candle的volCcy和confirm 上报到elasticsearch

This commit is contained in:
zhangkun 2024-12-04 17:04:03 +08:00
parent e50d818d9b
commit 6b018dd813
2 changed files with 225 additions and 0 deletions

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@ -30,6 +30,8 @@ type Candle struct {
High float64
Low float64
Close float64
VolCcy float64
Confirm bool
}
type MaX struct {
@ -218,6 +220,229 @@ func (cl *Candle) ToStruct(core *Core) error {
return err
}
cl.Close = clse
cl.VolCcy, err = strconv.ParseFloat(cl.Data[6].(string), 64)
if err != nil {
fmt.Println("Error parsing string to float64:", err)
return err
}
if cl.Data[6].(string) == 1 {
cl.Confirm = true
}else {
cl.Confirm = false
}
cl.Data = nil
return nil
}
func (cl *Candle) SetToKey(core *Core) ([]interface{}, error) {
data := cl.Data
tsi, err := strconv.ParseInt(data[0].(string), 10, 64)
tss := strconv.FormatInt(tsi, 10)
keyName := "candle" + cl.Period + "|" + cl.InstId + "|ts:" + tss
//过期时间:根号(当前candle的周期/1分钟)*10000
dt, err := json.Marshal(cl.Data)
exp := core.PeriodToMinutes(cl.Period)
// expf := float64(exp) * 60
expf := utils.Sqrt(float64(exp)) * 100
extt := time.Duration(expf) * time.Minute
curVolstr, _ := data[5].(string)
curVol, err := strconv.ParseFloat(curVolstr, 64)
if err != nil {
fmt.Println("err of convert ts:", err)
}
curVolCcystr, _ := data[6].(string)
curVolCcy, err := strconv.ParseFloat(curVolCcystr, 64)
curPrice := curVolCcy / curVol
if curPrice <= 0 {
fmt.Println("price有问题", curPrice, "dt: ", string(dt), "from:", cl.From)
err = errors.New("price有问题")
return cl.Data, err
}
redisCli := core.RedisCli
// tm := time.UnixMilli(tsi).Format("2006-01-02 15:04")
fmt.Println("setToKey:", keyName, "ts: ", "price: ", curPrice, "from:", cl.From)
redisCli.Set(keyName, dt, extt).Result()
core.SaveUniKey(cl.Period, keyName, extt, tsi, cl)
return cl.Data, err
}
func (mx *MaX) SetToKey() ([]interface{}, error) {
cstr := strconv.Itoa(mx.Count)
tss := strconv.FormatInt(mx.Ts, 10)
keyName := "ma" + cstr + "|candle" + mx.Period + "|" + mx.InstId + "|ts:" + tss
//过期时间:根号(当前candle的周期/1分钟)*10000
dt := []interface{}{}
dt = append(dt, mx.Ts)
dt = append(dt, mx.Value)
dj, _ := json.Marshal(dt)
exp := mx.Core.PeriodToMinutes(mx.Period)
expf := utils.Sqrt(float64(exp)) * 100
extt := time.Duration(expf) * time.Minute
// loc, _ := time.LoadLocation("Asia/Shanghai")
// tm := time.UnixMilli(mx.Ts).In(loc).Format("2006-01-02 15:04")
// fmt.Println("setToKey:", keyName, "ts:", tm, string(dj), "from: ", mx.From)
_, err := mx.Core.RedisCli.GetSet(keyName, dj).Result()
mx.Core.RedisCli.Expire(keyName, extt)
return dt, err
}
// 保证同一个 period, keyName 在一个周期里SaveToSortSet只会被执行一次
func (core *Core) SaveUniKey(period string, keyName string, extt time.Duration, tsi int64, cl *Candle) {
did := cl.InstId + cl.Period + cl.Data[0].(string)
cl.Id = HashString(did)
cl.ToStruct(core)
cd, _ := json.Marshal(cl)
wg := WriteLog{
Content: cd,
Tag: "sardine.log.candle." + cl.Period,
Id: cl.Id,
}
core.WriteLogChan <- &wg
refName := keyName + "|refer"
refRes, _ := core.RedisCli.GetSet(refName, 1).Result()
core.RedisCli.Expire(refName, extt)
// 为保证唯一性机制防止SaveToSortSet 被重复执行
if len(refRes) != 0 {
fmt.Println("refName exist: ", refName)
return
}
core.SaveToSortSet(period, keyName, extt, tsi)
}
// tsi: 上报时间timeStamp millinSecond
func (core *Core) SaveToSortSet(period string, keyName string, extt time.Duration, tsi int64) {
ary := strings.Split(keyName, "ts:")
setName := ary[0] + "sortedSet"
z := redis.Z{
Score: float64(tsi),
Member: keyName,
}
rs, err := core.RedisCli.ZAdd(setName, z).Result()
if err != nil {
fmt.Println("err of ma7|ma30 add to redis:", err)
} else {
fmt.Println("sortedSet added to redis:", rs, keyName)
}
}
func (cr *Core) PeriodToMinutes(period string) int64 {
ary := strings.Split(period, "")
beiStr := "1"
danwei := ""
if len(ary) == 3 {
beiStr = ary[0] + ary[1]
danwei = ary[2]
} else {
beiStr = ary[0]
danwei = ary[1]
}
cheng := 1
bei, _ := strconv.Atoi(beiStr)
switch danwei {
case "m":
{
cheng = bei
break
}
case "H":
{
cheng = bei * 60
break
}
case "D":
{
cheng = bei * 60 * 24
break
}
case "W":
{
cheng = bei * 60 * 24 * 7
break
}
case "M":
{
cheng = bei * 60 * 24 * 30
break
}
case "Y":
{
cheng = bei * 60 * 24 * 365
break
}
default:
{
fmt.Println("notmatch:", danwei)
}
}
return int64(cheng)
}
// type ScanCmd struct {
// baseCmd
//
// page []string
// cursor uint64
//
// process func(cmd Cmder) error
// }
func (core *Core) GetRangeKeyList(pattern string, from time.Time) ([]*simple.Json, error) {
// 比如用来计算ma30或ma7倒推多少时间范围
redisCli := core.RedisCli
cursor := uint64(0)
n := 0
allTs := []int64{}
var keys []string
for {
var err error
keys, cursor, _ = redisCli.Scan(cursor, pattern+"*", 2000).Result()
if err != nil {
panic(err)
}
n += len(keys)
if n == 0 {
break
}
}
// keys, _ := redisCli.Keys(pattern + "*").Result()
for _, key := range keys {
keyAry := strings.Split(key, ":")
key = keyAry[1]
keyi64, _ := strconv.ParseInt(key, 10, 64)
allTs = append(allTs, keyi64)
}
nary := utils.RecursiveBubble(allTs, len(allTs))
tt := from.UnixMilli()
ff := tt - tt%60000
fi := int64(ff)
mary := []int64{}
for _, v := range nary {
if v < fi {
break
}
mary = append(mary, v)
}
res := []*simple.Json{}
for _, v := range mary {
// if k > 1 {
// break
// }
nv := pattern + strconv.FormatInt(v, 10)
str, err := redisCli.Get(nv).Result()
if err != nil {
fmt.Println("err of redis get key:", nv, err)
}
cur, err := simple.NewJson([]byte(str))
if err != nil {
fmt.Println("err of create newJson:", str, err)
}
res = append(res, cur)
}
return res, nil
}
cl.Data = nil
return nil

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