trade_position_analysis.go 27 KB

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  1. package data
  2. import (
  3. "context"
  4. "eta/eta_task/models/data_manage"
  5. "eta/eta_task/services/alarm_msg"
  6. "eta/eta_task/utils"
  7. "fmt"
  8. "sort"
  9. "strconv"
  10. "time"
  11. )
  12. // InitPositionTask 统计今日交易所的持仓分析数据
  13. func InitPositionTask(cont context.Context) (err error) {
  14. exchanges := []string{"zhengzhou", "dalian", "shanghai", "cffex", "ine", "guangzhou"} //郑商所,大商所,上期所,中金所,上期能源,广期所
  15. for _, v := range exchanges {
  16. exchange := v
  17. startDateT, e := data_manage.GetTradePositionTopLastedDataTime(exchange)
  18. if e != nil {
  19. fmt.Println("InitPositionTask: 获取最后一条数据失败:" + e.Error())
  20. utils.FileLog.Info("InitPositionTask: 获取最后一条数据失败:" + e.Error())
  21. continue
  22. }
  23. todayDateT, _ := time.ParseInLocation(utils.FormatDate, time.Now().Format(utils.FormatDate), time.Local)
  24. for ; startDateT.Before(todayDateT) || startDateT.Equal(todayDateT); startDateT = startDateT.AddDate(0, 0, 1) {
  25. startDate := startDateT.Format(utils.FormatDate)
  26. endDate := startDate
  27. err = nil
  28. fmt.Println("InitPositionTask: 启动:" + exchange)
  29. utils.FileLog.Info("InitPositionTask: 启动:" + exchange)
  30. fmt.Println("开始" + startDate + "结束" + endDate)
  31. utils.FileLog.Info(fmt.Sprintf("InitTradePosition:开始:%s; 结束:%s", startDate, endDate))
  32. var tradePosition TradePositionInterface
  33. if exchange == "guangzhou" {
  34. tradePosition = &GuangzhouTradePosition{}
  35. } else {
  36. tradePosition = &BaseTradePosition{}
  37. }
  38. tErr, errMsg := InitTradePosition(exchange, startDate, endDate, tradePosition)
  39. if tErr != nil {
  40. err = tErr
  41. fmt.Println("InitTradePosition: 操作失败:" + errMsg + tErr.Error())
  42. utils.FileLog.Info(fmt.Sprintf("InitTradePosition: 操作失败:%s:%s", errMsg, tErr.Error()))
  43. continue
  44. }
  45. fmt.Println("InitTradePosition:" + exchange + "已完成")
  46. utils.FileLog.Info("InitTradePosition:" + exchange + "已完成")
  47. }
  48. }
  49. // 处理交易所的分类
  50. {
  51. allBaseFromTradeClassify, tmpErr := data_manage.GetAllBaseFromTradeClassify()
  52. if tmpErr != nil {
  53. utils.FileLog.Info(fmt.Sprintf("获取所有交易所分类失败,;err:%s", tmpErr.Error()))
  54. return
  55. }
  56. tradeClassifyMap := make(map[string]*data_manage.BaseFromTradeClassify)
  57. for _, v := range allBaseFromTradeClassify {
  58. key := fmt.Sprintf("%s_%s_%s", v.Exchange, v.ClassifyName, v.ClassifyType)
  59. tradeClassifyMap[key] = v
  60. }
  61. baseFromTradeClassifyList := make([]*data_manage.BaseFromTradeClassify, 0)
  62. for _, v := range exchanges {
  63. tradeClassifyNameList, tmpErr := data_manage.GetExchangeClassify(v)
  64. if tmpErr != nil {
  65. utils.FileLog.Info(fmt.Sprintf("获取%s分类失败,;err:%s", v, tmpErr.Error()))
  66. continue
  67. }
  68. for _, classify := range tradeClassifyNameList {
  69. key := fmt.Sprintf("%s_%s_%s", v, classify.ClassifyName, classify.ClassifyType)
  70. if tradeClassify, ok := tradeClassifyMap[key]; !ok {
  71. baseFromTradeClassifyList = append(baseFromTradeClassifyList, &data_manage.BaseFromTradeClassify{
  72. Id: 0,
  73. ClassifyName: classify.ClassifyName,
  74. ClassifyType: classify.ClassifyType,
  75. Exchange: v,
  76. LatestDate: classify.DataTime,
  77. CreateTime: time.Now(),
  78. ModifyTime: classify.ModifyTime,
  79. })
  80. } else {
  81. if tradeClassify.LatestDate.Before(classify.DataTime) {
  82. tradeClassify.LatestDate = classify.DataTime
  83. tradeClassify.ModifyTime = classify.ModifyTime
  84. tradeClassify.Update([]string{"LatestDate", "ModifyTime"})
  85. }
  86. }
  87. }
  88. }
  89. lenAddList := len(baseFromTradeClassifyList)
  90. if lenAddList > 0 {
  91. baseAddNum := 500
  92. num := lenAddList / baseAddNum
  93. lastNum := lenAddList % baseAddNum
  94. for i := 0; i <= num; i++ {
  95. tmpNum := baseAddNum
  96. if i == num && lastNum > 0 {
  97. tmpNum = lastNum
  98. }
  99. data_manage.MultiAddBaseFromTradeClassify(baseFromTradeClassifyList[i*baseAddNum : (i*baseAddNum + tmpNum)])
  100. }
  101. }
  102. }
  103. return
  104. }
  105. // InitGuangzhouPositionTask 初始化广期所持仓分析排名情况
  106. func InitGuangzhouPositionTask() (err error) {
  107. exchanges := []string{"guangzhou"} //郑商所,大商所,上期所,中金所,上期能源
  108. for i := 7; i >= 0; i-- {
  109. startDate := time.Now().AddDate(0, 0, -i).Format(utils.FormatDate)
  110. endDate := startDate
  111. for _, v := range exchanges {
  112. exchange := v
  113. err = nil
  114. fmt.Println("InitGuangzhouPositionTask: 启动:" + exchange)
  115. utils.FileLog.Info("InitGuangzhouPositionTask: 启动:" + exchange)
  116. fmt.Println("开始" + startDate + "结束" + endDate)
  117. utils.FileLog.Info(fmt.Sprintf("InitTradePosition:开始:%s; 结束:%s", startDate, endDate))
  118. var tradePosition TradePositionInterface
  119. if exchange == "guangzhou" {
  120. tradePosition = &GuangzhouTradePosition{}
  121. } else {
  122. tradePosition = &BaseTradePosition{}
  123. }
  124. tErr, errMsg := InitTradePosition(exchange, startDate, endDate, tradePosition)
  125. if tErr != nil {
  126. err = tErr
  127. fmt.Println("InitGuangzhouPositionTask: 操作失败:" + errMsg + tErr.Error())
  128. utils.FileLog.Info(fmt.Sprintf("InitTradePosition: 操作失败:%s:%s", errMsg, tErr.Error()))
  129. continue
  130. }
  131. fmt.Println("InitGuangzhouPositionTask:" + exchange + "已完成")
  132. utils.FileLog.Info("InitGuangzhouPositionTask:" + exchange + "已完成")
  133. }
  134. }
  135. // 处理交易所的分类
  136. {
  137. allBaseFromTradeClassify, tmpErr := data_manage.GetAllBaseFromTradeClassify()
  138. if tmpErr != nil {
  139. utils.FileLog.Info(fmt.Sprintf("获取所有交易所分类失败,;err:%s", tmpErr.Error()))
  140. return
  141. }
  142. tradeClassifyMap := make(map[string]*data_manage.BaseFromTradeClassify)
  143. for _, v := range allBaseFromTradeClassify {
  144. key := fmt.Sprintf("%s_%s_%s", v.Exchange, v.ClassifyName, v.ClassifyType)
  145. tradeClassifyMap[key] = v
  146. }
  147. baseFromTradeClassifyList := make([]*data_manage.BaseFromTradeClassify, 0)
  148. for _, v := range exchanges {
  149. tradeClassifyNameList, tmpErr := data_manage.GetExchangeClassify(v)
  150. if tmpErr != nil {
  151. utils.FileLog.Info(fmt.Sprintf("获取%s分类失败,;err:%s", v, tmpErr.Error()))
  152. continue
  153. }
  154. for _, classify := range tradeClassifyNameList {
  155. key := fmt.Sprintf("%s_%s_%s", v, classify.ClassifyName, classify.ClassifyType)
  156. if tradeClassify, ok := tradeClassifyMap[key]; !ok {
  157. if classify.ClassifyName != "" && classify.ClassifyType != "" {
  158. baseFromTradeClassifyList = append(baseFromTradeClassifyList, &data_manage.BaseFromTradeClassify{
  159. Id: 0,
  160. ClassifyName: classify.ClassifyName,
  161. ClassifyType: classify.ClassifyType,
  162. Exchange: v,
  163. LatestDate: classify.DataTime,
  164. CreateTime: time.Now(),
  165. ModifyTime: classify.ModifyTime,
  166. })
  167. }
  168. } else {
  169. if tradeClassify.LatestDate.Before(classify.DataTime) {
  170. tradeClassify.LatestDate = classify.DataTime
  171. tradeClassify.ModifyTime = classify.ModifyTime
  172. tradeClassify.Update([]string{"LatestDate", "ModifyTime"})
  173. }
  174. }
  175. }
  176. }
  177. lenAddList := len(baseFromTradeClassifyList)
  178. if lenAddList > 0 {
  179. baseAddNum := 500
  180. num := lenAddList / baseAddNum
  181. lastNum := lenAddList % baseAddNum
  182. for i := 0; i <= num; i++ {
  183. tmpNum := baseAddNum
  184. if i == num && lastNum > 0 {
  185. tmpNum = lastNum
  186. }
  187. data_manage.MultiAddBaseFromTradeClassify(baseFromTradeClassifyList[i*baseAddNum : (i*baseAddNum + tmpNum)])
  188. }
  189. }
  190. }
  191. return
  192. }
  193. func InitTradePosition(exchange, startDate, endDate string, tradePosition TradePositionInterface) (err error, errMsg string) {
  194. defer func() {
  195. if err != nil {
  196. tips := fmt.Sprintf("统计今日交易所的持仓分析数据失败, Exchange: %s, Err: %s, Msg: %s", exchange, err.Error(), errMsg)
  197. alarm_msg.SendAlarmMsg(tips, 3)
  198. }
  199. }()
  200. // 批量插入今日的初始值
  201. num, err := data_manage.GetTradePositionTopCountByExchangeDataTime(exchange, startDate, endDate)
  202. if err != nil {
  203. errMsg = "查询原始数据失败,GetTradePositionTopCountByExchangeDataTime() Err: "
  204. return
  205. }
  206. if num > 0 {
  207. //err = fmt.Errorf("数据已存在,无需处理")
  208. //数据存在不同步的情况,有些合约会提早更新,有些合约会延迟更新
  209. //判断合约数是否一致
  210. originNum, tmpErr := tradePosition.GetTradePositionOriginClassifyCountByExchangeDataTime(exchange, startDate, endDate)
  211. if tmpErr != nil {
  212. err = tmpErr
  213. errMsg = "查询原始数据分类个数失败,GetTradePositionOriginClassifyCountByExchangeDataTime() Err: "
  214. return
  215. }
  216. topNum, tmpErr := data_manage.GetTradePositionTopClassifyCountByExchangeDataTime(exchange, startDate, endDate)
  217. if tmpErr != nil {
  218. err = tmpErr
  219. errMsg = "查询榜单数据分类个数失败,GetTradePositionTopClassifyCountByExchangeDataTime() Err: "
  220. return
  221. }
  222. if originNum == topNum {
  223. //err = fmt.Errorf("数据已存在,无需处理")
  224. return
  225. }
  226. //如果合约数不一致,则删除今日数据
  227. err = data_manage.DeleteTradePositionTopAllByExchangeDataTime(exchange, startDate, endDate)
  228. if err != nil {
  229. errMsg = "删除榜单数据失败,DeleteTradePositionTopAllByExchangeDataTime() Err: "
  230. return
  231. }
  232. }
  233. err = tradePosition.MultiInsertTradeBaseDataToTop(exchange, startDate, endDate)
  234. if err != nil {
  235. errMsg = "新增原始数据失败,MultiInsertTradeBaseDataToTop() Err: "
  236. return
  237. }
  238. originList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, startDate, endDate)
  239. if err != nil {
  240. errMsg = "查询原始数据失败, GetTradePositionTopByExchangeDataTime() Err: "
  241. return
  242. }
  243. if len(originList) <= 0 {
  244. // 忽略周末
  245. w := time.Now().Weekday().String()
  246. if w == "Saturday" || w == "Sunday" {
  247. return
  248. }
  249. // 每天最后一个小时执行依旧无数据时, 才进行邮件提示
  250. if time.Now().Hour() != 23 {
  251. return
  252. }
  253. err = fmt.Errorf("原始数据没有值")
  254. return
  255. }
  256. // 原始数据日期
  257. dates, e := tradePosition.GetTradePositionTopOriginDataTimes(exchange)
  258. if e != nil {
  259. err = fmt.Errorf("GetTradePositionTopOriginDataTimes err: %s", e.Error())
  260. return
  261. }
  262. now := time.Now()
  263. dataTimeMap := make(map[string]*data_manage.TradePositionTop)
  264. onlyEmptyMap := make(map[string]bool)
  265. onlyEmptyNameMap := make(map[string]*data_manage.TradePositionTop)
  266. topLastMap := make(map[string]int)
  267. topLastRankMap := make(map[string]int)
  268. list := make([]*data_manage.TradePositionTop, 0)
  269. for _, v := range originList {
  270. tmp0, tmpErr := dealTradeOriginData(dataTimeMap, onlyEmptyMap, onlyEmptyNameMap, v, topLastMap, topLastRankMap, startDate, now, dates)
  271. if tmpErr != nil {
  272. err = tmpErr
  273. errMsg = "处理原始数据失败 dealTradeOriginData() Err: "
  274. return
  275. }
  276. if tmp0 != nil {
  277. list = append(list, tmp0)
  278. }
  279. if len(list) >= 1000 {
  280. err = data_manage.InsertMultiTradePositionTop(exchange, list)
  281. if err != nil {
  282. errMsg = "批量新增昨日数据失败,InsertMultiTradePositionTop() Err: "
  283. return
  284. }
  285. list = make([]*data_manage.TradePositionTop, 0)
  286. }
  287. }
  288. if len(list) > 0 {
  289. err = data_manage.InsertMultiTradePositionTop(exchange, list)
  290. if err != nil {
  291. errMsg = "批量新增昨日数据失败,InsertMultiTradePositionTop() Err: "
  292. return
  293. }
  294. list = make([]*data_manage.TradePositionTop, 0)
  295. }
  296. // 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
  297. for k, v := range onlyEmptyNameMap {
  298. _, ok1 := onlyEmptyMap[k+"_1"]
  299. _, ok2 := onlyEmptyMap[k+"_2"]
  300. var dealType int
  301. if ok1 && !ok2 {
  302. dealType = 2 //只有买单没有卖单
  303. } else if !ok1 && ok2 {
  304. dealType = 1 //只有卖单没有买单的情况
  305. } else {
  306. continue
  307. }
  308. if dealType > 0 {
  309. str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + strconv.Itoa(dealType)
  310. dealValue := 0
  311. if lastVal, ok := topLastMap[str]; ok {
  312. dealValue = int(float64(lastVal)*0.7 + 0.5)
  313. }
  314. tmp := &data_manage.TradePositionTop{
  315. ClassifyName: v.ClassifyName,
  316. ClassifyType: v.ClassifyType,
  317. DealShortName: v.DealShortName,
  318. DataTime: v.DataTime,
  319. DealValue: dealValue,
  320. CreateTime: now,
  321. ModifyTime: now,
  322. DealType: dealType,
  323. SourceType: 2,
  324. }
  325. list = append(list, tmp)
  326. if len(list) >= 1000 {
  327. err = data_manage.InsertMultiTradePositionTop(exchange, list)
  328. if err != nil {
  329. errMsg = "批量新增前日数据失败,InsertMultiTradePositionTop() Err: "
  330. return
  331. }
  332. list = make([]*data_manage.TradePositionTop, 0)
  333. }
  334. }
  335. }
  336. if len(list) > 0 {
  337. err = data_manage.InsertMultiTradePositionTop(exchange, list)
  338. if err != nil {
  339. errMsg = "批量新增前日数据失败,InsertMultiTradePositionTop() Err: "
  340. return
  341. }
  342. }
  343. //生成净多单,净空单榜单
  344. err = createAnalysisCleanTop(exchange, startDate, endDate, tradePosition)
  345. if err != nil {
  346. errMsg = "创建净多单,净空单数据失败,createAnalysisCleanTop() Err: "
  347. return
  348. }
  349. err = DealYesterdayData(exchange, startDate, tradePosition)
  350. if err != nil {
  351. errMsg = "处理昨日数据失败,DealYesterdayData() Err: "
  352. return
  353. }
  354. return
  355. }
  356. func dealTradeOriginData(dataTimeMap map[string]*data_manage.TradePositionTop, onlyEmptyMap map[string]bool, onlyEmptyNameMap map[string]*data_manage.TradePositionTop, currentItem *data_manage.TradePositionTop, topLastMap map[string]int, topLastRankMap map[string]int, startDate string, now time.Time, dates []string) (tmp0 *data_manage.TradePositionTop, err error) {
  357. classifyName := currentItem.ClassifyName
  358. classifyType := currentItem.ClassifyType
  359. dealShortName := currentItem.DealShortName
  360. dealValue := currentItem.DealValue
  361. dealChange := currentItem.DealChange
  362. dataTime := currentItem.DataTime
  363. dealType := currentItem.DealType
  364. dealTypeStr := strconv.Itoa(dealType)
  365. dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+dataTime] = currentItem
  366. onlyEmptyMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealShortName+"_"+dealTypeStr] = true
  367. onlyEmptyNameMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealShortName] = currentItem
  368. if currentItem.Rank > topLastRankMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealTypeStr] {
  369. topLastMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealTypeStr] = dealValue
  370. topLastRankMap[classifyName+"_"+classifyType+"_"+dataTime+"_"+dealTypeStr] = currentItem.Rank
  371. }
  372. if dataTime > startDate {
  373. //tmpTimeStr, tErr := getYesterdayDate(dataTime)
  374. //if tErr != nil {
  375. // err = tErr
  376. // return
  377. //}
  378. tmpTimeStr := getPrevTradeDataDate(dataTime, dates)
  379. if tmpTimeStr < startDate {
  380. return
  381. }
  382. // 判断T-1日是否有值, 如果T-1日为空,则根据T日的值计算出T-1的值
  383. if _, ok := dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+tmpTimeStr]; !ok {
  384. yesterdayVal := dealValue - dealChange
  385. yesterdayChange := 0
  386. //beforeYesterday, _ := getYesterdayDate(tmpTimeStr)
  387. beforeYesterday := getPrevTradeDataDate(tmpTimeStr, dates)
  388. beforeYesterdayItem, ok1 := dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+beforeYesterday]
  389. if ok1 {
  390. yesterdayChange = yesterdayVal - beforeYesterdayItem.DealValue
  391. }
  392. tmp0 = &data_manage.TradePositionTop{
  393. ClassifyName: classifyName,
  394. ClassifyType: classifyType,
  395. DealShortName: dealShortName,
  396. DealValue: yesterdayVal,
  397. DealChange: yesterdayChange,
  398. DataTime: tmpTimeStr,
  399. CreateTime: now,
  400. ModifyTime: now,
  401. DealType: dealType,
  402. SourceType: 1,
  403. }
  404. dataTimeMap[classifyName+"_"+classifyType+"_"+dealTypeStr+"_"+dealShortName+"_"+tmpTimeStr] = tmp0
  405. onlyEmptyMap[classifyName+"_"+classifyType+"_"+tmpTimeStr+"_"+dealShortName+"_"+dealTypeStr] = true
  406. onlyEmptyNameMap[classifyName+"_"+classifyType+"_"+tmpTimeStr+"_"+dealShortName] = tmp0
  407. }
  408. }
  409. return
  410. }
  411. // DealYesterdayData 更新昨日数据
  412. func DealYesterdayData(exchange, startDate string, tradePosition TradePositionInterface) (err error) {
  413. // 查询最早的日期
  414. firstItem, err := tradePosition.GetFirstBaseFromTradeIndexByDate(exchange)
  415. if err != nil {
  416. return
  417. }
  418. 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
  419. return
  420. }
  421. // 前一个交易日, 前两个交易日
  422. dates, e := tradePosition.GetTradePositionTopOriginDataTimes(exchange)
  423. if e != nil {
  424. err = fmt.Errorf("GetTradePositionTopOriginDataTimes err: %s", e.Error())
  425. return
  426. }
  427. yesterdayStr := getPrevTradeDataDate(startDate, dates)
  428. beforeYesterdayStr := getPrevTradeDataDate(yesterdayStr, dates)
  429. //yesterdayStr, err := getYesterdayDate(startDate)
  430. //if err != nil {
  431. // return
  432. //}
  433. ////查找前日的值,并更新对应的更改
  434. //beforeYesterdayStr, err := getYesterdayDate(yesterdayStr)
  435. //if err != nil {
  436. // return
  437. //}
  438. // 先查出T日最原始的数据
  439. originList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, startDate, startDate)
  440. if err != nil {
  441. return
  442. }
  443. originBuyMap := make(map[string]*data_manage.TradePositionTop)
  444. originSoldMap := make(map[string]*data_manage.TradePositionTop)
  445. for _, v := range originList {
  446. if v.SourceType != 0 {
  447. continue
  448. }
  449. str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName
  450. if v.DealType == 1 {
  451. originBuyMap[str] = v
  452. } else if v.DealType == 2 {
  453. originSoldMap[str] = v
  454. }
  455. }
  456. // 然后查询T-1中数据来源类型是2的数据
  457. changeList, err := data_manage.GetTradePositionTopByExchangeSourceType(exchange, yesterdayStr, 2)
  458. if err != nil {
  459. return
  460. }
  461. if len(changeList) <= 0 {
  462. //err = fmt.Errorf("前天的数据无需修改")
  463. return
  464. }
  465. // 查询出前日的成交量
  466. beforeYesterdayList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, beforeYesterdayStr, beforeYesterdayStr)
  467. if err != nil {
  468. return
  469. }
  470. beforeYesterdayMap1 := make(map[string]int)
  471. beforeYesterdayMap2 := make(map[string]int)
  472. if len(beforeYesterdayList) > 0 {
  473. for _, v := range beforeYesterdayList {
  474. if v.SourceType == 2 {
  475. continue
  476. }
  477. str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName
  478. if v.DealType == 1 {
  479. beforeYesterdayMap1[str] = v.DealValue
  480. } else if v.DealType == 2 {
  481. beforeYesterdayMap2[str] = v.DealValue
  482. }
  483. }
  484. }
  485. // 根据原始数据中的值推算出最新的值
  486. now := time.Now()
  487. // 批量更新到分析表中,
  488. var updateAnalysisData []data_manage.UpdateDealValueChange
  489. for _, v := range changeList {
  490. str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DealShortName
  491. dealValue := 0
  492. dealChange := 0
  493. if v.DealType == 1 {
  494. if n, ok := originBuyMap[str]; ok {
  495. dealValue = n.DealValue - n.DealChange
  496. if beforeVal, ok1 := beforeYesterdayMap1[str]; ok1 {
  497. dealChange = dealValue - beforeVal
  498. }
  499. tmp := data_manage.UpdateDealValueChange{
  500. Id: v.Id,
  501. DealValue: dealValue,
  502. DealChange: dealChange,
  503. SourceType: 1,
  504. ModifyTime: now,
  505. }
  506. updateAnalysisData = append(updateAnalysisData, tmp)
  507. }
  508. } else if v.DealType == 2 {
  509. if n, ok := originSoldMap[str]; ok {
  510. dealValue = n.DealValue - n.DealChange
  511. if beforeVal, ok1 := beforeYesterdayMap2[str]; ok1 {
  512. dealChange = dealValue - beforeVal
  513. }
  514. tmp := data_manage.UpdateDealValueChange{
  515. Id: v.Id,
  516. DealValue: dealValue,
  517. DealChange: dealChange,
  518. SourceType: 1,
  519. ModifyTime: now,
  520. }
  521. updateAnalysisData = append(updateAnalysisData, tmp)
  522. }
  523. }
  524. }
  525. if len(updateAnalysisData) > 0 {
  526. err = data_manage.MultiUpdatePositionTop(exchange, updateAnalysisData)
  527. if err != nil {
  528. return
  529. }
  530. //删除T-1日净多单和净空单的榜单
  531. err = data_manage.DeletePositionTopByDataTime(exchange, yesterdayStr, 3)
  532. if err != nil {
  533. return
  534. }
  535. err = data_manage.DeletePositionTopByDataTime(exchange, yesterdayStr, 4)
  536. if err != nil {
  537. return
  538. }
  539. //重新生成净多单和净空单的榜单
  540. err = createAnalysisCleanTop(exchange, yesterdayStr, yesterdayStr, tradePosition)
  541. if err != nil {
  542. return
  543. }
  544. //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
  545. err = updateAnalysisCleanTopChangeVal(exchange, startDate, yesterdayStr)
  546. if err != nil {
  547. return
  548. }
  549. }
  550. return
  551. }
  552. // createAnalysisCleanTop 生成净多单,净空单榜单
  553. func createAnalysisCleanTop(exchange, startDate, endDate string, tradePosition TradePositionInterface) (err error) {
  554. defer func() {
  555. if err != nil {
  556. fmt.Println("createAnalysisCleanTop err: " + err.Error())
  557. }
  558. }()
  559. topList := make([]*data_manage.TradePositionTop, 0)
  560. now := time.Now()
  561. var subDataList data_manage.TradePositionSubList
  562. subChangeMap1 := make(map[string]int) //净多单map
  563. subChangeMap2 := make(map[string]int) //净空单map
  564. // 2023-05-10 此处取前一个交易日, 不一定是昨日
  565. dates, e := tradePosition.GetTradePositionTopOriginDataTimes(exchange)
  566. if e != nil {
  567. err = fmt.Errorf("GetTradePositionTopOriginDataTimes err: %s", e.Error())
  568. return
  569. }
  570. yesterday := getPrevTradeDataDate(startDate, dates)
  571. //查询所有差值数据,
  572. //yesterday, err := getYesterdayDate(startDate)
  573. //if err != nil {
  574. // return
  575. //}
  576. // 上一个交易日的净多单
  577. yesterdayTopList1, tErr := data_manage.GetTradePositionTopByExchangeDataTimeType(exchange, yesterday, 3)
  578. if tErr != nil {
  579. err = tErr
  580. return
  581. }
  582. if len(yesterdayTopList1) > 0 {
  583. for _, v := range yesterdayTopList1 {
  584. nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
  585. subChangeMap1[nameStr] = v.DealValue
  586. }
  587. }
  588. // 上一个交易日的净空单
  589. yesterdayTopList2, tErr := data_manage.GetTradePositionTopByExchangeDataTimeType(exchange, yesterday, 4)
  590. if tErr != nil {
  591. err = tErr
  592. return
  593. }
  594. if len(yesterdayTopList2) > 0 {
  595. for _, v := range yesterdayTopList2 {
  596. nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
  597. subChangeMap2[nameStr] = v.DealValue
  598. }
  599. }
  600. // 根据当日多单/空单数据, 生成净多单/净空单数据
  601. originDataList, err := data_manage.GetTradePositionTopByExchangeDataTime(exchange, startDate, endDate)
  602. if err != nil {
  603. return
  604. }
  605. buyDataMap := make(map[string]int)
  606. for _, v := range originDataList {
  607. str := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
  608. if v.DealType == 1 {
  609. buyDataMap[str] = v.DealValue
  610. } else if v.DealType == 2 {
  611. subValue := 0
  612. dealType := 0
  613. if buy, ok := buyDataMap[str]; ok {
  614. subValue = buy - v.DealValue
  615. if subValue >= 0 {
  616. dealType = 3
  617. } else {
  618. subValue = -subValue
  619. dealType = 4
  620. }
  621. }
  622. tmp := &data_manage.TradePositionSub{
  623. ClassifyName: v.ClassifyName,
  624. ClassifyType: v.ClassifyType,
  625. DataTime: v.DataTime,
  626. DealShortName: v.DealShortName,
  627. SubValue: subValue,
  628. DealType: dealType,
  629. }
  630. subDataList = append(subDataList, tmp)
  631. }
  632. }
  633. if len(subDataList) > 0 {
  634. sort.Sort(subDataList)
  635. }
  636. // 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
  637. var dealType int
  638. rankMap := make(map[string]int)
  639. for _, v := range subDataList {
  640. subValue := v.SubValue
  641. nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName
  642. if v.DealType == 3 {
  643. subChangeMap1[nameStr] = subValue
  644. dealType = 3
  645. if _, ok := rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"]; !ok {
  646. rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"] = 1
  647. } else {
  648. rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_3"]++
  649. }
  650. } else if v.DealType == 4 {
  651. subChangeMap2[nameStr] = subValue
  652. dealType = 4
  653. if _, ok := rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"]; !ok {
  654. rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"] = 1
  655. } else {
  656. rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_4"]++
  657. }
  658. }
  659. // 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
  660. tmpTimeStr := yesterday
  661. //和T-1日比较差值
  662. //var tmpTimeStr string
  663. //tmpTimeStr, err = getYesterdayDate(v.DataTime)
  664. //if err != nil {
  665. // return
  666. //}
  667. yesterdayStr := v.ClassifyName + "_" + v.ClassifyType + "_" + tmpTimeStr + "_" + v.DealShortName
  668. dealChange := 0
  669. if dealType == 3 {
  670. if c, ok := subChangeMap1[yesterdayStr]; ok {
  671. dealChange = subValue - c
  672. }
  673. } else if dealType == 4 {
  674. if c, ok := subChangeMap2[yesterdayStr]; ok {
  675. dealChange = subValue - c
  676. }
  677. }
  678. tmp := &data_manage.TradePositionTop{
  679. ClassifyName: v.ClassifyName,
  680. ClassifyType: v.ClassifyType,
  681. DataTime: v.DataTime,
  682. CreateTime: now,
  683. ModifyTime: now,
  684. DealShortName: v.DealShortName,
  685. DealValue: subValue,
  686. DealChange: dealChange,
  687. DealType: dealType,
  688. Rank: rankMap[v.ClassifyName+"_"+v.ClassifyType+"_"+v.DataTime+"_"+strconv.Itoa(dealType)],
  689. }
  690. topList = append(topList, tmp)
  691. if len(topList) >= 1000 {
  692. err = data_manage.InsertMultiTradePositionTop(exchange, topList)
  693. if err != nil {
  694. return
  695. }
  696. topList = make([]*data_manage.TradePositionTop, 0)
  697. }
  698. }
  699. if len(topList) >= 0 {
  700. err = data_manage.InsertMultiTradePositionTop(exchange, topList)
  701. if err != nil {
  702. return
  703. }
  704. }
  705. return
  706. }
  707. // getPrevTradeDataDate 获取指定日期上一个交易日日期
  708. func getPrevTradeDataDate(date string, dates []string) string {
  709. pre := -1
  710. for k, v := range dates {
  711. n := k - 1
  712. if v == date && n >= 0 {
  713. pre = n
  714. break
  715. }
  716. }
  717. // 找不到就随便给个不存在日期
  718. if pre == -1 {
  719. return "1980-01-01"
  720. }
  721. return dates[pre]
  722. }
  723. // updateAnalysisCleanTopChangeVal 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
  724. func updateAnalysisCleanTopChangeVal(exchange, startDate, yesterday string) (err error) {
  725. defer func() {
  726. if err != nil {
  727. fmt.Println("updateAnalysisCleanTopChangeVal err: " + err.Error())
  728. }
  729. }()
  730. //查询T日的净多单和净空单榜单列表
  731. //查询T-1日的净多单和净空单列表
  732. //组装数据,计算T日与T-1日的变更值
  733. //更新变更值
  734. topList := make([]*data_manage.TradePositionTop, 0) //T日和T+1日列表
  735. todayTopList := make([]*data_manage.TradePositionTop, 0) //T日列表
  736. yesterdayTopListMap := make(map[string]int) //净多单净空单持仓量map
  737. // 查询T日和T-1日的净多单和净空单列表
  738. topList, err = data_manage.GetTradePositionTopCleanByExchangeDataTime(exchange, yesterday, startDate)
  739. if err != nil {
  740. return
  741. }
  742. if len(topList) == 0 {
  743. return
  744. }
  745. for _, v := range topList {
  746. if v.DataTime == startDate {
  747. todayTopList = append(todayTopList, v)
  748. } else if v.DataTime == yesterday {
  749. nameStr := v.ClassifyName + "_" + v.ClassifyType + "_" + v.DataTime + "_" + v.DealShortName + "_" + strconv.Itoa(v.DealType)
  750. yesterdayTopListMap[nameStr] = v.DealValue
  751. }
  752. }
  753. if len(todayTopList) == 0 {
  754. return
  755. }
  756. // 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
  757. now := time.Now()
  758. updateList := make([]data_manage.UpdateChangeVal, 0)
  759. for _, v := range todayTopList {
  760. //T日值-T-1日值
  761. yesterdayStr := v.ClassifyName + "_" + v.ClassifyType + "_" + yesterday + "_" + v.DealShortName + "_" + strconv.Itoa(v.DealType)
  762. dealChange := 0
  763. if c, ok := yesterdayTopListMap[yesterdayStr]; ok {
  764. dealChange = v.DealValue - c
  765. }
  766. if dealChange != v.DealChange {
  767. tmp := data_manage.UpdateChangeVal{
  768. Id: v.Id,
  769. ModifyTime: now,
  770. DealChange: dealChange,
  771. }
  772. updateList = append(updateList, tmp)
  773. }
  774. }
  775. if len(updateList) > 0 {
  776. err = data_manage.MultiUpdatePositionTopChangeVal(exchange, updateList)
  777. if err != nil {
  778. return
  779. }
  780. }
  781. return
  782. }