package com.yami.trading.huobi.data.job;
|
|
|
import com.yami.trading.bean.data.domain.Realtime;
|
import com.yami.trading.bean.item.domain.Item;
|
import com.yami.trading.common.util.Arith;
|
import com.yami.trading.huobi.data.AdjustmentValueCache;
|
import com.yami.trading.huobi.data.DataCache;
|
import com.yami.trading.huobi.data.internal.DataDBService;
|
import com.yami.trading.huobi.data.model.AdjustmentValue;
|
import com.yami.trading.huobi.hobi.HobiDataService;
|
import com.yami.trading.service.item.ItemService;
|
import com.yami.trading.service.syspara.SysparaService;
|
import org.slf4j.Logger;
|
import org.slf4j.LoggerFactory;
|
import org.springframework.beans.factory.annotation.Autowired;
|
|
import java.math.BigDecimal;
|
import java.math.RoundingMode;
|
import java.util.List;
|
import java.util.Random;
|
|
|
public abstract class AbstractGetDataJob implements Runnable {
|
public static volatile boolean first = true;
|
protected static Logger logger = LoggerFactory.getLogger(StockGetDataJob.class);
|
/**
|
* 数据接口调用间隔时长(毫秒)
|
*/
|
protected int interval;
|
@Autowired
|
protected SysparaService sysparaService;
|
@Autowired
|
protected DataDBService dataDBService;
|
@Autowired
|
protected HobiDataService hobiDataService;
|
@Autowired
|
protected ItemService itemService;
|
|
public void start() {
|
new Thread(this, getName()).start();
|
}
|
|
public abstract void run();
|
|
public abstract String getName();
|
|
// 在类中定义静态Random实例
|
private static final Random random = new Random();
|
|
public abstract void realtimeHandle(String symbols);
|
|
public void handleRealTimeList(List<Realtime> realtimeList) {
|
for (Realtime realtime : realtimeList) {
|
|
try {
|
String symbol = realtime.getSymbol();
|
Integer decimal = itemService.getDecimal(symbol);
|
Item item = this.itemService.findBySymbol(symbol);
|
BigDecimal currentValue = AdjustmentValueCache.getCurrentValue().get(symbol);
|
AdjustmentValue delayValue = AdjustmentValueCache.getDelayValue().get(symbol);
|
|
if (delayValue != null) {
|
//延时几次 缓存frequency
|
Integer frequency = AdjustmentValueCache.getFrequency().get(symbol);
|
if (frequency == null) { //首次计算 缓存
|
frequency = (int) Arith.div(Arith.mul(delayValue.getSecond(), 1000.0D), this.interval);
|
AdjustmentValueCache.getFrequency().put(symbol, frequency);
|
}
|
|
if (frequency <= 1) {
|
if (currentValue == null) {
|
AdjustmentValueCache.getCurrentValue().put(symbol, delayValue.getValue());
|
} else {
|
AdjustmentValueCache.getCurrentValue().put(symbol,
|
delayValue.getValue().add(currentValue));
|
}
|
|
if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
|
item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
|
itemService.saveOrUpdate(item);
|
}
|
AdjustmentValueCache.getDelayValue().remove(symbol);
|
AdjustmentValueCache.getFrequency().remove(symbol);
|
} else {
|
/*// 本次调整值
|
BigDecimal currentValue_frequency = delayValue.getValue().divide(new BigDecimal(frequency), decimal, RoundingMode.HALF_UP);
|
|
if (currentValue == null) {
|
AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency);
|
} else {
|
AdjustmentValueCache.getCurrentValue().put(symbol,
|
currentValue.add(currentValue_frequency));
|
}
|
|
delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency));
|
delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D)));
|
AdjustmentValueCache.getDelayValue().put(symbol, delayValue);
|
|
if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
|
item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
|
itemService.saveOrUpdate(item);
|
}*/
|
//计算延时加大精度
|
Integer delayDecimal = 10;
|
// 保存原始总值用于计算随机分配
|
BigDecimal totalValue = delayValue.getValue();
|
// 计算已分配次数(从缓存中获取)
|
Integer allocatedCount = AdjustmentValueCache.getAllocatedCount().get(symbol);
|
if (allocatedCount == null) {
|
allocatedCount = 0;
|
// 首次分配时保存总值到缓存,用于后续计算
|
AdjustmentValueCache.getTotalValue().put(symbol, totalValue);
|
} else {
|
//不是首次
|
totalValue = AdjustmentValueCache.getTotalValue().get(symbol);
|
}
|
|
// ########## 新增:判断调整方向(正向/负向)##########
|
boolean isPositiveAdjustment = totalValue.compareTo(BigDecimal.ZERO) > 0; // 正向调整(>0)
|
boolean isNegativeAdjustment = totalValue.compareTo(BigDecimal.ZERO) < 0; // 负向调整(<0)
|
|
BigDecimal currentValue_frequency;
|
// 计算剩余分配次数
|
int remainingAllocations = frequency - allocatedCount;
|
|
if (remainingAllocations > 1) {
|
BigDecimal average = totalValue.divide(new BigDecimal(frequency), delayDecimal, RoundingMode.HALF_UP);
|
BigDecimal randomFactor;
|
|
// 根据调整方向动态调整负因子概率
|
double negativeProbability = isNegativeAdjustment ? 0.6 : 0.3;
|
if (Math.random() <= negativeProbability) {
|
// 负因子:范围 [-0.5, 0)
|
double randomNeg = -0.5 + Math.random() * 0.5; // 简化计算:max - min = 0 - (-0.5) = 0.5
|
randomFactor = new BigDecimal(randomNeg).setScale(delayDecimal, RoundingMode.HALF_UP);
|
} else {
|
// 正因子:范围 [0.3, 1.7)
|
double randomPos = 0.3 + Math.random() * 1.4; // 简化计算:max - min = 1.7 - 0.3 = 1.4
|
randomFactor = new BigDecimal(randomPos).setScale(delayDecimal, RoundingMode.HALF_UP);
|
}
|
|
currentValue_frequency = average.multiply(randomFactor).setScale(delayDecimal, RoundingMode.HALF_UP);
|
|
// 核心修改1:根据调整方向动态约束累计值
|
BigDecimal currentAccumulated = AdjustmentValueCache.getAccumulatedValue().getOrDefault(symbol, BigDecimal.ZERO);
|
BigDecimal tempAccumulated = currentAccumulated.add(currentValue_frequency);
|
if (isPositiveAdjustment) {
|
// 正向调整:累计值不能为负
|
if (tempAccumulated.compareTo(BigDecimal.ZERO) < 0) {
|
currentValue_frequency = BigDecimal.ONE.divide(new BigDecimal("10").pow(delayDecimal), delayDecimal, RoundingMode.HALF_UP);
|
}
|
} else if (isNegativeAdjustment) {
|
// 负向调整:累计值不能小于目标值(避免过度减值)
|
if (tempAccumulated.compareTo(totalValue) < 0) {
|
currentValue_frequency = totalValue.subtract(currentAccumulated).divide(new BigDecimal(2), delayDecimal, RoundingMode.HALF_UP);
|
}
|
}
|
|
//剩余的待分配值
|
BigDecimal remainingValue = totalValue.subtract(currentAccumulated);
|
//本次分配后剩余的待分配值
|
BigDecimal tempDelayValue = remainingValue.subtract(currentValue_frequency);
|
|
// 提取公共变量(剩余值的80%)
|
BigDecimal remaining80Percent = remainingValue.multiply(new BigDecimal("0.8"))
|
.setScale(delayDecimal, RoundingMode.HALF_UP);
|
|
// 统一判断“是否需要修正剩余值”
|
boolean needFixRemaining = (isPositiveAdjustment && tempDelayValue.compareTo(BigDecimal.ZERO) < 0)
|
|| (isNegativeAdjustment && tempDelayValue.compareTo(totalValue) > 0);
|
if (needFixRemaining) {
|
// 直接使用公共变量,避免重复计算
|
currentValue_frequency = remaining80Percent;
|
}
|
|
// 直接使用公共变量作为maxAllowed,无需重复计算
|
if ((isPositiveAdjustment && currentValue_frequency.compareTo(remaining80Percent) > 0)
|
|| (isNegativeAdjustment && currentValue_frequency.compareTo(remaining80Percent) < 0)) {
|
currentValue_frequency = remaining80Percent;
|
}
|
|
} else {
|
// 最后一次分配兜底(支持负值)
|
BigDecimal accumulated = AdjustmentValueCache.getAccumulatedValue().getOrDefault(symbol, BigDecimal.ZERO);
|
currentValue_frequency = totalValue.subtract(accumulated).setScale(delayDecimal, RoundingMode.HALF_UP);
|
|
// 正向调整:最后一次分配值不能为负;负向调整:不能为正(无重复,无需优化)
|
if (isPositiveAdjustment && currentValue_frequency.compareTo(BigDecimal.ZERO) < 0) {
|
currentValue_frequency = BigDecimal.ZERO.setScale(delayDecimal, RoundingMode.HALF_UP);
|
} else if (isNegativeAdjustment && currentValue_frequency.compareTo(BigDecimal.ZERO) > 0) {
|
currentValue_frequency = BigDecimal.ZERO.setScale(delayDecimal, RoundingMode.HALF_UP);
|
}
|
}
|
|
|
// 更新累计值
|
BigDecimal newAccumulated = AdjustmentValueCache.getAccumulatedValue().getOrDefault(symbol, BigDecimal.ZERO)
|
.add(currentValue_frequency);
|
AdjustmentValueCache.getAccumulatedValue().put(symbol, newAccumulated);
|
// 更新分配次数
|
AdjustmentValueCache.getAllocatedCount().put(symbol, allocatedCount + 1);
|
|
// 更新当前值
|
if (currentValue == null) {
|
AdjustmentValueCache.getCurrentValue().put(symbol, currentValue_frequency);
|
} else {
|
AdjustmentValueCache.getCurrentValue().put(symbol,
|
currentValue.add(currentValue_frequency));
|
}
|
|
// 更新延迟值
|
delayValue.setValue(delayValue.getValue().subtract(currentValue_frequency));
|
delayValue.setSecond(Arith.sub(delayValue.getSecond(), Arith.div(this.interval, 1000.0D)));
|
AdjustmentValueCache.getDelayValue().put(symbol, delayValue);
|
|
// 如果是最后一次分配,清理缓存
|
if (remainingAllocations <= 1) {
|
AdjustmentValueCache.getAllocatedCount().remove(symbol);
|
AdjustmentValueCache.getTotalValue().remove(symbol);
|
AdjustmentValueCache.getAccumulatedValue().remove(symbol);
|
AdjustmentValueCache.getFrequency().remove(symbol);
|
|
AdjustmentValueCache.getDelayValue().remove(symbol);
|
}
|
|
// 保存更新
|
if (!item.getAdjustmentValue().equals(AdjustmentValueCache.getCurrentValue().get(symbol))) {
|
item.setAdjustmentValue(AdjustmentValueCache.getCurrentValue().get(symbol));
|
itemService.saveOrUpdate(item);
|
}
|
}
|
}
|
|
currentValue = AdjustmentValueCache.getCurrentValue().get(realtime.getSymbol());
|
|
if (currentValue != null && currentValue.compareTo(BigDecimal.ZERO) != 0) {
|
realtime.setClose(realtime.getClose().add(currentValue).setScale(decimal, RoundingMode.HALF_UP));
|
BigDecimal ask = realtime.getAsk();
|
if(ask!=null){
|
realtime.setAsk(ask.add(currentValue).setScale(decimal, RoundingMode.HALF_UP));
|
}
|
BigDecimal bid = realtime.getBid();
|
if(bid!=null){
|
realtime.setBid(bid.add(currentValue).setScale(decimal, RoundingMode.HALF_UP));
|
}
|
// realtime.setVolume(Arith.add(realtime.getVolume(), Arith.mul(Arith.div(currentValue, realtime.getClose()), realtime.getVolume())));
|
// realtime.setAmount(Arith.add(realtime.getAmount(), Arith.mul(Arith.div(currentValue, realtime.getClose()), realtime.getAmount())));
|
}
|
|
// 缓存中最新一条Realtime数据
|
Realtime realtimeLast = DataCache.getRealtime(symbol);
|
// 临时处理:正常10秒超过25%也不合理,丢弃.只有虚拟货币才这样执行
|
boolean checkRate = getName().contains("虚拟货币");
|
double rate = 0;
|
if (!checkRate) {
|
saveData(realtime, symbol, item);
|
}else{
|
if (realtimeLast != null) {
|
rate = Math.abs(Arith.sub(realtime.getClose().doubleValue(), realtimeLast.getClose().doubleValue()));
|
}
|
if (null == realtimeLast || Arith.div(rate, realtimeLast.getClose().doubleValue()) < 0.25D) {
|
saveData(realtime, symbol, item);
|
} else {
|
logger.error("当前{}价格{},上一次价格为{}过25%也不合理,丢弃Realtime,不入库", realtime.getSymbol(),realtimeLast.getClose(), realtime.getClose());
|
}
|
}
|
|
|
} catch (Exception e) {
|
logger.error("数据采集失败", e);
|
|
}
|
}
|
}
|
|
private void saveData(Realtime realtime, String symbol, Item item) {
|
Double high = DataCache.getRealtimeHigh().get(symbol);
|
Double low = DataCache.getRealtimeLow().get(symbol);
|
if (realtime.getTs().toString().length() <= 10) {
|
realtime.setTs(Long.valueOf(realtime.getTs() + "000"));
|
}
|
realtime.setName(item.getName());
|
if (high == null || realtime.getHigh().doubleValue() > high) {
|
DataCache.getRealtimeHigh().put(symbol, realtime.getHigh().doubleValue());
|
}
|
if ((low == null || realtime.getLow().doubleValue() < low) && realtime.getLow().doubleValue() > 0) {
|
DataCache.getRealtimeLow().put(symbol, realtime.getLow().doubleValue());
|
}
|
this.dataDBService.saveAsyn(realtime);
|
}
|
|
}
|