history.go 26 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720
  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"
  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. // 查询成功
  113. logger.GetLogger().Debugln("QueryHistoryDatas successed: %v", rst)
  114. appG.Response(http.StatusOK, e.SUCCESS, rst)
  115. }
  116. // HistoryTikData Tik数据
  117. type HistoryTikData struct {
  118. TimeStamp time.Time `json:"TS"` // 行情时间文本
  119. PE float64 `json:"PE"` // 现价
  120. Vol int `json:"Vol"` // 现量
  121. TT float64 `json:"TT"` // 现金额
  122. Bid float64 `json:"Bid"` // 买价
  123. BV int `json:"BV"` // 买量
  124. Ask float64 `json:"Ask"` // 卖价
  125. AV int `json:"AV"` // 卖量
  126. HV int `json:"HV"` // 持仓量
  127. HI int `json:"HI"` // 单笔持仓
  128. TDR int `json:"TDR"` // 交易方向,0:买 1:卖
  129. TK int `json:"TK"` // 交易类型
  130. }
  131. // QueryHistoryTikDatasReq 查询行情Tik数据请求参数
  132. type QueryHistoryTikDatasReq struct {
  133. GoodsCode string `form:"goodsCode" binding:"required"`
  134. StartTime string `form:"startTime"`
  135. EndTime string `form:"endTime"`
  136. Count int `form:"count"`
  137. IsAsc bool `form:"isAsc"`
  138. }
  139. // QueryHistoryTikDatas 查询行情Tik数据
  140. // @Summary 查询行情Tik数据
  141. // @Produce json
  142. // @Security ApiKeyAuth
  143. // @Param goodsCode query string true "商品代码"
  144. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  145. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  146. // @Param count query int false "条数"
  147. // @Param isAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  148. // @Success 200 {object} HistoryTikData
  149. // @Failure 500 {object} app.Response
  150. // @Router /Quote/QueryHistoryTikDatas [get]
  151. // @Tags 行情服务
  152. func QueryHistoryTikDatas(c *gin.Context) {
  153. appG := app.Gin{C: c}
  154. // 获取请求参数
  155. var req QueryHistoryTikDatasReq
  156. if err := appG.C.ShouldBindQuery(&req); err != nil {
  157. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  158. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  159. return
  160. }
  161. // 转换时间
  162. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  163. var startTime *time.Time
  164. if len(req.StartTime) > 0 {
  165. st, err := time.ParseInLocation(timeFormat, req.StartTime, time.Local)
  166. if err != nil {
  167. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  168. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  169. return
  170. }
  171. startTime = &st
  172. }
  173. var endTime *time.Time
  174. if len(req.EndTime) > 0 {
  175. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  176. if err != nil {
  177. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  178. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  179. return
  180. }
  181. endTime = &et
  182. }
  183. // 查询数据
  184. tikDatas, err := models.GetHistoryTikDatas(req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  185. if err != nil {
  186. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  187. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  188. return
  189. }
  190. // 获取目标商品报价小数位
  191. var dcplace int = 0
  192. if len(tikDatas) > 0 {
  193. dcplace = mtpcache.GetGoodsDecimalplace(req.GoodsCode)
  194. }
  195. // 计算最终价格
  196. rst := make([]HistoryTikData, 0)
  197. for _, v := range tikDatas {
  198. // 获取方向
  199. buyOrSell := 0
  200. if v.TDR == 83 { // (Ascii) B-66 S-83
  201. buyOrSell = 1
  202. }
  203. rst = append(rst, HistoryTikData{
  204. TimeStamp: time.Unix(int64(v.AT), 0),
  205. PE: utils.IntToFloat64(v.PE, dcplace),
  206. Vol: v.Vol,
  207. TT: float64(v.TT),
  208. Bid: utils.IntToFloat64(v.Bid, dcplace),
  209. BV: v.BV,
  210. Ask: utils.IntToFloat64(v.Ask, dcplace),
  211. AV: v.AV,
  212. HV: v.HV,
  213. HI: v.HI,
  214. TDR: buyOrSell,
  215. TK: v.TK,
  216. })
  217. }
  218. // 查询成功
  219. logger.GetLogger().Debugln("QueryHistoryTikDatas successed: %v", rst)
  220. appG.Response(http.StatusOK, e.SUCCESS, rst)
  221. }
  222. // QueryTSDataReq 分时图数据查询请求参数
  223. type QueryTSDataReq struct {
  224. GoodsCode string `form:"goodsCode" binding:"required"` // 商品代码
  225. }
  226. // QueryTSDataRsp 分时图数据查询返回模型
  227. type QueryTSDataRsp struct {
  228. GoodsCode string `json:"goodsCode"` // 商品代码
  229. OutGoodsCode string `json:"outGoodsCode"` // 外部商品代码
  230. DecimalPlace int `json:"decimalPlace"` // 小数位
  231. TradeDate string `json:"tradeDate"` // 交易日
  232. StartTime time.Time `json:"startTime"` // 开始时间
  233. EndTime time.Time `json:"endTime"` // 结束时间
  234. PreSettle float64 `json:"preSettle"` // 昨结价
  235. Count int `json:"Count"` // 交易日应有数据个数
  236. HistoryDatas []HistoryData `json:"historyDatas"` // 历史数据
  237. RunSteps []TSDataRunStep `json:"runSteps"` // 交易日开休市计划
  238. }
  239. // TSDataRunStep 分时图交易日开休市计划
  240. type TSDataRunStep struct {
  241. Groupid int32 `json:"groupid"` // 分组ID
  242. 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
  243. 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
  244. Runstep int32 `json:"runstep"` // 运行阶段 - 2:连续交易
  245. Startweekday int32 `json:"startweekday"` // 起始周几
  246. Starttime string `json:"starttime"` // 起始时间(HH:mm)
  247. Endweekday int32 `json:"endweekday"` // 结束周几
  248. Endtime string `json:"endtime"` // 结束时间(HH:mm)
  249. Startflag int32 `json:"startflag"` // 开始日标识 - (-1:上日 0:当日 1:次日 )
  250. Endflag int32 `json:"endflag"` // 结束日标识 - (-1:上日 0:当日 1:次日 )
  251. Start time.Time `json:"start"` // 真实开始时间
  252. End time.Time `json:"end"` // 真实结束时间
  253. }
  254. // QueryTSData 分时图数据查询
  255. // @Summary 分时图数据查询
  256. // @Produce json
  257. // @Security ApiKeyAuth
  258. // @Param goodsCode query string true "商品代码"
  259. // @Success 200 {object} QueryTSDataRsp
  260. // @Failure 500 {object} app.Response
  261. // @Router /Quote/QueryTSData [get]
  262. // @Tags 行情服务
  263. func QueryTSData(c *gin.Context) {
  264. appG := app.Gin{C: c}
  265. // 获取请求参数
  266. var req QueryTSDataReq
  267. if err := appG.C.ShouldBindQuery(&req); err != nil {
  268. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  269. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  270. return
  271. }
  272. // 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
  273. // 获取商品信息
  274. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  275. if goods == nil {
  276. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  277. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  278. return
  279. }
  280. // 获取市场
  281. market, err := models.GetMarketByGoodsCode(req.GoodsCode)
  282. if err != nil {
  283. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  284. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  285. return
  286. }
  287. if market == nil {
  288. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  289. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  290. return
  291. }
  292. // 获取目标品种交易日
  293. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  294. // 故通道交易的品种目前只能在交易系统的外部市场中获
  295. // 取统一的交易日,后期应要求服务端同步外部数据
  296. // 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
  297. quoteTradeDate := ""
  298. if market.Trademode == 15 || market.Trademode == 97 || market.Trademode == 99 {
  299. if quoteDays, err := models.GetQuoteDays("'" + req.GoodsCode + "'"); err == nil {
  300. if len(quoteDays) > 0 {
  301. quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
  302. }
  303. }
  304. } else {
  305. if marketRun, err := models.GetMarketRun(int(market.Marketid)); err == nil {
  306. quoteTradeDate = marketRun.Tradedate2
  307. }
  308. }
  309. if len(quoteTradeDate) == 0 {
  310. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  311. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKETRUN_FAILED, nil)
  312. return
  313. }
  314. // 获取目标品种的开休市计划
  315. var runSteps []map[string]interface{}
  316. // 通道交易外部市场开休市计划表 - QuoteSourceGroupRunStep; 其它市场的 - MarketRunStepDetail
  317. if market.Trademode == 15 || market.Trademode == 97 || market.Trademode == 99 {
  318. // 外部市场
  319. sourceRunSteps, err := models.FindQuoteSourceGroupRunSteps(*goods)
  320. if err != nil {
  321. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  322. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  323. return
  324. }
  325. for _, v := range sourceRunSteps {
  326. // struct -> json
  327. if jsonBytes, err := json.Marshal(v); err == nil {
  328. // json -> struct
  329. var runStepMap map[string]interface{}
  330. json.Unmarshal(jsonBytes, &runStepMap)
  331. runSteps = append(runSteps, runStepMap)
  332. }
  333. }
  334. }
  335. // 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
  336. if len(runSteps) == 0 {
  337. sourceRunSteps, err := models.FindMarketRunStepDetails(int(market.Marketid))
  338. if err != nil {
  339. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  340. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  341. return
  342. }
  343. for _, v := range sourceRunSteps {
  344. // struct -> json
  345. if jsonBytes, err := json.Marshal(v); err == nil {
  346. // json -> struct
  347. var runStepMap map[string]interface{}
  348. json.Unmarshal(jsonBytes, &runStepMap)
  349. runSteps = append(runSteps, runStepMap)
  350. }
  351. }
  352. }
  353. // 获取目标商品的盘面信息
  354. quoteDays, err := models.GetQuoteDays("'" + strings.ToUpper(goods.Goodscode) + "'")
  355. if err != nil {
  356. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  357. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  358. return
  359. }
  360. var preSettle float64
  361. var preSettleInt int
  362. if len(quoteDays) > 0 {
  363. if quoteDays[0].Presettle != 0 {
  364. preSettleInt = int(quoteDays[0].Presettle)
  365. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  366. }
  367. if preSettle == 0 && quoteDays[0].Preclose != 0 {
  368. preSettleInt = int(quoteDays[0].Preclose)
  369. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  370. }
  371. }
  372. // 构建返回数据
  373. // 注意:这里使用的是 marketRun.Tradedate2 行情交易日
  374. queryTSDataRsp := QueryTSDataRsp{
  375. GoodsCode: goods.Goodscode,
  376. OutGoodsCode: goods.Outgoodscode,
  377. TradeDate: quoteTradeDate,
  378. DecimalPlace: int(goods.Decimalplace),
  379. PreSettle: preSettle,
  380. }
  381. // 构建分时图可直接使用的开休市数据
  382. // 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),
  383. // 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。
  384. // 当前交易日(周几)对应的开休市计划
  385. tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local)
  386. if err != nil {
  387. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  388. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  389. return
  390. }
  391. // !!!开休市计划明细
  392. curWeekRunSteps := make([]map[string]interface{}, 0)
  393. for _, v := range runSteps {
  394. tradeWeekDay := int(v["tradeweekday"].(float64))
  395. if tradeWeekDay == int(tradeDate.Weekday()) {
  396. curWeekRunSteps = append(curWeekRunSteps, v)
  397. }
  398. }
  399. // 获取不到可用的开休市计划
  400. if len(curWeekRunSteps) == 0 {
  401. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  402. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  403. return
  404. }
  405. // 按 SECTIONID 顺序排序
  406. sort.Slice(curWeekRunSteps, func(i int, j int) bool {
  407. return curWeekRunSteps[i]["sectionid"].(float64) < curWeekRunSteps[j]["sectionid"].(float64)
  408. })
  409. // 把各开休市时间段转化为真实的时间
  410. // 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
  411. // 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。
  412. timeFormat := "20060102 15:04"
  413. // 开始时间
  414. startInterval := getTradeDay(int(curWeekRunSteps[0]["tradeweekday"].(float64)), int(curWeekRunSteps[0]["startweekday"].(float64)))
  415. queryTSDataRsp.StartTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[0]["starttime"].(string)), time.Local)
  416. if startInterval != 0 {
  417. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  418. queryTSDataRsp.StartTime = queryTSDataRsp.StartTime.Add(duration)
  419. }
  420. // 结束时间
  421. index := len(curWeekRunSteps) - 1
  422. endInterval := getTradeDay(int(curWeekRunSteps[index]["tradeweekday"].(float64)), int(curWeekRunSteps[index]["endweekday"].(float64)))
  423. queryTSDataRsp.EndTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[index]["endtime"].(string)), time.Local)
  424. if endInterval != 0 {
  425. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  426. queryTSDataRsp.EndTime = queryTSDataRsp.EndTime.Add(duration)
  427. }
  428. // fmt.Printf("开始时间:%s 结束时间:%s\n", queryTSDataRsp.StartTime.Format(timeFormat), queryTSDataRsp.EndTime.Format(timeFormat))
  429. // 获取目标时间段的历史数据(1分钟周期)
  430. // 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
  431. // 20210702: 按行情服务要求,改用大写的GoodsCode
  432. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleTypeMinutes1, strings.ToUpper(queryTSDataRsp.GoodsCode), &queryTSDataRsp.StartTime, &queryTSDataRsp.EndTime, 0, true)
  433. if err != nil {
  434. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  435. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  436. return
  437. }
  438. // ==================== 补数据(补休市数据和缺少的数据)====================
  439. if len(cycleDatas) > 0 {
  440. // 补数据第一步:如果第一数据不是开始时间的,需要补数据
  441. sources := time.Unix(int64(cycleDatas[0].ST), 0)
  442. diff := sources.Sub(queryTSDataRsp.StartTime)
  443. if diff.Minutes() > 0 {
  444. minute := int(diff.Minutes())
  445. for i := 1; i <= minute; i++ {
  446. st := cycleDatas[0].ST - i*60
  447. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  448. // 前面的数据使用昨结来补
  449. cycleDatas = append(cycleDatas, models.CycleData{
  450. GC: cycleDatas[0].GC,
  451. Open: preSettleInt,
  452. High: preSettleInt,
  453. Low: preSettleInt,
  454. Close: preSettleInt,
  455. TV: 0,
  456. TT: 0,
  457. HV: 0,
  458. SP: 0,
  459. ST: st,
  460. SST: stt,
  461. FI: true,
  462. })
  463. }
  464. }
  465. // 接时间戳排序
  466. sort.Slice(cycleDatas, func(i int, j int) bool {
  467. return cycleDatas[i].ST < cycleDatas[j].ST
  468. })
  469. // 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
  470. // 获取服务器时间
  471. s, _ := models.GetServerTime()
  472. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  473. if err != nil {
  474. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  475. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  476. return
  477. }
  478. if endTime.After(queryTSDataRsp.EndTime) {
  479. endTime = queryTSDataRsp.EndTime
  480. }
  481. index := len(cycleDatas) - 1
  482. sources = time.Unix(int64(cycleDatas[index].ST), 0)
  483. diff = endTime.Sub(sources)
  484. if diff.Minutes() > 0 {
  485. minute := int(diff.Minutes())
  486. for i := 1; i <= minute; i++ {
  487. st := cycleDatas[index].ST + i*60
  488. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  489. cycleDatas = append(cycleDatas, models.CycleData{
  490. GC: cycleDatas[index].GC,
  491. Open: cycleDatas[index].Close,
  492. High: cycleDatas[index].Close,
  493. Low: cycleDatas[index].Close,
  494. Close: cycleDatas[index].Close,
  495. TV: 0,
  496. TT: 0,
  497. HV: 0,
  498. SP: 0,
  499. ST: st,
  500. SST: stt,
  501. FI: true,
  502. })
  503. }
  504. }
  505. // 接时间戳排序
  506. sort.Slice(cycleDatas, func(i int, j int) bool {
  507. return cycleDatas[i].ST < cycleDatas[j].ST
  508. })
  509. // 补数据第三步:补中间数据
  510. fillDatas := make([]models.CycleData, 0)
  511. for i := range cycleDatas {
  512. // 第一条记录跳过
  513. if i == 0 {
  514. continue
  515. }
  516. current := time.Unix(int64(cycleDatas[i].ST), 0)
  517. prev := time.Unix(int64(cycleDatas[i-1].ST), 0)
  518. diff := current.Sub(prev)
  519. if diff.Minutes() > 1 {
  520. minute := int(diff.Minutes())
  521. // 判断是否需要补数据,与上一条数据的间距不是一分钟
  522. if minute > 1 {
  523. // 注意补中间数据时,是不用补最后一条数据的,所以是 < minute
  524. for j := 1; j < minute; j++ {
  525. st := cycleDatas[i-1].ST + j*60
  526. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  527. fillDatas = append(fillDatas, models.CycleData{
  528. GC: cycleDatas[i-1].GC,
  529. Open: cycleDatas[i-1].Close,
  530. High: cycleDatas[i-1].Close,
  531. Low: cycleDatas[i-1].Close,
  532. Close: cycleDatas[i-1].Close,
  533. TV: 0,
  534. TT: 0,
  535. HV: 0,
  536. SP: 0,
  537. ST: st,
  538. SST: stt,
  539. FI: true,
  540. })
  541. }
  542. }
  543. }
  544. }
  545. // 加入到源数据
  546. cycleDatas = append(cycleDatas, fillDatas...)
  547. // 接时间戳排序
  548. sort.Slice(cycleDatas, func(i int, j int) bool {
  549. return cycleDatas[i].ST < cycleDatas[j].ST
  550. })
  551. } else {
  552. // TODO: - 下面这块操作需求确认
  553. // 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)
  554. // 获取服务器时间
  555. s, _ := models.GetServerTime()
  556. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  557. if err != nil {
  558. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  559. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  560. return
  561. }
  562. if endTime.After(queryTSDataRsp.EndTime) {
  563. endTime = queryTSDataRsp.EndTime
  564. }
  565. diff := endTime.Sub(queryTSDataRsp.StartTime)
  566. minute := int(diff.Minutes())
  567. for i := 1; i <= minute; i++ {
  568. st := int(queryTSDataRsp.StartTime.Unix()) + i*60
  569. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  570. cycleDatas = append(cycleDatas, models.CycleData{
  571. GC: queryTSDataRsp.GoodsCode,
  572. Open: preSettleInt,
  573. High: preSettleInt,
  574. Low: preSettleInt,
  575. Close: preSettleInt,
  576. TV: 0,
  577. TT: 0,
  578. HV: 0,
  579. SP: 0,
  580. ST: st,
  581. SST: stt,
  582. FI: true,
  583. })
  584. }
  585. // 接时间戳排序
  586. sort.Slice(cycleDatas, func(i int, j int) bool {
  587. return cycleDatas[i].ST < cycleDatas[j].ST
  588. })
  589. }
  590. // 补数据第四步:清除掉开市计划外的数据
  591. // 先计算出每条计划明细的真正开始与结束时间
  592. queryTSDataRsp.RunSteps = make([]TSDataRunStep, 0)
  593. for _, v := range curWeekRunSteps {
  594. // 开始时间
  595. startInterval := getTradeDay(int(v["tradeweekday"].(float64)), int(v["startweekday"].(float64)))
  596. v["start"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["starttime"].(string)), time.Local)
  597. if startInterval != 0 {
  598. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  599. v["start"] = v["start"].(time.Time).Add(duration)
  600. }
  601. // 结束时间
  602. endInterval := getTradeDay(int(v["tradeweekday"].(float64)), int(v["endweekday"].(float64)))
  603. v["end"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["endtime"].(string)), time.Local)
  604. if endInterval != 0 {
  605. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  606. v["end"] = v["end"].(time.Time).Add(duration)
  607. }
  608. // map -> struct
  609. var tsDataRunStep TSDataRunStep
  610. jsonbody, err := json.Marshal(v)
  611. if err != nil {
  612. continue
  613. }
  614. if err := json.Unmarshal(jsonbody, &tsDataRunStep); err != nil {
  615. continue
  616. }
  617. queryTSDataRsp.RunSteps = append(queryTSDataRsp.RunSteps, tsDataRunStep)
  618. }
  619. // 最终返回的历史数据
  620. historyDatas := make([]HistoryData, 0)
  621. for _, cycleData := range cycleDatas {
  622. needAdd := false
  623. for _, runStep := range curWeekRunSteps {
  624. // 判断是否在开市计划内
  625. if cycleData.ST >= int(runStep["start"].(time.Time).Unix()) && cycleData.ST <= int(runStep["end"].(time.Time).Unix()) {
  626. needAdd = true
  627. break
  628. }
  629. }
  630. if needAdd {
  631. historyDatas = append(historyDatas, HistoryData{
  632. Opened: utils.IntToFloat64(cycleData.Open, int(goods.Decimalplace)),
  633. Highest: utils.IntToFloat64(cycleData.High, int(goods.Decimalplace)),
  634. Lowest: utils.IntToFloat64(cycleData.Low, int(goods.Decimalplace)),
  635. Closed: utils.IntToFloat64(cycleData.Close, int(goods.Decimalplace)),
  636. TotleVolume: cycleData.TV,
  637. TotleTurnover: float64(cycleData.TT),
  638. HoldVolume: cycleData.HV,
  639. Settle: utils.IntToFloat64(cycleData.SP, int(goods.Decimalplace)),
  640. TimeStamp: time.Unix(int64(cycleData.ST), 0),
  641. IsFill: cycleData.FI,
  642. })
  643. }
  644. }
  645. queryTSDataRsp.HistoryDatas = historyDatas
  646. // 计算当前交易日应该有多少个历史数据,主要用于iOS
  647. for _, v := range queryTSDataRsp.RunSteps {
  648. diff := v.End.Sub(v.Start)
  649. queryTSDataRsp.Count += int(diff.Minutes())
  650. }
  651. // 查询成功
  652. logger.GetLogger().Debugln("QueryTSData successed: %v", queryTSDataRsp)
  653. appG.Response(http.StatusOK, e.SUCCESS, queryTSDataRsp)
  654. }
  655. // getTradeDay 获取结算计划中天数间隔的方法
  656. // - tradeDay: 交易日周几
  657. // - weekDay: 开始或结束周几
  658. // - Returns: 天数间隔
  659. func getTradeDay(tradeDay, weekDay int) int {
  660. if tradeDay == weekDay {
  661. return 0
  662. }
  663. if weekDay == 0 {
  664. weekDay = 7
  665. }
  666. betWeekDay := weekDay - tradeDay
  667. if betWeekDay < 0 {
  668. betWeekDay = betWeekDay + 7
  669. }
  670. if betWeekDay >= 4 {
  671. betWeekDay = betWeekDay - 7
  672. }
  673. return betWeekDay
  674. }