package com.yami.trading.huobi.hobi.internal;
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import cn.hutool.core.bean.BeanUtil;
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import cn.hutool.core.util.StrUtil;
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import com.alibaba.fastjson.JSON;
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import com.alibaba.fastjson.JSONArray;
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import com.alibaba.fastjson.JSONObject;
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import com.baomidou.mybatisplus.core.conditions.query.QueryWrapper;
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import com.google.common.collect.Lists;
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import com.yami.trading.bean.data.domain.Kline;
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import com.yami.trading.bean.etf.domain.EtfMinuteKLine;
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import com.yami.trading.bean.item.domain.Item;
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import com.yami.trading.huobi.data.internal.KlineConstant;
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import com.yami.trading.huobi.data.internal.KlineService;
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import com.yami.trading.huobi.data.model.AllticktradeResult;
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import com.yami.trading.huobi.hobi.constant.AllticktradeMadeOptions;
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import com.yami.trading.huobi.hobi.constant.TraderMadeOptions;
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import com.yami.trading.huobi.hobi.http.HttpHelper;
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import com.yami.trading.service.etf.EtfMinuteKLineService;
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import com.yami.trading.service.item.ItemService;
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import org.apache.http.HttpResponse;
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import org.apache.http.client.methods.HttpGet;
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import org.checkerframework.checker.units.qual.K;
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import org.springframework.beans.factory.annotation.Autowired;
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import org.springframework.beans.factory.annotation.Value;
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import org.springframework.stereotype.Service;
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import java.math.BigDecimal;
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import java.net.URLEncoder;
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import java.util.*;
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import java.util.stream.Collectors;
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@Service
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public class FakeKlineInitService {
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@Autowired
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private KlineService klineService;
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@Autowired
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private EtfMinuteKLineService etfMinuteKLineService;
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@Value("${alltick.trade-kline}")
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private String tradeKline;
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public final void saveInit(String symbol) {
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Item bySymbol = itemService.findBySymbol(symbol);
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// 非机器人的价格，无需初始化
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if("0".equalsIgnoreCase(bySymbol.getFake())){
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return;
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}
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QueryWrapper<EtfMinuteKLine> queryWrapper = new QueryWrapper<>();
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queryWrapper.eq("symbol", symbol);
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queryWrapper.lt("ts", System.currentTimeMillis());
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queryWrapper.orderByAsc("ts");
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List<EtfMinuteKLine> list = etfMinuteKLineService.list(queryWrapper);
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List<Kline> klineList = list.stream().map(e -> {
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Kline kline = BeanUtil.copyProperties(e, Kline.class);
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kline.setPeriod(Kline.PERIOD_1MIN);
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return kline;
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}).collect(Collectors.toList());
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// Map<String, List<Kline>> dailyWeekMonthHistoryMap = getDailyWeekMonthHistory(symbol, klineList);
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Map<String, List<Kline>> hourlyAndMinuteHistoryMap = getHourlyAndMinuteHistory(symbol, klineList);
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klineService.saveInit(symbol, null, hourlyAndMinuteHistoryMap);
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}
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@Autowired
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private ItemService itemService;
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/**
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* 获取分钟数据
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*/
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public Map<String, List<Kline>> getHourlyAndMinuteHistory(String symbol , List<Kline> klineList) {
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// Map<String, List<Kline>> map = new HashMap<>();
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//
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// List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol, klineList);
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// map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
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//
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// List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol, klineList);
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// map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
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//
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// List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol, klineList);
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// map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
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//
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// List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol, klineList);
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// map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
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//
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// List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol, klineList);
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// map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
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//
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// List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol, klineList);
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// map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
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//
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// List<Kline> oneMinuteList = klineList;
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// map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
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// return map;
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Map<String, List<Kline>> map = new HashMap<>();
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List<Kline> monthList = getTimeseries(symbol,KlineConstant.PERIOD_1MON, AllticktradeMadeOptions.monthPeriod);
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map.put(KlineConstant.PERIOD_1MON, monthList);
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List<Kline> weekList = getTimeseries(symbol,KlineConstant.PERIOD_1WEEK,AllticktradeMadeOptions.weekPeriod);
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map.put(KlineConstant.PERIOD_1WEEK, weekList);
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List<Kline> dayList = getTimeseries(symbol,KlineConstant.PERIOD_1DAY,AllticktradeMadeOptions.dayPeriod);
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map.put(KlineConstant.PERIOD_1DAY, dayList);
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List<Kline> towHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_2HOUR,AllticktradeMadeOptions.towHourPeriod);
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map.put(KlineConstant.PERIOD_2HOUR, towHourlyList);
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List<Kline> oneHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_60MIN,AllticktradeMadeOptions.hourPeriod);
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map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
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List<Kline> thirtyMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_30MIN,AllticktradeMadeOptions.thirtyPeriod);
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map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
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List<Kline> fifteenMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_15MIN,AllticktradeMadeOptions.fifteenPeriod);
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map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
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List<Kline> fiveMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_5MIN,AllticktradeMadeOptions.fivePeriod);
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map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
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List<Kline> oneMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_1MIN,AllticktradeMadeOptions.minutePeriod);
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map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
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return map;
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}
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public List<Kline> getTimeseries(String symbol,String period,int periodType){
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List<Kline> resList = new ArrayList<>();
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// 每次只能取一个月的数据，需要遍历3个月
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for (int i = 0; i < TraderMadeOptions.thirtyMinutePeriod; i++) {
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String resultStr = null;
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try {
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resultStr = getTradeKline(symbol,periodType,AllticktradeMadeOptions.dayKlineNumPeriod);
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} catch (Exception e) {
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continue;
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}
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JSONObject resultJson = JSON.parseObject(resultStr);
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if(null == resultJson || 200 != resultJson.getInteger("ret")){
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}
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JSONObject tempdata = resultJson.getJSONObject("data");
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JSONArray dataArray = tempdata.getJSONArray("kline_list");
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if (dataArray.size() > 0) {
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List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
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for (AllticktradeResult result : list) {
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Kline kline = new Kline();
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kline.setSymbol(symbol);
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kline.setPeriod(period);
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// 毫秒
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kline.setTs(Long.parseLong(result.getTimestamp()));
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kline.setOpen(result.getOpen_price());
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kline.setClose(result.getClose_price());
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kline.setHigh(result.getHigh_price());
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kline.setLow(result.getLow_price());
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kline.setVolume(result.getVolume());
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resList.add(kline);
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}
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}
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}
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return resList;
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}
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public String getTradeKline(String symbol,int type,int num){
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JSONObject json = new JSONObject();
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json.put("trace", UUID.randomUUID().toString());
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JSONObject data = new JSONObject();
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data.put("code", symbol);
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data.put("kline_type", type);
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data.put("kline_timestamp_end", 0);
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data.put("query_kline_num", num);
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json.put("data", data);
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try {
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String url = tradeKline.replace("{1}", URLEncoder.encode(json.toString(), "UTF-8"));
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HttpGet request = new HttpGet(url);
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HttpResponse response = HttpHelper.getHttpclient().execute(request);
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return HttpHelper.responseProc(response);
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} catch (Exception e) {
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System.out.println(e.getMessage());
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}
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return null;
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}
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/**
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* 1day 历史数据 ： 周期 1年
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* 1week,1mon 历史数据 ： 周期 5年
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* 请求 350次
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*/
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public Map<String, List<Kline>> getDailyWeekMonthHistory(String symbol , List<Kline> klineList) {
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Map<String, List<Kline>> map = new HashMap<>();
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map.put(Kline.PERIOD_1WEEK, buildOneWeekPeriod(symbol, klineList));
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map.put(Kline.PERIOD_1MON, buildOneMonthPeriod(symbol, klineList));
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map.put(Kline.PERIOD_1DAY, buildOneDayPeriod(symbol, klineList));
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map.put(Kline.PERIOD_5DAY, buildFiveDayPeriod(symbol, klineList));
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map.put(Kline.PERIOD_QUARTER, buildOneQuarterPeriod(symbol, klineList));
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map.put(Kline.PERIOD_YEAR, buildOneYearPeriod(symbol, klineList));
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return map;
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}
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public List<Kline> buildOneDayPeriod(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 390, Kline.PERIOD_1DAY , klineList);
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}
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public List<Kline> buildOneWeekPeriod(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 390*7, Kline.PERIOD_1WEEK , klineList);
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}
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public List<Kline> buildOneMonthPeriod(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 390*22, Kline.PERIOD_1MON , klineList);
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}
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public List<Kline> buildOneQuarterPeriod(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 390*66, Kline.PERIOD_QUARTER , klineList);
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}
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public List<Kline> buildOneYearPeriod(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 390*220, Kline.PERIOD_YEAR , klineList);
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}
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/**
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* 雪球支持120分钟的，讲120分钟的，
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* Hourly
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* 4hourly 3月
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*/
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public List<Kline> buildFiveDayPeriod(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 390*5, Kline.PERIOD_5DAY , klineList);
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}
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/**
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* 雪球支持120分钟的，讲120分钟的，
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* Hourly
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* 4hourly 3月
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*/
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public List<Kline> getTimeseriesForFourHourly(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 240, Kline.PERIOD_4HOUR , klineList);
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}
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/**
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* Hourly
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* 1hourly 2个小时
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*/
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public List<Kline> getTimeseriesForTwoHourly(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 120, Kline.PERIOD_2HOUR , klineList);
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}
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/**
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* Hourly
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* 1hourly 1月
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*/
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public List<Kline> getTimeseriesForOneHourly(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 60, Kline.PERIOD_60MIN, klineList);
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}
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/**
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* Minute
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* 30minute 10天
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* 15minute 5天
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* 5minute 2天
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* 1minute 1天
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*/
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public List<Kline> getTimeseriesOneMinute(String currency, List<Kline> klineList) {
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return klineList;
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}
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/**
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* Minute
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* 30minute 10天
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* 15minute 5天
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* 5minute 2天
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* 1minute 1天
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*/
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public List<Kline> getTimeseriesFiveMinute(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 5, Kline.PERIOD_5MIN, klineList);
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}
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/**
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* Minute
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* 30minute 10天
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* 15minute 5天
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* 5minute 2天
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* 1minute 1天
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*/
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public List<Kline> getTimeseriesFifteenMinute(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 15, Kline.PERIOD_15MIN, klineList);
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}
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/**
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* Minute
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* 30minute 15
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* 15minute 15
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* 5minute 15
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* 1minute 15
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*/
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public List<Kline> getTimeseriesThirtyMinute(String currency, List<Kline> klineList) {
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return getTimeseriesByMinute(currency, 30, Kline.PERIOD_30MIN, klineList);
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}
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/**
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* 按多少分钟进行partition聚合
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* @param symbol
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* @param minute
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* @param klineList
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* @return
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*/
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public List<Kline> getTimeseriesByMinute(String symbol, int minute, String period, List<Kline> klineList) {
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int decimal = itemService.getDecimal(symbol);
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List<Kline> result = new ArrayList<>();
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// 抽象成minute分钟图，方便前端显示
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List<List<Kline>> partition = Lists.partition(klineList, minute);
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for (List<Kline> list1Min : partition) {
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Double high = list1Min.get(0).getHigh().doubleValue();
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Double low = list1Min.get(0).getLow().doubleValue();
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for (Kline kline : list1Min) {
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if (high <= kline.getHigh().doubleValue()) {
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high = kline.getHigh().doubleValue();
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}
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if (low >= kline.getLow().doubleValue()) {
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low = kline.getLow().doubleValue();
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}
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}
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int lastIndex = list1Min.size() - 1;
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Kline kline = new Kline();
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kline.setSymbol(symbol);
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kline.setTs(list1Min.get(lastIndex).getTs());
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kline.setOpen(list1Min.get(0).getOpen().setScale(decimal, BigDecimal.ROUND_DOWN));
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kline.setHigh(new BigDecimal(high).setScale(decimal, BigDecimal.ROUND_DOWN));
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kline.setLow(new BigDecimal(low).setScale(decimal, BigDecimal.ROUND_DOWN));
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kline.setClose(list1Min.get(lastIndex).getClose().setScale(decimal, BigDecimal.ROUND_DOWN));
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kline.setPeriod(period);
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// 格式化小数点位
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// klineOneTop.formatPoint(kline);
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BigDecimal sumAmount = klineList.stream()
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.map(Kline::getAmount)
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.filter(Objects::nonNull)
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.reduce(BigDecimal.ZERO, BigDecimal::add);
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BigDecimal sumVolume = klineList.stream()
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.map(Kline::getVolume)
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.filter(Objects::nonNull)
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.reduce(BigDecimal.ZERO, BigDecimal::add);
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kline.setAmount(sumAmount);
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kline.setVolume(sumVolume);
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result.add(kline);
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}
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return result;
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}
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}
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