history.go 34 KB

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  1. package quote
  2. import (
  3. "encoding/json"
  4. "errors"
  5. "fmt"
  6. "mtp2_if/global/app"
  7. "mtp2_if/global/e"
  8. "mtp2_if/logger"
  9. "mtp2_if/models"
  10. "mtp2_if/mtpcache"
  11. "mtp2_if/utils"
  12. "net/http"
  13. "sort"
  14. "strings"
  15. "time"
  16. "github.com/gin-gonic/gin"
  17. "github.com/shopspring/decimal"
  18. )
  19. // HistoryData 历史数据
  20. type HistoryData struct {
  21. Opened float64 `json:"o"` // 开盘价
  22. Highest float64 `json:"h"` // 最高价
  23. Lowest float64 `json:"l"` // 最低价
  24. Closed float64 `json:"c"` // 收盘价
  25. TotleVolume int `json:"tv"` // 总量(成交量)
  26. TotleTurnover float64 `json:"tt"` // 总金额
  27. HoldVolume int `json:"hv"` // 持仓量
  28. Settle float64 `json:"s"` // 结算价,日线周期(包括)以上才有
  29. TimeStamp time.Time `json:"ts"` // 时间
  30. IsFill bool `json:"f"` // 是否补充数据
  31. }
  32. // QueryHistoryDatasReq 查询行情历史数据请求参数
  33. type QueryHistoryDatasReq struct {
  34. CycleType int `form:"cycleType" binding:"required"`
  35. GoodsCode string `form:"goodsCode" binding:"required"`
  36. StartTime string `form:"startTime"`
  37. EndTime string `form:"endTime"`
  38. Count int `form:"count"`
  39. IsAsc bool `form:"isAsc"`
  40. }
  41. // QueryHistoryDatas 查询行情历史数据
  42. // @Summary 查询行情历史数据
  43. // @Produce json
  44. // @Security ApiKeyAuth
  45. // @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"
  46. // @Param goodsCode query string true "商品代码"
  47. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  48. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  49. // @Param count query int false "条数"
  50. // @Param isAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  51. // @Success 200 {object} HistoryData
  52. // @Failure 500 {object} app.Response
  53. // @Router /Quote/QueryHistoryDatas [get]
  54. // @Tags 行情服务
  55. func QueryHistoryDatas(c *gin.Context) {
  56. appG := app.Gin{C: c}
  57. // 获取请求参数
  58. var req QueryHistoryDatasReq
  59. if err := appG.C.ShouldBindQuery(&req); err != nil {
  60. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  61. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  62. return
  63. }
  64. // 转换时间
  65. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  66. var startTime *time.Time
  67. if len(req.StartTime) > 0 {
  68. st, err := time.ParseInLocation(timeFormat, req.StartTime, time.Local)
  69. if err != nil {
  70. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  71. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  72. return
  73. }
  74. startTime = &st
  75. }
  76. var endTime *time.Time
  77. if len(req.EndTime) > 0 {
  78. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  79. if err != nil {
  80. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  81. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  82. return
  83. }
  84. endTime = &et
  85. }
  86. // 查询数据
  87. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleType(req.CycleType), req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  88. if err != nil {
  89. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  90. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  91. return
  92. }
  93. // 获取目标商品报价小数位
  94. var dcplace int = 0
  95. if len(cycleDatas) > 0 || req.CycleType >= 11 {
  96. dcplace = mtpcache.GetGoodsDecimalplace(req.GoodsCode)
  97. }
  98. // 计算最终价格
  99. rst := make([]HistoryData, 0)
  100. for _, v := range cycleDatas {
  101. 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
  102. historyData := HistoryData{
  103. Opened: utils.IntToFloat64(v.Open, dcplace),
  104. Highest: utils.IntToFloat64(v.High, dcplace),
  105. Lowest: utils.IntToFloat64(v.Low, dcplace),
  106. Closed: utils.IntToFloat64(v.Close, dcplace),
  107. TotleVolume: v.TV,
  108. TotleTurnover: tt,
  109. HoldVolume: v.HV,
  110. Settle: utils.IntToFloat64(v.SP, dcplace),
  111. TimeStamp: time.Unix(int64(v.ST), 0),
  112. }
  113. rst = append(rst, historyData)
  114. }
  115. // 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
  116. if req.CycleType >= 11 {
  117. logger.GetLogger().Debugf("[checkTiks]%v---------开始确定是否要补K线-----------", req.GoodsCode)
  118. // 获取商品信息
  119. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  120. if goods == nil {
  121. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  122. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  123. return
  124. }
  125. // 获取市场
  126. market, err := models.GetMarketByGoodsCode(req.GoodsCode)
  127. if err != nil {
  128. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  129. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  130. return
  131. }
  132. if market == nil {
  133. logger.GetLogger().Error("QueryHistoryDatas failed: not found goodscode")
  134. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  135. return
  136. }
  137. logger.GetLogger().Debugf("[checkTiks] goodscode[%v] trademode[%v]", req.GoodsCode, market.TRADEMODE)
  138. // 获取目标品种交易日
  139. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  140. // 故通道交易的品种目前只能在交易系统的外部市场中获
  141. // 取统一的交易日,后期应要求服务端同步外部数据
  142. // 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
  143. quoteTradeDate := ""
  144. if market.TRADEMODE == 15 || market.TRADEMODE == 97 || market.TRADEMODE == 99 {
  145. if quoteDays, err := models.GetQuoteDays(req.GoodsCode); err == nil {
  146. if len(quoteDays) > 0 {
  147. quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
  148. logger.GetLogger().Debugf("[checkTiks] get quoteTradeDate[%v]", quoteTradeDate)
  149. }
  150. }
  151. } else {
  152. if marketRun, err := models.GetMarketRun(int(market.MARKETID)); err == nil {
  153. quoteTradeDate = marketRun.Tradedate2
  154. logger.GetLogger().Debugf("[checkTiks] get quoteTradeDate[%v] = marketRun.Tradedate2", quoteTradeDate)
  155. }
  156. }
  157. if quoteTradeDate != "" {
  158. if tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local); err == nil {
  159. var fisrtDate time.Time
  160. switch req.CycleType {
  161. case 12: // 周
  162. fisrtDate = getFirstDateOfWeek(tradeDate)
  163. case 13: // 月
  164. fisrtDate = getFirstDateOfMonth(tradeDate)
  165. case 14: // 年
  166. fisrtDate = getFirstDateOfYear(tradeDate)
  167. default: // 日
  168. fisrtDate = tradeDate
  169. }
  170. logger.GetLogger().Debugf("[checkTiks] get firstDate[%v] CycleType[%v]", fisrtDate, req.CycleType)
  171. // 获取盘面数据
  172. if quoteDays, err := models.GetQuoteDays(req.GoodsCode); err == nil && len(quoteDays) > 0 {
  173. v := quoteDays[0]
  174. if len(rst) == 0 {
  175. logger.GetLogger().Debugf("[checkTiks] no tiks, add a tik:%v", v)
  176. 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
  177. // 历史数据当前没数据则直接加当前盘面数据
  178. historyData := HistoryData{
  179. Opened: utils.IntToFloat64(int(v.Opened), dcplace),
  180. Highest: utils.IntToFloat64(int(v.Highest), dcplace),
  181. Lowest: utils.IntToFloat64(int(v.Lowest), dcplace),
  182. Closed: utils.IntToFloat64(int(v.Last), dcplace),
  183. TotleVolume: int(v.Totalvolume),
  184. TotleTurnover: tt,
  185. HoldVolume: int(v.Holdvolume),
  186. Settle: utils.IntToFloat64(int(v.Settle), dcplace),
  187. TimeStamp: fisrtDate,
  188. }
  189. if req.IsAsc {
  190. rst = append(rst, historyData)
  191. } else {
  192. // 插入第一条
  193. rear := append([]HistoryData{}, rst[0:]...)
  194. rst = append(append(rst[:0], historyData), rear...)
  195. }
  196. } else {
  197. // 判断最后周期是否已经存在盘面周期
  198. a, b := rst[0], rst[len(rst)-1]
  199. logger.GetLogger().Debugf("[checkTiks] firstTik TimeStamp[%v] lastTik TimeStamp[%v] IsAsc[%v]",
  200. a.TimeStamp, b.TimeStamp, req.IsAsc)
  201. hd := a
  202. if a.TimeStamp.Before(b.TimeStamp) {
  203. // 取最大日期 b在a之后,取b进行比较
  204. hd = b
  205. }
  206. logger.GetLogger().Debugf("[checkTiks] compare hd.TimeStamp[%v] > firstDate[%v]? ",
  207. hd.TimeStamp, fisrtDate)
  208. if hd.TimeStamp.Before(fisrtDate) {
  209. // #3424 当日未开市显示了K线
  210. // 修改:这里增加判断盘面是否有开盘价
  211. if v.Opened > 0 && v.Last > 0 {
  212. 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
  213. historyData := HistoryData{
  214. Opened: utils.IntToFloat64(int(v.Opened), dcplace),
  215. Highest: utils.IntToFloat64(int(v.Highest), dcplace),
  216. Lowest: utils.IntToFloat64(int(v.Lowest), dcplace),
  217. Closed: utils.IntToFloat64(int(v.Last), dcplace),
  218. TotleVolume: int(v.Totalvolume),
  219. TotleTurnover: tt,
  220. HoldVolume: int(v.Holdvolume),
  221. Settle: utils.IntToFloat64(int(v.Settle), dcplace),
  222. TimeStamp: fisrtDate,
  223. }
  224. logger.GetLogger().Debugf("[checkTiks] 补K线:\n%v", historyData)
  225. if req.IsAsc {
  226. //升序 尾部插入
  227. rst = append(rst, historyData)
  228. } else {
  229. //降序 头部插入
  230. rst = append([]HistoryData{historyData}, rst...)
  231. }
  232. }
  233. }
  234. }
  235. }
  236. }
  237. }
  238. }
  239. // 查询成功
  240. logger.GetLogger().Debugln("QueryHistoryDatas successed, rows:", len(rst))
  241. appG.Response(http.StatusOK, e.SUCCESS, rst)
  242. }
  243. // HistoryTikData Tik数据
  244. type HistoryTikData struct {
  245. TimeStamp time.Time `json:"TS"` // 行情时间文本
  246. PE float64 `json:"PE"` // 现价
  247. Vol int `json:"Vol"` // 现量
  248. TT float64 `json:"TT"` // 现金额
  249. Bid float64 `json:"Bid"` // 买价
  250. BV int `json:"BV"` // 买量
  251. Ask float64 `json:"Ask"` // 卖价
  252. AV int `json:"AV"` // 卖量
  253. HV int `json:"HV"` // 持仓量
  254. HI int `json:"HI"` // 单笔持仓
  255. TDR int `json:"TDR"` // 交易方向,0:买 1:卖
  256. TK int `json:"TK"` // 交易类型
  257. }
  258. // QueryHistoryTikDatasReq 查询行情Tik数据请求参数
  259. type QueryHistoryTikDatasReq struct {
  260. GoodsCode string `form:"goodsCode" binding:"required"`
  261. StartTime string `form:"startTime"`
  262. EndTime string `form:"endTime"`
  263. Count int `form:"count"`
  264. IsAsc bool `form:"isAsc"`
  265. }
  266. // QueryHistoryTikDatas 查询行情Tik数据
  267. // @Summary 查询行情Tik数据
  268. // @Produce json
  269. // @Security ApiKeyAuth
  270. // @Param goodsCode query string true "商品代码"
  271. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  272. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  273. // @Param count query int false "条数"
  274. // @Param isAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  275. // @Success 200 {object} HistoryTikData
  276. // @Failure 500 {object} app.Response
  277. // @Router /Quote/QueryHistoryTikDatas [get]
  278. // @Tags 行情服务
  279. func QueryHistoryTikDatas(c *gin.Context) {
  280. appG := app.Gin{C: c}
  281. // 获取请求参数
  282. var req QueryHistoryTikDatasReq
  283. if err := appG.C.ShouldBindQuery(&req); err != nil {
  284. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  285. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  286. return
  287. }
  288. // 转换时间
  289. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  290. var startTime *time.Time
  291. if len(req.StartTime) > 0 {
  292. st, err := time.ParseInLocation(timeFormat, req.StartTime, 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. startTime = &st
  299. }
  300. var endTime *time.Time
  301. if len(req.EndTime) > 0 {
  302. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  303. if err != nil {
  304. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  305. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  306. return
  307. }
  308. endTime = &et
  309. }
  310. // 查询数据
  311. tikDatas, err := models.GetHistoryTikDatas(req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  312. if err != nil {
  313. logger.GetLogger().Errorf("QueryHistoryTikDatas failed: %s", err.Error())
  314. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  315. return
  316. }
  317. // 获取目标商品报价小数位
  318. var dcplace int = 0
  319. if len(tikDatas) > 0 {
  320. dcplace = mtpcache.GetGoodsDecimalplace(req.GoodsCode)
  321. }
  322. // 计算最终价格
  323. rst := make([]HistoryTikData, 0)
  324. for _, v := range tikDatas {
  325. // 获取方向
  326. buyOrSell := 0
  327. if v.TDR == 83 { // (Ascii) B-66 S-83
  328. buyOrSell = 1
  329. }
  330. 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
  331. rst = append(rst, HistoryTikData{
  332. TimeStamp: time.Unix(int64(v.AT), 0),
  333. PE: utils.IntToFloat64(v.PE, dcplace),
  334. Vol: v.Vol,
  335. TT: tt,
  336. Bid: utils.IntToFloat64(v.Bid, dcplace),
  337. BV: v.BV,
  338. Ask: utils.IntToFloat64(v.Ask, dcplace),
  339. AV: v.AV,
  340. HV: v.HV,
  341. HI: v.HI,
  342. TDR: buyOrSell,
  343. TK: v.TK,
  344. })
  345. }
  346. // 查询成功
  347. logger.GetLogger().Debugln("QueryHistoryTikDatas successed, rows:", len(rst))
  348. appG.Response(http.StatusOK, e.SUCCESS, rst)
  349. }
  350. // QueryTSDataReq 分时图数据查询请求参数
  351. type QueryTSDataReq struct {
  352. GoodsCode string `form:"goodsCode" binding:"required"` // 商品代码
  353. MarketId int `form:"makretId"` // 关联市场ID
  354. }
  355. // QueryTSDataRsp 分时图数据查询返回模型
  356. type QueryTSDataRsp struct {
  357. GoodsCode string `json:"goodsCode"` // 商品代码
  358. OutGoodsCode string `json:"outGoodsCode"` // 外部商品代码
  359. DecimalPlace int `json:"decimalPlace"` // 小数位
  360. TradeDate string `json:"tradeDate"` // 交易日
  361. StartTime time.Time `json:"startTime"` // 开始时间
  362. EndTime time.Time `json:"endTime"` // 结束时间
  363. PreSettle float64 `json:"preSettle"` // 昨结价
  364. Count int `json:"Count"` // 交易日应有数据个数
  365. HistoryDatas []HistoryData `json:"historyDatas"` // 历史数据
  366. RunSteps []TSDataRunStep `json:"runSteps"` // 交易日开休市计划
  367. }
  368. // TSDataRunStep 分时图交易日开休市计划
  369. type TSDataRunStep struct {
  370. Groupid int32 `json:"groupid"` // 分组ID
  371. 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
  372. 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
  373. Runstep int32 `json:"runstep"` // 运行阶段 - 2:连续交易
  374. Startweekday int32 `json:"startweekday"` // 起始周几
  375. Starttime string `json:"starttime"` // 起始时间(HH:mm)
  376. Endweekday int32 `json:"endweekday"` // 结束周几
  377. Endtime string `json:"endtime"` // 结束时间(HH:mm)
  378. Startflag int32 `json:"startflag"` // 开始日标识 - (-1:上日 0:当日 1:次日 )
  379. Endflag int32 `json:"endflag"` // 结束日标识 - (-1:上日 0:当日 1:次日 )
  380. Start time.Time `json:"start"` // 真实开始时间
  381. End time.Time `json:"end"` // 真实结束时间
  382. }
  383. // QueryTSData 分时图数据查询
  384. // @Summary 分时图数据查询
  385. // @Produce json
  386. // @Security ApiKeyAuth
  387. // @Param goodsCode query string true "商品代码"
  388. // @Param makretId query int false "关联市场ID"
  389. // @Success 200 {object} QueryTSDataRsp
  390. // @Failure 500 {object} app.Response
  391. // @Router /Quote/QueryTSData [get]
  392. // @Tags 行情服务
  393. func QueryTSData(c *gin.Context) {
  394. appG := app.Gin{C: c}
  395. // 获取请求参数
  396. var req QueryTSDataReq
  397. if err := appG.C.ShouldBindQuery(&req); err != nil {
  398. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  399. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  400. return
  401. }
  402. // 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
  403. // 获取商品信息
  404. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  405. if goods == nil {
  406. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  407. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  408. return
  409. }
  410. // 获取市场
  411. var market *models.Market
  412. if req.MarketId == 0 {
  413. market, err = models.GetMarketByGoodsCode(req.GoodsCode)
  414. if err != nil {
  415. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  416. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  417. return
  418. }
  419. } else {
  420. market, err = models.GetMarket(req.MarketId)
  421. if err != nil {
  422. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  423. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  424. return
  425. }
  426. }
  427. if market == nil {
  428. logger.GetLogger().Error("QueryTSData failed: not found goodscode")
  429. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  430. return
  431. }
  432. // 获取目标品种交易日
  433. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  434. // 故通道交易的品种目前只能在交易系统的外部市场中获
  435. // 取统一的交易日,后期应要求服务端同步外部数据
  436. // 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
  437. quoteTradeDate := ""
  438. if market.TRADEMODE == 15 || market.TRADEMODE == 97 || market.TRADEMODE == 99 {
  439. if quoteDays, err := models.GetQuoteDays(req.GoodsCode); err == nil {
  440. if len(quoteDays) > 0 {
  441. quoteTradeDate = time.Unix(quoteDays[0].Exchangedate, 0).Format("20060102")
  442. }
  443. }
  444. } else {
  445. if marketRun, err := models.GetMarketRun(int(market.MARKETID)); err == nil {
  446. quoteTradeDate = marketRun.Tradedate2
  447. }
  448. }
  449. if len(quoteTradeDate) == 0 {
  450. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  451. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKETRUN_FAILED, nil)
  452. return
  453. }
  454. // 获取目标品种的开休市计划
  455. var runSteps []map[string]interface{}
  456. // 通道交易外部市场开休市计划表 - QuoteSourceGroupRunStep; 其它市场的 - MarketRunStepDetail
  457. if market.TRADEMODE == 15 || market.TRADEMODE == 97 || market.TRADEMODE == 99 {
  458. // 外部市场
  459. sourceRunSteps, err := models.FindQuoteSourceGroupRunSteps(*goods)
  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. // 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
  476. if len(runSteps) == 0 {
  477. sourceRunSteps, err := models.FindMarketRunStepDetails(int(market.MARKETID))
  478. if err != nil {
  479. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  480. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  481. return
  482. }
  483. for _, v := range sourceRunSteps {
  484. // struct -> json
  485. if jsonBytes, err := json.Marshal(v); err == nil {
  486. // json -> struct
  487. var runStepMap map[string]interface{}
  488. json.Unmarshal(jsonBytes, &runStepMap)
  489. runSteps = append(runSteps, runStepMap)
  490. }
  491. }
  492. }
  493. // 获取目标商品的盘面信息
  494. // quoteDays, err := models.GetQuoteDays("'" + strings.ToUpper(goods.Goodscode) + "'")
  495. quoteDays, err := models.GetQuoteDays(strings.ToUpper(goods.Goodscode))
  496. if err != nil {
  497. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  498. appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil)
  499. return
  500. }
  501. var preSettle float64
  502. var preSettleInt int
  503. if len(quoteDays) > 0 {
  504. if quoteDays[0].Presettle != 0 {
  505. preSettleInt = int(quoteDays[0].Presettle)
  506. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  507. }
  508. if preSettle == 0 && quoteDays[0].Preclose != 0 {
  509. preSettleInt = int(quoteDays[0].Preclose)
  510. preSettle = utils.IntToFloat64(preSettleInt, int(goods.Decimalplace))
  511. }
  512. }
  513. // 构建返回数据
  514. // 注意:这里使用的是 marketRun.Tradedate2 行情交易日
  515. queryTSDataRsp := QueryTSDataRsp{
  516. GoodsCode: goods.Goodscode,
  517. OutGoodsCode: goods.Outgoodscode,
  518. TradeDate: quoteTradeDate,
  519. DecimalPlace: int(goods.Decimalplace),
  520. PreSettle: preSettle,
  521. }
  522. // 构建分时图可直接使用的开休市数据
  523. // 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),
  524. // 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。
  525. // 当前交易日(周几)对应的开休市计划
  526. tradeDate, err := time.ParseInLocation("20060102", quoteTradeDate, time.Local)
  527. if err != nil {
  528. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  529. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  530. return
  531. }
  532. // !!!开休市计划明细
  533. curWeekRunSteps := make([]map[string]interface{}, 0)
  534. for _, v := range runSteps {
  535. tradeWeekDay := int(v["tradeweekday"].(float64))
  536. if tradeWeekDay == int(tradeDate.Weekday()) {
  537. curWeekRunSteps = append(curWeekRunSteps, v)
  538. }
  539. }
  540. // 获取不到可用的开休市计划
  541. if len(curWeekRunSteps) == 0 {
  542. err = errors.New("not found runstep")
  543. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  544. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  545. return
  546. }
  547. // 按 SECTIONID 顺序排序
  548. sort.Slice(curWeekRunSteps, func(i int, j int) bool {
  549. return curWeekRunSteps[i]["sectionid"].(float64) < curWeekRunSteps[j]["sectionid"].(float64)
  550. })
  551. // 把各开休市时间段转化为真实的时间
  552. // 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
  553. // 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。
  554. timeFormat := "20060102 15:04"
  555. // 开始时间
  556. startInterval := GetTradeDay(int(curWeekRunSteps[0]["tradeweekday"].(float64)), int(curWeekRunSteps[0]["startweekday"].(float64)))
  557. queryTSDataRsp.StartTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[0]["starttime"].(string)), time.Local)
  558. if startInterval != 0 {
  559. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  560. queryTSDataRsp.StartTime = queryTSDataRsp.StartTime.Add(duration)
  561. }
  562. // 结束时间
  563. index := len(curWeekRunSteps) - 1
  564. endInterval := GetTradeDay(int(curWeekRunSteps[index]["tradeweekday"].(float64)), int(curWeekRunSteps[index]["endweekday"].(float64)))
  565. queryTSDataRsp.EndTime, _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, curWeekRunSteps[index]["endtime"].(string)), time.Local)
  566. if endInterval != 0 {
  567. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  568. queryTSDataRsp.EndTime = queryTSDataRsp.EndTime.Add(duration)
  569. }
  570. // fmt.Printf("开始时间:%s 结束时间:%s\n", queryTSDataRsp.StartTime.Format(timeFormat), queryTSDataRsp.EndTime.Format(timeFormat))
  571. // 获取目标时间段的历史数据(1分钟周期)
  572. // 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
  573. // 20210702: 按行情服务要求,改用大写的GoodsCode
  574. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleTypeMinutes1, strings.ToUpper(queryTSDataRsp.GoodsCode), &queryTSDataRsp.StartTime, &queryTSDataRsp.EndTime, 0, true)
  575. if err != nil {
  576. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  577. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  578. return
  579. }
  580. // ==================== 补数据(补休市数据和缺少的数据)====================
  581. if len(cycleDatas) > 0 {
  582. // 补数据第一步:如果第一数据不是开始时间的,需要补数据
  583. sources := time.Unix(int64(cycleDatas[0].ST), 0)
  584. diff := sources.Sub(queryTSDataRsp.StartTime)
  585. if diff.Minutes() > 0 {
  586. minute := int(diff.Minutes())
  587. for i := 1; i <= minute; i++ {
  588. st := cycleDatas[0].ST - i*60
  589. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  590. // 前面的数据使用昨结来补
  591. cycleDatas = append(cycleDatas, models.CycleData{
  592. GC: cycleDatas[0].GC,
  593. Open: preSettleInt,
  594. High: preSettleInt,
  595. Low: preSettleInt,
  596. Close: preSettleInt,
  597. TV: 0,
  598. TT: 0,
  599. HV: 0,
  600. SP: 0,
  601. ST: st,
  602. SST: stt,
  603. FI: true,
  604. })
  605. }
  606. }
  607. // 接时间戳排序
  608. sort.Slice(cycleDatas, func(i int, j int) bool {
  609. return cycleDatas[i].ST < cycleDatas[j].ST
  610. })
  611. // 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
  612. // 获取服务器时间
  613. s, _ := models.GetServerTime2()
  614. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  615. if err != nil {
  616. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  617. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  618. return
  619. }
  620. if endTime.After(queryTSDataRsp.EndTime) {
  621. endTime = queryTSDataRsp.EndTime
  622. }
  623. index := len(cycleDatas) - 1
  624. sources = time.Unix(int64(cycleDatas[index].ST), 0)
  625. diff = endTime.Sub(sources)
  626. if diff.Minutes() > 0 {
  627. minute := int(diff.Minutes())
  628. for i := 1; i <= minute; i++ {
  629. st := cycleDatas[index].ST + i*60
  630. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  631. cycleDatas = append(cycleDatas, models.CycleData{
  632. GC: cycleDatas[index].GC,
  633. Open: cycleDatas[index].Close,
  634. High: cycleDatas[index].Close,
  635. Low: cycleDatas[index].Close,
  636. Close: cycleDatas[index].Close,
  637. TV: 0,
  638. TT: 0,
  639. HV: 0,
  640. SP: 0,
  641. ST: st,
  642. SST: stt,
  643. FI: true,
  644. })
  645. }
  646. }
  647. // 接时间戳排序
  648. sort.Slice(cycleDatas, func(i int, j int) bool {
  649. return cycleDatas[i].ST < cycleDatas[j].ST
  650. })
  651. // 补数据第三步:补中间数据
  652. fillDatas := make([]models.CycleData, 0)
  653. for i := range cycleDatas {
  654. // 第一条记录跳过
  655. if i == 0 {
  656. continue
  657. }
  658. current := time.Unix(int64(cycleDatas[i].ST), 0)
  659. prev := time.Unix(int64(cycleDatas[i-1].ST), 0)
  660. diff := current.Sub(prev)
  661. if diff.Minutes() > 1 {
  662. minute := int(diff.Minutes())
  663. // 判断是否需要补数据,与上一条数据的间距不是一分钟
  664. if minute > 1 {
  665. // 注意补中间数据时,是不用补最后一条数据的,所以是 < minute
  666. for j := 1; j < minute; j++ {
  667. st := cycleDatas[i-1].ST + j*60
  668. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  669. fillDatas = append(fillDatas, models.CycleData{
  670. GC: cycleDatas[i-1].GC,
  671. Open: cycleDatas[i-1].Close,
  672. High: cycleDatas[i-1].Close,
  673. Low: cycleDatas[i-1].Close,
  674. Close: cycleDatas[i-1].Close,
  675. TV: 0,
  676. TT: 0,
  677. HV: 0,
  678. SP: 0,
  679. ST: st,
  680. SST: stt,
  681. FI: true,
  682. })
  683. }
  684. }
  685. }
  686. }
  687. // 加入到源数据
  688. cycleDatas = append(cycleDatas, fillDatas...)
  689. // 接时间戳排序
  690. sort.Slice(cycleDatas, func(i int, j int) bool {
  691. return cycleDatas[i].ST < cycleDatas[j].ST
  692. })
  693. } else {
  694. // TODO: - 下面这块操作需求确认
  695. // 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)
  696. // 获取服务器时间
  697. s, _ := models.GetServerTime2()
  698. endTime, err := time.ParseInLocation("2006-01-02T15:04:05Z", *s, time.Local)
  699. if err != nil {
  700. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  701. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  702. return
  703. }
  704. if endTime.After(queryTSDataRsp.EndTime) {
  705. endTime = queryTSDataRsp.EndTime
  706. }
  707. diff := endTime.Sub(queryTSDataRsp.StartTime)
  708. minute := int(diff.Minutes())
  709. for i := 0; i < minute; i++ {
  710. st := int(queryTSDataRsp.StartTime.Unix()) + i*60
  711. stt := time.Unix(int64(st), 0).Format("2006-01-02 15:04:05")
  712. cycleDatas = append(cycleDatas, models.CycleData{
  713. GC: queryTSDataRsp.GoodsCode,
  714. Open: preSettleInt,
  715. High: preSettleInt,
  716. Low: preSettleInt,
  717. Close: preSettleInt,
  718. TV: 0,
  719. TT: 0,
  720. HV: 0,
  721. SP: 0,
  722. ST: st,
  723. SST: stt,
  724. FI: true,
  725. })
  726. }
  727. // 接时间戳排序
  728. sort.Slice(cycleDatas, func(i int, j int) bool {
  729. return cycleDatas[i].ST < cycleDatas[j].ST
  730. })
  731. }
  732. // 补数据第四步:清除掉开市计划外的数据
  733. // 先计算出每条计划明细的真正开始与结束时间
  734. queryTSDataRsp.RunSteps = make([]TSDataRunStep, 0)
  735. for _, v := range curWeekRunSteps {
  736. // 开始时间
  737. startInterval := GetTradeDay(int(v["tradeweekday"].(float64)), int(v["startweekday"].(float64)))
  738. v["start"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["starttime"].(string)), time.Local)
  739. if startInterval != 0 {
  740. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", startInterval*24))
  741. v["start"] = v["start"].(time.Time).Add(duration)
  742. }
  743. // 结束时间
  744. endInterval := GetTradeDay(int(v["tradeweekday"].(float64)), int(v["endweekday"].(float64)))
  745. v["end"], _ = time.ParseInLocation(timeFormat, fmt.Sprintf("%s %s", quoteTradeDate, v["endtime"].(string)), time.Local)
  746. if endInterval != 0 {
  747. duration, _ := time.ParseDuration(fmt.Sprintf("%dh", endInterval*24))
  748. v["end"] = v["end"].(time.Time).Add(duration)
  749. }
  750. // map -> struct
  751. var tsDataRunStep TSDataRunStep
  752. jsonbody, err := json.Marshal(v)
  753. if err != nil {
  754. continue
  755. }
  756. if err := json.Unmarshal(jsonbody, &tsDataRunStep); err != nil {
  757. continue
  758. }
  759. queryTSDataRsp.RunSteps = append(queryTSDataRsp.RunSteps, tsDataRunStep)
  760. }
  761. // 最终返回的历史数据
  762. historyDatas := make([]HistoryData, 0)
  763. for _, cycleData := range cycleDatas {
  764. needAdd := false
  765. for _, runStep := range curWeekRunSteps {
  766. // 判断是否在开市计划内
  767. if cycleData.ST >= int(runStep["start"].(time.Time).Unix()) && cycleData.ST <= int(runStep["end"].(time.Time).Unix()) {
  768. needAdd = true
  769. break
  770. }
  771. }
  772. if needAdd {
  773. 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
  774. historyDatas = append(historyDatas, HistoryData{
  775. Opened: utils.IntToFloat64(cycleData.Open, int(goods.Decimalplace)),
  776. Highest: utils.IntToFloat64(cycleData.High, int(goods.Decimalplace)),
  777. Lowest: utils.IntToFloat64(cycleData.Low, int(goods.Decimalplace)),
  778. Closed: utils.IntToFloat64(cycleData.Close, int(goods.Decimalplace)),
  779. TotleVolume: cycleData.TV,
  780. TotleTurnover: tt,
  781. HoldVolume: cycleData.HV,
  782. Settle: utils.IntToFloat64(cycleData.SP, int(goods.Decimalplace)),
  783. TimeStamp: time.Unix(int64(cycleData.ST), 0),
  784. IsFill: cycleData.FI,
  785. })
  786. }
  787. }
  788. queryTSDataRsp.HistoryDatas = historyDatas
  789. // 计算当前交易日应该有多少个历史数据,主要用于iOS
  790. for _, v := range queryTSDataRsp.RunSteps {
  791. diff := v.End.Sub(v.Start)
  792. queryTSDataRsp.Count += int(diff.Minutes())
  793. }
  794. // 查询成功
  795. logger.GetLogger().Debugln("QueryTSData successed.")
  796. appG.Response(http.StatusOK, e.SUCCESS, queryTSDataRsp)
  797. }
  798. // GetTradeDay 获取结算计划中天数间隔的方法
  799. // - tradeDay: 交易日周几
  800. // - weekDay: 开始或结束周几
  801. // - Returns: 天数间隔
  802. func GetTradeDay(tradeDay, weekDay int) int {
  803. if tradeDay == weekDay {
  804. return 0
  805. }
  806. if weekDay == 0 {
  807. weekDay = 7
  808. }
  809. betWeekDay := weekDay - tradeDay
  810. if betWeekDay < 0 {
  811. betWeekDay = betWeekDay + 7
  812. }
  813. if betWeekDay >= 4 {
  814. betWeekDay = betWeekDay - 7
  815. }
  816. return betWeekDay
  817. }
  818. /*
  819. *
  820. 获取某日所在周周一的日期
  821. */
  822. func getFirstDateOfWeek(d time.Time) time.Time {
  823. offset := int(time.Monday - d.Weekday())
  824. if offset > 0 {
  825. offset = -6
  826. }
  827. weekStartDate := time.Date(d.Year(), d.Month(), d.Day(), 0, 0, 0, 0, time.Local).AddDate(0, 0, offset)
  828. return weekStartDate
  829. }
  830. // 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。
  831. func getFirstDateOfMonth(d time.Time) time.Time {
  832. d = d.AddDate(0, 0, -d.Day()+1)
  833. return getZeroTime(d)
  834. }
  835. // 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。
  836. func getFirstDateOfYear(d time.Time) time.Time {
  837. d = d.AddDate(0, -d.Year()+1, 0)
  838. return getZeroTime(d)
  839. }
  840. // 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。
  841. func getLastDateOfMonth(d time.Time) time.Time {
  842. return getFirstDateOfMonth(d).AddDate(0, 1, -1)
  843. }
  844. // 获取某一天的0点时间
  845. func getZeroTime(d time.Time) time.Time {
  846. return time.Date(d.Year(), d.Month(), d.Day(), 0, 0, 0, 0, d.Location())
  847. }