.DealValue - c
|
|
|
+ }
|
|
|
+ if dealChange != v.DealChange {
|
|
|
+ tmp := data_manage.UpdateChangeVal{
|
|
|
+ Id: v.Id,
|
|
|
+ ModifyTime: now,
|
|
|
+ DealChange: dealChange,
|
|
|
+ }
|
|
|
+ updateList = append(updateList, tmp)
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ if len(updateList) > 0 {
|
|
|
+ err = data_manage.MultiUpdatePositionTopChangeVal(exchange, updateList)
|
|
|
+ if err != nil {
|
|
|
+ return
|
|
|
+ }
|
|
|
+ }
|
|
|
+ return
|
|
|
+}
|