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@@ -0,0 +1,175 @@
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+/**
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+* @Author: zou.yingbin
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+* @Create : 2021/8/13 10:04
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+* @Modify : 2021/8/13 10:04
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+ */
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+
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+package models
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+
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+import (
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+ "mtp2_if/db"
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+ "mtp2_if/mtpcache"
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+ "mtp2_if/utils"
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+)
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+
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+// TradeGoodsEx 交易商品相关字段
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+type TradeGoodsEx struct {
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+ GOODSNAME string `json:"goodsname" xorm:"'GOODSNAME'"` // 商品名称
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+ GOODSCODE string `json:"goodscode" xorm:"'GOODSCODE'"` // 商品代码
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+ DECIMALPLACE int `json:"decimalplace" xorm:"'DECIMALPLACE'"` // 商品价格小数位
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+ QTYDECIMALPLACE int `json:"qtydecimalplace" xorm:"'QTYDECIMALPLACE'"` // 商品成交量小数位
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+ AGREEUNIT float64 `json:"agreeunit" xorm:"'AGREEUNIT'"` // 合约乘数
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+ MARKETID int32 `json:"marketid" xorm:"'MARKETID'"` // 市场id
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+ MARKETNAME string `json:"marketname" xorm:"'MARKETNAME'"` // 市场名称
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+ GOODUNITID int32 `json:"goodunitid" xorm:"'GOODUNITID'"` // 商品单位id
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+ CURRENCYID int32 `json:"currencyid" xorm:"'CURRENCYID'"` // 商品币种id
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+ CURRENCYNAME string `json:"currencyname" xorm:"'CURRENCYNAME'"` // 币种名称
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+ ENUMDICNAME string `json:"enumdicname" xorm:"'ENUMDICNAME'"` // 商品单位名称
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+ TRADEMODE int32 `json:"trademode" xorm:"'TRADEMODE'"` // 交易模式 - 10:做市 13:竞价 15:通道交易 16:挂牌点选 17:仓单贸易 18:期权 19:竞拍-降价式 20:竞拍-竞价式 21:竞拍-大宗式 22:受托竞价
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+}
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+
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+// TradeAccountEx 交易账户相关字段
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+type TradeAccountEx struct {
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+ TANAME string `json:"taname" xorm:"'TANAME'"` // 资金账号名称
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+ USERID int64 `json:"userid" xorm:"'USERID'"` // 用户id
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+ USERNAME string `json:"username" xorm:"'USERNAME'"` // 用户名称
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+ LOGINID string `json:"loginid" xorm:"'LOGINID'"` // 登录id
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+ LOGINCODE string `json:"logincode" xorm:"'LOGINCODE'"` // 登录代码
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+ LOGINNAME string `json:"loginname" xorm:"'LOGINNAME'"` // 登录名称
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+}
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+
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+// TradePosition 持仓汇总
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+type TradePosition struct {
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+ ACCOUNTID int64 `json:"accountid" xorm:"'ACCOUNTID'"` // 账户id
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+ GOODSID int32 `json:"goodsid" xorm:"'GOODSID'"` // 商品id
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+ HOLDERTYPE int32 `json:"holdertype" xorm:"'HOLDERTYPE'"` // 持仓类别 - 1:单边持仓 2:双边持仓
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+ TRADEPROPERTY int32 `json:"tradeproperty" xorm:"'TRADEPROPERTY'"` // 交易属性
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+ BUYORSELL int32 `json:"buyorsell" xorm:"'BUYORSELL'"` // 买卖方向 0-买 1-卖
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+ USEDMARGIN SFLOAT64 `json:"usedmargin" xorm:"'USEDMARGIN'"` // 占用保证金
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+ ORIQTY SFLOAT64 `json:"oriqty" xorm:"'ORIQTY'"` // 期初持仓数量
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+ QTY SFLOAT64 `json:"qty" xorm:"'QTY'"` // 持仓数量
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+ FROZENQTY SFLOAT64 `json:"frozenqty" xorm:"'FROZENQTY'"` // 冻结数量
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+ OTHERFROZENQTY SFLOAT64 `json:"otherfrozenqty" xorm:"'OTHERFROZENQTY'"` // 其它冻结数量
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+ CUROPENQTY SFLOAT64 `json:"curopenqty" xorm:"'CUROPENQTY'"` // 今日开仓数量
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+ CURCLOSEQTY SFLOAT64 `json:"curcloseqty" xorm:"'CURCLOSEQTY'"` // 今日平仓数量
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+ ORIAMOUNT SFLOAT64 `json:"oriamount" xorm:"'ORIAMOUNT'"` // 期初持仓金额
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+ AMOUNT SFLOAT64 `json:"amount" xorm:"'AMOUNT'"` // 持仓金额
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+ TradeGoodsEx `xorm:"extends"`
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+ TradeAccountEx `xorm:"extends"`
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+
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+ HOLDERPRICE SFLOAT64 `json:"holderprice"` // 持仓均价 = 持仓金额 / 持仓数量 / 合约剩数 保留3位小数
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+ LASTPRICE SFLOAT64 `json:"lastprice"` // 最新价 从盘面上获取
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+ POSTIONPL SFLOAT64 `json:"postionpl"` // 持仓盈亏(浮动盈亏)
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+}
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+
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+func (r *TradePosition) calc() {
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+ fNegativePower10 := func(n int, vl ...*SFLOAT64) {
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+ for i := range vl {
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+ vl[i].Power10(n * -1)
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+ }
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+ }
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+ // 数量 按成交量小数位缩小
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+ fNegativePower10(r.QTYDECIMALPLACE, &r.ORIQTY, &r.QTY, &r.FROZENQTY,
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+ &r.OTHERFROZENQTY, &r.CUROPENQTY, &r.CURCLOSEQTY)
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+ if r.AGREEUNIT > 1e-8 {
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+ r.HOLDERPRICE = r.AMOUNT / r.QTY / SFLOAT64(r.AGREEUNIT)
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+ r.HOLDERPRICE.Round(3)
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+ }
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+ if d, ok := mtpcache.GetQuotePrice(r.GOODSCODE); ok {
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+ r.LASTPRICE.SetByInt64(d, r.DECIMALPLACE)
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+ r.POSTIONPL = (r.LASTPRICE - r.HOLDERPRICE) * r.QTY * SFLOAT64(r.AGREEUNIT)
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+ r.POSTIONPL.Round(2)
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+ }
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+}
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+
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+func (r *TradePosition) buildSql() string {
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+ var sqlId utils.SQLVal = "with gtmp as" +
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+ " (select g.goodsid," +
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+ " g.goodsname," +
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+ " g.goodscode," +
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+ " g.decimalplace," +
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+ " g.qtydecimalplace," +
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+ " g.agreeunit," +
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+ " g.marketid," +
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+ " g.goodunitid," +
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+ " g.currencyid," +
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+ " e.enumdicname," +
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+ " e2.enumdicname currencyname," +
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+ " m.marketname," +
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+ " m.trademode" +
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+ " from goods g" +
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+ " left join enumdicitem e" +
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+ " on g.goodunitid = e.enumitemname" +
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+ " and e.enumdiccode = 'goodsunit'" +
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+ " left join enumdicitem e2" +
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+ " on g.currencyid = e2.enumitemname" +
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+ " and e2.enumdiccode = 'currency'" +
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+ " left join market m" +
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+ " on g.marketid = m.marketid)," +
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+ "utmp as" +
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+ " (select ta.accountid," +
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+ " ta.accountname taname," +
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+ " u.userid," +
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+ " u.accountname username," +
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+ " a.loginid," +
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+ " b.logincode," +
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+ " b.accountname loginname" +
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+ " from taaccount ta" +
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+ " left join logintaaccount a" +
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+ " on ta.accountid = a.accountid" +
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+ " left join loginaccount b" +
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+ " on a.loginid = b.loginid" +
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+ " left join useraccount u" +
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+ " on ta.userid = u.userid)" +
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+ "select k.*, t1.*, t2.*" +
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+ " from (select t.accountid," +
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+ " t.goodsid," +
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+ " t.holdertype," +
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+ " t.usedmargin," +
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+ " t.tradeproperty," +
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+ " 0 as buyorsell," +
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+ " t.buypositionqty as oriqty," +
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+ " t.buyholderamount as oriamount," +
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+ " t.buycurpositionqty as qty," +
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+ " t.buycurholderamount as amount," +
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+ " t.buyfrozenqty as frozenqty," +
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+ " t.buyotherfrozenqty as otherfrozenqty," +
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+ " t.buyopentotalqty curopenqty," +
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+ " t.buyclosetotalqty curcloseqty" +
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+ " from tradeposition t" +
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+ " where t.buycurpositionqty > 0" +
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+ " union all" +
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+ " select t.accountid," +
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+ " t.goodsid," +
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+ " t.holdertype," +
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+ " t.usedmargin," +
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+ " t.tradeproperty," +
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+ " 1 as buyorsell," +
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+ " t.sellpositionqty as oriqty," +
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+ " t.sellholderamount as oriamount," +
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+ " t.sellcurpositionqty as qty," +
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+ " t.sellcurholderamount as amount," +
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+ " t.sellfrozenqty as frozenqty," +
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+ " t.sellotherfrozenqty as otherfrozenqty," +
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+ " t.sellopentotalqty as curopenqty," +
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+ " t.sellclosetotalqty as curcloseqty" +
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+ " from tradeposition t" +
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+ " where t.sellcurpositionqty > 0) k" +
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+ " left join gtmp t1" +
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+ " on k.goodsid = t1.goodsid" +
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+ " left join utmp t2" +
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+ " on k.accountid = t2.accountid" +
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+ " where 1=1"
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+
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+ return sqlId.String()
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+}
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+
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+// GetDataEx 获取持仓汇总
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+func (r *TradePosition) GetDataEx() (interface{}, error) {
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+ sData := make([]TradePosition, 0)
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+ err := db.GetEngine().SQL(r.buildSql()).Find(&sData)
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+ for i := range sData {
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+ sData[i].calc()
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+ }
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+ return sData, err
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+}
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zou.yingbin