history.go 34 KB

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  1. package quote
  2. import (
  3. "encoding/json"
  4. "fmt"
  5. "mtp2_if/global/app"
  6. "mtp2_if/global/e"
  7. "mtp2_if/logger"
  8. "mtp2_if/models"
  9. "mtp2_if/mtpcache"
  10. "mtp2_if/utils"
  11. "net/http"
  12. "sort"
  13. "strings"
  14. "time"
  15. "github.com/gin-gonic/gin"
  16. "github.com/shopspring/decimal"
  17. )
  18. // HistoryData 历史数据
  19. type HistoryData struct {
  20. Opened float64 `json:"o"` // 开盘价
  21. Highest float64 `json:"h"` // 最高价
  22. Lowest float64 `json:"l"` // 最低价
  23. Closed float64 `json:"c"` // 收盘价
  24. TotleVolume int `json:"tv"` // 总量(成交量)
  25. TotleTurnover float64 `json:"tt"` // 总金额
  26. HoldVolume int `json:"hv"` // 持仓量
  27. Settle float64 `json:"s"` // 结算价,日线周期(包括)以上才有
  28. TimeStamp time.Time `json:"ts"` // 时间
  29. IsFill bool `json:"f"` // 是否补充数据
  30. }
  31. // QueryHistoryDatasReq 查询行情历史数据请求参数
  32. type QueryHistoryDatasReq struct {
  33. CycleType int `form:"cycleType" binding:"required"`
  34. GoodsCode string `form:"goodsCode" binding:"required"`
  35. StartTime string `form:"startTime"`
  36. EndTime string `form:"endTime"`
  37. Count int `form:"count"`
  38. IsAsc bool `form:"isAsc"`
  39. }
  40. // QueryHistoryDatas 查询行情历史数据
  41. // @Summary 查询行情历史数据
  42. // @Produce json
  43. // @Security ApiKeyAuth
  44. // @Param cycleType query int true "周期类型, 0-秒 1: 1分钟 2: 5分钟 3: 30分钟 4: 60分钟 120: 2小时 240: 4小时 11: 日线 12:周线 13:月线 14:年线"
  45. // @Param goodsCode query string true "商品代码"
  46. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  47. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  48. // @Param count query int false "条数"
  49. // @Param isAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  50. // @Success 200 {object} HistoryData
  51. // @Failure 500 {object} app.Response
  52. // @Router /Quote/QueryHistoryDatas [get]
  53. // @Tags 行情服务
  54. func QueryHistoryDatas(c *gin.Context) {
  55. appG := app.Gin{C: c}
  56. // 获取请求参数
  57. var req QueryHistoryDatasReq
  58. if err := appG.C.ShouldBindQuery(&req); err != nil {
  59. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  60. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  61. return
  62. }
  63. // 转换时间
  64. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  65. var startTime *time.Time
  66. if len(req.StartTime) > 0 {
  67. st, err := time.ParseInLocation(timeFormat, req.StartTime, time.Local)
  68. if err != nil {
  69. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  70. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  71. return
  72. }
  73. startTime = &st
  74. }
  75. var endTime *time.Time
  76. if len(req.EndTime) > 0 {
  77. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  78. if err != nil {
  79. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  80. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  81. return
  82. }
  83. endTime = &et
  84. }
  85. // 查询数据
  86. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleType(req.CycleType), req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  87. if err != nil {
  88. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  89. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  90. return
  91. }
  92. // 获取目标商品报价小数位
  93. var dcplace int = 0
  94. if len(cycleDatas) > 0 || req.CycleType >= 11 {
  95. dcplace = mtpcache.GetGoodsDecimalplace(req.GoodsCode)
  96. }
  97. // 计算最终价格
  98. rst := make([]HistoryData, 0)
  99. for _, v := range cycleDatas {
  100. tt, _ := decimal.NewFromFloat(utils.IntToFloat64(v.TT, dcplace)).Round(2).Float64() // 按行情服务要求,金额类需要先除以商品报价小数位再按2位小数四舍五入
  101. historyData := HistoryData{
  102. Opened: utils.IntToFloat64(v.Open, dcplace),
  103. Highest: utils.IntToFloat64(v.High, dcplace),
  104. Lowest: utils.IntToFloat64(v.Low, dcplace),
  105. Closed: utils.IntToFloat64(v.Close, dcplace),
  106. TotleVolume: v.TV,
  107. TotleTurnover: tt,
  108. HoldVolume: v.HV,
  109. Settle: utils.IntToFloat64(v.SP, dcplace),
  110. TimeStamp: time.Unix(int64(v.ST), 0),
  111. }
  112. rst = append(rst, historyData)
  113. }
  114. // 包括日线以上的周期,如果没有带当前周期则通过盘面数据生成当前周期数据
  115. if req.CycleType >= 11 {
  116. logger.GetLogger().Debugf("[checkTiks]%v---------开始确定是否要补K线-----------", req.GoodsCode)
  117. // 获取商品信息
  118. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  119. if goods == nil {
  120. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  121. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  122. return
  123. }
  124. // 获取市场
  125. market, err := models.GetMarketByGoodsCode(req.GoodsCode)
  126. if err != nil {
  127. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  128. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  129. return
  130. }
  131. if market == nil {
  132. logger.GetLogger().Error("QueryHistoryDatas failed: not found goodscode")
  133. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  134. return
  135. }
  136. logger.GetLogger().Debugf("[checkTiks] goodscode[%v] trademode[%v]", req.GoodsCode, market.TRADEMODE)
  137. // 获取目标品种交易日
  138. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  139. // 故通道交易的品种目前只能在交易系统的外部市场中获
  140. // 取统一的交易日,后期应要求服务端同步外部数据
  141. // 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
  142. quoteTradeDate := ""
  143. if market.TRADEMODE == 15 || market.TRADEMODE == 97 || market.TRADEMODE == 99 {
  144. if quoteDays, err := models.GetQuoteDays("'" + req.GoodsCode + "'"); err == nil {
  145. if len(quoteDays) > 0 {
  146. quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
  147. logger.GetLogger().Debugf("[checkTiks] get quoteTradeDate[%v]", quoteTradeDate)
  148. }
  149. }
  150. } else {
  151. if marketRun, err := models.GetMarketRun(int(market.MARKETID)); err == nil {
  152. quoteTradeDate = marketRun.Tradedate2
  153. logger.GetLogger().Debugf("[checkTiks] get quoteTradeDate[%v] = marketRun.Tradedate2", quoteTradeDate)
  154. }
  155. }
  156. if quoteTradeDate != "" {
  157. if tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local); err == nil {
  158. var fisrtDate time.Time
  159. switch req.CycleType {
  160. case 12: // 周
  161. fisrtDate = getFirstDateOfWeek(tradeDate)
  162. case 13: // 月
  163. fisrtDate = getFirstDateOfMonth(tradeDate)
  164. case 14: // 年
  165. fisrtDate = getFirstDateOfYear(tradeDate)
  166. default: // 日
  167. fisrtDate = tradeDate
  168. }
  169. logger.GetLogger().Debugf("[checkTiks] get firstDate[%v] CycleType[%v]", fisrtDate, req.CycleType)
  170. // 获取盘面数据
  171. if quoteDays, err := models.GetQuoteDays(req.GoodsCode); err == nil && len(quoteDays) > 0 {
  172. v := quoteDays[0]
  173. if len(rst) == 0 {
  174. logger.GetLogger().Debugf("[checkTiks] no tiks, add a tik:%v", v)
  175. tt, _ := decimal.NewFromFloat(utils.IntToFloat64(int(v.Totalturnover), dcplace)).Round(2).Float64() // 按行情服务要求,金额类需要先除以商品报价小数位再按2位小数四舍五入
  176. // 历史数据当前没数据则直接加当前盘面数据
  177. historyData := HistoryData{
  178. Opened: utils.IntToFloat64(int(v.Opened), dcplace),
  179. Highest: utils.IntToFloat64(int(v.Highest), dcplace),
  180. Lowest: utils.IntToFloat64(int(v.Lowest), dcplace),
  181. Closed: utils.IntToFloat64(int(v.Last), dcplace),
  182. TotleVolume: int(v.Totalvolume),
  183. TotleTurnover: tt,
  184. HoldVolume: int(v.Holdvolume),
  185. Settle: utils.IntToFloat64(int(v.Settle), dcplace),
  186. TimeStamp: fisrtDate,
  187. }
  188. if req.IsAsc {
  189. rst = append(rst, historyData)
  190. } else {
  191. // 插入第一条
  192. rear := append([]HistoryData{}, rst[0:]...)
  193. rst = append(append(rst[:0], historyData), rear...)
  194. }
  195. } else {
  196. // 判断最后周期是否已经存在盘面周期
  197. a, b := rst[0], rst[len(rst)-1]
  198. logger.GetLogger().Debugf("[checkTiks] firstTik TimeStamp[%v] lastTik TimeStamp[%v] IsAsc[%v]",
  199. a.TimeStamp, b.TimeStamp, req.IsAsc)
  200. hd := a
  201. if a.TimeStamp.Before(b.TimeStamp) {
  202. // 取最大日期 b在a之后,取b进行比较
  203. hd = b
  204. }
  205. logger.GetLogger().Debugf("[checkTiks] compare hd.TimeStamp[%v] > firstDate[%v]? ",
  206. hd.TimeStamp, fisrtDate)
  207. if hd.TimeStamp.Before(fisrtDate) {
  208. // #3424 当日未开市显示了K线
  209. // 修改:这里增加判断盘面是否有开盘价
  210. if v.Opened > 0 && v.Last > 0 {
  211. tt, _ := decimal.NewFromFloat(utils.IntToFloat64(int(v.Totalturnover), dcplace)).Round(2).Float64() // 按行情服务要求,金额类需要先除以商品报价小数位再按2位小数四舍五入
  212. historyData := HistoryData{
  213. Opened: utils.IntToFloat64(int(v.Opened), dcplace),
  214. Highest: utils.IntToFloat64(int(v.Highest), dcplace),
  215. Lowest: utils.IntToFloat64(int(v.Lowest), dcplace),
  216. Closed: utils.IntToFloat64(int(v.Last), dcplace),
  217. TotleVolume: int(v.Totalvolume),
  218. TotleTurnover: tt,
  219. HoldVolume: int(v.Holdvolume),
  220. Settle: utils.IntToFloat64(int(v.Settle), dcplace),
  221. TimeStamp: fisrtDate,
  222. }
  223. logger.GetLogger().Debugf("[checkTiks] 补K线:\n%v", historyData)
  224. if req.IsAsc {
  225. //升序 尾部插入
  226. rst = append(rst, historyData)
  227. } else {
  228. //降序 头部插入
  229. rst = append([]HistoryData{historyData}, rst...)
  230. }
  231. }
  232. }
  233. }
  234. }
  235. }
  236. }
  237. }
  238. // 查询成功
  239. logger.GetLogger().Debugln("QueryHistoryDatas successed, rows:", len(rst))
  240. appG.Response(http.StatusOK, e.SUCCESS, rst)
  241. }
  242. // HistoryTikData Tik数据
  243. type HistoryTikData struct {
  244. TimeStamp time.Time `json:"TS"` // 行情时间文本
  245. PE float64 `json:"PE"` // 现价
  246. Vol int `json:"Vol"` // 现量
  247. TT float64 `json:"TT"` // 现金额
  248. Bid float64 `json:"Bid"` // 买价
  249. BV int `json:"BV"` // 买量
  250. Ask float64 `json:"Ask"` // 卖价
  251. AV int `json:"AV"` // 卖量
  252. HV int `json:"HV"` // 持仓量
  253. HI int `json:"HI"` // 单笔持仓
  254. TDR int `json:"TDR"` // 交易方向,0:买 1:卖
  255. TK int `json:"TK"` // 交易类型
  256. }
  257. // QueryHistoryTikDatasReq 查询行情Tik数据请求参数
  258. type QueryHistoryTikDatasReq struct {
  259. GoodsCode string `form:"goodsCode" binding:"required"`
  260. StartTime string `form:"startTime"`
  261. EndTime string `form:"endTime"`
  262. Count int `form:"count"`
  263. IsAsc bool `form:"isAsc"`
  264. }
  265. // QueryHistoryTikDatas 查询行情Tik数据
  266. // @Summary 查询行情Tik数据
  267. // @Produce json
  268. // @Security ApiKeyAuth
  269. // @Param goodsCode query string true "商品代码"
  270. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  271. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  272. // @Param count query int false "条数"
  273. // @Param isAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  274. // @Success 200 {object} HistoryTikData
  275. // @Failure 500 {object} app.Response
  276. // @Router /Quote/QueryHistoryTikDatas [get]
  277. // @Tags 行情服务
  278. func QueryHistoryTikDatas(c *gin.Context) {
  279. appG := app.Gin{C: c}
  280. // 获取请求参数
  281. var req QueryHistoryTikDatasReq
  282. if err := appG.C.ShouldBindQuery(&req); err != nil {
  283. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  284. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  285. return
  286. }
  287. // 转换时间
  288. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  289. var startTime *time.Time
  290. if len(req.StartTime) > 0 {
  291. st, err := time.ParseInLocation(timeFormat, req.StartTime, time.Local)
  292. if err != nil {
  293. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  294. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  295. return
  296. }
  297. startTime = &st
  298. }
  299. var endTime *time.Time
  300. if len(req.EndTime) > 0 {
  301. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  302. if err != nil {
  303. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  304. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  305. return
  306. }
  307. endTime = &et
  308. }
  309. // 查询数据
  310. tikDatas, err := models.GetHistoryTikDatas(req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  311. if err != nil {
  312. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  313. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  314. return
  315. }
  316. // 获取目标商品报价小数位
  317. var dcplace int = 0
  318. if len(tikDatas) > 0 {
  319. dcplace = mtpcache.GetGoodsDecimalplace(req.GoodsCode)
  320. }
  321. // 计算最终价格
  322. rst := make([]HistoryTikData, 0)
  323. for _, v := range tikDatas {
  324. // 获取方向
  325. buyOrSell := 0
  326. if v.TDR == 83 { // (Ascii) B-66 S-83
  327. buyOrSell = 1
  328. }
  329. tt, _ := decimal.NewFromFloat(utils.IntToFloat64(v.TT, dcplace)).Round(2).Float64() // 按行情服务要求,金额类需要先除以商品报价小数位再按2位小数四舍五入
  330. rst = append(rst, HistoryTikData{
  331. TimeStamp: time.Unix(int64(v.AT), 0),
  332. PE: utils.IntToFloat64(v.PE, dcplace),
  333. Vol: v.Vol,
  334. TT: tt,
  335. Bid: utils.IntToFloat64(v.Bid, dcplace),
  336. BV: v.BV,
  337. Ask: utils.IntToFloat64(v.Ask, dcplace),
  338. AV: v.AV,
  339. HV: v.HV,
  340. HI: v.HI,
  341. TDR: buyOrSell,
  342. TK: v.TK,
  343. })
  344. }
  345. // 查询成功
  346. logger.GetLogger().Debugln("QueryHistoryTikDatas successed, rows:", len(rst))
  347. appG.Response(http.StatusOK, e.SUCCESS, rst)
  348. }
  349. // QueryTSDataReq 分时图数据查询请求参数
  350. type QueryTSDataReq struct {
  351. GoodsCode string `form:"goodsCode" binding:"required"` // 商品代码
  352. MarketId int `form:"makretId"` // 关联市场ID
  353. }
  354. // QueryTSDataRsp 分时图数据查询返回模型
  355. type QueryTSDataRsp struct {
  356. GoodsCode string `json:"goodsCode"` // 商品代码
  357. OutGoodsCode string `json:"outGoodsCode"` // 外部商品代码
  358. DecimalPlace int `json:"decimalPlace"` // 小数位
  359. TradeDate string `json:"tradeDate"` // 交易日
  360. StartTime time.Time `json:"startTime"` // 开始时间
  361. EndTime time.Time `json:"endTime"` // 结束时间
  362. PreSettle float64 `json:"preSettle"` // 昨结价
  363. Count int `json:"Count"` // 交易日应有数据个数
  364. HistoryDatas []HistoryData `json:"historyDatas"` // 历史数据
  365. RunSteps []TSDataRunStep `json:"runSteps"` // 交易日开休市计划
  366. }
  367. // TSDataRunStep 分时图交易日开休市计划
  368. type TSDataRunStep struct {
  369. Groupid int32 `json:"groupid"` // 分组ID
  370. Tradeweekday int32 `json:"tradeweekday"` // 交易日归属 - 0:星期天、1:星期一、2:星期二、3:星期三、4:星期四、5:星期五、6:星期六
  371. Sectionid int32 `json:"sectionid"` // 从 1 开始 往下编 [0为系统清盘、结算时间] SectionId = 0时,开始时间=清盘时间 开始周几= 清盘周几, 结束时间=结算时间 结束周几=结算周几
  372. Runstep int32 `json:"runstep"` // 运行阶段 - 2:连续交易
  373. Startweekday int32 `json:"startweekday"` // 起始周几
  374. Starttime string `json:"starttime"` // 起始时间(HH:mm)
  375. Endweekday int32 `json:"endweekday"` // 结束周几
  376. Endtime string `json:"endtime"` // 结束时间(HH:mm)
  377. Startflag int32 `json:"startflag"` // 开始日标识 - (-1:上日 0:当日 1:次日 )
  378. Endflag int32 `json:"endflag"` // 结束日标识 - (-1:上日 0:当日 1:次日 )
  379. Start time.Time `json:"start"` // 真实开始时间
  380. End time.Time `json:"end"` // 真实结束时间
  381. }
  382. // QueryTSData 分时图数据查询
  383. // @Summary 分时图数据查询
  384. // @Produce json
  385. // @Security ApiKeyAuth
  386. // @Param goodsCode query string true "商品代码"
  387. // @Param makretId query int false "关联市场ID"
  388. // @Success 200 {object} QueryTSDataRsp
  389. // @Failure 500 {object} app.Response
  390. // @Router /Quote/QueryTSData [get]
  391. // @Tags 行情服务
  392. func QueryTSData(c *gin.Context) {
  393. appG := app.Gin{C: c}
  394. // 获取请求参数
  395. var req QueryTSDataReq
  396. if err := appG.C.ShouldBindQuery(&req); err != nil {
  397. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  398. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  399. return
  400. }
  401. // FIXME: - 一些不常变化的数据(如市场信息、商品信息等)应缓存到Redis中, 或缓存到服务内存
  402. // 获取商品信息
  403. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  404. if goods == nil {
  405. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  406. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  407. return
  408. }
  409. // 获取市场
  410. var market *models.Market
  411. if req.MarketId == 0 {
  412. market, err = models.GetMarketByGoodsCode(req.GoodsCode)
  413. if err != nil {
  414. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  415. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  416. return
  417. }
  418. } else {
  419. market, err = models.GetMarket(req.MarketId)
  420. if err != nil {
  421. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  422. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  423. return
  424. }
  425. }
  426. if market == nil {
  427. logger.GetLogger().Error("QueryTSData failed: not found goodscode")
  428. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  429. return
  430. }
  431. // 获取目标品种交易日
  432. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  433. // 故通道交易的品种目前只能在交易系统的外部市场中获
  434. // 取统一的交易日,后期应要求服务端同步外部数据
  435. // 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
  436. quoteTradeDate := ""
  437. if market.TRADEMODE == 15 || market.TRADEMODE == 97 || market.TRADEMODE == 99 {
  438. if quoteDays, err := models.GetQuoteDays("'" + req.GoodsCode + "'"); err == nil {
  439. if len(quoteDays) > 0 {
  440. quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
  441. }
  442. }
  443. } else {
  444. if marketRun, err := models.GetMarketRun(int(market.MARKETID)); err == nil {
  445. quoteTradeDate = marketRun.Tradedate2
  446. }
  447. }
  448. if len(quoteTradeDate) == 0 {
  449. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  450. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKETRUN_FAILED, nil)
  451. return
  452. }
  453. // 获取目标品种的开休市计划
  454. var runSteps []map[string]interface{}
  455. // 通道交易外部市场开休市计划表 - QuoteSourceGroupRunStep; 其它市场的 - MarketRunStepDetail
  456. if market.TRADEMODE == 15 || market.TRADEMODE == 97 || market.TRADEMODE == 99 {
  457. // 外部市场
  458. sourceRunSteps, err := models.FindQuoteSourceGroupRunSteps(*goods)
  459. if err != nil {
  460. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  461. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  462. return
  463. }
  464. for _, v := range sourceRunSteps {
  465. // struct -> json
  466. if jsonBytes, err := json.Marshal(v); err == nil {
  467. // json -> struct
  468. var runStepMap map[string]interface{}
  469. json.Unmarshal(jsonBytes, &runStepMap)
  470. runSteps = append(runSteps, runStepMap)
  471. }
  472. }
  473. }
  474. // 非外部市场或外部市场没有配置QuoteSourceGroupRunStep表数据的情况下,都从MarketRunStepDetail中获取数据
  475. if len(runSteps) == 0 {
  476. sourceRunSteps, err := models.FindMarketRunStepDetails(int(market.MARKETID))
  477. if err != nil {
  478. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  479. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  480. return
  481. }
  482. for _, v := range sourceRunSteps {
  483. // struct -> json
  484. if jsonBytes, err := json.Marshal(v); err == nil {
  485. // json -> struct
  486. var runStepMap map[string]interface{}
  487. json.Unmarshal(jsonBytes, &runStepMap)
  488. runSteps = append(runSteps, runStepMap)
  489. }
  490. }
  491. }
  492. // 获取目标商品的盘面信息
  493. quoteDays, err := models.GetQuoteDays("'" + strings.ToUpper(goods.Goodscode) + "'")
  494. if err != nil {
  495. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  496. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  497. return
  498. }
  499. var preSettle float64
  500. var preSettleInt int
  501. if len(quoteDays) > 0 {
  502. if quoteDays[0].Presettle != 0 {
  503. preSettleInt = int(quoteDays[0].Presettle)
  504. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  505. }
  506. if preSettle == 0 && quoteDays[0].Preclose != 0 {
  507. preSettleInt = int(quoteDays[0].Preclose)
  508. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  509. }
  510. }
  511. // 构建返回数据
  512. // 注意:这里使用的是 marketRun.Tradedate2 行情交易日
  513. queryTSDataRsp := QueryTSDataRsp{
  514. GoodsCode: goods.Goodscode,
  515. OutGoodsCode: goods.Outgoodscode,
  516. TradeDate: quoteTradeDate,
  517. DecimalPlace: int(goods.Decimalplace),
  518. PreSettle: preSettle,
  519. }
  520. // 构建分时图可直接使用的开休市数据
  521. // 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),
  522. // 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。
  523. // 当前交易日(周几)对应的开休市计划
  524. tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local)
  525. if err != nil {
  526. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  527. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  528. return
  529. }
  530. // !!!开休市计划明细
  531. curWeekRunSteps := make([]map[string]interface{}, 0)
  532. for _, v := range runSteps {
  533. tradeWeekDay := int(v["tradeweekday"].(float64))
  534. if tradeWeekDay == int(tradeDate.Weekday()) {
  535. curWeekRunSteps = append(curWeekRunSteps, v)
  536. }
  537. }
  538. // 获取不到可用的开休市计划
  539. if len(curWeekRunSteps) == 0 {
  540. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  541. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  542. return
  543. }
  544. // 按 SECTIONID 顺序排序
  545. sort.Slice(curWeekRunSteps, func(i int, j int) bool {
  546. return curWeekRunSteps[i]["sectionid"].(float64) < curWeekRunSteps[j]["sectionid"].(float64)
  547. })
  548. // 把各开休市时间段转化为真实的时间
  549. // 关于开休市计划的时间顺序:管理端会按时间顺序添加开休市计划,所以交易日开始时间为第一条记录的开始时间,结束时间为最后一条记录的结束时间
  550. // 关于目标商品的交易日问题:目前只能从商品所属市场获取当前交易日,这样有两个问题,一是不能按常规显示最后一个有历史数据的交易日;二是目前所有外部商品的开休市计划都是一样的。
  551. timeFormat := "20060102 15:04"
  552. // 开始时间
  553. startInterval := GetTradeDay(int(curWeekRunSteps[0]["tradeweekday"].(float64)), int(curWeekRunSteps[0]["startweekday"].(float64)))
  554. queryTSDataRsp.StartTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[0]["starttime"].(string)), time.Local)
  555. if startInterval != 0 {
  556. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  557. queryTSDataRsp.StartTime = queryTSDataRsp.StartTime.Add(duration)
  558. }
  559. // 结束时间
  560. index := len(curWeekRunSteps) - 1
  561. endInterval := GetTradeDay(int(curWeekRunSteps[index]["tradeweekday"].(float64)), int(curWeekRunSteps[index]["endweekday"].(float64)))
  562. queryTSDataRsp.EndTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[index]["endtime"].(string)), time.Local)
  563. if endInterval != 0 {
  564. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  565. queryTSDataRsp.EndTime = queryTSDataRsp.EndTime.Add(duration)
  566. }
  567. // fmt.Printf("开始时间:%s 结束时间:%s\n", queryTSDataRsp.StartTime.Format(timeFormat), queryTSDataRsp.EndTime.Format(timeFormat))
  568. // 获取目标时间段的历史数据(1分钟周期)
  569. // 这里要注意:由于交易库和行情库由于GoodsCode大小写不一定对得上,所以在使用交易库的商品查询行情数据时间,都要使用OutGoodsCode字段
  570. // 20210702: 按行情服务要求,改用大写的GoodsCode
  571. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleTypeMinutes1, strings.ToUpper(queryTSDataRsp.GoodsCode), &queryTSDataRsp.StartTime, &queryTSDataRsp.EndTime, 0, true)
  572. if err != nil {
  573. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  574. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  575. return
  576. }
  577. // ==================== 补数据(补休市数据和缺少的数据)====================
  578. if len(cycleDatas) > 0 {
  579. // 补数据第一步:如果第一数据不是开始时间的,需要补数据
  580. sources := time.Unix(int64(cycleDatas[0].ST), 0)
  581. diff := sources.Sub(queryTSDataRsp.StartTime)
  582. if diff.Minutes() > 0 {
  583. minute := int(diff.Minutes())
  584. for i := 1; i <= minute; i++ {
  585. st := cycleDatas[0].ST - i*60
  586. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  587. // 前面的数据使用昨结来补
  588. cycleDatas = append(cycleDatas, models.CycleData{
  589. GC: cycleDatas[0].GC,
  590. Open: preSettleInt,
  591. High: preSettleInt,
  592. Low: preSettleInt,
  593. Close: preSettleInt,
  594. TV: 0,
  595. TT: 0,
  596. HV: 0,
  597. SP: 0,
  598. ST: st,
  599. SST: stt,
  600. FI: true,
  601. })
  602. }
  603. }
  604. // 接时间戳排序
  605. sort.Slice(cycleDatas, func(i int, j int) bool {
  606. return cycleDatas[i].ST < cycleDatas[j].ST
  607. })
  608. // 补数据第二步:按尾部的时间(当前服务器时间或最后休市时间)进行全补
  609. // 获取服务器时间
  610. s, _ := models.GetServerTime2()
  611. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  612. if err != nil {
  613. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  614. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  615. return
  616. }
  617. if endTime.After(queryTSDataRsp.EndTime) {
  618. endTime = queryTSDataRsp.EndTime
  619. }
  620. index := len(cycleDatas) - 1
  621. sources = time.Unix(int64(cycleDatas[index].ST), 0)
  622. diff = endTime.Sub(sources)
  623. if diff.Minutes() > 0 {
  624. minute := int(diff.Minutes())
  625. for i := 1; i <= minute; i++ {
  626. st := cycleDatas[index].ST + i*60
  627. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  628. cycleDatas = append(cycleDatas, models.CycleData{
  629. GC: cycleDatas[index].GC,
  630. Open: cycleDatas[index].Close,
  631. High: cycleDatas[index].Close,
  632. Low: cycleDatas[index].Close,
  633. Close: cycleDatas[index].Close,
  634. TV: 0,
  635. TT: 0,
  636. HV: 0,
  637. SP: 0,
  638. ST: st,
  639. SST: stt,
  640. FI: true,
  641. })
  642. }
  643. }
  644. // 接时间戳排序
  645. sort.Slice(cycleDatas, func(i int, j int) bool {
  646. return cycleDatas[i].ST < cycleDatas[j].ST
  647. })
  648. // 补数据第三步:补中间数据
  649. fillDatas := make([]models.CycleData, 0)
  650. for i := range cycleDatas {
  651. // 第一条记录跳过
  652. if i == 0 {
  653. continue
  654. }
  655. current := time.Unix(int64(cycleDatas[i].ST), 0)
  656. prev := time.Unix(int64(cycleDatas[i-1].ST), 0)
  657. diff := current.Sub(prev)
  658. if diff.Minutes() > 1 {
  659. minute := int(diff.Minutes())
  660. // 判断是否需要补数据,与上一条数据的间距不是一分钟
  661. if minute > 1 {
  662. // 注意补中间数据时,是不用补最后一条数据的,所以是 < minute
  663. for j := 1; j < minute; j++ {
  664. st := cycleDatas[i-1].ST + j*60
  665. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  666. fillDatas = append(fillDatas, models.CycleData{
  667. GC: cycleDatas[i-1].GC,
  668. Open: cycleDatas[i-1].Close,
  669. High: cycleDatas[i-1].Close,
  670. Low: cycleDatas[i-1].Close,
  671. Close: cycleDatas[i-1].Close,
  672. TV: 0,
  673. TT: 0,
  674. HV: 0,
  675. SP: 0,
  676. ST: st,
  677. SST: stt,
  678. FI: true,
  679. })
  680. }
  681. }
  682. }
  683. }
  684. // 加入到源数据
  685. cycleDatas = append(cycleDatas, fillDatas...)
  686. // 接时间戳排序
  687. sort.Slice(cycleDatas, func(i int, j int) bool {
  688. return cycleDatas[i].ST < cycleDatas[j].ST
  689. })
  690. } else {
  691. // TODO: - 下面这块操作需求确认
  692. // 如果查询结果是空数据,则使用昨结价补到服务器时间(或最后休市时间)
  693. // 获取服务器时间
  694. s, _ := models.GetServerTime2()
  695. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  696. if err != nil {
  697. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  698. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  699. return
  700. }
  701. if endTime.After(queryTSDataRsp.EndTime) {
  702. endTime = queryTSDataRsp.EndTime
  703. }
  704. diff := endTime.Sub(queryTSDataRsp.StartTime)
  705. minute := int(diff.Minutes())
  706. for i := 0; i < minute; i++ {
  707. st := int(queryTSDataRsp.StartTime.Unix()) + i*60
  708. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  709. cycleDatas = append(cycleDatas, models.CycleData{
  710. GC: queryTSDataRsp.GoodsCode,
  711. Open: preSettleInt,
  712. High: preSettleInt,
  713. Low: preSettleInt,
  714. Close: preSettleInt,
  715. TV: 0,
  716. TT: 0,
  717. HV: 0,
  718. SP: 0,
  719. ST: st,
  720. SST: stt,
  721. FI: true,
  722. })
  723. }
  724. // 接时间戳排序
  725. sort.Slice(cycleDatas, func(i int, j int) bool {
  726. return cycleDatas[i].ST < cycleDatas[j].ST
  727. })
  728. }
  729. // 补数据第四步:清除掉开市计划外的数据
  730. // 先计算出每条计划明细的真正开始与结束时间
  731. queryTSDataRsp.RunSteps = make([]TSDataRunStep, 0)
  732. for _, v := range curWeekRunSteps {
  733. // 开始时间
  734. startInterval := GetTradeDay(int(v["tradeweekday"].(float64)), int(v["startweekday"].(float64)))
  735. v["start"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["starttime"].(string)), time.Local)
  736. if startInterval != 0 {
  737. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  738. v["start"] = v["start"].(time.Time).Add(duration)
  739. }
  740. // 结束时间
  741. endInterval := GetTradeDay(int(v["tradeweekday"].(float64)), int(v["endweekday"].(float64)))
  742. v["end"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["endtime"].(string)), time.Local)
  743. if endInterval != 0 {
  744. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  745. v["end"] = v["end"].(time.Time).Add(duration)
  746. }
  747. // map -> struct
  748. var tsDataRunStep TSDataRunStep
  749. jsonbody, err := json.Marshal(v)
  750. if err != nil {
  751. continue
  752. }
  753. if err := json.Unmarshal(jsonbody, &tsDataRunStep); err != nil {
  754. continue
  755. }
  756. queryTSDataRsp.RunSteps = append(queryTSDataRsp.RunSteps, tsDataRunStep)
  757. }
  758. // 最终返回的历史数据
  759. historyDatas := make([]HistoryData, 0)
  760. for _, cycleData := range cycleDatas {
  761. needAdd := false
  762. for _, runStep := range curWeekRunSteps {
  763. // 判断是否在开市计划内
  764. if cycleData.ST >= int(runStep["start"].(time.Time).Unix()) && cycleData.ST <= int(runStep["end"].(time.Time).Unix()) {
  765. needAdd = true
  766. break
  767. }
  768. }
  769. if needAdd {
  770. tt, _ := decimal.NewFromFloat(utils.IntToFloat64(cycleData.TT, int(goods.Decimalplace))).Round(2).Float64() // 按行情服务要求,金额类需要先除以商品报价小数位再按2位小数四舍五入
  771. historyDatas = append(historyDatas, HistoryData{
  772. Opened: utils.IntToFloat64(cycleData.Open, int(goods.Decimalplace)),
  773. Highest: utils.IntToFloat64(cycleData.High, int(goods.Decimalplace)),
  774. Lowest: utils.IntToFloat64(cycleData.Low, int(goods.Decimalplace)),
  775. Closed: utils.IntToFloat64(cycleData.Close, int(goods.Decimalplace)),
  776. TotleVolume: cycleData.TV,
  777. TotleTurnover: tt,
  778. HoldVolume: cycleData.HV,
  779. Settle: utils.IntToFloat64(cycleData.SP, int(goods.Decimalplace)),
  780. TimeStamp: time.Unix(int64(cycleData.ST), 0),
  781. IsFill: cycleData.FI,
  782. })
  783. }
  784. }
  785. queryTSDataRsp.HistoryDatas = historyDatas
  786. // 计算当前交易日应该有多少个历史数据,主要用于iOS
  787. for _, v := range queryTSDataRsp.RunSteps {
  788. diff := v.End.Sub(v.Start)
  789. queryTSDataRsp.Count += int(diff.Minutes())
  790. }
  791. // 查询成功
  792. logger.GetLogger().Debugln("QueryTSData successed.")
  793. appG.Response(http.StatusOK, e.SUCCESS, queryTSDataRsp)
  794. }
  795. // GetTradeDay 获取结算计划中天数间隔的方法
  796. // - tradeDay: 交易日周几
  797. // - weekDay: 开始或结束周几
  798. // - Returns: 天数间隔
  799. func GetTradeDay(tradeDay, weekDay int) int {
  800. if tradeDay == weekDay {
  801. return 0
  802. }
  803. if weekDay == 0 {
  804. weekDay = 7
  805. }
  806. betWeekDay := weekDay - tradeDay
  807. if betWeekDay < 0 {
  808. betWeekDay = betWeekDay + 7
  809. }
  810. if betWeekDay >= 4 {
  811. betWeekDay = betWeekDay - 7
  812. }
  813. return betWeekDay
  814. }
  815. /*
  816. *
  817. 获取某日所在周周一的日期
  818. */
  819. func getFirstDateOfWeek(d time.Time) time.Time {
  820. offset := int(time.Monday - d.Weekday())
  821. if offset > 0 {
  822. offset = -6
  823. }
  824. weekStartDate := time.Date(d.Year(), d.Month(), d.Day(), 0, 0, 0, 0, time.Local).AddDate(0, 0, offset)
  825. return weekStartDate
  826. }
  827. // 获取传入的时间所在月份的第一天,即某月第一天的0点。如传入time.Now(), 返回当前月份的第一天0点时间。
  828. func getFirstDateOfMonth(d time.Time) time.Time {
  829. d = d.AddDate(0, 0, -d.Day()+1)
  830. return getZeroTime(d)
  831. }
  832. // 获取传入的时间所在年的第一天,即某年第一天的0点。如传入time.Now(), 返回当前年的第一天0点时间。
  833. func getFirstDateOfYear(d time.Time) time.Time {
  834. d = d.AddDate(0, -d.Year()+1, 0)
  835. return getZeroTime(d)
  836. }
  837. // 获取传入的时间所在月份的最后一天,即某月最后一天的0点。如传入time.Now(), 返回当前月份的最后一天0点时间。
  838. func getLastDateOfMonth(d time.Time) time.Time {
  839. return getFirstDateOfMonth(d).AddDate(0, 1, -1)
  840. }
  841. // 获取某一天的0点时间
  842. func getZeroTime(d time.Time) time.Time {
  843. return time.Date(d.Year(), d.Month(), d.Day(), 0, 0, 0, 0, d.Location())
  844. }