history.go 33 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 || req.CycleType >= 11 {
  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. a, b := rst[0], rst[len(rst)-1]
  195. logger.GetLogger().Debugf("[checkTiks] firstTik TimeStamp[%v] lastTik TimeStamp[%v] IsAsc[%v]",
  196. a.TimeStamp, b.TimeStamp, req.IsAsc)
  197. hd := a
  198. if a.TimeStamp.Before(b.TimeStamp) {
  199. // 取最大日期 b在a之后,取b进行比较
  200. hd = b
  201. }
  202. logger.GetLogger().Debugf("[checkTiks] compare hd.TimeStamp[%v] > firstDate[%v]? ",
  203. hd.TimeStamp, fisrtDate)
  204. if hd.TimeStamp.Before(fisrtDate) {
  205. // #3424 当日未开市显示了K线
  206. // 修改:这里增加判断盘面是否有开盘价
  207. if v.Opened > 0 && v.Last > 0 {
  208. historyData := HistoryData{
  209. Opened: utils.IntToFloat64(int(v.Opened), dcplace),
  210. Highest: utils.IntToFloat64(int(v.Highest), dcplace),
  211. Lowest: utils.IntToFloat64(int(v.Lowest), dcplace),
  212. Closed: utils.IntToFloat64(int(v.Last), dcplace),
  213. TotleVolume: int(v.Totalvolume),
  214. TotleTurnover: float64(v.Totalturnover),
  215. HoldVolume: int(v.Holdvolume),
  216. Settle: utils.IntToFloat64(int(v.Settle), dcplace),
  217. TimeStamp: fisrtDate,
  218. }
  219. logger.GetLogger().Debugf("[checkTiks] 补K线:\n%v", historyData)
  220. if req.IsAsc {
  221. //升序 尾部插入
  222. rst = append(rst, historyData)
  223. } else {
  224. //降序 头部插入
  225. rst = append([]HistoryData{historyData}, rst...)
  226. }
  227. }
  228. }
  229. }
  230. }
  231. }
  232. }
  233. }
  234. // 查询成功
  235. logger.GetLogger().Debugln("QueryHistoryDatas successed, rows:", len(rst))
  236. appG.Response(http.StatusOK, e.SUCCESS, rst)
  237. }
  238. // HistoryTikData Tik数据
  239. type HistoryTikData struct {
  240. TimeStamp time.Time `json:"TS"` // 行情时间文本
  241. PE float64 `json:"PE"` // 现价
  242. Vol int `json:"Vol"` // 现量
  243. TT float64 `json:"TT"` // 现金额
  244. Bid float64 `json:"Bid"` // 买价
  245. BV int `json:"BV"` // 买量
  246. Ask float64 `json:"Ask"` // 卖价
  247. AV int `json:"AV"` // 卖量
  248. HV int `json:"HV"` // 持仓量
  249. HI int `json:"HI"` // 单笔持仓
  250. TDR int `json:"TDR"` // 交易方向,0:买 1:卖
  251. TK int `json:"TK"` // 交易类型
  252. }
  253. // QueryHistoryTikDatasReq 查询行情Tik数据请求参数
  254. type QueryHistoryTikDatasReq struct {
  255. GoodsCode string `form:"goodsCode" binding:"required"`
  256. StartTime string `form:"startTime"`
  257. EndTime string `form:"endTime"`
  258. Count int `form:"count"`
  259. IsAsc bool `form:"isAsc"`
  260. }
  261. // QueryHistoryTikDatas 查询行情Tik数据
  262. // @Summary 查询行情Tik数据
  263. // @Produce json
  264. // @Security ApiKeyAuth
  265. // @Param goodsCode query string true "商品代码"
  266. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  267. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  268. // @Param count query int false "条数"
  269. // @Param isAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  270. // @Success 200 {object} HistoryTikData
  271. // @Failure 500 {object} app.Response
  272. // @Router /Quote/QueryHistoryTikDatas [get]
  273. // @Tags 行情服务
  274. func QueryHistoryTikDatas(c *gin.Context) {
  275. appG := app.Gin{C: c}
  276. // 获取请求参数
  277. var req QueryHistoryTikDatasReq
  278. if err := appG.C.ShouldBindQuery(&req); err != nil {
  279. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  280. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  281. return
  282. }
  283. // 转换时间
  284. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  285. var startTime *time.Time
  286. if len(req.StartTime) > 0 {
  287. st, err := time.ParseInLocation(timeFormat, req.StartTime, time.Local)
  288. if err != nil {
  289. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  290. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  291. return
  292. }
  293. startTime = &st
  294. }
  295. var endTime *time.Time
  296. if len(req.EndTime) > 0 {
  297. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  298. if err != nil {
  299. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  300. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  301. return
  302. }
  303. endTime = &et
  304. }
  305. // 查询数据
  306. tikDatas, err := models.GetHistoryTikDatas(req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  307. if err != nil {
  308. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  309. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  310. return
  311. }
  312. // 获取目标商品报价小数位
  313. var dcplace int = 0
  314. if len(tikDatas) > 0 {
  315. dcplace = mtpcache.GetGoodsDecimalplace(req.GoodsCode)
  316. }
  317. // 计算最终价格
  318. rst := make([]HistoryTikData, 0)
  319. for _, v := range tikDatas {
  320. // 获取方向
  321. buyOrSell := 0
  322. if v.TDR == 83 { // (Ascii) B-66 S-83
  323. buyOrSell = 1
  324. }
  325. rst = append(rst, HistoryTikData{
  326. TimeStamp: time.Unix(int64(v.AT), 0),
  327. PE: utils.IntToFloat64(v.PE, dcplace),
  328. Vol: v.Vol,
  329. TT: float64(v.TT),
  330. Bid: utils.IntToFloat64(v.Bid, dcplace),
  331. BV: v.BV,
  332. Ask: utils.IntToFloat64(v.Ask, dcplace),
  333. AV: v.AV,
  334. HV: v.HV,
  335. HI: v.HI,
  336. TDR: buyOrSell,
  337. TK: v.TK,
  338. })
  339. }
  340. // 查询成功
  341. logger.GetLogger().Debugln("QueryHistoryTikDatas successed, rows: %v", len(rst))
  342. appG.Response(http.StatusOK, e.SUCCESS, rst)
  343. }
  344. // QueryTSDataReq 分时图数据查询请求参数
  345. type QueryTSDataReq struct {
  346. GoodsCode string `form:"goodsCode" binding:"required"` // 商品代码
  347. }
  348. // QueryTSDataRsp 分时图数据查询返回模型
  349. type QueryTSDataRsp struct {
  350. GoodsCode string `json:"goodsCode"` // 商品代码
  351. OutGoodsCode string `json:"outGoodsCode"` // 外部商品代码
  352. DecimalPlace int `json:"decimalPlace"` // 小数位
  353. TradeDate string `json:"tradeDate"` // 交易日
  354. StartTime time.Time `json:"startTime"` // 开始时间
  355. EndTime time.Time `json:"endTime"` // 结束时间
  356. PreSettle float64 `json:"preSettle"` // 昨结价
  357. Count int `json:"Count"` // 交易日应有数据个数
  358. HistoryDatas []HistoryData `json:"historyDatas"` // 历史数据
  359. RunSteps []TSDataRunStep `json:"runSteps"` // 交易日开休市计划
  360. }
  361. // TSDataRunStep 分时图交易日开休市计划
  362. type TSDataRunStep struct {
  363. Groupid int32 `json:"groupid"` // 分组ID
  364. 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
  365. 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
  366. Runstep int32 `json:"runstep"` // 运行阶段 - 2:连续交易
  367. Startweekday int32 `json:"startweekday"` // 起始周几
  368. Starttime string `json:"starttime"` // 起始时间(HH:mm)
  369. Endweekday int32 `json:"endweekday"` // 结束周几
  370. Endtime string `json:"endtime"` // 结束时间(HH:mm)
  371. Startflag int32 `json:"startflag"` // 开始日标识 - (-1:上日 0:当日 1:次日 )
  372. Endflag int32 `json:"endflag"` // 结束日标识 - (-1:上日 0:当日 1:次日 )
  373. Start time.Time `json:"start"` // 真实开始时间
  374. End time.Time `json:"end"` // 真实结束时间
  375. }
  376. // QueryTSData 分时图数据查询
  377. // @Summary 分时图数据查询
  378. // @Produce json
  379. // @Security ApiKeyAuth
  380. // @Param goodsCode query string true "商品代码"
  381. // @Success 200 {object} QueryTSDataRsp
  382. // @Failure 500 {object} app.Response
  383. // @Router /Quote/QueryTSData [get]
  384. // @Tags 行情服务
  385. func QueryTSData(c *gin.Context) {
  386. appG := app.Gin{C: c}
  387. // 获取请求参数
  388. var req QueryTSDataReq
  389. if err := appG.C.ShouldBindQuery(&req); err != nil {
  390. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  391. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  392. return
  393. }
  394. // 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
  395. // 获取商品信息
  396. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  397. if goods == nil {
  398. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  399. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  400. return
  401. }
  402. // 获取市场
  403. market, err := models.GetMarketByGoodsCode(req.GoodsCode)
  404. if err != nil {
  405. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  406. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  407. return
  408. }
  409. if market == nil {
  410. logger.GetLogger().Error("QueryTSData failed: not found goodscode")
  411. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  412. return
  413. }
  414. // 获取目标品种交易日
  415. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  416. // 故通道交易的品种目前只能在交易系统的外部市场中获
  417. // 取统一的交易日,后期应要求服务端同步外部数据
  418. // 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
  419. quoteTradeDate := ""
  420. if market.Trademode == 15 || market.Trademode == 97 || market.Trademode == 99 {
  421. if quoteDays, err := models.GetQuoteDays("'" + req.GoodsCode + "'"); err == nil {
  422. if len(quoteDays) > 0 {
  423. quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
  424. }
  425. }
  426. } else {
  427. if marketRun, err := models.GetMarketRun(int(market.Marketid)); err == nil {
  428. quoteTradeDate = marketRun.Tradedate2
  429. }
  430. }
  431. if len(quoteTradeDate) == 0 {
  432. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  433. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKETRUN_FAILED, nil)
  434. return
  435. }
  436. // 获取目标品种的开休市计划
  437. var runSteps []map[string]interface{}
  438. // 通道交易外部市场开休市计划表 - QuoteSourceGroupRunStep; 其它市场的 - MarketRunStepDetail
  439. if market.Trademode == 15 || market.Trademode == 97 || market.Trademode == 99 {
  440. // 外部市场
  441. sourceRunSteps, err := models.FindQuoteSourceGroupRunSteps(*goods)
  442. if err != nil {
  443. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  444. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  445. return
  446. }
  447. for _, v := range sourceRunSteps {
  448. // struct -> json
  449. if jsonBytes, err := json.Marshal(v); err == nil {
  450. // json -> struct
  451. var runStepMap map[string]interface{}
  452. json.Unmarshal(jsonBytes, &runStepMap)
  453. runSteps = append(runSteps, runStepMap)
  454. }
  455. }
  456. }
  457. // 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
  458. if len(runSteps) == 0 {
  459. sourceRunSteps, err := models.FindMarketRunStepDetails(int(market.Marketid))
  460. if err != nil {
  461. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  462. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  463. return
  464. }
  465. for _, v := range sourceRunSteps {
  466. // struct -> json
  467. if jsonBytes, err := json.Marshal(v); err == nil {
  468. // json -> struct
  469. var runStepMap map[string]interface{}
  470. json.Unmarshal(jsonBytes, &runStepMap)
  471. runSteps = append(runSteps, runStepMap)
  472. }
  473. }
  474. }
  475. // 获取目标商品的盘面信息
  476. quoteDays, err := models.GetQuoteDays("'" + strings.ToUpper(goods.Goodscode) + "'")
  477. if err != nil {
  478. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  479. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  480. return
  481. }
  482. var preSettle float64
  483. var preSettleInt int
  484. if len(quoteDays) > 0 {
  485. if quoteDays[0].Presettle != 0 {
  486. preSettleInt = int(quoteDays[0].Presettle)
  487. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  488. }
  489. if preSettle == 0 && quoteDays[0].Preclose != 0 {
  490. preSettleInt = int(quoteDays[0].Preclose)
  491. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  492. }
  493. }
  494. // 构建返回数据
  495. // 注意:这里使用的是 marketRun.Tradedate2 行情交易日
  496. queryTSDataRsp := QueryTSDataRsp{
  497. GoodsCode: goods.Goodscode,
  498. OutGoodsCode: goods.Outgoodscode,
  499. TradeDate: quoteTradeDate,
  500. DecimalPlace: int(goods.Decimalplace),
  501. PreSettle: preSettle,
  502. }
  503. // 构建分时图可直接使用的开休市数据
  504. // 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),
  505. // 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。
  506. // 当前交易日(周几)对应的开休市计划
  507. tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local)
  508. if err != nil {
  509. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  510. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  511. return
  512. }
  513. // !!!开休市计划明细
  514. curWeekRunSteps := make([]map[string]interface{}, 0)
  515. for _, v := range runSteps {
  516. tradeWeekDay := int(v["tradeweekday"].(float64))
  517. if tradeWeekDay == int(tradeDate.Weekday()) {
  518. curWeekRunSteps = append(curWeekRunSteps, v)
  519. }
  520. }
  521. // 获取不到可用的开休市计划
  522. if len(curWeekRunSteps) == 0 {
  523. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  524. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  525. return
  526. }
  527. // 按 SECTIONID 顺序排序
  528. sort.Slice(curWeekRunSteps, func(i int, j int) bool {
  529. return curWeekRunSteps[i]["sectionid"].(float64) < curWeekRunSteps[j]["sectionid"].(float64)
  530. })
  531. // 把各开休市时间段转化为真实的时间
  532. // 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
  533. // 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。
  534. timeFormat := "20060102 15:04"
  535. // 开始时间
  536. startInterval := GetTradeDay(int(curWeekRunSteps[0]["tradeweekday"].(float64)), int(curWeekRunSteps[0]["startweekday"].(float64)))
  537. queryTSDataRsp.StartTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[0]["starttime"].(string)), time.Local)
  538. if startInterval != 0 {
  539. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  540. queryTSDataRsp.StartTime = queryTSDataRsp.StartTime.Add(duration)
  541. }
  542. // 结束时间
  543. index := len(curWeekRunSteps) - 1
  544. endInterval := GetTradeDay(int(curWeekRunSteps[index]["tradeweekday"].(float64)), int(curWeekRunSteps[index]["endweekday"].(float64)))
  545. queryTSDataRsp.EndTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[index]["endtime"].(string)), time.Local)
  546. if endInterval != 0 {
  547. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  548. queryTSDataRsp.EndTime = queryTSDataRsp.EndTime.Add(duration)
  549. }
  550. // fmt.Printf("开始时间:%s 结束时间:%s\n", queryTSDataRsp.StartTime.Format(timeFormat), queryTSDataRsp.EndTime.Format(timeFormat))
  551. // 获取目标时间段的历史数据(1分钟周期)
  552. // 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
  553. // 20210702: 按行情服务要求,改用大写的GoodsCode
  554. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleTypeMinutes1, strings.ToUpper(queryTSDataRsp.GoodsCode), &queryTSDataRsp.StartTime, &queryTSDataRsp.EndTime, 0, true)
  555. if err != nil {
  556. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  557. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  558. return
  559. }
  560. // ==================== 补数据(补休市数据和缺少的数据)====================
  561. if len(cycleDatas) > 0 {
  562. // 补数据第一步:如果第一数据不是开始时间的,需要补数据
  563. sources := time.Unix(int64(cycleDatas[0].ST), 0)
  564. diff := sources.Sub(queryTSDataRsp.StartTime)
  565. if diff.Minutes() > 0 {
  566. minute := int(diff.Minutes())
  567. for i := 1; i <= minute; i++ {
  568. st := cycleDatas[0].ST - i*60
  569. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  570. // 前面的数据使用昨结来补
  571. cycleDatas = append(cycleDatas, models.CycleData{
  572. GC: cycleDatas[0].GC,
  573. Open: preSettleInt,
  574. High: preSettleInt,
  575. Low: preSettleInt,
  576. Close: preSettleInt,
  577. TV: 0,
  578. TT: 0,
  579. HV: 0,
  580. SP: 0,
  581. ST: st,
  582. SST: stt,
  583. FI: true,
  584. })
  585. }
  586. }
  587. // 接时间戳排序
  588. sort.Slice(cycleDatas, func(i int, j int) bool {
  589. return cycleDatas[i].ST < cycleDatas[j].ST
  590. })
  591. // 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
  592. // 获取服务器时间
  593. s, _ := models.GetServerTime()
  594. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  595. if err != nil {
  596. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  597. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  598. return
  599. }
  600. if endTime.After(queryTSDataRsp.EndTime) {
  601. endTime = queryTSDataRsp.EndTime
  602. }
  603. index := len(cycleDatas) - 1
  604. sources = time.Unix(int64(cycleDatas[index].ST), 0)
  605. diff = endTime.Sub(sources)
  606. if diff.Minutes() > 0 {
  607. minute := int(diff.Minutes())
  608. for i := 1; i <= minute; i++ {
  609. st := cycleDatas[index].ST + i*60
  610. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  611. cycleDatas = append(cycleDatas, models.CycleData{
  612. GC: cycleDatas[index].GC,
  613. Open: cycleDatas[index].Close,
  614. High: cycleDatas[index].Close,
  615. Low: cycleDatas[index].Close,
  616. Close: cycleDatas[index].Close,
  617. TV: 0,
  618. TT: 0,
  619. HV: 0,
  620. SP: 0,
  621. ST: st,
  622. SST: stt,
  623. FI: true,
  624. })
  625. }
  626. }
  627. // 接时间戳排序
  628. sort.Slice(cycleDatas, func(i int, j int) bool {
  629. return cycleDatas[i].ST < cycleDatas[j].ST
  630. })
  631. // 补数据第三步:补中间数据
  632. fillDatas := make([]models.CycleData, 0)
  633. for i := range cycleDatas {
  634. // 第一条记录跳过
  635. if i == 0 {
  636. continue
  637. }
  638. current := time.Unix(int64(cycleDatas[i].ST), 0)
  639. prev := time.Unix(int64(cycleDatas[i-1].ST), 0)
  640. diff := current.Sub(prev)
  641. if diff.Minutes() > 1 {
  642. minute := int(diff.Minutes())
  643. // 判断是否需要补数据,与上一条数据的间距不是一分钟
  644. if minute > 1 {
  645. // 注意补中间数据时,是不用补最后一条数据的,所以是 < minute
  646. for j := 1; j < minute; j++ {
  647. st := cycleDatas[i-1].ST + j*60
  648. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  649. fillDatas = append(fillDatas, models.CycleData{
  650. GC: cycleDatas[i-1].GC,
  651. Open: cycleDatas[i-1].Close,
  652. High: cycleDatas[i-1].Close,
  653. Low: cycleDatas[i-1].Close,
  654. Close: cycleDatas[i-1].Close,
  655. TV: 0,
  656. TT: 0,
  657. HV: 0,
  658. SP: 0,
  659. ST: st,
  660. SST: stt,
  661. FI: true,
  662. })
  663. }
  664. }
  665. }
  666. }
  667. // 加入到源数据
  668. cycleDatas = append(cycleDatas, fillDatas...)
  669. // 接时间戳排序
  670. sort.Slice(cycleDatas, func(i int, j int) bool {
  671. return cycleDatas[i].ST < cycleDatas[j].ST
  672. })
  673. } else {
  674. // TODO: - 下面这块操作需求确认
  675. // 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)
  676. // 获取服务器时间
  677. s, _ := models.GetServerTime()
  678. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  679. if err != nil {
  680. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  681. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  682. return
  683. }
  684. if endTime.After(queryTSDataRsp.EndTime) {
  685. endTime = queryTSDataRsp.EndTime
  686. }
  687. diff := endTime.Sub(queryTSDataRsp.StartTime)
  688. minute := int(diff.Minutes())
  689. for i := 1; i <= minute; i++ {
  690. st := int(queryTSDataRsp.StartTime.Unix()) + i*60
  691. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  692. cycleDatas = append(cycleDatas, models.CycleData{
  693. GC: queryTSDataRsp.GoodsCode,
  694. Open: preSettleInt,
  695. High: preSettleInt,
  696. Low: preSettleInt,
  697. Close: preSettleInt,
  698. TV: 0,
  699. TT: 0,
  700. HV: 0,
  701. SP: 0,
  702. ST: st,
  703. SST: stt,
  704. FI: true,
  705. })
  706. }
  707. // 接时间戳排序
  708. sort.Slice(cycleDatas, func(i int, j int) bool {
  709. return cycleDatas[i].ST < cycleDatas[j].ST
  710. })
  711. }
  712. // 补数据第四步:清除掉开市计划外的数据
  713. // 先计算出每条计划明细的真正开始与结束时间
  714. queryTSDataRsp.RunSteps = make([]TSDataRunStep, 0)
  715. for _, v := range curWeekRunSteps {
  716. // 开始时间
  717. startInterval := GetTradeDay(int(v["tradeweekday"].(float64)), int(v["startweekday"].(float64)))
  718. v["start"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["starttime"].(string)), time.Local)
  719. if startInterval != 0 {
  720. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  721. v["start"] = v["start"].(time.Time).Add(duration)
  722. }
  723. // 结束时间
  724. endInterval := GetTradeDay(int(v["tradeweekday"].(float64)), int(v["endweekday"].(float64)))
  725. v["end"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["endtime"].(string)), time.Local)
  726. if endInterval != 0 {
  727. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  728. v["end"] = v["end"].(time.Time).Add(duration)
  729. }
  730. // map -> struct
  731. var tsDataRunStep TSDataRunStep
  732. jsonbody, err := json.Marshal(v)
  733. if err != nil {
  734. continue
  735. }
  736. if err := json.Unmarshal(jsonbody, &tsDataRunStep); err != nil {
  737. continue
  738. }
  739. queryTSDataRsp.RunSteps = append(queryTSDataRsp.RunSteps, tsDataRunStep)
  740. }
  741. // 最终返回的历史数据
  742. historyDatas := make([]HistoryData, 0)
  743. for _, cycleData := range cycleDatas {
  744. needAdd := false
  745. for _, runStep := range curWeekRunSteps {
  746. // 判断是否在开市计划内
  747. if cycleData.ST >= int(runStep["start"].(time.Time).Unix()) && cycleData.ST <= int(runStep["end"].(time.Time).Unix()) {
  748. needAdd = true
  749. break
  750. }
  751. }
  752. if needAdd {
  753. historyDatas = append(historyDatas, HistoryData{
  754. Opened: utils.IntToFloat64(cycleData.Open, int(goods.Decimalplace)),
  755. Highest: utils.IntToFloat64(cycleData.High, int(goods.Decimalplace)),
  756. Lowest: utils.IntToFloat64(cycleData.Low, int(goods.Decimalplace)),
  757. Closed: utils.IntToFloat64(cycleData.Close, int(goods.Decimalplace)),
  758. TotleVolume: cycleData.TV,
  759. TotleTurnover: float64(cycleData.TT),
  760. HoldVolume: cycleData.HV,
  761. Settle: utils.IntToFloat64(cycleData.SP, int(goods.Decimalplace)),
  762. TimeStamp: time.Unix(int64(cycleData.ST), 0),
  763. IsFill: cycleData.FI,
  764. })
  765. }
  766. }
  767. queryTSDataRsp.HistoryDatas = historyDatas
  768. // 计算当前交易日应该有多少个历史数据,主要用于iOS
  769. for _, v := range queryTSDataRsp.RunSteps {
  770. diff := v.End.Sub(v.Start)
  771. queryTSDataRsp.Count += int(diff.Minutes())
  772. }
  773. // 查询成功
  774. logger.GetLogger().Debugln("QueryTSData successed.")
  775. appG.Response(http.StatusOK, e.SUCCESS, queryTSDataRsp)
  776. }
  777. // GetTradeDay 获取结算计划中天数间隔的方法
  778. // - tradeDay: 交易日周几
  779. // - weekDay: 开始或结束周几
  780. // - Returns: 天数间隔
  781. func GetTradeDay(tradeDay, weekDay int) int {
  782. if tradeDay == weekDay {
  783. return 0
  784. }
  785. if weekDay == 0 {
  786. weekDay = 7
  787. }
  788. betWeekDay := weekDay - tradeDay
  789. if betWeekDay < 0 {
  790. betWeekDay = betWeekDay + 7
  791. }
  792. if betWeekDay >= 4 {
  793. betWeekDay = betWeekDay - 7
  794. }
  795. return betWeekDay
  796. }
  797. /*
  798. *
  799. 获取某日所在周周一的日期
  800. */
  801. func getFirstDateOfWeek(d time.Time) time.Time {
  802. offset := int(time.Monday - d.Weekday())
  803. if offset > 0 {
  804. offset = -6
  805. }
  806. weekStartDate := time.Date(d.Year(), d.Month(), d.Day(), 0, 0, 0, 0, time.Local).AddDate(0, 0, offset)
  807. return weekStartDate
  808. }
  809. // 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。
  810. func getFirstDateOfMonth(d time.Time) time.Time {
  811. d = d.AddDate(0, 0, -d.Day()+1)
  812. return getZeroTime(d)
  813. }
  814. // 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。
  815. func getFirstDateOfYear(d time.Time) time.Time {
  816. d = d.AddDate(0, -d.Year()+1, 0)
  817. return getZeroTime(d)
  818. }
  819. // 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。
  820. func getLastDateOfMonth(d time.Time) time.Time {
  821. return getFirstDateOfMonth(d).AddDate(0, 1, -1)
  822. }
  823. // 获取某一天的0点时间
  824. func getZeroTime(d time.Time) time.Time {
  825. return time.Date(d.Year(), d.Month(), d.Day(), 0, 0, 0, 0, d.Location())
  826. }