解决99市场商品查询不到分时图数据的问题

controllers/quote/history.go

@@ -322,8 +322,21 @@ func QueryTSData(c *gin.Context) {
 	// FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日，
 	//          故通道交易的品种目前只能在交易系统的外部市场中获
 	//          取统一的交易日，后期应要求服务端同步外部数据
-	marketRun, err := models.GetMarketRun(int(market.Marketid))
-	if marketRun == nil {
+	// 2021.06.30 业务更新：15、97和99市场的行情交易日要从商品盘面中获取
+	quoteTradeDate := ""
+	if market.Trademode == 15 || market.Trademode == 97 || market.Trademode == 99 {
+		if quoteDays, err := models.GetQuoteDays("'" + req.GoodsCode + "'"); err == nil {
+			if len(quoteDays) > 0 {
+				quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
+			}
+		}
+	} else {
+		if marketRun, err := models.GetMarketRun(int(market.Marketid)); err == nil {
+			quoteTradeDate = marketRun.Tradedate2
+		}
+	}
+
+	if len(quoteTradeDate) == 0 {
 		logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
 		appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKETRUN_FAILED, nil)
 		return
@@ -332,7 +345,7 @@ func QueryTSData(c *gin.Context) {
 	// 获取目标品种的开休市计划
 	var runSteps []map[string]interface{}
 	// 通道交易外部市场开休市计划表 - QuoteSourceGroupRunStep; 其它市场的 - MarketRunStepDetail
-	if market.Trademode == 15 {
+	if market.Trademode == 15 || market.Trademode == 97 || market.Trademode == 99 {
 		// 外部市场
 		sourceRunSteps, err := models.FindQuoteSourceGroupRunSteps(*goods)
 		if err != nil {
@@ -396,7 +409,7 @@ func QueryTSData(c *gin.Context) {
 	queryTSDataRsp := QueryTSDataRsp{
 		GoodsCode:    goods.Goodscode,
 		OutGoodsCode: goods.Outgoodscode,
-		TradeDate:    marketRun.Tradedate2,
+		TradeDate:    quoteTradeDate,
 		DecimalPlace: int(goods.Decimalplace),
 		PreSettle:    preSettle,
 	}
@@ -405,7 +418,7 @@ func QueryTSData(c *gin.Context) {
 	// 这里有一个知识点：TRADEWEEKDAY 与 STARTWEEKDAY，以及 TRADEWEEKDAY 与 ENDWEEKDAY 之间相差最多一天（管理端限制），
 	//                所以目前并不支持正真的周五夜盘模式。我们在实现时不用做得太复杂。
 	// 当前交易日(周几)对应的开休市计划
-	tradeDate, err := time.ParseInLocation("20060102", marketRun.Tradedate2, time.Local)
+	tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local)
 	if err != nil {
 		logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
 		appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
@@ -436,7 +449,7 @@ func QueryTSData(c *gin.Context) {
 	timeFormat := "20060102 15:04"
 	// 开始时间
 	startInterval := getTradeDay(int(curWeekRunSteps[0]["tradeweekday"].(float64)), int(curWeekRunSteps[0]["startweekday"].(float64)))
-	queryTSDataRsp.StartTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", marketRun.Tradedate2, curWeekRunSteps[0]["starttime"].(string)), time.Local)
+	queryTSDataRsp.StartTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[0]["starttime"].(string)), time.Local)
 	if startInterval != 0 {
 		duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
 		queryTSDataRsp.StartTime = queryTSDataRsp.StartTime.Add(duration)
@@ -444,7 +457,7 @@ func QueryTSData(c *gin.Context) {
 	// 结束时间
 	index := len(curWeekRunSteps) - 1
 	endInterval := getTradeDay(int(curWeekRunSteps[index]["tradeweekday"].(float64)), int(curWeekRunSteps[index]["endweekday"].(float64)))
-	queryTSDataRsp.EndTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", marketRun.Tradedate2, curWeekRunSteps[index]["endtime"].(string)), time.Local)
+	queryTSDataRsp.EndTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[index]["endtime"].(string)), time.Local)
 	if endInterval != 0 {
 		duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
 		queryTSDataRsp.EndTime = queryTSDataRsp.EndTime.Add(duration)
@@ -623,14 +636,14 @@ func QueryTSData(c *gin.Context) {
 	for _, v := range curWeekRunSteps {
 		// 开始时间
 		startInterval := getTradeDay(int(v["tradeweekday"].(float64)), int(v["startweekday"].(float64)))
-		v["start"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", marketRun.Tradedate2, v["starttime"].(string)), time.Local)
+		v["start"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["starttime"].(string)), time.Local)
 		if startInterval != 0 {
 			duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
 			v["start"] = v["start"].(time.Time).Add(duration)
 		}
 		// 结束时间
 		endInterval := getTradeDay(int(v["tradeweekday"].(float64)), int(v["endweekday"].(float64)))
-		v["end"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", marketRun.Tradedate2, v["endtime"].(string)), time.Local)
+		v["end"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["endtime"].(string)), time.Local)
 		if endInterval != 0 {
 			duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
 			v["end"] = v["end"].(time.Time).Add(duration)