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@@ -211,38 +211,85 @@ func GetChartDataByEdbInfo(edbInfoMappingA, edbInfoMappingB *chart_edb_mapping.C
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}
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}
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- // 2023-03-02 时间序列始终以指标B为基准, 始终是A进行平移
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- baseEdbInfo := edbInfoMappingB
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- changeEdbInfo := edbInfoMappingA
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+ //// 2023-03-02 时间序列始终以指标B为基准, 始终是A进行平移
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+ //baseEdbInfo := edbInfoMappingB
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+ //changeEdbInfo := edbInfoMappingA
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+ // 2023-03-17 时间序列始终以指标A为基准, 始终是B进行平移
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+ baseEdbInfo := edbInfoMappingA
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+ changeEdbInfo := edbInfoMappingB
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// 获取时间基准指标在时间区间内的值
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- baseDataList := make([]*edb_data.EdbDataList, 0)
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+ aDataList := make([]*edb_data.EdbDataList, 0)
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switch baseEdbInfo.EdbInfoCategoryType {
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case 0:
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- baseDataList, err = edb_data.GetEdbDataList(baseEdbInfo.Source, baseEdbInfo.EdbInfoId, startDate, endDate)
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+ aDataList, err = edb_data.GetEdbDataList(baseEdbInfo.Source, baseEdbInfo.EdbInfoId, startDate, endDate)
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case 1:
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- _, baseDataList, _, _, err, _ = chart.GetPredictDataListByPredictEdbInfoId(baseEdbInfo.EdbInfoId, startDate, endDate, false)
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+ _, aDataList, _, _, err, _ = chart.GetPredictDataListByPredictEdbInfoId(baseEdbInfo.EdbInfoId, startDate, endDate, false)
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default:
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err = errors.New("指标base类型异常")
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return
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}
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// 获取变频指标所有日期的值, 插值法完善数据
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- changeDataList := make([]*edb_data.EdbDataList, 0)
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+ bDataList := make([]*edb_data.EdbDataList, 0)
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switch changeEdbInfo.EdbInfoCategoryType {
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case 0:
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- changeDataList, err = edb_data.GetEdbDataList(changeEdbInfo.Source, changeEdbInfo.EdbInfoId, "", "")
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+ bDataList, err = edb_data.GetEdbDataList(changeEdbInfo.Source, changeEdbInfo.EdbInfoId, "", "")
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case 1:
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- _, changeDataList, _, _, err, _ = chart.GetPredictDataListByPredictEdbInfoId(changeEdbInfo.EdbInfoId, "", "", false)
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+ _, bDataList, _, _, err, _ = chart.GetPredictDataListByPredictEdbInfoId(changeEdbInfo.EdbInfoId, "", "", false)
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default:
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err = errors.New("指标change类型异常")
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return
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}
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+ //changeDataMap := make(map[string]float64)
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+ //newChangeDataList, e := HandleDataByLinearRegression(bDataList, changeDataMap)
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+ //if e != nil {
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+ // err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error())
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+ // return
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+ //}
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+
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+ // 2023-03-17 时间序列始终以指标A为基准, 始终是B进行平移
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+ baseDataList := make([]*edb_data.EdbDataList, 0)
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+ changeDataList := make([]*edb_data.EdbDataList, 0)
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changeDataMap := make(map[string]float64)
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- newChangeDataList, e := HandleDataByLinearRegression(changeDataList, changeDataMap)
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- if e != nil {
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- err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error())
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- return
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+
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+ // 先把低频指标升频为高频
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+ {
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+ frequencyIntMap := map[string]int{
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+ "日度": 1,
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+ "周度": 2,
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+ "旬度": 3,
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+ "月度": 4,
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+ "季度": 5,
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+ "年度": 6,
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+ }
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+
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+ // 如果A指标是高频,那么就需要对B指标进行升频
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+ if frequencyIntMap[edbInfoMappingA.Frequency] < frequencyIntMap[edbInfoMappingB.Frequency] {
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+ aDataMap := make(map[string]float64)
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+ tmpNewChangeDataList, e := HandleDataByLinearRegression(aDataList, aDataMap)
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+ if e != nil {
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+ err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error())
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+ return
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+ }
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+ baseDataList = tmpNewChangeDataList
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+ } else {
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+ baseDataList = aDataList
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+ }
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+ // 如果B指标是高频,那么就需要对A指标进行升频
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+ if frequencyIntMap[edbInfoMappingA.Frequency] > frequencyIntMap[edbInfoMappingB.Frequency] {
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+ tmpNewChangeDataList, e := HandleDataByLinearRegression(bDataList, changeDataMap)
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+ if e != nil {
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+ err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error())
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+ return
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+ }
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+ changeDataList = tmpNewChangeDataList
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+ } else {
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+ changeDataList = bDataList
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+ for _, v := range baseDataList {
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+ changeDataMap[v.DataTime] = v.Value
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+ }
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+ }
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}
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// 计算不领先也不滞后时的相关系数
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@@ -268,10 +315,7 @@ func GetChartDataByEdbInfo(edbInfoMappingA, edbInfoMappingB *chart_edb_mapping.C
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// 计算领先/滞后N期
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if leadValue > 0 {
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// 平移变频指标领先/滞后的日期(单位天)
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- frequencyDaysMap := map[string]float64{
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- "天": 1, "周": 7, "月": 30, "季": 90, "年": 365,
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- }
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- moveUnitDays := frequencyDaysMap[leadUnit]
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+ moveUnitDays := utils.FrequencyDaysMap[leadUnit]
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for i := range xData {
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if xData[i] == 0 {
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@@ -282,7 +326,7 @@ func GetChartDataByEdbInfo(edbInfoMappingA, edbInfoMappingB *chart_edb_mapping.C
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// 平移指定天数
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mDays := int(moveUnitDays) * xData[i]
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- _, dMap := MoveDataDaysToNewDataList(newChangeDataList, mDays)
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+ _, dMap := MoveDataDaysToNewDataList(changeDataList, mDays)
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// 取出对应的基准日期的值
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for i2 := range baseDataTimeArr {
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@@ -309,6 +353,106 @@ func GetChartDataByEdbInfo(edbInfoMappingA, edbInfoMappingB *chart_edb_mapping.C
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return
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}
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+// GetRollingCorrelationChartDataByEdbInfo 滚动相关性计算
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+func GetRollingCorrelationChartDataByEdbInfo(edbInfoMappingA, edbInfoMappingB *chart_edb_mapping.ChartEdbInfoMapping, leadValue int, leadUnit string, calculateValue int, calculateUnit string, startDate, endDate string) (xDateTimeValue []string, yDataList []chart_info.YData, err error) {
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+ xDateTimeValue = make([]string, 0)
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+ yData := make([]float64, 0)
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+
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+ baseEdbInfo := edbInfoMappingA
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+ changeEdbInfo := edbInfoMappingB
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+
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+ // 获取时间基准指标在时间区间内的值
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+ aDataList := make([]*edb_data.EdbDataList, 0)
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+ switch baseEdbInfo.EdbInfoCategoryType {
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+ case 0:
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+ aDataList, err = edb_data.GetEdbDataList(baseEdbInfo.Source, baseEdbInfo.EdbInfoId, startDate, endDate)
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+ case 1:
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+ _, aDataList, _, _, err, _ = chart.GetPredictDataListByPredictEdbInfoId(baseEdbInfo.EdbInfoId, startDate, endDate, false)
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+ default:
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+ err = errors.New("指标base类型异常")
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+ return
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+ }
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+
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+ // 获取变频指标所有日期的值, 插值法完善数据
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+ bDataList := make([]*edb_data.EdbDataList, 0)
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+ switch changeEdbInfo.EdbInfoCategoryType {
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+ case 0:
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+ bDataList, err = edb_data.GetEdbDataList(changeEdbInfo.Source, changeEdbInfo.EdbInfoId, "", "")
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+ case 1:
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+ _, bDataList, _, _, err, _ = chart.GetPredictDataListByPredictEdbInfoId(changeEdbInfo.EdbInfoId, "", "", false)
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+ default:
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+ err = errors.New("指标change类型异常")
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+ return
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+ }
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+
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+ // 数据平移变频指标领先/滞后的日期(单位天)
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+ // 2023-03-17 时间序列始终以指标A为基准, 始终是B进行平移
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+ //baseDataList := make([]*edb_data.EdbDataList, 0)
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+ baseDataMap := make(map[string]float64)
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+ changeDataList := make([]*edb_data.EdbDataList, 0)
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+ changeDataMap := make(map[string]float64)
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+
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+ // A指标不管三七二十一,先变个频再说
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+ {
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+ _, e := HandleDataByLinearRegression(aDataList, baseDataMap)
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+ if e != nil {
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+ err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error())
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+ return
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+ }
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+ //baseDataList = tmpNewChangeDataList
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+ }
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+ // A指标不管三七二十一,先变个频再说
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+ {
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+ tmpNewChangeDataList, e := HandleDataByLinearRegression(bDataList, changeDataMap)
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+ if e != nil {
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+ err = fmt.Errorf("获取变频指标插值法Map失败, Err: %s", e.Error())
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+ return
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+ }
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+ changeDataList = tmpNewChangeDataList
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+
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+ // 平移下日期
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+ moveUnitDays := utils.FrequencyDaysMap[leadUnit]
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+ _, changeDataMap = MoveDataDaysToNewDataList(changeDataList, leadValue*moveUnitDays)
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+ }
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+
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+ // 计算计算时,需要多少个日期内数据
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+ calculateDay := utils.FrequencyDaysMap[calculateUnit] * calculateValue
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+
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+ // 计算 每个日期的相关性值
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+ {
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+ startDateTime, _ := time.ParseInLocation(utils.FormatDate, startDate, time.Local)
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+ endDateTime, _ := time.ParseInLocation(utils.FormatDate, endDate, time.Local)
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+
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+ for currDay := startDateTime; !currDay.After(endDateTime); currDay = currDay.AddDate(0, 0, 1) {
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+ yCalculateData := make([]float64, 0)
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+ baseCalculateData := make([]float64, 0)
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+
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+ // 取出对应的基准日期的值
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+ for i := 0; i < calculateDay; i++ {
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+ iDay := currDay.AddDate(0, 0, i).Format(utils.FormatDate)
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+ baseCalculateData = append(baseCalculateData, baseDataMap[iDay])
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+ yCalculateData = append(yCalculateData, changeDataMap[iDay])
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+ }
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+
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+ // 公式计算出领先/滞后频度对应点的相关性系数
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+ var ratio float64
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+ if len(baseCalculateData) > 0 {
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+ ratio = utils.CalculateCorrelationByIntArr(baseCalculateData, yCalculateData)
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+ }
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+ yData = append(yData, ratio)
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+ xDateTimeValue = append(xDateTimeValue, currDay.AddDate(0, 0, calculateDay).Format(utils.FormatDate))
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+ }
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+ }
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+
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+ yDataList = make([]chart_info.YData, 0)
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+ yDate := "0000-00-00"
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+ yDataList = append(yDataList, chart_info.YData{
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+ Date: yDate,
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+ Value: yData,
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+ })
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+ return
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+}
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+
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// ChartInfoRefresh 图表刷新
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func ChartInfoRefresh(chartInfoId int) (err error) {
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var errMsg string
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