外汇

peter

2025-07-08 83f9014a75f572154ae7732f0fc78d6467edde93

 trading-order-huobi/src/main/java/com.yami.trading.huobi/hobi/internal/FakeKlineInitService.java

@@ -12,14 +12,21 @@
import com.yami.trading.bean.item.domain.Item;
import com.yami.trading.huobi.data.internal.KlineConstant;
import com.yami.trading.huobi.data.internal.KlineService;
import com.yami.trading.huobi.data.model.AllticktradeResult;
import com.yami.trading.huobi.hobi.constant.AllticktradeMadeOptions;
import com.yami.trading.huobi.hobi.constant.TraderMadeOptions;
import com.yami.trading.huobi.hobi.http.HttpHelper;
import com.yami.trading.service.etf.EtfMinuteKLineService;
import com.yami.trading.service.item.ItemService;
import org.apache.http.HttpResponse;
import org.apache.http.client.methods.HttpGet;
import org.checkerframework.checker.units.qual.K;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.beans.factory.annotation.Value;
import org.springframework.stereotype.Service;

import java.math.BigDecimal;
import java.net.URLEncoder;
import java.util.*;
import java.util.stream.Collectors;

@@ -29,6 +36,9 @@
    private KlineService klineService;
    @Autowired
    private EtfMinuteKLineService etfMinuteKLineService;

    @Value("${alltick.trade-kline}")
    private String tradeKline;

    public final void saveInit(String symbol) {
        Item bySymbol = itemService.findBySymbol(symbol);
@@ -46,9 +56,9 @@
            kline.setPeriod(Kline.PERIOD_1MIN);
            return kline;
        }).collect(Collectors.toList());
        Map<String, List<Kline>> dailyWeekMonthHistoryMap = getDailyWeekMonthHistory(symbol, klineList);
//        Map<String, List<Kline>> dailyWeekMonthHistoryMap = getDailyWeekMonthHistory(symbol, klineList);
        Map<String, List<Kline>> hourlyAndMinuteHistoryMap = getHourlyAndMinuteHistory(symbol, klineList);
        klineService.saveInit(symbol, dailyWeekMonthHistoryMap, hourlyAndMinuteHistoryMap);
        klineService.saveInit(symbol, null, hourlyAndMinuteHistoryMap);
    }

    @Autowired
@@ -58,31 +68,115 @@
     * 获取分钟数据
     */
    public Map<String, List<Kline>> getHourlyAndMinuteHistory(String symbol , List<Kline> klineList) {
//        Map<String, List<Kline>> map = new HashMap<>();
//
//        List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol,  klineList);
//        map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
//
//        List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol,  klineList);
//        map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
//
//        List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol,  klineList);
//        map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);
//
//        List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol,  klineList);
//        map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);
//
//        List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol,  klineList);
//        map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);
//
//        List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol,  klineList);
//        map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);
//
//        List<Kline> oneMinuteList = klineList;
//        map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
//        return map;
        Map<String, List<Kline>> map = new HashMap<>();

        List<Kline> fourHourlyList = getTimeseriesForFourHourly(symbol,  klineList);
        map.put(KlineConstant.PERIOD_4HOUR, fourHourlyList);
        List<Kline> monthList = getTimeseries(symbol,KlineConstant.PERIOD_1MON, AllticktradeMadeOptions.monthPeriod);
        map.put(KlineConstant.PERIOD_1MON, monthList);

        List<Kline> twoHourlyList = getTimeseriesForTwoHourly(symbol,  klineList);
        map.put(KlineConstant.PERIOD_2HOUR, twoHourlyList);
        List<Kline> weekList = getTimeseries(symbol,KlineConstant.PERIOD_1WEEK,AllticktradeMadeOptions.weekPeriod);
        map.put(KlineConstant.PERIOD_1WEEK, weekList);

        List<Kline> oneHourlyList = getTimeseriesForOneHourly(symbol,  klineList);
        List<Kline> dayList = getTimeseries(symbol,KlineConstant.PERIOD_1DAY,AllticktradeMadeOptions.dayPeriod);
        map.put(KlineConstant.PERIOD_1DAY, dayList);

        List<Kline> towHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_2HOUR,AllticktradeMadeOptions.towHourPeriod);
        map.put(KlineConstant.PERIOD_2HOUR, towHourlyList);

        List<Kline> oneHourlyList = getTimeseries(symbol,KlineConstant.PERIOD_60MIN,AllticktradeMadeOptions.hourPeriod);
        map.put(KlineConstant.PERIOD_60MIN, oneHourlyList);

        List<Kline> thirtyMinuteList = getTimeseriesThirtyMinute(symbol,  klineList);
        List<Kline> thirtyMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_30MIN,AllticktradeMadeOptions.thirtyPeriod);
        map.put(KlineConstant.PERIOD_30MIN, thirtyMinuteList);

        List<Kline> fifteenMinuteList = getTimeseriesFifteenMinute(symbol,  klineList);
        List<Kline> fifteenMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_15MIN,AllticktradeMadeOptions.fifteenPeriod);
        map.put(KlineConstant.PERIOD_15MIN, fifteenMinuteList);

        List<Kline> fiveMinuteList = getTimeseriesFiveMinute(symbol,  klineList);
        List<Kline> fiveMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_5MIN,AllticktradeMadeOptions.fivePeriod);
        map.put(KlineConstant.PERIOD_5MIN, fiveMinuteList);

        List<Kline> oneMinuteList = klineList;
        List<Kline> oneMinuteList = getTimeseries(symbol,KlineConstant.PERIOD_1MIN,AllticktradeMadeOptions.minutePeriod);
        map.put(KlineConstant.PERIOD_1MIN, oneMinuteList);
        return map;
    }

    public List<Kline> getTimeseries(String symbol,String period,int periodType){
        List<Kline> resList = new ArrayList<>();
        // 每次只能取一个月的数据，需要遍历3个月
        for (int i = 0; i < TraderMadeOptions.thirtyMinutePeriod; i++) {
            String resultStr = null;
            try {
                resultStr = getTradeKline(symbol,periodType,AllticktradeMadeOptions.dayKlineNumPeriod);
            } catch (Exception e) {
                continue;
            }
            JSONObject resultJson = JSON.parseObject(resultStr);
            if(null == resultJson || 200 != resultJson.getInteger("ret")){
            }
            JSONObject tempdata = resultJson.getJSONObject("data");
            JSONArray dataArray = tempdata.getJSONArray("kline_list");
            if (dataArray.size() > 0) {
                List<AllticktradeResult> list = JSONObject.parseArray(JSONObject.toJSONString(dataArray), AllticktradeResult.class);
                for (AllticktradeResult result : list) {
                    Kline kline = new Kline();
                    kline.setSymbol(symbol);
                    kline.setPeriod(period);
                    // 毫秒
                    kline.setTs(Long.parseLong(result.getTimestamp()));
                    kline.setOpen(result.getOpen_price());
                    kline.setClose(result.getClose_price());
                    kline.setHigh(result.getHigh_price());
                    kline.setLow(result.getLow_price());
                    kline.setVolume(result.getVolume());
                    resList.add(kline);
                }
            }
        }
        return resList;
    }

    public String getTradeKline(String symbol,int type,int num){
        JSONObject json = new JSONObject();
        json.put("trace", UUID.randomUUID().toString());
        JSONObject data = new JSONObject();
        data.put("code", symbol);
        data.put("kline_type", type);
        data.put("kline_timestamp_end", 0);
        data.put("query_kline_num", num);
        json.put("data", data);
        try {
            String url = tradeKline.replace("{1}", URLEncoder.encode(json.toString(), "UTF-8"));
            HttpGet request = new HttpGet(url);
            HttpResponse response = HttpHelper.getHttpclient().execute(request);
            return HttpHelper.responseProc(response);
        } catch (Exception e) {
            System.out.println(e.getMessage());
        }
        return null;
    }


    /**
     * 1day       历史数据  ： 周期 1年