Пример #1
0
 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);
 }
Пример #2
0
 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());
 }
Пример #3
0
 public List<Price> calculateUnitData(String expression, List<UnitDataGroup> groupList) {
   return calculateUnitData(Formula.parse(expression), groupList);
 }
Пример #4
0
 public List<Price> calculateKLine(String expression, List<KLineGroup> groupList) {
   return calculateKLine(Formula.parse(expression), groupList);
 }