public HedgingMonitor monitorHedging(Integer id) {
Hedging hedging = hedgingRepo.findOne(id);
Formula formula = Formula.parse(hedging.getExpression());
List<Price> realtimePrices = this.calculateUnitData(formula, realTimePriceBuss.queryAllAsc());
List<Price> klinePrices = this.calculateKLine(formula, dailyPriceBuss.queryAllGroup());
return new HedgingMonitor(
id,
hedging.getName(),
formula.toString(),
hedging.getStartDt(),
hedging.getEndDt(),
hedging.getDown(),
hedging.getUp(),
realtimePrices,
klinePrices);
}
public List<HedgingView> queryHedging() {
UnitDataGroup realTime = realTimePriceBuss.queryLatest();
KLineGroup kline = dailyPriceBuss.queryLatest();
return hedgingRepo
.findAll()
.stream()
.map(
hedging -> {
Formula f = Formula.parse(hedging.getExpression());
BigDecimal diffKline = this.calculate(f, kline);
BigDecimal diffRealtime = this.calculate(f, realTime);
BigDecimal diff = diffRealtime == null ? diffKline : diffRealtime;
int mid = hedging.getMid();
int down = hedging.getDown();
int up = hedging.getUp();
BigDecimal complete = null;
if (diff.compareTo(new BigDecimal(mid)) > 0) {
complete =
diff.subtract(new BigDecimal(mid))
.divide(new BigDecimal(up - mid), 4, RoundingMode.FLOOR);
} else {
complete =
new BigDecimal(mid)
.subtract(diff)
.divide(new BigDecimal(mid - down), 4, RoundingMode.FLOOR);
}
return new HedgingView(
hedging.getId(),
hedging.getName(),
f.toString(),
complete,
diffKline,
diffRealtime,
hedging.getUp(),
hedging.getDown(),
hedging.getMid(),
hedging.getQ1(),
hedging.getQ3());
})
.collect(Collectors.toList());
}
public List<Price> calculateUnitData(String expression, List<UnitDataGroup> groupList) {
return calculateUnitData(Formula.parse(expression), groupList);
}
public List<Price> calculateKLine(String expression, List<KLineGroup> groupList) {
return calculateKLine(Formula.parse(expression), groupList);
}
