162 lines
5.1 KiB
Go
162 lines
5.1 KiB
Go
package core
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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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// 1. 成交量计算和保存
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// func (tk *TickerInfo) MakeVolSorted(cr *Core, period string) {
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// SORTED_INTERVAL 分钟的整数倍
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// minutes := cr.PeriodToMinutes(period)
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// ts := tk.Ts
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// ts = ts - ts%60
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// z := redis.Z{
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// Score: float64(tk.VolCcy24h),
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// Member: tk.InstID,
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// }
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// 计算当次成交量环比增长比值, 存入当次成交价
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// if ts%(minutes*60) == 0 {
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// 计算成交量环比增幅
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// tk.makeVolSpeed(cr, period)
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// cr.RedisLocalCli.ZAdd(SORTED_VOL+"|"+period, z).Result()
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// }
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// }
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//
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// 2. 成交量环比增幅计算和保存
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// func (tk *TickerInfo) makeVolSpeed(cr *Core, period string) {
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// spd := float64(1)
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// preVolCcy24h, err := cr.RedisLocalCli.ZScore(SORTED_VOL+"|"+period, tk.InstID).Result()
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// if err != nil {
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// TODO 新股
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// } else {
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// if tk.VolCcy24h < preVolCcy24h {
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// 新的一天开始了
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// } else {
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// tk.VolDiff = tk.VolCcy24h - preVolCcy24h
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// }
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// }
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// tk.VolDiff = spd
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// 计算环比增幅振幅
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// tk.makeVolAcclr(cr, period)
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// z := redis.Z{
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// Score: tk.VolDiff,
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// Member: tk.InstID,
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// }
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// 保存当次成交量环比增幅
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// cr.RedisLocalCli.ZAdd(SORTED_VOLDIFF+"|"+period, z).Result()
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// }
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//
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// 3. 成交量环比增长振幅计算和保存
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// func (tk *TickerInfo) makeVolAcclr(cr *Core, period string) {
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// acclr := float64(0)
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// score, err := cr.RedisLocalCli.ZScore(SORTED_VOLDIFF+"|"+period, tk.InstID).Result()
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// if err != nil {
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// TODO 新股
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// fmt.Println("zScore err:", score, err)
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// } else {
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// 当次比值和上次比值之间的比值作为当次振幅保存
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// acclr = (tk.VolDiff + score) / (tk.VolCcy24h - score)
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// }
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// tk.VolAcclr = acclr
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// z := redis.Z{
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// Score: acclr,
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// Member: tk.InstID,
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// }
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// cr.RedisLocalCli.ZAdd(SORTED_VOLACCLER+"|"+period, z).Result()
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// }
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// ------------------------------------------------------------------------
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// 1. 时间节点: t0; 价格保存
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func (tk *TickerInfo) MakePriceSorted(cr *Core, period string) {
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ts := tk.Ts
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tm := time.Now().UnixMilli()
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bj, _ := json.Marshal(tk)
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if tm > (ts + 100000) {
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logrus.Info("tickerInfo已经失效:", tm-(ts+1000), "毫秒", string(bj))
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} else {
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logrus.Info("tickerInfo有效:", string(bj))
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}
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ts = ts - ts%60*1000
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minutes, err := cr.PeriodToMinutes(period)
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if err != nil {
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return
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}
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z := redis.Z{
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Score: float64(tk.Last),
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Member: tk.InstId,
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}
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// 满足约定时间间隔，执行制作价格差和存储当次价格的动作, 每分钟都计算，不管间隔是多少分钟，分到不同的seg里去，10分钟的话，就会有9个seg
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for i := int64(0); i < minutes; i++ {
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if (ts%(minutes*60*1000))/(60*1000) == int64(i) {
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//计算成交价环比增幅
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tk.makePriceDiff(cr, period, i)
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// 保存本次成交价
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cr.RedisLocalCli.ZAdd(SORTED_PRICE+"|"+period+"|seg"+strconv.FormatInt(i, 10), z).Result()
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}
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}
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}
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// 2. 时间节点: t1; 成交价环比增幅计算和保存
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func (tk *TickerInfo) makePriceDiff(cr *Core, period string, seg int64) {
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spd := float64(1)
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score, err := cr.RedisLocalCli.ZScore(SORTED_PRICE+"|"+period+"|seg"+strconv.FormatInt(seg, 10), tk.InstId).Result()
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if err != nil {
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//TODO 新股
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logrus.Warn("makeVolSpeed zScore err:", score, err)
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} else {
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spd = tk.Last - score
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}
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tk.PriceDiff = spd
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tk.makePriceAcclr(cr, period, seg)
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z := redis.Z{
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Score: spd,
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Member: tk.InstId,
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}
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cr.RedisLocalCli.ZAdd(SORTED_PRICEDIFF+"|"+period+"|seg"+strconv.FormatInt(seg, 10), z).Result()
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// fmt.Println("sorted PriceDiff: ", tk.InstID, "new Price:", tk.Last, "old Price:", score, "PriceDiff:", spd, "rs:", rs)
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}
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// 3. 时间节点: t2; 价格变化振幅排行榜, 计算振幅需要三个阶段，第一个阶段得到降/增幅，第二个阶段得到降/增幅的差值，第三个阶段得到将增幅差值的比值
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func (tk *TickerInfo) makePriceAcclr(cr *Core, period string, seg int64) {
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acclr := float64(0)
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score, err := cr.RedisLocalCli.ZScore(SORTED_PRICEDIFF+"|"+period+"|seg"+strconv.FormatInt(seg, 10), tk.InstId).Result()
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if err != nil {
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//TODO 新股
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fmt.Println("zScore err:", score, err)
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} else {
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// 在时间节点t2, 用最近两个周期增降幅的叠加之后的结果，除以t0时刻的成交价, 得到振幅
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// 时间跨度为两个周期，t0开始，t3结束
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acclr = (tk.PriceDiff + score) / (tk.Last - score)
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}
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tk.PriceAcclr = acclr
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z := redis.Z{
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Score: acclr,
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Member: tk.InstId,
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}
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zname := SORTED_PRICEACCLR + "|" + period + "|seg" + strconv.FormatInt(seg, 10)
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// fmt.Println("zname1:", zname)
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cr.RedisLocalCli.ZAdd(zname, z).Result()
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// fmt.Println("sorted Price acclr ", tk.InstID, "new diff:", tk.PriceDiff, "old PriceDiff:", score, "acclr:", acclr, "rs:", rs)
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}
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func commonSorted(cr *Core, ctype string, period string, seg int64) []redis.Z {
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env := os.Getenv("GO_ENV")
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isProdction := env == "production"
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zname := ctype + "|" + period + "|seg" + strconv.FormatInt(seg, 10)
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ary, err := cr.RedisLocalCli.ZRevRangeWithScores(zname, 0, -1).Result()
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if err != nil {
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if !isProdction {
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fmt.Println("sortedSet err:", err)
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}
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}
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return ary
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}
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