@Cacheable(value = "KLineBuss.querySeriesByCode")
public Series querySeriesByCode(String code, int month) {
Futures prod = productBuss.queryFuturesByCode(code);
if (prod == null) {
return Series.EMPTY;
} else {
List<KLine> kLineList = null;
if (month < 0) {
kLineList = this.queryAscByCode(code);
} else {
Calendar cal = Calendar.getInstance();
Date endDt = cal.getTime();
cal.add(Calendar.MONTH, -month);
Date startDt = cal.getTime();
kLineList = kLineRepos.findByCodeAndDtBetweenOrderByDtAsc(code, startDt, endDt);
}
List<Price> prices =
kLineList
.stream()
.map(
kLine -> {
return new Price(kLine.getDt(), kLine.getEndPrice());
})
.collect(Collectors.toList());
return new Series(prod.getCode(), prod.getName(), prices);
}
}
public ProdDailyPrice queryProdDailyPrice(String code, int month) {
Futures prod = productBuss.queryFuturesByCode(code);
if (prod == null) {
return null;
} else {
List<KLine> kLineList = null;
List<ProdIndex> indexList = null;
if (month < 0) {
// 所有
kLineList = kLineRepos.findByCodeOrderByDtAsc(code);
indexList = prodIndexRepos.findByCodeOrderByDtAsc(code);
} else {
// 指定月数
Calendar cal = Calendar.getInstance();
Date endDt = cal.getTime();
cal.add(Calendar.MONTH, -month);
Date startDt = cal.getTime();
kLineList = kLineRepos.findByCodeAndDtBetweenOrderByDtAsc(code, startDt, endDt);
indexList = prodIndexRepos.findByCodeAndDtBetweenOrderByDtAsc(code, startDt, endDt);
}
List<Price> mainPriceList =
kLineList
.stream()
.map(
kLine -> {
return new Price(kLine.getDt(), kLine.getEndPrice());
})
.collect(Collectors.toList());
List<Price> indexPriceList =
indexList
.stream()
.map(
index -> {
return new Price(index.getDt(), index.getPrice());
})
.collect(Collectors.toList());
return new ProdDailyPrice(prod.getCode(), prod.getName(), mainPriceList, indexPriceList);
}
}
public List<Series> compareProd(Futures f1, Futures f2) {
Series s1 = dailyPriceBuss.querySeriesByCode(f1.getCode(), -1);
Series s2 = dailyPriceBuss.querySeriesByCode(f2.getCode(), -1);
Formula formula =
Formula.create()
.putConstant(BigDecimal.ZERO)
.putMultinomial(f1.getCode(), "1")
.putMultinomial(f2.getCode(), "-1");
List<Price> diffPriceList = this.calculateKLine(formula, dailyPriceBuss.queryAllGroup());
String diffName = f1.getName() + "-" + f2.getName();
Series diffSeries = new Series("", diffName, diffPriceList);
return Arrays.asList(s1, s2, diffSeries);
}
