268 lines
7.9 KiB
Go
268 lines
7.9 KiB
Go
package analysis
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import (
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"encoding/json"
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"fmt"
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"os"
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"strconv"
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"time"
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"github.com/go-redis/redis"
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logrus "github.com/sirupsen/logrus"
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)
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type ShearItem struct {
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ShearForce float64 // ma30-candle剪切力
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VerticalElevation float64 // 仰角, Interval范围内线段的仰角
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Ratio float64 // 剪切力除以仰角的比值
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Score float64 // 当前LastCandleY点本值
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PolarQuadrant string // shangxian，manyue，xiaxian,xinyue， 分别对应圆周的四个阶段。
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LastUpdate int64
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LastUpdateTime string
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}
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type ShearForceGrp struct {
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InstID string
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LastUpdate int64
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LastUpdateTime string
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Ma30PeriodGroup map[string]ShearItem
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Ma7PeriodGroup map[string]ShearItem
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From string
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}
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// TODO 弃用
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// func (seg *SegmentItem) MakeShearForceGrp(cr *Core) (*ShearForceGrp, error) {
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// shg := ShearForceGrp{
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// InstID: seg.InstID,
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// Ma30PeriodGroup: map[string]ShearItem{},
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// Ma7PeriodGroup: map[string]ShearItem{},
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// }
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// err := shg.ForceUpdate(cr)
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// sf1 := float64(0)
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// sf1 = seg.LastCandle.Y - seg.LastMa7.Y
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// she := ShearItem{
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// LastUpdate: time.Now().UnixMilli(),
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// VerticalElevation: seg.SubItemList[2].VerticalElevation,
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// Ratio: seg.LastCandle.Y / seg.SubItemList[2].VerticalElevation,
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// Score: seg.LastCandle.Score,
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// PolarQuadrant: seg.PolarQuadrant,
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// }
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// if seg.Ctype == "ma7" {
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// she.ShearForce = seg.LastCandle.Y
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// shg.Ma7PeriodGroup[seg.Period] = she
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// }
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// if seg.Ctype == "ma30" {
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// she.ShearForce = sf1
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// shg.Ma30PeriodGroup[seg.Period] = she
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// }
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// return &shg, err
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// }
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// TODO 弃用
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// func (shg *ShearForceGrp) ForceUpdate(cr *Core) error {
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// ctype := "ma7"
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// hmName := shg.InstID + "|" + ctype + "|shearForceGrp"
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// res, err := cr.RedisLocalCli.HGetAll(hmName).Result()
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//
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// for k, v := range res {
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// si := ShearItem{}
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// json.Unmarshal([]byte(v), &si)
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// shg.Ma7PeriodGroup[k] = si
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// }
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//
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// ctype = "ma30"
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// hmName = shg.InstID + "|" + ctype + "|shearForceGrp"
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// res, err = cr.RedisLocalCli.HGetAll(hmName).Result()
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//
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// for k, v := range res {
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// si := ShearItem{}
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// json.Unmarshal([]byte(v), &si)
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// shg.Ma30PeriodGroup[k] = si
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// }
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// shg.SetToKey(cr)
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// return err
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// }
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func (she *ShearForceGrp) Show(cr *Core) error {
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js, err := json.Marshal(she)
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logrus.Info(GetFuncName(), ": ", string(js))
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return err
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}
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// TODO 需要重构: 已经重构
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// 对象数据库落盘
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func (she *ShearForceGrp) SetToKey(cr *Core) error {
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keyName := she.InstID + "|shearForce"
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she.From = os.Getenv("HOSTNAME")
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she.LastUpdateTime = time.Now().Format("2006-01-02 15:04:05.000")
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js, err := json.Marshal(she)
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if err != nil {
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logrus.Panic(GetFuncName(), " err: ", err)
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} else {
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cr.RedisLocalCli.Set(keyName, string(js), 0).Result()
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cr.RedisLocal2Cli.Set(keyName, string(js), 0).Result()
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}
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return err
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}
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func (she *ShearForceGrp) maXPrd(cr *Core, ctype string) {
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// 先把对象克隆，防止在处理的过程中对象发生变更
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she2 := *she
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she3 := &she2
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// 查了一下，json marshal 有线程安全问题，需要用户自己加锁，先不用了
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// bj, _ := json.Marshal(she3)
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// bytes := []byte(bj)
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// var she4 ShearForceGrp
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// json.Unmarshal(bytes, she4)
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// 先声明map
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var grp map[string]ShearItem
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// 再使用make函数创建一个非nil的map，nil map不能赋值
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grp = make(map[string]ShearItem)
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if ctype == "ma7" {
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//fmt.Println("len of ma7 she.Ma7PeriodGroup: ", len(she3.Ma7PeriodGroup))
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bj, err := json.Marshal(she3.Ma7PeriodGroup)
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if err != nil {
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logrus.Panic(GetFuncName(), " err:", err)
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}
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json.Unmarshal(bj, &grp)
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//fmt.Println("len of ma30 she.Ma7PeriodGroup: ", len(she3.Ma7PeriodGroup))
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} else if ctype == "ma30" {
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bj, err := json.Marshal(she3.Ma30PeriodGroup)
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if err != nil {
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logrus.Panic(GetFuncName(), " err: ", err)
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}
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json.Unmarshal(bj, &grp)
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}
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for period, shearItem := range grp {
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setName := "shearForce|ratio|" + ctype + "|" + period + "|sortedSet"
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// TODO：这个key用于判定当前instID|maX|period|的ratio排名是否已经过期
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timelinessKey := "shearForce|ratio|" + she.InstID + "|" + ctype + "|" + period + "|lastUpdate"
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sei := SeriesInfo{
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InstID: she3.InstID,
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Period: period,
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}
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// 阈值先暂且设置为 -100
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// SHEARFORCE_VERTICAL_RATE
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threahold := float64(SHEARFORCE_VERTICAL_RATE)
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bj, _ := json.Marshal(sei)
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z := redis.Z{
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Score: float64(shearItem.Ratio),
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Member: string(bj),
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}
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//无论超过阈值，还是低于阈值的负数，都是达标
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if shearItem.Ratio < -1*threahold {
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cr.RedisLocalCli.ZAdd(setName, z).Result()
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cr.RedisLocalCli.Set(timelinessKey, shearItem.LastUpdate, 3*time.Minute)
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} else if shearItem.Ratio > threahold {
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cr.RedisLocalCli.ZAdd(setName, z).Result()
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cr.RedisLocalCli.Set(timelinessKey, shearItem.LastUpdate, 3*time.Minute)
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} else {
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cr.RedisLocalCli.ZRem(setName, string(bj)).Result()
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}
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}
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}
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// 把所有引用调用都改成传值调用，试试，看能不能解决那个陈年bug
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func (she *ShearForceGrp) AddToRatioSorted(cr *Core) error {
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she.maXPrd(cr, "ma7")
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she.maXPrd(cr, "ma30")
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return nil
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}
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// TODO 需要重构: 看了一下，不用重构
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func (she *ShearForceGrp) MakeSnapShot(cr *Core) error {
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nw := time.Now()
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tm := nw.UnixMilli()
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tm = tm - tm%60000
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tms := strconv.FormatInt(tm, 10)
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js, err := json.Marshal(she)
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keyName1 := fmt.Sprint(she.InstID + "|shearForce|snapShot|ts:" + tms)
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keyName2 := fmt.Sprint(she.InstID + "|shearForce|snapShot|last")
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_, err = cr.RedisLocalCli.Set(keyName1, string(js), time.Duration(24)*time.Hour).Result()
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_, err = cr.RedisLocalCli.Set(keyName2, string(js), time.Duration(24)*time.Hour).Result()
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_, err = cr.RedisLocal2Cli.Set(keyName1, string(js), time.Duration(24)*time.Hour).Result()
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_, err = cr.RedisLocal2Cli.Set(keyName2, string(js), time.Duration(24)*time.Hour).Result()
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writeLog := os.Getenv("SARDINE_WRITELOG") == "true"
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if !writeLog {
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return err
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}
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wg := WriteLog{
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Content: js,
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Tag: she.InstID + ".shearForce",
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}
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go func() {
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cr.WriteLogChan <- &wg
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}()
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return nil
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}
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func (sheGrp *ShearForceGrp) Refresh(cr *Core) error {
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segments := cr.Cfg.Config.Get("softCandleSegmentList").MustArray()
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ma7Grp := map[string]ShearItem{}
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ma30Grp := map[string]ShearItem{}
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//搜集各个维度未过期的shearItem数据,组合成shearForceGrp对象
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for _, v := range segments {
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cs := CandleSegment{}
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sv, _ := json.Marshal(v)
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json.Unmarshal(sv, &cs)
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shi30, err := MakeShearItem(cr, sheGrp.InstID, cs.Seg, "ma30")
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if err != nil {
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logrus.Warn(GetFuncName(), err)
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} else {
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ma30Grp[cs.Seg] = *shi30
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}
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shi7, err := MakeShearItem(cr, sheGrp.InstID, cs.Seg, "ma7")
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if err != nil {
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logrus.Warn(GetFuncName(), err)
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} else {
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ma7Grp[cs.Seg] = *shi7
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}
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sheGrp.Ma7PeriodGroup = ma7Grp
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sheGrp.Ma30PeriodGroup = ma30Grp
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}
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return nil
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}
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func MakeShearItem(cr *Core, instId string, period string, ctype string) (*ShearItem, error) {
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shi := ShearItem{}
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keyn := instId + "|" + period + "|" + ctype + "|shearItem"
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res, err := cr.RedisLocalCli.Get(keyn).Result()
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if err != nil && len(res) == 0 {
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return &shi, err
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}
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json.Unmarshal([]byte(res), &shi)
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return &shi, err
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}
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func (sheGrp *ShearForceGrp) Process(cr *Core) error {
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go func() {
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sheGrp.Show(cr)
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// 传递过来的shg对象是空的，需要从segmentItem对象创建的shearItem对象组合中来重建
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sheGrp.Refresh(cr)
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err := sheGrp.SetToKey(cr)
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if err != nil {
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logrus.Panic("srs SetToKey err: ", err)
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}
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// sheGrp.MakeSnapShot(cr)
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// 下一个阶段计算
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allow := os.Getenv("SARDINE_MAKEANALYTICS") == "true"
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if !allow {
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return
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}
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periodList := []string{}
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for k := range sheGrp.Ma30PeriodGroup {
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periodList = append(periodList, k)
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}
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}()
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go func() {
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sheGrp.AddToRatioSorted(cr)
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}()
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go func() {
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// 另一个携程中，Analytics对象要读这里snapShot，我希望它读到的是老的而不是新的，所以等待2秒钟
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time.Sleep(2 * time.Second)
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sheGrp.MakeSnapShot(cr)
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}()
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return nil
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}
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