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