319 lines
8.4 KiB
Go
319 lines
8.4 KiB
Go
package core
|
||
|
||
import (
|
||
"encoding/json"
|
||
"fmt"
|
||
"os"
|
||
"time"
|
||
|
||
logrus "github.com/sirupsen/logrus"
|
||
"phyer.click/sardine/utils"
|
||
)
|
||
|
||
// 段对象是对某个线段的表现进行评估的一个手段, 整个段会被分成3个小段, 整个段，计算整体的，字段，各自计算。包含仰角，段内极值等。
|
||
// SegmentItem 属于一阶分析结果
|
||
// {DMD-USDT 5D ma30 1643240793839 0 1642867200000 0xc00835fd80 0xc001687600 NaN 23 23 []}]
|
||
type SegmentItem struct {
|
||
InstID string
|
||
Period string //通过InstID,Periods可以定位到Series对象, 里面有一手数据
|
||
Ctype string //candle|ma7|ma30
|
||
ReportTime int64
|
||
ReportTimeStr string
|
||
PolarQuadrant string // shangxian，manyue，xiaxian,xinyue， 分别对应圆周的四个阶段。
|
||
LastUpdate int64
|
||
ExtremumPixels *Extremum // 极值 是两个pixel对象
|
||
FirstPixel *Pixel // 起始值，最后的pixel对象
|
||
LastPixel *Pixel // 最后值，最后的maX pixel对象
|
||
LastCandle *Pixel // 最后值，最后的Candle的pixel对象
|
||
LastMa7 *Pixel // 最后值，最后的Ma7的pixel对象
|
||
LastMa30 *Pixel // 最后值，最后的Ma30的pixel对象
|
||
VerticalElevation float64 // 仰角, Interval范围内线段的仰角
|
||
StartIdx int // 开始的坐标
|
||
EndIdx int // 结束的坐标
|
||
SubItemList []SegmentItem //往下一级微分
|
||
}
|
||
|
||
const DAMANYUE = "damanyue"
|
||
const DAMANYUE_POST = "damanyue_post"
|
||
const DAMANYUE_PRE = "damanyue_pre"
|
||
const XIAOMANYUE = "xiaomanyue"
|
||
const XIAOMANYUE_POST = "xiaomanyue_post"
|
||
const XIAOMANYUE_PRE = "xiaomanyue_pre"
|
||
const DAXINYUE = "daxinyue"
|
||
const DAXINYUE_POST = "daxinyue_post"
|
||
const DAXINYUE_PRE = "daxinyue_pre"
|
||
const XIAOXINYUE = "xiaoxinyue"
|
||
const XIAOXINYUE_POST = "xiaoxinyue_post"
|
||
const XIAOXINYUE_PRE = "xiaoxinyue_pre"
|
||
const DASHANGXIANYUE = "dashangxianyue"
|
||
const XIAOSHANGXIANYUE = "xiaoshangxianyue"
|
||
const DAXIAXIANYUE = "daxiaxianyue"
|
||
const XIAOXIAXIANYUE = "xiaoxiaxianyue"
|
||
|
||
const tinySeg = 0.1
|
||
|
||
type Extremum struct {
|
||
Max *Pixel
|
||
Min *Pixel
|
||
}
|
||
|
||
func CalPolar(e0 float64, e1 float64, e2 float64) string {
|
||
polarQuadrant := "default"
|
||
//
|
||
// ## 上弦月
|
||
//
|
||
// e0,e1,e2: -3.5315694477826525 -0.5773082714100172 1.0558744145515746
|
||
if e2 >= e1 && e2 >= 0 {
|
||
polarQuadrant = XIAOSHANGXIANYUE
|
||
}
|
||
// e2 > e1 > 0: 小上弦月
|
||
// -> e1 > e0 > 0 : 大上弦月
|
||
if e2 >= e1 && e1 >= 0 {
|
||
polarQuadrant = XIAOSHANGXIANYUE
|
||
if e1 >= e0 && e0 >= 0 {
|
||
polarQuadrant = DASHANGXIANYUE
|
||
}
|
||
}
|
||
//
|
||
// ## 下弦月
|
||
// 0 > e1 > e2：小下弦月
|
||
// -> 0 > e0 > e1: 大下弦月
|
||
//
|
||
if 0 >= e1 && e1 >= e2 {
|
||
polarQuadrant = XIAOXIAXIANYUE
|
||
if 0 >= e0 && e0 >= e1 {
|
||
polarQuadrant = DAXIAXIANYUE
|
||
}
|
||
}
|
||
|
||
// ## 同上
|
||
if (0 >= e2 && 0 >= e1) && e2 >= e1 {
|
||
polarQuadrant = XIAOXIAXIANYUE
|
||
}
|
||
// ##
|
||
// ## 满月
|
||
//
|
||
// e1 > e2 > 0 : 小满月 pre
|
||
// -> e0 > e1 : 大满月pre
|
||
//
|
||
|
||
if e1 >= e2 && e2 >= 0 {
|
||
polarQuadrant = XIAOMANYUE_PRE
|
||
if e0 > e1 {
|
||
polarQuadrant = DAMANYUE_PRE
|
||
}
|
||
}
|
||
// e1 > 0.1 > e2 > 0 : 小满月
|
||
// -> e0 > e1 : 大满月
|
||
//
|
||
|
||
if e1 >= tinySeg && tinySeg >= e2 && e2 >= 0 {
|
||
polarQuadrant = XIAOMANYUE
|
||
if e0 > e1 {
|
||
polarQuadrant = DAMANYUE
|
||
}
|
||
}
|
||
|
||
// e0,e1,e2: 0.9699903789854316 0.1802190672652184 -1.7888783234326784
|
||
// e1 > 0 > e2 > -0.1 : 小满月post
|
||
// -> e0 > e1 > 0 : 大满月post
|
||
//
|
||
if e1 >= 0 && 0 >= e2 && e2 >= -100000 {
|
||
polarQuadrant = XIAOMANYUE_POST
|
||
if e0 > e1 {
|
||
polarQuadrant = DAMANYUE_POST
|
||
}
|
||
}
|
||
// e0,e1,e2: -0.049579775302532776 0 -0.018291567587323976
|
||
// ## 新月
|
||
// e1 < e2 <0: 小新月pre
|
||
// -> e1 > e0 : 大新月pre
|
||
//
|
||
if e1 <= e2 && e2 <= 0 && e2 >= -1*tinySeg {
|
||
polarQuadrant = XIAOXINYUE_PRE
|
||
if e1 > e0 {
|
||
polarQuadrant = DAXINYUE_PRE
|
||
}
|
||
}
|
||
// e1 < -0.1 < e2 <0 小新月
|
||
// -> e1 > e0 : 大新月
|
||
if e1 <= -1*tinySeg && -1*tinySeg <= e2 && e2 <= 0 {
|
||
polarQuadrant = XIAOXINYUE
|
||
if e1 > e0 {
|
||
polarQuadrant = DAXINYUE
|
||
}
|
||
}
|
||
//
|
||
// e1 < 0 < e2 < 0.1 小新月post
|
||
// -> e1 > e0 : 大新月post
|
||
//e0,e1,e2: -0.03902244287114438 -0.13929829606729519 0.14828528291036536
|
||
if e1 <= 0 && 0 <= e2 && e2 <= 1000000 {
|
||
polarQuadrant = XIAOXINYUE_POST
|
||
if e1 > e0 {
|
||
polarQuadrant = DAXINYUE_POST
|
||
}
|
||
}
|
||
|
||
return polarQuadrant
|
||
}
|
||
|
||
// 计算当前某段的曲线正弦所处极坐标象限
|
||
func CalPolarQuadrant(maXSeg *SegmentItem) string {
|
||
if len(maXSeg.SubItemList) == 0 {
|
||
return "subItem no polarQuadrant"
|
||
}
|
||
m0 := maXSeg.SubItemList[0]
|
||
m1 := maXSeg.SubItemList[1]
|
||
m2 := maXSeg.SubItemList[2]
|
||
e0 := m0.VerticalElevation
|
||
e1 := m1.VerticalElevation
|
||
e2 := m2.VerticalElevation
|
||
polarQuadrant := CalPolar(e0, e1, e2)
|
||
if polarQuadrant == "default" {
|
||
env := os.Getenv("GO_ENV")
|
||
if env != "production" {
|
||
fmt.Println(utils.GetFuncName(), " instId:", maXSeg.InstID, " period:", maXSeg.Period, " ctype", maXSeg.Ctype, " e0,e1,e2:", e0, e1, e2)
|
||
}
|
||
}
|
||
|
||
return polarQuadrant
|
||
}
|
||
|
||
func (seg *SegmentItem) SetToKey(cr *Core) error {
|
||
if seg.InstID == "USDC-USDT" {
|
||
return nil
|
||
}
|
||
keyName := seg.InstID + "|" + seg.Period + "|" + seg.Ctype + "|segmentItem"
|
||
bj, err := json.Marshal(seg)
|
||
if err != nil {
|
||
logrus.Warn("se.MakeSegment: ", err, seg)
|
||
}
|
||
cr.RedisLocalCli.Set(keyName, string(bj), 0)
|
||
|
||
sf7 := float64(0)
|
||
sf7 = seg.LastCandle.Y - seg.LastMa7.Y
|
||
sf30 := float64(0)
|
||
sf30 = seg.LastCandle.Y
|
||
tms := time.Now().Format("2006-01-02 15:04:05.000")
|
||
// fmt.Println("tms: ", seg.InstID, seg.Period, tms, seg.LastUpdate)
|
||
she := ShearItem{
|
||
LastUpdate: time.Now().UnixMilli(),
|
||
LastUpdateTime: tms,
|
||
VerticalElevation: seg.SubItemList[2].VerticalElevation,
|
||
Ratio: seg.LastCandle.Y / seg.SubItemList[2].VerticalElevation,
|
||
Score: seg.LastCandle.Score,
|
||
PolarQuadrant: seg.PolarQuadrant,
|
||
}
|
||
|
||
if seg.Ctype == "ma7" {
|
||
she.ShearForce = sf7
|
||
}
|
||
|
||
if seg.Ctype == "ma30" {
|
||
she.ShearForce = sf30
|
||
}
|
||
sbj, _ := json.Marshal(she)
|
||
keyName = seg.InstID + "|" + seg.Period + "|" + seg.Ctype + "|shearItem"
|
||
cr.RedisLocalCli.Set(keyName, string(sbj), 3*time.Minute)
|
||
cr.RedisLocal2Cli.Set(keyName, string(sbj), 3*time.Minute)
|
||
return nil
|
||
}
|
||
|
||
func (seg *SegmentItem) Show() error {
|
||
if seg.InstID == "USDC-USDT" {
|
||
return nil
|
||
}
|
||
bj, _ := json.Marshal(*seg)
|
||
logrus.Warn("SegmentItem Show:", string(bj))
|
||
return nil
|
||
}
|
||
|
||
func (jgm *SegmentItem) Report(cr *Core) error {
|
||
return nil
|
||
}
|
||
func (seg *SegmentItem) Process(cr *Core) {
|
||
go func() {
|
||
if seg == nil {
|
||
return
|
||
}
|
||
seg.Show()
|
||
seg.SetToKey(cr)
|
||
// sheGrp, err := seg.MakeShearForceGrp(cr)
|
||
// if err != nil {
|
||
// log.Panic(err)
|
||
// }
|
||
// 当最后一个维度数据更新后，触发显示和备份
|
||
|
||
// 空的就可以
|
||
shg := ShearForceGrp{
|
||
InstID: seg.InstID,
|
||
Ma30PeriodGroup: map[string]ShearItem{},
|
||
Ma7PeriodGroup: map[string]ShearItem{},
|
||
}
|
||
if seg.Period == "4H" {
|
||
time.Sleep(50 * time.Millisecond) //等可能存在的5D也ready
|
||
go func() {
|
||
cr.ShearForceGrpChan <- &shg
|
||
}()
|
||
}
|
||
}()
|
||
}
|
||
|
||
func (srs *Series) MakeSegment(cr *Core, start int, end int, subArys [][]int, ctype string) *SegmentItem {
|
||
list := []*Pixel{}
|
||
if ctype == "ma7" {
|
||
list = srs.Ma7Series.List
|
||
}
|
||
if ctype == "ma30" {
|
||
list = srs.Ma30Series.List
|
||
}
|
||
st := start
|
||
if len(list) == 0 {
|
||
return nil
|
||
}
|
||
for i := start; i <= end; i++ {
|
||
if list[i].X == 0 && list[i].Y == 0 {
|
||
if i+1 < len(list) {
|
||
st = i + 1
|
||
} else {
|
||
logrus.Panic(utils.GetFuncName(), "没有符合的记录")
|
||
}
|
||
}
|
||
}
|
||
extra, _ := srs.GetExtremum(cr, st, end, ctype)
|
||
yj, err := srs.GetElevation(cr, ctype, st, end)
|
||
if err != nil {
|
||
fmt.Println("MakeSegment GetElevation err : ", err)
|
||
}
|
||
tm := time.Now()
|
||
seg := SegmentItem{
|
||
InstID: srs.InstID,
|
||
Period: srs.Period,
|
||
ReportTime: tm.UnixMilli(),
|
||
ReportTimeStr: tm.Format("2006-01-02 15:04:05.000"),
|
||
LastUpdate: srs.LastUpdateTime,
|
||
FirstPixel: list[st],
|
||
LastPixel: list[end],
|
||
ExtremumPixels: extra,
|
||
Ctype: ctype,
|
||
VerticalElevation: yj,
|
||
StartIdx: st,
|
||
EndIdx: end,
|
||
LastCandle: srs.CandleSeries.List[end],
|
||
LastMa7: srs.Ma7Series.List[end],
|
||
SubItemList: []SegmentItem{},
|
||
PolarQuadrant: "none",
|
||
}
|
||
|
||
if len(subArys) > 0 {
|
||
for _, pair := range subArys {
|
||
sub := [][]int{}
|
||
curSeg := srs.MakeSegment(cr, pair[0], pair[1], sub, ctype)
|
||
seg.SubItemList = append(seg.SubItemList, *curSeg)
|
||
}
|
||
}
|
||
polar := CalPolarQuadrant(&seg)
|
||
seg.PolarQuadrant = polar
|
||
return &seg
|
||
}
|