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-//package com.smppw.fofapi.service.indicator;
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-//
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-//import cn.hutool.core.collection.CollectionUtil;
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-//import cn.hutool.core.collection.ListUtil;
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-//import cn.hutool.core.map.MapUtil;
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-//import com.smppw.fofapi.dao.info.FundInformationDao;
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-//import com.smppw.common.pojo.IStrategy;
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-//import com.smppw.common.pojo.dos.core.IndexesTradeDateDo;
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-//import com.smppw.common.pojo.dto.Benchmark;
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-//import com.smppw.common.pojo.dto.CompoundRet;
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-//import com.smppw.common.pojo.dto.DateValue;
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-//import com.smppw.common.pojo.dto.TimeInterval;
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-//import com.smppw.common.pojo.dto.calc.IndicatorCalcPropertyDto;
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-//import com.smppw.common.pojo.dto.calc.IndicatorCalcReqPropertyDto;
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-//import com.smppw.common.pojo.dto.calc.IndicatorCalcTimeRangeDto;
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-//import com.smppw.common.pojo.dto.indicator.CalcMultipleSecMultipleTimeRangeIndicatorReq;
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-//import com.smppw.common.pojo.dto.indicator.DateIntervalDto;
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-//import com.smppw.common.pojo.dto.nav.ExtractNavServiceReq;
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-//import com.smppw.common.pojo.enums.*;
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-//import com.smppw.fofapi.service.calc.CalcService;
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-//import com.smppw.fofapi.service.nav.NavService;
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-//import com.smppw.fofapi.util.*;
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-//import org.apache.commons.lang3.StringUtils;
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-//import org.springframework.beans.factory.annotation.Autowired;
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-//import org.springframework.stereotype.Service;
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-//
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-//import java.math.BigDecimal;
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-//import java.util.ArrayList;
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-//import java.util.HashMap;
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-//import java.util.List;
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-//import java.util.Map;
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-//import java.util.stream.Collectors;
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-//
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-//@Service
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-//public class BaseIndicatorServiceImplV2 implements BaseIndicatorServiceV2 {
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-//
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-// @Autowired
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-// private CalcService calcService;
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-//
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-// @Autowired
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-// private NavService navService;
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-//
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-// @Autowired
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-// private FundInformationDao fundInformationDao;
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-//
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-// @Override
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-// public Map<String, List<IndicatorCalcPropertyDto>> getMultipleSecTrend(List<String> mainSecIdList, Map<String, String> secBenchmarkIdMap, List<String> indexIdList,
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-// DateIntervalDto dateIntervalDto, Frequency dataFrequency, BigDecimal fixedIncome, BigDecimal initValue, RaiseType raiseType,
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-// IStrategy strategy, Visibility visibility, NavType navType, List<TrendType> trendTypeV2List, Boolean ifExtract, Integer userId) {
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-// List<String> benchmarkIdList = new ArrayList<>();
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-// for (Map.Entry<String, String> secBenchmarkIdMapEntry : secBenchmarkIdMap.entrySet()) {
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-// String benchmarkId = secBenchmarkIdMapEntry.getValue();
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-// if (StringUtils.isNotEmpty(benchmarkId)) {
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-// benchmarkIdList.add(benchmarkId);
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-// }
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-// }
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-// ExtractNavServiceReq extractNavServiceReq = new ExtractNavServiceReq();
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-// extractNavServiceReq.setUserId(UserUtils.getLoginUser().getUserid());
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-// extractNavServiceReq.setIfExtract(ifExtract);
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-//
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-// CurveType curveType = CurveType.getCurveType(raiseType, strategy);
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-// Map<String, List<DateValue>> allNavMap = navService.getSecIdDateValueNavListMapFromRedisAndDB(mainSecIdList, benchmarkIdList, indexIdList,
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-// null, null, navType, visibility, curveType.getId(), strategy.getStrategyId(), new HashMap<>(), false, extractNavServiceReq);
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-//
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-// Map<String, List<IndicatorCalcPropertyDto>> indicatorCalcPropertyDtoListMap = new HashMap<>();
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-// for (String mainSecId : mainSecIdList) {
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-// String benchmarkId = secBenchmarkIdMap.get(mainSecId);
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-//
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-// Map<String, List<DateValue>> secAllNavMap = new HashMap();
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-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(allNavMap.get(mainSecId)));
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-// secAllNavMap.put(benchmarkId, NavUtil.getNewNavList(allNavMap.get(benchmarkId)));
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-// for (String indexId : indexIdList) {
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-// secAllNavMap.put(indexId, NavUtil.getNewNavList(allNavMap.get(indexId)));
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-// }
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-//
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-// List<DateValue> mainSecIdNavList = secAllNavMap.get(mainSecId);
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-//
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-// String theFirstNavDate = "";
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-// String theLastNavDate = "";
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-// if (mainSecIdNavList != null && mainSecIdNavList.size() > 0) {
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-// theFirstNavDate = mainSecIdNavList.get(0).getDate();
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-// theLastNavDate = mainSecIdNavList.get(mainSecIdNavList.size() - 1).getDate();
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-// }
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-//
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-// List<IndexesTradeDateDo> indexesTradeDateDoList = TradeDateUtil.listInfoByDateInterval(theFirstNavDate, theLastNavDate);
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-//
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-// Frequency navFrequency = dataFrequency == null || dataFrequency == Frequency.Default ? Frequency.Daily : dataFrequency;
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-//
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-// Frequency calcFrequency = null;
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-// Frequency defaultFrequency = fundInformationDao.getNavFrequency(mainSecId);
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-// if (dataFrequency == Frequency.Default) {
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-// calcFrequency = defaultFrequency;
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-// } else {
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-// calcFrequency = dataFrequency;
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-// }
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-//
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-// List<DateValue> validMainSecNavList = NavUtil.filterFrequencyNav(mainSecIdNavList, indexesTradeDateDoList, navFrequency);
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-// secAllNavMap.put(mainSecId, validMainSecNavList);
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-//
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-// List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList = DateIntervalUtil.getIndicatorCalcTimeRangeDto(dateIntervalDto, validMainSecNavList, indexesTradeDateDoList
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-// , dateIntervalDto.getId());
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-//
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-// List<IndicatorCalcPropertyDto> indicatorCalcPropertyDtoList = new ArrayList<>();
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-//
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-// for (IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto : indicatorCalcTimeRangeDtoList) {
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-//
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-// Map<String, List<DateValue>> dateSecAllNavMap = new HashMap();
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-// dateSecAllNavMap.put(mainSecId, NavUtil.getNewNavList(secAllNavMap.get(mainSecId)));
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-// dateSecAllNavMap.put(benchmarkId, NavUtil.getNewNavList(secAllNavMap.get(benchmarkId)));
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-// for (String indexId : indexIdList) {
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-// dateSecAllNavMap.put(indexId, NavUtil.getNewNavList(secAllNavMap.get(indexId)));
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-// }
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-//
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-// IndicatorCalcReqPropertyDto indicatorCalcReq = prepareTrendReq(mainSecId, benchmarkId, indexIdList, indicatorCalcTimeRangeDto,
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-// dateSecAllNavMap, calcFrequency, defaultFrequency, trendTypeV2List, fixedIncome, initValue);
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-// if (validMainSecNavList != null && validMainSecNavList.size() > 0) {
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-// IndicatorCalcPropertyDto trend = calcService.getTrend(indicatorCalcReq);
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-// indicatorCalcPropertyDtoList.add(trend);
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-// } else {
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-// IndicatorCalcPropertyDto indicatorCalcPropertyDto = new IndicatorCalcPropertyDto();
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-// indicatorCalcPropertyDto.setIndicatorCalcReq(indicatorCalcReq);
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-// indicatorCalcPropertyDtoList.add(indicatorCalcPropertyDto);
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-// }
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-// }
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-// indicatorCalcPropertyDtoListMap.put(mainSecId, indicatorCalcPropertyDtoList);
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-// }
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-// return indicatorCalcPropertyDtoListMap;
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-// }
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-//
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-// @Override
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-// public Map<String, List<IndicatorCalcPropertyDto>> calcMultipleSecMultipleTimeRangeIndicator(CalcMultipleSecMultipleTimeRangeIndicatorReq req) {
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-//
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-// List<String> mainSecIdList = req.getMainSecIdList();
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-// Map<String, String> secBenchmarkIdMap = req.getSecBenchmarkIdMap();
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-// List<String> indexIdList = req.getIndexIdList();
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-// RaiseType raiseType = req.getRaiseType();
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-// IStrategy strategy = req.getStrategy();
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-// Visibility visibility = req.getVisibility();
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-// Map<String, List<DateIntervalDto>> secDateIntervalDtoListMap = req.getSecDateIntervalDtoListMap();
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-// Frequency dataFrequency = req.getDataFrequency();
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-// NavType navType = req.getNavType();
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-// List<Indicator> indicatorList = req.getIndicatorList();
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-// List<Indicator> geoExtraindicatorList = req.getGeoExtraindicatorList();
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-// String riskOfFreeId = req.getRiskOfFreeId();
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-// Double riskOfFreeValue = req.getRiskOfFreeValue();
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-// boolean ifAnnualize = req.isIfAnnualize();
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-// boolean calcIndexRetIndicatorValue = req.isCalcIndexRetIndicatorValue();
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-// boolean needRet = req.isNeedRet();
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-// boolean needExtraRet = req.isNeedExtraRet();
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-// boolean ifConvertPerformanceConsistencyWord = req.isIfConvertPerformanceConsistencyWord();
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-//
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-// boolean isExtract = req.isIfExtract();
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-// boolean isCombExtract = req.isCombExtract();
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-// Integer combExtractCombId = req.getCombExtractCombId();
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-// ExtractNavServiceReq extractNavServiceReq = new ExtractNavServiceReq();
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-// extractNavServiceReq.setIfExtract(isExtract);
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-// extractNavServiceReq.setUserId(UserUtils.getLoginUser().getUserid());
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-// extractNavServiceReq.setCombExtract(isCombExtract);
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-// extractNavServiceReq.setCombId(combExtractCombId);
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-//
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-// List<String> benchmarkIdList = new ArrayList<>();
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-// for (Map.Entry<String, String> secBenchmarkIdMapEntry : secBenchmarkIdMap.entrySet()) {
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-// String benchmarkId = secBenchmarkIdMapEntry.getValue();
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-// if (StringUtils.isNotEmpty(benchmarkId)) {
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-// benchmarkIdList.add(benchmarkId);
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-// }
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-// }
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-// CurveType curveType = CurveType.getCurveType(raiseType, strategy);
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-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
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-// benchmarkIdList.add(riskOfFreeId);
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-// }
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-// Map<String, List<DateValue>> allNavMap = navService.getSecIdDateValueNavListMapFromRedisAndDB(mainSecIdList, benchmarkIdList, indexIdList,
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-// null, null, navType, visibility, curveType.getId(), strategy.getStrategyId(), new HashMap<>(), false, extractNavServiceReq);
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-//
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-// Frequency navFrequency = dataFrequency == null || dataFrequency == Frequency.Default ? Frequency.Daily : dataFrequency;
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-//
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-// Map<String, List<IndicatorCalcPropertyDto>> indicatorCalcPropertyDtoListMap = new HashMap<>();
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-// for (String mainSecId : mainSecIdList) {
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-//
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-// String benchmarkId = secBenchmarkIdMap.get(mainSecId);
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-// Map<String, List<DateValue>> secAllNavMap = new HashMap();
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-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(allNavMap.get(mainSecId)));
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-// secAllNavMap.put(benchmarkId, NavUtil.getNewNavList(allNavMap.get(benchmarkId)));
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-// for (String indexId : indexIdList) {
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-// secAllNavMap.put(indexId, NavUtil.getNewNavList(allNavMap.get(indexId)));
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-// }
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-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
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-// secAllNavMap.put(riskOfFreeId, NavUtil.getNewNavList(allNavMap.get(riskOfFreeId)));
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-// }
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-//
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-// List<IndicatorCalcPropertyDto> indicatorCalcPropertyDtoList = new ArrayList<>();
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-//
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-// List<DateValue> mainSecIdNavList = secAllNavMap.get(mainSecId);
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-//
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-// String theFirstNavDate = "";
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-// String theLastNavDate = "";
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-// if (mainSecIdNavList != null && mainSecIdNavList.size() > 0) {
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-// theFirstNavDate = mainSecIdNavList.get(0).getDate();
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-// theLastNavDate = mainSecIdNavList.get(mainSecIdNavList.size() - 1).getDate();
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-// }
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-// List<IndexesTradeDateDo> indexesTradeDateDoList = TradeDateUtil.listInfoByDateInterval(theFirstNavDate, theLastNavDate);
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-//
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-// List<DateValue> validMainSecNavList = NavUtil.filterFrequencyNav(mainSecIdNavList, indexesTradeDateDoList, navFrequency);
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-// secAllNavMap.put(mainSecId, validMainSecNavList);
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-//
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-// Frequency calcFrequency = null;
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-// Frequency defaultFrequency = fundInformationDao.getNavFrequency(mainSecId);
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-// if (dataFrequency == Frequency.Default) {
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-// calcFrequency = defaultFrequency;
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-// } else {
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-// calcFrequency = dataFrequency;
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-// }
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-//
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-// List<DateIntervalDto> dateIntervalDtoList = new ArrayList<>();
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-// if (secDateIntervalDtoListMap != null && secDateIntervalDtoListMap.get(mainSecId) != null) {
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-// dateIntervalDtoList = secDateIntervalDtoListMap.get(mainSecId);
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-// }
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-//
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-// for (DateIntervalDto dateIntervalDto : dateIntervalDtoList) {
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-//
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-// rollFindStartDate(mainSecId, dateIntervalDto, indexesTradeDateDoList, allNavMap, defaultFrequency);
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-//
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-// List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList = DateIntervalUtil.getIndicatorCalcTimeRangeDto(dateIntervalDto, validMainSecNavList, indexesTradeDateDoList
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-// , dateIntervalDto.getId());
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-//
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-// for (IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto : indicatorCalcTimeRangeDtoList) {
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-//
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-// Map<String, List<DateValue>> dateSecAllNavMap = new HashMap();
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-// dateSecAllNavMap.put(mainSecId, NavUtil.getNewNavList(secAllNavMap.get(mainSecId)));
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-// dateSecAllNavMap.put(benchmarkId, NavUtil.getNewNavList(secAllNavMap.get(benchmarkId)));
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-// for (String indexId : indexIdList) {
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-// dateSecAllNavMap.put(indexId, NavUtil.getNewNavList(secAllNavMap.get(indexId)));
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-// }
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-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
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-// dateSecAllNavMap.put(riskOfFreeId, NavUtil.getNewNavList(secAllNavMap.get(riskOfFreeId)));
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-// }
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-//
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-// IndicatorCalcReqPropertyDto indicatorCalcReq = prepareIndicatorCalcReq(mainSecId, benchmarkId, indexIdList, indicatorCalcTimeRangeDto,
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-// dateSecAllNavMap, riskOfFreeId, riskOfFreeValue, null, calcFrequency, defaultFrequency, indicatorList, geoExtraindicatorList, ifAnnualize, calcIndexRetIndicatorValue,
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-// needRet, needExtraRet, ifConvertPerformanceConsistencyWord);
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-//
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-// IndicatorCalcPropertyDto indicatorCalcPropertyDto = calcService.indicatorCalc(indicatorCalcReq);
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-// indicatorCalcPropertyDtoList.add(indicatorCalcPropertyDto);
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-//
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-// }
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-// }
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-//
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-// indicatorCalcPropertyDtoListMap.put(mainSecId, indicatorCalcPropertyDtoList);
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-// }
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-//
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-//
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-// return indicatorCalcPropertyDtoListMap;
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-// }
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-//
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-// @Override
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-// public Map<String, Map<Frequency, List<IndicatorCalcPropertyDto>>> calcMultipleSecMultipleTimeRangeIndicator(List<String> mainSecIdList, Map<String, String> secBenchmarkIdMap, List<String> indexIdList,
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-// Integer curveTypeId, Integer strategyId, Visibility visibility, List<DateIntervalDto> dateIntervalDtoList,
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-// List<Frequency> dataFrequencyList, NavType navType, Map<Frequency, List<Indicator>> dataFrequencyIndicatorListMap,
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-// Map<Frequency, List<Indicator>> dataFrequencyGeoExtraIndicatorListMap, String riskOfFreeId, Double riskOfFreeValue,
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-// boolean ifAnnualize, boolean calcIndexRetIndicatorValue, boolean needRet, boolean needExtraRet, String serverName, int leastRetNum) {
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-//
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-// List<String> benchmarkIdList = new ArrayList<>();
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-// for (Map.Entry<String, String> secBenchmarkIdMapEntry : secBenchmarkIdMap.entrySet()) {
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-// String benchmarkId = secBenchmarkIdMapEntry.getValue();
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-// if (StringUtils.isNotEmpty(benchmarkId)) {
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-// benchmarkIdList.add(benchmarkId);
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-// }
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-// }
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-//
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-// Map<String, Frequency> secFrequencyMap = new HashMap<>();
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-// for (String mainSecId : mainSecIdList) {
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-// if (dataFrequencyList.contains(Frequency.Weekly)) {
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-// secFrequencyMap.put(mainSecId, Frequency.Weekly);
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-// } else {
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-// secFrequencyMap.put(mainSecId, Frequency.Monthly);
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-// }
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-// }
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-//
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-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
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-// benchmarkIdList.add(riskOfFreeId);
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-// }
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-//
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-// Map<String, List<DateValue>> allNavMap = navService.getSecIdDateValueNavListMapFromRedisAndDB(mainSecIdList, benchmarkIdList, indexIdList,
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-// null, null, navType, visibility, curveTypeId, strategyId, secFrequencyMap, false, null);
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-//
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-// Map<String, Map<Frequency, List<IndicatorCalcPropertyDto>>> indicatorCalcPropertyDtoListMapMap = new HashMap<>();
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-// for (String mainSecId : mainSecIdList) {
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-//
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-// String benchmarkId = secBenchmarkIdMap.get(mainSecId);
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-//
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-// Map<Frequency, List<IndicatorCalcPropertyDto>> indicatorCalcPropertyDtoListMap = new HashMap<>();
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-// for (Frequency dataFrequency : dataFrequencyList) {
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-// Map<String, List<DateValue>> secAllNavMap = new HashMap();
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-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(allNavMap.get(mainSecId)));
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-// secAllNavMap.put(benchmarkId, NavUtil.getNewNavList(allNavMap.get(benchmarkId)));
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-// for (String indexId : indexIdList) {
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-// secAllNavMap.put(indexId, NavUtil.getNewNavList(allNavMap.get(indexId)));
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-// }
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-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
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-// secAllNavMap.put(riskOfFreeId, NavUtil.getNewNavList(allNavMap.get(riskOfFreeId)));
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-// }
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-//
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-// Frequency navFrequency = dataFrequency == null || dataFrequency == Frequency.Default ? Frequency.Daily : dataFrequency;
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-// List<DateValue> mainSecIdNavList = secAllNavMap.get(mainSecId);
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-//
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|
-// String theFirstNavDate = "";
|
|
|
-// String theLastNavDate = "";
|
|
|
-// if (mainSecIdNavList != null && mainSecIdNavList.size() > 0) {
|
|
|
-// theFirstNavDate = mainSecIdNavList.get(0).getDate();
|
|
|
-// theLastNavDate = mainSecIdNavList.get(mainSecIdNavList.size() - 1).getDate();
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<IndexesTradeDateDo> indexesTradeDateDoList = TradeDateUtil.listInfoByDateInterval(theFirstNavDate, theLastNavDate);
|
|
|
-//
|
|
|
-// List<DateValue> validMainSecNavList = NavUtil.filterFrequencyNav(mainSecIdNavList, indexesTradeDateDoList, navFrequency);
|
|
|
-// secAllNavMap.put(mainSecId, validMainSecNavList);
|
|
|
-//
|
|
|
-// Frequency calcFrequency = null;
|
|
|
-// Frequency defaultFrequency = fundInformationDao.getNavFrequency(mainSecId);
|
|
|
-// if (dataFrequency == Frequency.Default) {
|
|
|
-// calcFrequency = defaultFrequency;
|
|
|
-// } else {
|
|
|
-// calcFrequency = dataFrequency;
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<Indicator> indicatorList = dataFrequencyIndicatorListMap.get(dataFrequency);
|
|
|
-// List<Indicator> geoExtraIndicatorList = dataFrequencyGeoExtraIndicatorListMap.get(dataFrequency);
|
|
|
-//
|
|
|
-// List<IndicatorCalcPropertyDto> indicatorCalcPropertyDtoList = new ArrayList<>();
|
|
|
-// for (DateIntervalDto dateIntervalDto : dateIntervalDtoList) {
|
|
|
-//
|
|
|
-// rollFindStartDate(mainSecId, dateIntervalDto, indexesTradeDateDoList, allNavMap, defaultFrequency);
|
|
|
-//
|
|
|
-// List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList = DateIntervalUtil.getIndicatorCalcTimeRangeDto(dateIntervalDto, validMainSecNavList, indexesTradeDateDoList
|
|
|
-// , dateIntervalDto.getId());
|
|
|
-//
|
|
|
-// for (IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto : indicatorCalcTimeRangeDtoList) {
|
|
|
-//
|
|
|
-// Map<String, List<DateValue>> dateSecAllNavMap = new HashMap();
|
|
|
-// dateSecAllNavMap.put(mainSecId, NavUtil.getNewNavList(secAllNavMap.get(mainSecId)));
|
|
|
-// dateSecAllNavMap.put(benchmarkId, NavUtil.getNewNavList(secAllNavMap.get(benchmarkId)));
|
|
|
-// for (String indexId : indexIdList) {
|
|
|
-// dateSecAllNavMap.put(indexId, NavUtil.getNewNavList(secAllNavMap.get(indexId)));
|
|
|
-// }
|
|
|
-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
|
|
|
-// dateSecAllNavMap.put(riskOfFreeId, NavUtil.getNewNavList(secAllNavMap.get(riskOfFreeId)));
|
|
|
-// }
|
|
|
-//
|
|
|
-// if (validMainSecNavList != null && validMainSecNavList.size() > 0 &&
|
|
|
-// (indicatorCalcTimeRangeDto.getStartDate().compareTo(validMainSecNavList.get(0).getDate()) >= 0 || indicatorCalcTimeRangeDto.getTimeRange() == TimeRange.FromThisYear)) {
|
|
|
-// IndicatorCalcReqPropertyDto indicatorCalcReq = prepareIndicatorCalcReq(mainSecId, benchmarkId, indexIdList, indicatorCalcTimeRangeDto,
|
|
|
-// dateSecAllNavMap, riskOfFreeId, riskOfFreeValue, null, calcFrequency, defaultFrequency, indicatorList, geoExtraIndicatorList, ifAnnualize, calcIndexRetIndicatorValue,
|
|
|
-// needRet, needExtraRet, false);
|
|
|
-// indicatorCalcReq.setLeastRetNum(leastRetNum);
|
|
|
-//
|
|
|
-// IndicatorCalcPropertyDto indicatorCalcPropertyDto = calcService.indicatorCalc(indicatorCalcReq);
|
|
|
-//
|
|
|
-// indicatorCalcPropertyDto.getIndicatorCalcReq().setAllNavMap(null);
|
|
|
-// indicatorCalcPropertyDto.setRiskFreeData(null);
|
|
|
-// indicatorCalcPropertyDto.getSecData().setOriNavList(null);
|
|
|
-// indicatorCalcPropertyDto.getSecData().setExtraNavList(null);
|
|
|
-// indicatorCalcPropertyDto.getSecData().setRetList(null);
|
|
|
-// indicatorCalcPropertyDto.getSecData().setExtraRetGeoList(null);
|
|
|
-// indicatorCalcPropertyDto.getBenchmarkData().setBenchmarkNavList(null);
|
|
|
-// indicatorCalcPropertyDto.getBenchmarkData().setOriBenchmarkNavList(null);
|
|
|
-// indicatorCalcPropertyDto.getBenchmarkData().setBenchmarkRetList(null);
|
|
|
-//
|
|
|
-// indicatorCalcPropertyDtoList.add(indicatorCalcPropertyDto);
|
|
|
-// }
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// indicatorCalcPropertyDtoListMap.put(dataFrequency, indicatorCalcPropertyDtoList);
|
|
|
-// }
|
|
|
-// indicatorCalcPropertyDtoListMapMap.put(mainSecId, indicatorCalcPropertyDtoListMap);
|
|
|
-// }
|
|
|
-//
|
|
|
-// return indicatorCalcPropertyDtoListMapMap;
|
|
|
-// }
|
|
|
-//
|
|
|
-// @Override
|
|
|
-// public Map<Integer, Map<String, String>> calcMultipleSecMultipleTimeRangeIndicator(List<String> mainSecIdList, List<Integer> idList, Map<String, String> idBenchmarkMap, List<String> indexIdList,
|
|
|
-// Map<String, DateIntervalDto> idDateIntervalDtoMap, Map<String, Frequency> idNavFrequencyMap,
|
|
|
-// Map<String, Frequency> idCalcFrequencyMap, Map<String, NavType> idNavTypeMap,
|
|
|
-// Map<String, List<Indicator>> idIndicatorListMap, Map<String, List<Indicator>> idGeoExtraindicatorListMap,
|
|
|
-// Map<String, String> idRiskOfFreeIdMap, Map<String, Double> idRiskOfFreeValueMap, Map<String, Benchmark> benchmarkMap) {
|
|
|
-//
|
|
|
-// List<String> benchmarkIdList = new ArrayList<>();
|
|
|
-// for (Map.Entry<String, String> secBenchmarkIdMapEntry : idBenchmarkMap.entrySet()) {
|
|
|
-// String benchmarkId = secBenchmarkIdMapEntry.getValue();
|
|
|
-// if (BenchmarkConfig.rz_strategy.name().equals(benchmarkId)) {
|
|
|
-// for (Map.Entry<String, Benchmark> benchmarkMapEntry : benchmarkMap.entrySet()) {
|
|
|
-// String bk = benchmarkMapEntry.getValue().getBenchmarkId();
|
|
|
-// if (StringUtils.isNotEmpty(bk) && !benchmarkIdList.contains(bk)) {
|
|
|
-// benchmarkIdList.add(bk);
|
|
|
-// }
|
|
|
-// }
|
|
|
-// } else if (BenchmarkConfig.rz_bfi.name().equals(benchmarkId)) {
|
|
|
-// for (Map.Entry<String, Benchmark> benchmarkMapEntry : benchmarkMap.entrySet()) {
|
|
|
-// String bk = benchmarkMapEntry.getValue().getRZIndexId();
|
|
|
-// if (StringUtils.isNotEmpty(bk) && !benchmarkIdList.contains(bk)) {
|
|
|
-// benchmarkIdList.add(bk);
|
|
|
-// }
|
|
|
-// }
|
|
|
-// } else {
|
|
|
-// if (StringUtils.isNotEmpty(benchmarkId) && !benchmarkIdList.contains(benchmarkId)) {
|
|
|
-// benchmarkIdList.add(benchmarkId);
|
|
|
-// }
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<NavType> navTypeList = new ArrayList<>();
|
|
|
-// Map<NavType, List<String>> navTypeIdListMap = new HashMap<>();
|
|
|
-// for (Map.Entry<String, NavType> idNavTypeMapEntry : idNavTypeMap.entrySet()) {
|
|
|
-// NavType value = idNavTypeMapEntry.getValue();
|
|
|
-// if (!navTypeIdListMap.containsKey(value)) {
|
|
|
-// List<String> list = new ArrayList<>();
|
|
|
-// list.add(idNavTypeMapEntry.getKey());
|
|
|
-// navTypeIdListMap.put(value, list);
|
|
|
-// } else {
|
|
|
-// navTypeIdListMap.get(value).add(idNavTypeMapEntry.getKey());
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<String> riskOfFreeIdList = new ArrayList<>();
|
|
|
-// for (Map.Entry<String, String> idRiskOfFreeIdMapEntry : idRiskOfFreeIdMap.entrySet()) {
|
|
|
-// String value = idRiskOfFreeIdMapEntry.getValue();
|
|
|
-// if (StringUtils.isNotEmpty(value) && !riskOfFreeIdList.contains(value)) {
|
|
|
-// riskOfFreeIdList.add(value);
|
|
|
-// }
|
|
|
-// }
|
|
|
-// benchmarkIdList.addAll(riskOfFreeIdList);
|
|
|
-//
|
|
|
-// Map<NavType, Map<String, List<DateValue>>> navTypeAllNavMapMap = new HashMap<>();
|
|
|
-// for (Map.Entry<NavType, List<String>> navTypeIdListMapEntry : navTypeIdListMap.entrySet()) {
|
|
|
-// Map<String, List<DateValue>> allNavList = navService.getSecIdDateValueNavListMapFromRedisAndDB(navTypeIdListMapEntry.getValue(), benchmarkIdList, indexIdList,
|
|
|
-// null, null, NavType.CumulativeNav, Visibility.Both, 1, 0, new HashMap<>(), false, null);
|
|
|
-// navTypeAllNavMapMap.put(navTypeIdListMapEntry.getKey(), allNavList);
|
|
|
-// }
|
|
|
-//
|
|
|
-// Map<String, Frequency> secDefaultFrequency = fundInformationDao.getNavFrequency(mainSecIdList);
|
|
|
-//
|
|
|
-// Map<String, Map<Frequency, List<DateValue>>> secFreValidMainSecNavListMapMap = new HashMap<>();
|
|
|
-//
|
|
|
-// Map<Integer, Map<String, String>> result = new HashMap<>();
|
|
|
-// for (Integer id : idList) {
|
|
|
-// String idStr = id + "";
|
|
|
-// String benchmarkId = idBenchmarkMap.get(idStr);
|
|
|
-// NavType navType = idNavTypeMap.get(idStr);
|
|
|
-// Map<String, List<DateValue>> allNavMap = navTypeAllNavMapMap.get(navType);
|
|
|
-// String riskOfFreeId = idRiskOfFreeIdMap.get(idStr);
|
|
|
-//
|
|
|
-// Double riskOfFreeValue = idRiskOfFreeValueMap.get(idStr);
|
|
|
-//
|
|
|
-// Frequency navFrequency = idNavFrequencyMap.get(idStr);
|
|
|
-// Frequency calcFrequency = idCalcFrequencyMap.get(idStr);
|
|
|
-//
|
|
|
-// List<Indicator> indicatorList = idIndicatorListMap.get(idStr);
|
|
|
-// List<Indicator> geoExtraindicatorList = idGeoExtraindicatorListMap.get(idStr);
|
|
|
-//
|
|
|
-// Map<String, String> secIdValueMap = new HashMap<>();
|
|
|
-// for (String mainSecId : mainSecIdList) {
|
|
|
-// if (StringUtils.isNotEmpty(benchmarkId)) {
|
|
|
-// Benchmark benchmark = benchmarkMap.get(mainSecId);
|
|
|
-// if (BenchmarkConfig.rz_strategy.name().equals(benchmarkId)) {
|
|
|
-// if (benchmark != null) {
|
|
|
-// benchmarkId = benchmark.getBenchmarkId();
|
|
|
-// }
|
|
|
-// } else if (BenchmarkConfig.rz_bfi.name().equals(benchmarkId)) {
|
|
|
-// if (benchmark != null) {
|
|
|
-// benchmarkId = benchmark.getRZIndexId();
|
|
|
-// }
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// Map<String, List<DateValue>> secAllNavMap = new HashMap();
|
|
|
-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(allNavMap.get(mainSecId)));
|
|
|
-// secAllNavMap.put(benchmarkId, NavUtil.getNewNavList(allNavMap.get(benchmarkId)));
|
|
|
-// for (String indexId : indexIdList) {
|
|
|
-// secAllNavMap.put(indexId, NavUtil.getNewNavList(allNavMap.get(indexId)));
|
|
|
-// }
|
|
|
-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
|
|
|
-// secAllNavMap.put(riskOfFreeId, NavUtil.getNewNavList(allNavMap.get(riskOfFreeId)));
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<IndicatorCalcPropertyDto> indicatorCalcPropertyDtoList = new ArrayList<>();
|
|
|
-//
|
|
|
-// List<DateValue> mainSecIdNavList = secAllNavMap.get(mainSecId);
|
|
|
-//
|
|
|
-// String theFirstNavDate = "";
|
|
|
-// String theLastNavDate = "";
|
|
|
-// if (mainSecIdNavList != null && mainSecIdNavList.size() > 0) {
|
|
|
-// theFirstNavDate = mainSecIdNavList.get(0).getDate();
|
|
|
-// theLastNavDate = mainSecIdNavList.get(mainSecIdNavList.size() - 1).getDate();
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<IndexesTradeDateDo> indexesTradeDateDoList = TradeDateUtil.listInfoByDateInterval(theFirstNavDate, theLastNavDate);
|
|
|
-//
|
|
|
-// List<DateValue> validMainSecNavList = null;
|
|
|
-// if (secFreValidMainSecNavListMapMap.containsKey(mainSecId)) {
|
|
|
-// Map<Frequency, List<DateValue>> frequencyListMap = secFreValidMainSecNavListMapMap.get(mainSecId);
|
|
|
-// if (frequencyListMap.containsKey(navFrequency)) {
|
|
|
-// validMainSecNavList = frequencyListMap.get(navFrequency);
|
|
|
-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(validMainSecNavList));
|
|
|
-// } else {
|
|
|
-// validMainSecNavList = NavUtil.filterFrequencyNav(mainSecIdNavList, indexesTradeDateDoList, navFrequency);
|
|
|
-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(validMainSecNavList));
|
|
|
-// frequencyListMap.put(navFrequency, validMainSecNavList);
|
|
|
-// }
|
|
|
-// } else {
|
|
|
-// validMainSecNavList = NavUtil.filterFrequencyNav(mainSecIdNavList, indexesTradeDateDoList, navFrequency);
|
|
|
-// secAllNavMap.put(mainSecId, NavUtil.getNewNavList(validMainSecNavList));
|
|
|
-// Map<Frequency, List<DateValue>> freValidMainSecNavListMap = new HashMap<>();
|
|
|
-// freValidMainSecNavListMap.put(navFrequency, validMainSecNavList);
|
|
|
-// secFreValidMainSecNavListMapMap.put(mainSecId, freValidMainSecNavListMap);
|
|
|
-// }
|
|
|
-//
|
|
|
-// Frequency defaultFrequency = secDefaultFrequency.get(mainSecId);
|
|
|
-//
|
|
|
-// DateIntervalDto dateIntervalDto = idDateIntervalDtoMap.get(idStr);
|
|
|
-//
|
|
|
-// List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList = DateIntervalUtil.getIndicatorCalcTimeRangeDto(dateIntervalDto, secAllNavMap.get(mainSecId), indexesTradeDateDoList
|
|
|
-// , dateIntervalDto.getId());
|
|
|
-// for (IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto : indicatorCalcTimeRangeDtoList) {
|
|
|
-//
|
|
|
-// Map<String, List<DateValue>> dateSecAllNavMap = new HashMap();
|
|
|
-// dateSecAllNavMap.put(mainSecId, NavUtil.getNewNavList(secAllNavMap.get(mainSecId)));
|
|
|
-// dateSecAllNavMap.put(benchmarkId, NavUtil.getNewNavList(secAllNavMap.get(benchmarkId)));
|
|
|
-// for (String indexId : indexIdList) {
|
|
|
-// dateSecAllNavMap.put(indexId, NavUtil.getNewNavList(secAllNavMap.get(indexId)));
|
|
|
-// }
|
|
|
-// if (StringUtils.isNotEmpty(riskOfFreeId)) {
|
|
|
-// dateSecAllNavMap.put(riskOfFreeId, NavUtil.getNewNavList(secAllNavMap.get(riskOfFreeId)));
|
|
|
-// }
|
|
|
-//
|
|
|
-// IndicatorCalcReqPropertyDto indicatorCalcReq = prepareIndicatorCalcReq(mainSecId, benchmarkId, indexIdList, indicatorCalcTimeRangeDto,
|
|
|
-// dateSecAllNavMap, riskOfFreeId, riskOfFreeValue, null, calcFrequency, defaultFrequency, indicatorList, geoExtraindicatorList, true, true,
|
|
|
-// false, false, true);
|
|
|
-//
|
|
|
-// IndicatorCalcPropertyDto indicatorCalcPropertyDto = calcService.indicatorCalc(indicatorCalcReq);
|
|
|
-//
|
|
|
-// indicatorCalcPropertyDtoList.add(indicatorCalcPropertyDto);
|
|
|
-// }
|
|
|
-//
|
|
|
-// String value = null;
|
|
|
-// if (indicatorCalcPropertyDtoList != null && indicatorCalcPropertyDtoList.size() > 0) {
|
|
|
-// IndicatorCalcPropertyDto indicatorCalcPropertyDto = indicatorCalcPropertyDtoList.get(0);
|
|
|
-// if (indicatorList.size() > 0) {
|
|
|
-// value = indicatorCalcPropertyDto.getSecData().getIndicatorValueMap().get(indicatorList.get(0).name());
|
|
|
-// } else {
|
|
|
-// value = indicatorCalcPropertyDto.getSecData().getExtraGeoIndicatorValueMap().get(geoExtraindicatorList.get(0).name());
|
|
|
-// }
|
|
|
-// }
|
|
|
-// secIdValueMap.put(mainSecId, value);
|
|
|
-// }
|
|
|
-//
|
|
|
-// result.put(id, secIdValueMap);
|
|
|
-// }
|
|
|
-//
|
|
|
-// return result;
|
|
|
-// }
|
|
|
-//
|
|
|
-// @Override
|
|
|
-// public List<IndicatorCalcTimeRangeDto> getSecTimeRange(String mainSecId, RaiseType raiseType, IStrategy strategy, Visibility visibility) {
|
|
|
-//
|
|
|
-// List<String> mainSecIdList = new ArrayList<>();
|
|
|
-// mainSecIdList.add(mainSecId);
|
|
|
-// CurveType curveType = CurveType.getCurveType(raiseType, strategy);
|
|
|
-//
|
|
|
-// List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList = CollectionUtil.newArrayList();
|
|
|
-//
|
|
|
-// Map<String, List<DateValue>> allNavMap = navService.getSecIdDateValueNavListMapFromRedisAndDB(mainSecIdList, new ArrayList<>(), new ArrayList<>(),
|
|
|
-// null, null, NavType.All, Visibility.Both, curveType.getId(), strategy.getStrategyId(), new HashMap<>(), false, null);
|
|
|
-//
|
|
|
-// DateIntervalDto dateIntervalDto = new DateIntervalDto();
|
|
|
-// dateIntervalDto.setDateIntervalType(DateIntervalType.DefaultInterval);
|
|
|
-//
|
|
|
-// List<DateValue> validNavList = allNavMap.get(mainSecId);
|
|
|
-//
|
|
|
-// if (CollectionUtil.isEmpty(validNavList)) {
|
|
|
-// return indicatorCalcTimeRangeDtoList;
|
|
|
-// }
|
|
|
-//
|
|
|
-// for (DateValue dateValue : validNavList) {
|
|
|
-// dateValue.setIsvalid(1);
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<DateValue> mainSecIdNavList = allNavMap.get(mainSecId);
|
|
|
-//
|
|
|
-// String theFirstNavDate = "";
|
|
|
-// String theLastNavDate = "";
|
|
|
-// if (mainSecIdNavList != null && mainSecIdNavList.size() > 0) {
|
|
|
-// theFirstNavDate = mainSecIdNavList.get(0).getDate();
|
|
|
-// theLastNavDate = mainSecIdNavList.get(mainSecIdNavList.size() - 1).getDate();
|
|
|
-// }
|
|
|
-//
|
|
|
-// List<IndexesTradeDateDo> indexesTradeDateDoList = TradeDateUtil.listInfoByDateInterval(theFirstNavDate, theLastNavDate);
|
|
|
-//
|
|
|
-// indicatorCalcTimeRangeDtoList = DateIntervalUtil.getIndicatorCalcTimeRangeDto(dateIntervalDto, allNavMap.get(mainSecId), indexesTradeDateDoList
|
|
|
-// , dateIntervalDto.getId());
|
|
|
-//
|
|
|
-// Frequency frequency = fundInformationDao.getNavFrequency(mainSecId);
|
|
|
-//
|
|
|
-// for (IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto : indicatorCalcTimeRangeDtoList) {
|
|
|
-// if (frequency == Frequency.Monthly) {
|
|
|
-// List<String> thisMonthAfter5Days = TradeDateUtil.getThisMonthAfter5Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthPreDays(thisMonthAfter5Days);
|
|
|
-// List<String> thisMonthBefore6Days = TradeDateUtil.getThisMonthBefore6Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthLaterDays(thisMonthBefore6Days);
|
|
|
-// } else {
|
|
|
-// List<String> preFourTradeDays = TradeDateUtil.getBefore4TradeDate(indicatorCalcTimeRangeDto.getStartDate());
|
|
|
-// indicatorCalcTimeRangeDto.setPreDays(preFourTradeDays);
|
|
|
-// }
|
|
|
-// List<DateValue> secIdValidNav = IndicatorCalcUtil.getSecIdValidNav(mainSecId, indicatorCalcTimeRangeDto, allNavMap, false, frequency);
|
|
|
-//
|
|
|
-// if (secIdValidNav == null || secIdValidNav.size() == 0) {
|
|
|
-// indicatorCalcTimeRangeDto.setStartDate(null);
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// return indicatorCalcTimeRangeDtoList;
|
|
|
-// }
|
|
|
-//
|
|
|
-//
|
|
|
-// private TimeInterval getFirstAndLastDate(Map<String, List<DateValue>> allNavMap, List<String> mainSecIdList) {
|
|
|
-// String firstDate = "";
|
|
|
-// String lastDate = "";
|
|
|
-//
|
|
|
-// for (String mainSecId : mainSecIdList) {
|
|
|
-// List<DateValue> allNavMapEntryValue = allNavMap.get(mainSecId);
|
|
|
-// if (allNavMapEntryValue == null || allNavMapEntryValue.size() == 0) {
|
|
|
-// continue;
|
|
|
-// }
|
|
|
-//
|
|
|
-// String entryFirstDate = allNavMapEntryValue.get(0).getDate();
|
|
|
-// String entryLastDate = allNavMapEntryValue.get(allNavMapEntryValue.size() - 1).getDate();
|
|
|
-//
|
|
|
-// if (StringUtils.isEmpty(firstDate) || entryFirstDate.compareTo(firstDate) < 0) {
|
|
|
-// firstDate = entryFirstDate;
|
|
|
-// }
|
|
|
-//
|
|
|
-// if (StringUtils.isEmpty(lastDate) || lastDate.compareTo(entryLastDate) < 0) {
|
|
|
-// lastDate = entryLastDate;
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// TimeInterval timeInterval = new TimeInterval();
|
|
|
-// timeInterval.setStartDate(firstDate);
|
|
|
-// timeInterval.setEndDate(lastDate);
|
|
|
-//
|
|
|
-// return timeInterval;
|
|
|
-// }
|
|
|
-//
|
|
|
-// private IndicatorCalcReqPropertyDto prepareTrendReq(String mainSecId, String benchmarkId, List<String> indexList, IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto,
|
|
|
-// Map<String, List<DateValue>> allNavMap, Frequency frequency, Frequency defaultFrequency,
|
|
|
-// List<TrendType> trendTypeV2List, BigDecimal fixedIncome, BigDecimal initValue) {
|
|
|
-//
|
|
|
-// IndicatorCalcReqPropertyDto indicatorCalcReq = new IndicatorCalcReqPropertyDto();
|
|
|
-// indicatorCalcReq.setSecId(mainSecId);
|
|
|
-// indicatorCalcReq.setBenchmarkId(benchmarkId);
|
|
|
-// indicatorCalcReq.setIndexIdList(indexList);
|
|
|
-// indicatorCalcReq.setAllNavMap(allNavMap);
|
|
|
-// indicatorCalcReq.setTrendTypeList(trendTypeV2List);
|
|
|
-// indicatorCalcReq.setFixedIncome(fixedIncome);
|
|
|
-// indicatorCalcReq.setInitValue(initValue);
|
|
|
-// indicatorCalcReq.setDefaultFrequency(defaultFrequency);
|
|
|
-//
|
|
|
-// if (defaultFrequency == Frequency.Monthly) {
|
|
|
-// List<String> thisMonthAfter5Days = TradeDateUtil.getThisMonthAfter5Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthPreDays(thisMonthAfter5Days);
|
|
|
-// List<String> thisMonthBefore6Days = TradeDateUtil.getThisMonthBefore6Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthLaterDays(thisMonthBefore6Days);
|
|
|
-// } else {
|
|
|
-// List<String> preFourTradeDays = TradeDateUtil.getBefore4TradeDate(indicatorCalcTimeRangeDto.getStartDate());
|
|
|
-// indicatorCalcTimeRangeDto.setPreDays(preFourTradeDays);
|
|
|
-// }
|
|
|
-//
|
|
|
-// indicatorCalcReq.setIndicatorCalcTimeRangeDto(indicatorCalcTimeRangeDto);
|
|
|
-// return indicatorCalcReq;
|
|
|
-// }
|
|
|
-//
|
|
|
-// private IndicatorCalcReqPropertyDto prepareIndicatorCalcReq(String mainSecId, String benchmarkId, List<String> indexList,
|
|
|
-// IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto,
|
|
|
-// Map<String, List<DateValue>> allNavMap,
|
|
|
-// String riskOfFreeId, Double riskOfFreeValue, Map<String, CompoundRet> stgDateRetMap, Frequency frequency, Frequency defaultFrequency,
|
|
|
-// List<Indicator> indicatorList, List<Indicator> geoExtraindicatorList, boolean ifAnnualize, boolean calcIndexRetIndicatorValue,
|
|
|
-// boolean needRet, boolean needExtraRet, boolean ifConvertPerformanceConsistencyWord) {
|
|
|
-// IndicatorCalcReqPropertyDto indicatorCalcReq = new IndicatorCalcReqPropertyDto();
|
|
|
-// indicatorCalcReq.setSecId(mainSecId);
|
|
|
-// if (indexList != null) {
|
|
|
-// indicatorCalcReq.setIndexIdList(indexList);
|
|
|
-// }
|
|
|
-// indicatorCalcReq.setBenchmarkId(benchmarkId);
|
|
|
-// indicatorCalcReq.setAllNavMap(allNavMap);
|
|
|
-//
|
|
|
-// if (defaultFrequency == Frequency.Monthly) {
|
|
|
-// List<String> thisMonthAfter5Days = TradeDateUtil.getThisMonthAfter5Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthPreDays(thisMonthAfter5Days);
|
|
|
-// List<String> thisMonthBefore6Days = TradeDateUtil.getThisMonthBefore6Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthLaterDays(thisMonthBefore6Days);
|
|
|
-// } else {
|
|
|
-// List<String> preFourTradeDays = TradeDateUtil.getBefore4TradeDate(indicatorCalcTimeRangeDto.getStartDate());
|
|
|
-// indicatorCalcTimeRangeDto.setPreDays(preFourTradeDays);
|
|
|
-// }
|
|
|
-//
|
|
|
-// indicatorCalcReq.setIndicatorCalcTimeRangeDto(indicatorCalcTimeRangeDto);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setStrategyDateRetMap(stgDateRetMap);
|
|
|
-// indicatorCalcReq.setRiskOfFreeId(riskOfFreeId);
|
|
|
-// indicatorCalcReq.setRiskOfFreeValue(riskOfFreeValue);
|
|
|
-// indicatorCalcReq.setIndicatorList(indicatorList);
|
|
|
-// indicatorCalcReq.setGeoIndicatorList(geoExtraindicatorList);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setFrequency(frequency);
|
|
|
-// indicatorCalcReq.setDefaultFrequency(defaultFrequency);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setIfAnnualize(ifAnnualize);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setNeedRet(needRet);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setNeedExtraGeoRet(needExtraRet);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setCalcIndexRetIndicatorValue(calcIndexRetIndicatorValue);
|
|
|
-//
|
|
|
-// indicatorCalcReq.setIfConvertPerformanceConsistencyWord(ifConvertPerformanceConsistencyWord);
|
|
|
-//
|
|
|
-// return indicatorCalcReq;
|
|
|
-// }
|
|
|
-//
|
|
|
-// private TimeInterval getMaxTimeInterval(List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList) {
|
|
|
-// String firstStartDate = null;
|
|
|
-// String lastEndDate = null;
|
|
|
-// for (IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto : indicatorCalcTimeRangeDtoList) {
|
|
|
-// String startDate = indicatorCalcTimeRangeDto.getStartDate();
|
|
|
-// String endDate = indicatorCalcTimeRangeDto.getEndDate();
|
|
|
-//
|
|
|
-// if (StringUtils.isEmpty(firstStartDate)) {
|
|
|
-// firstStartDate = startDate;
|
|
|
-// }
|
|
|
-//
|
|
|
-// if (StringUtils.isEmpty(lastEndDate)) {
|
|
|
-// lastEndDate = endDate;
|
|
|
-// }
|
|
|
-//
|
|
|
-// if (firstStartDate.compareTo(startDate) > 0) {
|
|
|
-// firstStartDate = startDate;
|
|
|
-// }
|
|
|
-//
|
|
|
-// if (lastEndDate.compareTo(endDate) < 0) {
|
|
|
-// lastEndDate = endDate;
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// TimeInterval timeInterval = new TimeInterval();
|
|
|
-// timeInterval.setStartDate(firstStartDate);
|
|
|
-// timeInterval.setEndDate(lastEndDate);
|
|
|
-// return timeInterval;
|
|
|
-// }
|
|
|
-//
|
|
|
-// public void rollFindStartDate(String mainSecId, DateIntervalDto dateIntervalDto, List<IndexesTradeDateDo> indexesTradeDateDoList, Map<String, List<DateValue>> allNavMap, Frequency defaultFrequency) {
|
|
|
-// if (dateIntervalDto.getDateIntervalType() == DateIntervalType.DefaultRolling || dateIntervalDto.getDateIntervalType() == DateIntervalType.CustomRolling) {
|
|
|
-// DateIntervalDto defaultIntervalDateIntervalDto = new DateIntervalDto();
|
|
|
-// defaultIntervalDateIntervalDto.setStartDate(dateIntervalDto.getStartDate());
|
|
|
-// defaultIntervalDateIntervalDto.setEndDate(dateIntervalDto.getEndDate());
|
|
|
-// defaultIntervalDateIntervalDto.setDateIntervalType(DateIntervalType.CustomInterval);
|
|
|
-// defaultIntervalDateIntervalDto.setTimeRange(dateIntervalDto.getTimeRange());
|
|
|
-//
|
|
|
-// List<DateValue> newNavList = NavUtil.getNewNavList(allNavMap.get(mainSecId));
|
|
|
-// List<IndicatorCalcTimeRangeDto> indicatorCalcTimeRangeDtoList = DateIntervalUtil.getIndicatorCalcTimeRangeDto(defaultIntervalDateIntervalDto, newNavList, indexesTradeDateDoList
|
|
|
-// , dateIntervalDto.getId());
|
|
|
-//
|
|
|
-// if (indicatorCalcTimeRangeDtoList != null && indicatorCalcTimeRangeDtoList.size() > 0) {
|
|
|
-// IndicatorCalcTimeRangeDto indicatorCalcTimeRangeDto = indicatorCalcTimeRangeDtoList.get(0);
|
|
|
-// if (defaultFrequency == Frequency.Monthly) {
|
|
|
-// List<String> thisMonthAfter5Days = TradeDateUtil.getThisMonthAfter5Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthPreDays(thisMonthAfter5Days);
|
|
|
-// List<String> thisMonthBefore6Days = TradeDateUtil.getThisMonthBefore6Days(indicatorCalcTimeRangeDto.getStartDate(), indicatorCalcTimeRangeDto.getEndDate());
|
|
|
-// indicatorCalcTimeRangeDto.setMonthLaterDays(thisMonthBefore6Days);
|
|
|
-// } else {
|
|
|
-// List<String> preFourTradeDays = TradeDateUtil.getBefore4TradeDate(indicatorCalcTimeRangeDto.getStartDate());
|
|
|
-// indicatorCalcTimeRangeDto.setPreDays(preFourTradeDays);
|
|
|
-// }
|
|
|
-// Map<String, List<DateValue>> defaultIntervalNavMap = new HashMap<>();
|
|
|
-// defaultIntervalNavMap.put(mainSecId, newNavList);
|
|
|
-// List<DateValue> secIdValidNav = IndicatorCalcUtil.getSecIdValidNav(mainSecId, indicatorCalcTimeRangeDto, defaultIntervalNavMap, false, defaultFrequency);
|
|
|
-// if (secIdValidNav != null && secIdValidNav.size() > 0) {
|
|
|
-// dateIntervalDto.setStartDate(secIdValidNav.get(0).getDate());
|
|
|
-// }
|
|
|
-// }
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// @Override
|
|
|
-// public List<Map<String, Object>> getMultiSecRetList(List<String> mainSecIdList, List<String> indexIds, Frequency frequency, String strategyKey, RaiseType raiseType, String startDate, String endDate) {
|
|
|
-// IStrategy strategy = StrategyHandleUtils.getStrategy(strategyKey);
|
|
|
-// CurveType curveType = CurveType.getCurveType(raiseType, strategy);
|
|
|
-// Map<String, Frequency> secFrequencyMap = MapUtil.newHashMap();
|
|
|
-// for (String secId : mainSecIdList) {
|
|
|
-// secFrequencyMap.put(secId, frequency);
|
|
|
-// }
|
|
|
-// Map<String, List<DateValue>> allNavMap = this.navService.getSecIdDateValueNavListMapFromRedisAndDB(mainSecIdList, ListUtil.empty(), indexIds,
|
|
|
-// startDate, endDate, NavType.CumulativeNav, Visibility.Both, curveType.getId(), strategy.getStrategyId(),
|
|
|
-// secFrequencyMap, false, null);
|
|
|
-// List<Map<String, Object>> initRetList = ListUtil.list(true);
|
|
|
-// for (String secId : mainSecIdList) {
|
|
|
-// List<CompoundRet> ret = IndicatorCalcUtil.getRet(allNavMap.get(secId), null, null, null);
|
|
|
-// List<Map<String, Object>> dataList = ret.stream().filter(e -> e.getRetOfFund() != null).map(e -> MapUtil.<String, Object>builder("end_date", e.getEndDate())
|
|
|
-// .put("fund_id", secId).put("ret_range", e.getRetOfFund()).build()).collect(Collectors.toList());
|
|
|
-// initRetList.addAll(dataList);
|
|
|
-// }
|
|
|
-// for (String indexId : indexIds) {
|
|
|
-// List<CompoundRet> indexRet = IndicatorCalcUtil.getRet(allNavMap.get(indexId), null, null, null);
|
|
|
-// initRetList.addAll(indexRet.stream().filter(e -> e.getRetOfFund() != null).map(e -> MapUtil.<String, Object>builder("end_date", e.getEndDate()).put("fund_id", indexId).put("ret_range", e.getRetOfFund()).build()).collect(Collectors.toList()));
|
|
|
-// }
|
|
|
-// return initRetList;
|
|
|
-// }
|
|
|
-//
|
|
|
-//
|
|
|
-// @Override
|
|
|
-// public Map<String, List<IndicatorCalcPropertyDto>> getMultiSecRetListNew(List<String> mainSecIdList, List<String> indexIdList, Frequency frequency,
|
|
|
-// Frequency rollingFrequency, String startDate, String endDate,
|
|
|
-// boolean ifExcessReturn, String benchmarkId, RaiseType raiseType, IStrategy strategy,
|
|
|
-// Visibility visibility, NavType navType, boolean isExtract, Integer userId) {
|
|
|
-// List<DateIntervalDto> dateIntervalDtoList = new ArrayList<>();
|
|
|
-// DateIntervalDto defaultIntervalDto = new DateIntervalDto();
|
|
|
-// defaultIntervalDto.setStartDate(startDate);
|
|
|
-// defaultIntervalDto.setEndDate(endDate);
|
|
|
-// defaultIntervalDto.setDateIntervalType(DateIntervalType.DefaultRolling);
|
|
|
-// defaultIntervalDto.setFrequency(rollingFrequency);
|
|
|
-// dateIntervalDtoList.add(defaultIntervalDto);
|
|
|
-//
|
|
|
-// List<Indicator> indicatorList = new ArrayList<>();
|
|
|
-// List<Indicator> geoExtraIndicatorList = new ArrayList<>();
|
|
|
-//
|
|
|
-// indicatorList.add(Indicator.IntervalReturn);
|
|
|
-// if (ifExcessReturn) {
|
|
|
-// geoExtraIndicatorList.add(Indicator.IntervalReturn);
|
|
|
-// }
|
|
|
-//
|
|
|
-// Map<String, String> secBenchmarkIdMap = new HashMap<>();
|
|
|
-// for (String mainSecId : mainSecIdList) {
|
|
|
-// secBenchmarkIdMap.put(mainSecId, benchmarkId);
|
|
|
-// }
|
|
|
-//
|
|
|
-// Map<String, List<DateIntervalDto>> secDateIntervalDtoListMap = new HashMap<>();
|
|
|
-// for (String mainSecId : mainSecIdList) {
|
|
|
-// secDateIntervalDtoListMap.put(mainSecId, dateIntervalDtoList);
|
|
|
-// }
|
|
|
-//
|
|
|
-// CalcMultipleSecMultipleTimeRangeIndicatorReq calcMultipleSecMultipleTimeRangeIndicatorReq = new CalcMultipleSecMultipleTimeRangeIndicatorReq();
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setMainSecIdList(mainSecIdList);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setSecBenchmarkIdMap(secBenchmarkIdMap);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setIndexIdList(indexIdList);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setRaiseType(raiseType);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setStrategy(strategy);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setVisibility(visibility);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setSecDateIntervalDtoListMap(secDateIntervalDtoListMap);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setDataFrequency(frequency);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setNavType(navType);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setIndicatorList(indicatorList);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setGeoExtraindicatorList(geoExtraIndicatorList);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setRiskOfFreeId(null);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setRiskOfFreeValue(null);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setIfAnnualize(true);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setCalcIndexRetIndicatorValue(true);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setNeedRet(false);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setIfExtract(isExtract);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setUserId(userId);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setNeedExtraRet(false);
|
|
|
-// calcMultipleSecMultipleTimeRangeIndicatorReq.setIfConvertPerformanceConsistencyWord(true);
|
|
|
-//
|
|
|
-// return calcMultipleSecMultipleTimeRangeIndicator(calcMultipleSecMultipleTimeRangeIndicatorReq);
|
|
|
-// }
|
|
|
-//}
|
