trade_position_analysis.go 8.8 KB

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  1. package data_manage
  2. import (
  3. "fmt"
  4. "github.com/beego/beego/v2/client/orm"
  5. "hongze/hongze_task/utils"
  6. "time"
  7. "unsafe"
  8. )
  9. // 持仓榜单表
  10. type TradePositionTop struct {
  11. Id uint64 `orm:"column(id);pk"`
  12. ClassifyName string //分类名称
  13. ClassifyType string //分类名称下的类型
  14. DataTime string //数据日期
  15. CreateTime time.Time //插入时间
  16. ModifyTime time.Time //修改时间
  17. DealShortName string //成交量公司简称
  18. DealValue int //成交量
  19. DealChange int //成交变化量
  20. DealType int //交易类型:1多单,2空单,3净多单,4净空单
  21. SourceType int //数据来源,0是原始数据的值,1是由T+1日推算出的值,2是由T日的榜单数据推算出的值
  22. Rank int //排名
  23. }
  24. type TradePositionDalianTop struct {
  25. TradePositionTop
  26. }
  27. type TradePositionZhengzhouTop struct {
  28. TradePositionTop
  29. }
  30. type TradePositionCffexTop struct {
  31. TradePositionTop
  32. }
  33. type TradePositionShanghaiTop struct {
  34. TradePositionTop
  35. }
  36. type TradePositionIneTop struct {
  37. TradePositionTop
  38. }
  39. func InsertMultiTradePositionTop(exchange string, items []*TradePositionTop) (err error) {
  40. o := orm.NewOrmUsingDB("data")
  41. if exchange == "dalian" {
  42. list := make([]*TradePositionDalianTop, 0)
  43. for _, v := range items {
  44. tmp := (*TradePositionDalianTop)(unsafe.Pointer(v))
  45. list = append(list, tmp)
  46. }
  47. _, err = o.InsertMulti(len(list), list)
  48. return
  49. } else if exchange == "zhengzhou" {
  50. list := make([]*TradePositionZhengzhouTop, 0)
  51. for _, v := range items {
  52. tmp := (*TradePositionZhengzhouTop)(unsafe.Pointer(v))
  53. list = append(list, tmp)
  54. }
  55. _, err = o.InsertMulti(len(list), list)
  56. return
  57. } else if exchange == "cffex" {
  58. list := make([]*TradePositionCffexTop, 0)
  59. for _, v := range items {
  60. tmp := (*TradePositionCffexTop)(unsafe.Pointer(v))
  61. list = append(list, tmp)
  62. }
  63. _, err = o.InsertMulti(len(list), list)
  64. return
  65. } else if exchange == "shanghai" {
  66. list := make([]*TradePositionShanghaiTop, 0)
  67. for _, v := range items {
  68. tmp := (*TradePositionShanghaiTop)(unsafe.Pointer(v))
  69. list = append(list, tmp)
  70. }
  71. _, err = o.InsertMulti(len(list), list)
  72. return
  73. } else if exchange == "ine" {
  74. list := make([]*TradePositionIneTop, 0)
  75. for _, v := range items {
  76. tmp := (*TradePositionIneTop)(unsafe.Pointer(v))
  77. list = append(list, tmp)
  78. }
  79. _, err = o.InsertMulti(len(list), list)
  80. return
  81. }
  82. return
  83. }
  84. func GetTradePositionTopByExchangeDataTime(exchange string, startDate, endDate string) (list []*TradePositionTop, err error) {
  85. o := orm.NewOrmUsingDB("data")
  86. sql := "SELECT * FROM trade_position_" + exchange + "_top where data_time >= ? and data_time <= ? and deal_type in (1,2) ORDER BY classify_name, classify_type, deal_type, data_time, deal_value desc"
  87. _, err = o.Raw(sql, startDate, endDate).QueryRows(&list)
  88. return
  89. }
  90. func GetTradePositionTopCountByExchangeDataTime(exchange string, startDate, endDate string) (count int64, err error) {
  91. o := orm.NewOrmUsingDB("data")
  92. sql := "SELECT count(*) FROM trade_position_" + exchange + "_top where data_time >= ? and data_time <= ? and deal_type in (1,2) ORDER BY classify_name, classify_type, deal_type, data_time, deal_value desc"
  93. err = o.Raw(sql, startDate, endDate).QueryRow(&count)
  94. return
  95. }
  96. func GetTradePositionTopByExchangeSourceType(exchange string, dataTime string, sourceType int) (list []*TradePositionTop, err error) {
  97. o := orm.NewOrmUsingDB("data")
  98. sql := "SELECT * FROM trade_position_" + exchange + "_top where data_time= ? and source_type = ? ORDER BY classify_name, classify_type, deal_type, deal_value desc"
  99. _, err = o.Raw(sql, dataTime, sourceType).QueryRows(&list)
  100. return
  101. }
  102. type TradeTopClassify struct {
  103. ClassifyName string //分类名称
  104. ClassifyType string //分类名称下的类型
  105. }
  106. type TradePositionSub struct {
  107. ClassifyName string //分类名称
  108. ClassifyType string //分类名称下的类型
  109. DataTime string //数据日期
  110. DealShortName string //成交量公司简称
  111. SubValue int //差值
  112. DealType int
  113. }
  114. type TradePositionSubList []*TradePositionSub
  115. func (v TradePositionSubList) Len() int {
  116. return len(v)
  117. }
  118. func (v TradePositionSubList) Swap(i, j int) {
  119. v[i], v[j] = v[j], v[i]
  120. }
  121. func (v TradePositionSubList) Less(i, j int) bool {
  122. return v[i].SubValue > v[j].SubValue
  123. }
  124. type UpdateDealValueChange struct {
  125. Id uint64
  126. DealValue int //成交量
  127. DealChange int
  128. SourceType int
  129. ModifyTime time.Time //修改时间
  130. }
  131. func MultiUpdatePositionTop(exchange string, updates []UpdateDealValueChange) (err error) {
  132. o := orm.NewOrmUsingDB("data")
  133. p, err := o.Raw("UPDATE trade_position_" + exchange + "_top SET deal_value=?, deal_change=?, source_type=?, modify_time=? WHERE id = ?").Prepare()
  134. if err != nil {
  135. return
  136. }
  137. defer func() {
  138. _ = p.Close() // 别忘记关闭 statement
  139. }()
  140. for _, v := range updates {
  141. _, err = p.Exec(v.DealValue, v.DealChange, v.SourceType, v.ModifyTime, v.Id)
  142. if err != nil {
  143. return
  144. }
  145. }
  146. return
  147. }
  148. func DeletePositionTopByDataTime(exchange string, dataTime string, dealType int) (err error) {
  149. o := orm.NewOrmUsingDB("data")
  150. sql := "delete from trade_position_" + exchange + "_Top WHERE data_time=? and deal_type=?"
  151. _, err = o.Raw(sql, dataTime, dealType).Exec()
  152. return
  153. }
  154. func GetTradePositionTopByExchangeDataTimeType(exchange string, dataTime string, dealType int) (list []TradePositionTop, err error) {
  155. o := orm.NewOrmUsingDB("data")
  156. sql := "select * from trade_position_" + exchange + "_Top WHERE data_time=? and deal_type=?"
  157. _, err = o.Raw(sql, dataTime, dealType).QueryRows(&list)
  158. return
  159. }
  160. func MultiInsertTradeBaseDataToTop(exchange string, startDate, endDate string) (err error) {
  161. o := orm.NewOrmUsingDB("data")
  162. now := time.Now().Format(utils.FormatDateTime)
  163. sql1 := `INSERT INTO trade_position_` + exchange + `_top(classify_name,classify_type,deal_short_name,deal_value,deal_change,data_time,deal_type,source_type,rank,create_time,modify_time)
  164. SELECT classify_name,classify_type,buy_short_name,buy_value,buy_change,data_time,1,0,rank,?,? FROM base_from_trade_` + exchange + `_index where rank <50 and buy_short_name !="" and data_time between ? and ?`
  165. _, err = o.Raw(sql1, now, now, startDate, endDate).Exec()
  166. if err != nil {
  167. return
  168. }
  169. sql2 := `INSERT INTO trade_position_` + exchange + `_top(classify_name,classify_type,deal_short_name,deal_value,deal_change,data_time,deal_type,source_type,rank,create_time,modify_time)
  170. SELECT classify_name,classify_type,sold_short_name,sold_value,sold_change,data_time,2,0,rank,?,? FROM base_from_trade_` + exchange + `_index where rank <50 and sold_short_name !="" and data_time between ? and ?`
  171. _, err = o.Raw(sql2, now, now, startDate, endDate).Exec()
  172. return
  173. }
  174. // GetTradePositionTopOriginDataTimes 获取榜单原始数据日期-正序
  175. func GetTradePositionTopOriginDataTimes(exchange string) (dates []string, err error) {
  176. o := orm.NewOrmUsingDB("data")
  177. sql := `SELECT DISTINCT data_time FROM base_from_trade_%s_index ORDER BY data_time ASC`
  178. sql = fmt.Sprintf(sql, exchange)
  179. _, err = o.Raw(sql).QueryRows(&dates)
  180. return
  181. }
  182. // BaseFromTradeClassify 交易所分类表
  183. type BaseFromTradeClassify struct {
  184. Id uint64 `orm:"column(id);pk"`
  185. ClassifyName string //分类名称
  186. ClassifyType string //分类名称下的类型
  187. Exchange string //交易所
  188. LatestDate time.Time //数据最近的日期
  189. CreateTime time.Time //插入时间
  190. ModifyTime time.Time //修改时间
  191. }
  192. // GetAllBaseFromTradeClassify 获取所有的交易所分类列表
  193. func GetAllBaseFromTradeClassify() (list []*BaseFromTradeClassify, err error) {
  194. sql := `SELECT * FROM base_from_trade_classify `
  195. o := orm.NewOrmUsingDB("data")
  196. _, err = o.Raw(sql).QueryRows(&list)
  197. return
  198. }
  199. // Update 更新
  200. func (m *BaseFromTradeClassify) Update(cols []string) (err error) {
  201. o := orm.NewOrmUsingDB("data")
  202. _, err = o.Update(m, cols...)
  203. return
  204. }
  205. // MultiAddBaseFromTradeClassify 批量插入交易所分类
  206. func MultiAddBaseFromTradeClassify(items []*BaseFromTradeClassify) (err error) {
  207. if len(items) == 0 {
  208. return
  209. }
  210. o := orm.NewOrmUsingDB("data")
  211. _, err = o.InsertMulti(len(items), items)
  212. return
  213. }
  214. type TradeClassifyName struct {
  215. ClassifyName string //分类名称
  216. ClassifyType string //分类名称下的类型
  217. DataTime time.Time //数据最近的日期
  218. }
  219. // GetExchangeClassify 获取交易所分类列表
  220. func GetExchangeClassify(exchange string) (list []TradeClassifyName, err error) {
  221. tableName := "base_from_trade_" + exchange + "_index"
  222. orderStr := "classify_name DESC, classify_type asc"
  223. if exchange == "zhengzhou" {
  224. orderStr = "classify_name asc"
  225. }
  226. sql := `SELECT classify_name, classify_type,MAX(data_time) data_time FROM ` + tableName + ` WHERE rank <=20 and rank > 0 GROUP BY classify_name, classify_type `
  227. sql += ` ORDER BY ` + orderStr
  228. o := orm.NewOrmUsingDB("data")
  229. _, err = o.Raw(sql).QueryRows(&list)
  230. return
  231. }