provider服务提供者
定义dubbo服务请求过滤器,注意这里的filter并不是Java的filter
@Slf4j
@Activate(group = {"PROVIDER"})
public class UserInfoProviderFilter implements Filter {
public static ThreadLocal<UserResponse> threadLocal = new ThreadLocal();
@Override
public Result invoke(Invoker<?> invoker, Invocation invocation) throws RpcException {
String userInfo = RpcContext.getContext().getAttachment(Constants.SESSION_KEY);
if (StringUtils.isBlank(userInfo)) {
return invoker.invoke(invocation);
}
try {
UserResponse user = JsonUtils.toBean(userInfo,UserResponse.class);
threadLocal.set(user);
return invoker.invoke(invocation);
}catch (Exception e){
log.error(e.getMessage(),e);
}
return null;
}
}
com.alibaba.dubbo.rpc.Filter中的内容是,可想而知filter是通过spi的方式来加载实例化的
userInfoProviderFilter=com.htf.iirp.report.config.UserInfoProviderFilter
package com.htf.iirp.report.service.impl;
import com.alibaba.dubbo.config.annotation.Reference;
import com.alibaba.dubbo.config.annotation.Service;
import com.github.pagehelper.PageInfo;
import com.github.pagehelper.page.PageMethod;
import com.htf.enums.RateTypeEnum;
import com.htf.exception.CommonException;
import com.htf.exception.code.CommonErrorCode;
import com.htf.iirp.report.config.UserInfoProviderFilter;
import com.htf.iirp.report.mapper.PositionModelMapper;
import com.htf.iirp.report.mapper.PositionModelShipmentMapper;
import com.htf.iirp.report.mapper.PositionModelTargetMapper;
import com.htf.iirp.report.util.DoubleUtils;
import com.htf.model.dto.iirp.report.*;
import com.htf.model.po.damp.IndexDataPo;
import com.htf.model.po.iirp.report.PositionModelPO;
import com.htf.model.po.iirp.report.PositionModelShipmentPO;
import com.htf.model.po.iirp.report.PositionModelTargetPO;
import com.htf.model.requet.PositionModelUploadReq;
import com.htf.model.requet.iirp.IndexDataQueryRequest;
import com.htf.model.requet.iirp.report.EditShipmentSpaceRequest;
import com.htf.model.requet.iirp.report.ShipmentSpaceByPageRequest;
import com.htf.model.response.iirp.IndexInfoResponse;
import com.htf.model.response.iirp.report.ShipmentSpaceByPageResponse;
import com.htf.service.iirp.database.DataCataLogService;
import com.htf.service.iirp.report.PositionModelCalculateService;
import com.htf.util.CollectionUtils;
import com.htf.util.DateUtils;
import lombok.extern.slf4j.Slf4j;
import org.springframework.beans.BeanUtils;
import org.springframework.beans.BeanWrapper;
import org.springframework.beans.BeanWrapperImpl;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.transaction.annotation.Transactional;
import org.springframework.util.StringUtils;
import java.text.SimpleDateFormat;
import java.util.*;
import java.util.stream.Collectors;
/**
* @Author yangcai
* @create 2022/6/1 20:29
*/
@Service(filter = "userInfoProviderFilter",version = "${dubbo.service.version}" )
@Slf4j
public class PositionModelCalculateServiceImpl implements PositionModelCalculateService {
@Autowired
private PositionModelShipmentMapper positionModelShipmentMapper;
@Autowired
private PositionModelTargetMapper positionModelTargetMapper;
@Autowired
private PositionModelMapper positionModelMapper;
@Reference(version = "${dubbo.service.version}")
private DataCataLogService dataCataLogService;
@Override
public Map<String, Object> getModelCalculateData(Long modelId) {
List<PositionAllYieldDTO> positionAllYieldDTOList = getStrategyRate(modelId);
Map<String, Object> stringObjectMap = new HashMap<>();
List<PositionAllYieldDTO> lineChartList = positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.UNDERLYING_YIELD.getCode().equals(x.getRateType()) || RateTypeEnum.STRATEGIC_YIELD.getCode().equals(x.getRateType())).collect(Collectors.toList());
stringObjectMap.put("lineChart", lineChartList);
stringObjectMap.put("columnar", positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.STRATEGIC_FALLBACK.getCode().equals(x.getRateType())).collect(Collectors.toList()));
stringObjectMap.put("annualizedRate", positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.STRATEGIC_ANNUALIZAD_YIELD.getCode().equals(x.getRateType())).findFirst().get().getAnnualizedRate());
stringObjectMap.put("annualizedVolatility", positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.STRATEGIC_ANNUALIZAD_VOLATILITY.getCode().equals(x.getRateType())).findFirst().get().getAnnualizedVolatility());
stringObjectMap.put("maxWithdrawalRate", positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.MAX_POLICY_FALLBACK.getCode().equals(x.getRateType())).findFirst().get().getMaxWithdrawalRate());
List<PositionAllYieldDTO.RateEntity> rateEntityList = new ArrayList<>();
lineChartList.forEach(x->{
PositionAllYieldDTO.RateEntity rateEntity = new PositionAllYieldDTO.RateEntity();
rateEntity.setName(x.getTargetVariety());
rateEntity.setRate(x.getYields()[x.getYields().length-1]);
rateEntityList.add(rateEntity);
});
stringObjectMap.put("lineChartNewest",rateEntityList);
return stringObjectMap;
}
@Override
public Boolean indexIsExists(String indexCode) {
IndexDataQueryRequest request = new IndexDataQueryRequest();
request.setIndexCodes(Arrays.asList(indexCode));
request.setCurrentUserId(UserInfoProviderFilter.threadLocal.get().getId());
try {
List<IndexInfoResponse> indexInfoResponses = dataCataLogService.getIndexInfo(request);
if(CollectionUtils.isEmpty(indexInfoResponses)){
return Boolean.FALSE;
}
}catch (CommonException e){
if(CommonErrorCode.INDEX_DATA_QUERY_INFO_EMPTY.getErrorMsg().equals(e.getErrorMsg()) && CommonErrorCode.INDEX_DATA_QUERY_INFO_EMPTY.getErrorCode().equals(e.getErrorCode())){
return Boolean.FALSE;
}
}
return Boolean.TRUE;
}
/**
* 计算收益率
* @param modelId
* @return
*/
@Override
public List<PositionAllYieldDTO> getStrategyRate(Long modelId) {
PositionModelPO positionModelPO = positionModelMapper.getPositionModel(modelId);
if(positionModelPO == null){
throw new CommonException("130","无模型信息");
}
List<PositionAllYieldDTO> positionAllYieldDTOList = new ArrayList<>();
List<PositionModelTargetPO> positionModelTargetPOS = positionModelTargetMapper.findAllByModelId(modelId);
if (CollectionUtils.isEmpty(positionModelTargetPOS)) {
throw new CommonException("103", positionModelPO.getModelName() + "没有关联标的品种");
}
Map<Long, String> targetIdToName = positionModelTargetPOS.stream().collect(Collectors.toMap(x -> x.getId(), x -> x.getTargetVariety()));
List<Long> targetIdList = positionModelTargetPOS.stream().map(x->x.getId()).collect(Collectors.toList());
List<PositionModelShipmentPO> positionModelShipmentPOList = positionModelShipmentMapper.findListByModelId(modelId,targetIdList);
List<Long> newTargetIdList = positionModelShipmentPOList.stream().map(x->x.getTargetId()).collect(Collectors.toList());
List<Long> deletedTargetIdList = targetIdList.stream().filter(x->!newTargetIdList.contains(x)).collect(Collectors.toList());
if(!CollectionUtils.isEmpty(deletedTargetIdList)){
List<String> deletedTargetNameList = deletedTargetIdList.stream().map(x->targetIdToName.get(x)).collect(Collectors.toList());
String targetNames = deletedTargetNameList.stream().collect(Collectors.joining(","));
throw new CommonException("131",String.format("标的品种(%s)缺少仓位数据",targetNames));
}
//开盘价
Map<String, Set<Long>> openIndexCodeToTargetIdMap = positionModelTargetPOS.stream().collect(Collectors.groupingBy(PositionModelTargetPO::getOpeningPrice,Collectors.mapping(PositionModelTargetPO::getId,Collectors.toSet())));
Set<PositionIndexDataDTO> openIndexDataList = getIndexDataByIndexCode(openIndexCodeToTargetIdMap);
if (CollectionUtils.isEmpty(openIndexDataList)) {
throw new CommonException("101", positionModelPO.getModelName() + "开盘价无指标数据");
}
Map<String, StrategyRateDTO> openIndexDataMap = openIndexDataList.stream().collect(Collectors.toMap(x -> x.getIndexTime().getTime() + "_" + x.getTargetId(), x -> new StrategyRateDTO(x.getIndexTime().getTime(), x.getTargetId(), x.getIndexCode(), x.getIndexData(), null, null)));
//收盘价
Map<String, Set<Long>> closeIndexCodeToTargetIdMap = positionModelTargetPOS.stream().collect(Collectors.groupingBy(PositionModelTargetPO::getClosingPrice,Collectors.mapping(PositionModelTargetPO::getId,Collectors.toSet())));
Set<PositionIndexDataDTO> closeIndexDataList = getIndexDataByIndexCode(closeIndexCodeToTargetIdMap);
if (CollectionUtils.isEmpty(closeIndexDataList)) {
throw new CommonException("102", positionModelPO.getModelName() + "收盘价无指标数据");
}
Map<String, StrategyRateDTO> closeIndexDataMap = closeIndexDataList.stream().collect(Collectors.toMap(x -> x.getIndexTime().getTime() + "_" + x.getTargetId(), x -> new StrategyRateDTO(x.getIndexTime().getTime(), x.getTargetId(), null, null, x.getIndexCode(), x.getIndexData())));
List<StrategyRateDTO> strategyRateDTOList = positionModelShipmentPOList.stream().map(x -> new StrategyRateDTO(x.getShipmentTime().getTime(), x.getTargetId(), x.getShipmentSpace())).collect(Collectors.toList());
strategyRateDTOList.forEach(x -> {
StrategyRateDTO open = openIndexDataMap.get(x.getShipmentTime() + "_" + x.getTargetId());
if (open != null) {
BeanUtils.copyProperties(open, x, getNullPropertyNames(open));
}
StrategyRateDTO close = closeIndexDataMap.get(x.getShipmentTime() + "_" + x.getTargetId());
if (close != null) {
BeanUtils.copyProperties(close, x, getNullPropertyNames(close));
}
});
strategyRateDTOList = strategyRateDTOList.stream().sorted(Comparator.comparing(StrategyRateDTO::getShipmentTime)).collect(Collectors.toList());
Map<Long, Double> closeStrategyRateMap = strategyRateDTOList.stream().collect(Collectors.groupingBy(x -> x.getShipmentTime(), Collectors.summingDouble(x -> DoubleUtils.mul(x.getClosingPrice() == null ? 0 : x.getClosingPrice(), x.getShipmentSpace() == null ? 0 : x.getShipmentSpace()))));
Map<Long, Double> openStrategyRateMap = strategyRateDTOList.stream().collect(Collectors.groupingBy(x -> x.getShipmentTime(), Collectors.summingDouble(x -> DoubleUtils.mul(x.getOpeningPrice() == null ? 0 : x.getOpeningPrice(), x.getShipmentSpace() == null ? 0 : x.getShipmentSpace()))));
processUnderlyingYield(strategyRateDTOList,targetIdToName,positionAllYieldDTOList);
processStraregicYield(closeStrategyRateMap, openStrategyRateMap,positionAllYieldDTOList);
processFallback(closeStrategyRateMap, openStrategyRateMap,positionAllYieldDTOList);
processStrategicAnnualizadYield(closeStrategyRateMap, openStrategyRateMap,positionAllYieldDTOList);
processStrategicAnnualizadVolatility(closeStrategyRateMap, openStrategyRateMap,positionAllYieldDTOList);
return positionAllYieldDTOList;
}
/**
* 处理各标的收益率
* @param strategyRateDTOList
* @param targetIdToName
* @param positionAllYieldDTOList
*/
void processUnderlyingYield(List<StrategyRateDTO> strategyRateDTOList,Map<Long, String> targetIdToName,List<PositionAllYieldDTO> positionAllYieldDTOList){
Map<Long, List<StrategyRateDTO>> longListMap = strategyRateDTOList.stream().collect(Collectors.groupingBy(StrategyRateDTO::getTargetId));
longListMap.forEach((k, v) -> {
List<PositionTargetYieldDTO> positionTargetYieldDTOList = new ArrayList<>();
v = v.stream().sorted(Comparator.comparing(StrategyRateDTO::getShipmentTime)).collect(Collectors.toList());
positionTargetYieldDTOList.add(new PositionTargetYieldDTO(v.get(0).getShipmentTime(), 0.0));
for (int i = 1; i < v.size(); i++) {
if (v.get(i - 1).getClosingPrice() == null || v.get(i - 1).getClosingPrice() == 0) {
positionTargetYieldDTOList.add(new PositionTargetYieldDTO(v.get(i).getShipmentTime(), 0.00));
} else {
Double yield;
if (getTodayDate().equals(v.get(i).getShipmentTime())) {
if (v.get(i).getOpeningPrice() != null) {
yield = DoubleUtils.div(DoubleUtils.sub(v.get(i).getOpeningPrice(), v.get(i - 1).getClosingPrice() == null ? 0 : v.get(i - 1).getClosingPrice()), v.get(i - 1).getClosingPrice() == null ? 0 : v.get(i - 1).getClosingPrice());
} else {
yield = 0.00;
}
} else {
yield = DoubleUtils.div(DoubleUtils.sub(v.get(i).getClosingPrice() == null ? 0 : v.get(i).getClosingPrice(), v.get(i - 1).getClosingPrice() == null ? 0 : v.get(i - 1).getClosingPrice()), v.get(i - 1).getClosingPrice() == null ? 0 : v.get(i - 1).getClosingPrice());
}
positionTargetYieldDTOList.add(new PositionTargetYieldDTO(v.get(i).getShipmentTime(), yield));
}
}
ConventData(positionTargetYieldDTOList, positionAllYieldDTOList, targetIdToName.get(k) + RateTypeEnum.UNDERLYING_YIELD.getValue(), RateTypeEnum.UNDERLYING_YIELD.getCode());
});
}
/**
* 处理策略收益率
* @param closeStrategyRateMap
* @param openStrategyRateMap
* @param positionAllYieldDTOList
*/
void processStraregicYield(Map<Long, Double> closeStrategyRateMap, Map<Long, Double> openStrategyRateMap,List<PositionAllYieldDTO> positionAllYieldDTOList){
List<PositionTargetYieldDTO> positionTargetYieldDTOList = new ArrayList<>();
TreeMap<Long, Double> strategyRateTreeMap = new TreeMap(closeStrategyRateMap);
Set<Long> timeSet = strategyRateTreeMap.keySet();
List<Long> timeList = new ArrayList<>(timeSet);
positionTargetYieldDTOList.add(new PositionTargetYieldDTO(timeList.get(0), 0.0));
for (int i = 1; i < timeList.size(); i++) {
if (closeStrategyRateMap.get(timeList.get(i - 1)) == null || closeStrategyRateMap.get(timeList.get(i - 1)) == 0) {
positionTargetYieldDTOList.add(new PositionTargetYieldDTO(timeList.get(i), 0.00));
} else {
Double yield;
if (getTodayDate().equals(timeList.get(i))) {
if (openStrategyRateMap.get(timeList.get(i)) != null) {
yield = DoubleUtils.div(DoubleUtils.sub(openStrategyRateMap.get(timeList.get(i)), closeStrategyRateMap.get(timeList.get(i - 1))), closeStrategyRateMap.get(timeList.get(i - 1)));
} else {
yield = 0.00;
}
} else {
yield = DoubleUtils.div(DoubleUtils.sub(closeStrategyRateMap.get(timeList.get(i)), closeStrategyRateMap.get(timeList.get(i - 1))), closeStrategyRateMap.get(timeList.get(i - 1)));
}
positionTargetYieldDTOList.add(new PositionTargetYieldDTO(timeList.get(i), yield));
}
}
ConventData(positionTargetYieldDTOList, positionAllYieldDTOList, RateTypeEnum.STRATEGIC_YIELD.getValue(), RateTypeEnum.STRATEGIC_YIELD.getCode());
}
/**
* 处理策略回测和最大回测
* @param closeStrategyRateMap
* @param openStrategyRateMap
* @param positionAllYieldDTOList
*/
void processFallback(Map<Long, Double> closeStrategyRateMap, Map<Long, Double> openStrategyRateMap,List<PositionAllYieldDTO> positionAllYieldDTOList){
TreeMap<Long, Double> strategyRateTreeMap = new TreeMap(closeStrategyRateMap);
Set<Long> timeSet = strategyRateTreeMap.keySet();
List<Long> timeList = new ArrayList<>(timeSet);
List<PositionTargetYieldDTO> retreatYieldList = new ArrayList<>();
//策略回撤
Double max = 0.0, maxWithdrawalRate = Double.MAX_VALUE;
Iterator<Long> iterator = closeStrategyRateMap.keySet().iterator();
while (iterator.hasNext()) {
Long currentDate = iterator.next();
if(getTodayDate().equals(currentDate)){
max = Math.max(max, openStrategyRateMap.get(currentDate));
}else{
max = Math.max(max, closeStrategyRateMap.get(currentDate));
}
}
for (int i = 0; i < timeList.size(); i++) {
if (max == 0) {
retreatYieldList.add(new PositionTargetYieldDTO(timeList.get(i), 0.00));
maxWithdrawalRate = Math.min(0.00, maxWithdrawalRate);
} else {
Double yield;
Double current;
if(getTodayDate().equals(timeList.get(i))){
current = (openStrategyRateMap.get(timeList.get(i)) == null ? 0.0 : openStrategyRateMap.get(timeList.get(i)));
}else {
current = (closeStrategyRateMap.get(timeList.get(i)) == null ? 0.0 : closeStrategyRateMap.get(timeList.get(i)));
}
yield = DoubleUtils.div(DoubleUtils.sub(current, max), max);
retreatYieldList.add(new PositionTargetYieldDTO(timeList.get(i), yield));
maxWithdrawalRate = Math.min(yield, maxWithdrawalRate);
}
}
ConventData(retreatYieldList, positionAllYieldDTOList, RateTypeEnum.STRATEGIC_FALLBACK.getValue(), RateTypeEnum.STRATEGIC_FALLBACK.getCode());
positionAllYieldDTOList.add(new PositionAllYieldDTO(RateTypeEnum.MAX_POLICY_FALLBACK.getValue(), RateTypeEnum.MAX_POLICY_FALLBACK.getCode(), DoubleUtils.getFormat(maxWithdrawalRate), null, null));
}
/**
* 处理策略年化收益率
* @param closeStrategyRateMap
* @param openStrategyRateMap
* @param positionAllYieldDTOList
*/
void processStrategicAnnualizadYield( Map<Long, Double> closeStrategyRateMap, Map<Long, Double> openStrategyRateMap,List<PositionAllYieldDTO> positionAllYieldDTOList){
Long minDate = closeStrategyRateMap.keySet().stream().min(Comparator.comparing(Long::longValue)).get();
Long maxDate = closeStrategyRateMap.keySet().stream().max(Comparator.comparing(Long::longValue)).get();
Double annualizedRate = 0.00;
if (closeStrategyRateMap.get(minDate) != null && closeStrategyRateMap.get(minDate) != 0) {
annualizedRate = DoubleUtils.mul(DoubleUtils.div(DoubleUtils.sub(openStrategyRateMap.get(maxDate), closeStrategyRateMap.get(minDate)), DoubleUtils.mul(closeStrategyRateMap.get(minDate), Double.valueOf(getDaysByDateRange(minDate, maxDate)))), 365.00);
}
positionAllYieldDTOList.add(new PositionAllYieldDTO(RateTypeEnum.STRATEGIC_ANNUALIZAD_YIELD.getValue(), RateTypeEnum.STRATEGIC_ANNUALIZAD_YIELD.getCode(), null, null, DoubleUtils.getFormat(annualizedRate)));
}
/**
* 策略年化波动率
* @param closeStrategyRateMap
* @param openStrategyRateMap
* @param positionAllYieldDTOList
*/
void processStrategicAnnualizadVolatility(Map<Long, Double> closeStrategyRateMap, Map<Long, Double> openStrategyRateMap,List<PositionAllYieldDTO> positionAllYieldDTOList){
Long maxDate = closeStrategyRateMap.keySet().stream().max(Comparator.comparing(Long::longValue)).get();
TreeMap<Long, Double> strategyRateTreeMap = new TreeMap(closeStrategyRateMap);
Set<Long> timeSet = strategyRateTreeMap.keySet();
List<Long> timeList = new ArrayList<>(timeSet);
if (getTodayDate().equals(maxDate) && timeList.size() >= 2) {
Double LastDay = closeStrategyRateMap.get(timeList.get(timeList.size() - 2));
Double today = openStrategyRateMap.get(maxDate);
Double yield = DoubleUtils.mul(DoubleUtils.div(DoubleUtils.sub(today, LastDay), LastDay), Math.sqrt(252));
positionAllYieldDTOList.add(new PositionAllYieldDTO(RateTypeEnum.STRATEGIC_ANNUALIZAD_VOLATILITY.getValue(), RateTypeEnum.STRATEGIC_ANNUALIZAD_VOLATILITY.getCode(), null, DoubleUtils.getFormat(yield), null));
} else {
positionAllYieldDTOList.add(new PositionAllYieldDTO(RateTypeEnum.STRATEGIC_ANNUALIZAD_VOLATILITY.getValue(), RateTypeEnum.STRATEGIC_ANNUALIZAD_VOLATILITY.getCode(), null, DoubleUtils.getFormat(0.00), null));
}
}
void ConventData(List<PositionTargetYieldDTO> retreatYieldList, List<PositionAllYieldDTO> positionAllYieldDTOList, String targetVariety, Integer rateType) {
PositionAllYieldDTO retreatYieldBO = new PositionAllYieldDTO();
if (rateType != null) {
retreatYieldBO.setRateType(rateType);
}
retreatYieldBO.setTargetVariety(targetVariety);
String[] retreatDates = retreatYieldList.stream().map(x -> DateUtils.getStringByTimeStamp(x.getTargetTime())).collect(Collectors.toList()).toArray(new String[retreatYieldList.size()]);
retreatYieldBO.setDates(retreatDates);
String[] retreatYields = retreatYieldList.stream().map(x -> DoubleUtils.getFormat(x.getTargetYield())).collect(Collectors.toList()).toArray(new String[retreatYieldList.size()]);
retreatYieldBO.setYields(retreatYields);
positionAllYieldDTOList.add(retreatYieldBO);
}
Long getTodayDate() {
try {
SimpleDateFormat simpleDateFormat = new SimpleDateFormat("yyyy-MM-dd");
String today = simpleDateFormat.format(new Date());
return simpleDateFormat.parse(today).getTime();
} catch (Exception e) {
log.error(e.getMessage(),e);
}
return null;
}
long getDaysByDateRange(long starTime, long endTime) {
Long num = endTime - starTime;
Long counts = num / 24 / 60 / 60 / 1000;
return counts+1;
}
/**
* 指标数据
*/
public Set<PositionIndexDataDTO> getIndexDataByIndexCode(Map<String, Set<Long>> map) {
try {
List<String> indexCodeList = new ArrayList<>(map.keySet());
Set<PositionIndexDataDTO> positionIndexDataDTOList = new HashSet<>();
IndexDataQueryRequest indexDataQueryRequest = new IndexDataQueryRequest();
indexDataQueryRequest.setIndexCodes(indexCodeList);
indexDataQueryRequest.setCurrentUserId(UserInfoProviderFilter.threadLocal.get().getId());
List<IndexDataPo> indexDataPoList = dataCataLogService.getIndexData(indexDataQueryRequest);
indexDataPoList.forEach(x -> {
Set<Long> targetIdList = map.get(x.getIndexCode());
targetIdList.forEach(y->{
PositionIndexDataDTO positionIndexDataDTO = new PositionIndexDataDTO();
positionIndexDataDTO.setIndexCode(x.getIndexCode());
positionIndexDataDTO.setTargetId(y);
positionIndexDataDTO.setIndexTime(x.getDataDate());
positionIndexDataDTO.setIndexData(x.getDataValue());
positionIndexDataDTOList.add(positionIndexDataDTO);
});
});
return positionIndexDataDTOList;
} catch (Exception e) {
log.error(e.getMessage(),e);
}
return null;
}
@Override
@Transactional(rollbackFor = Exception.class)
public void batchInsertPositionShipment(List<PositionModelUploadReq> uploadReqList, Long modelId) {
if(CollectionUtils.isEmpty(uploadReqList)){
throw new CommonException("131","上传信息为空");
}
PositionModelPO positionModelPO = positionModelMapper.getPositionModel(modelId);
List<PositionModelShipmentPO> existList = positionModelShipmentMapper.queryByModelId(modelId);
List<String> existModelIdTargerTimeStr = existList.stream().map(x->x.getModelId()+"_"+x.getTargetId()+"_"+x.getShipmentTime().getTime()).collect(Collectors.toList());
Map<String,Long> existModelIdTargerTimeMap = existList.stream().collect(Collectors.toMap(x->x.getModelId()+"_"+x.getTargetId()+"_"+x.getShipmentTime().getTime(),x->x.getId()));
List<String> modelIdTargerTimeStr = new ArrayList<>();
if(positionModelPO == null){
throw new CommonException("130","无模型信息");
}
uploadReqList.stream().forEach(x -> {
PositionModelShipmentPO positionModelShipmentPO = new PositionModelShipmentPO();
Long targetId = positionModelTargetMapper.findTargetIdByModelAndTargetVariety(modelId, x.getTargetName());
if (targetId != null) {
BeanUtils.copyProperties(x, positionModelShipmentPO);
positionModelShipmentPO.setCreateUserId(0L);
positionModelShipmentPO.setUpdateUserId(0L);
if (x.getShipmentSpace() == null) {
positionModelShipmentPO.setShipmentSpace(0.00);
}
positionModelShipmentPO.setTargetId(targetId);
positionModelShipmentPO.setModelId(modelId);
String key = modelId+"_"+targetId+"_"+x.getShipmentTime().getTime();
modelIdTargerTimeStr.add(key);
List<PositionModelShipmentPO> positionModelShipmentPOList = positionModelShipmentMapper.isExist(modelId, x.getShipmentTime(), targetId);
if (!CollectionUtils.isEmpty(positionModelShipmentPOList)) {
PositionModelShipmentPO positionModelShipmentPOUpdate = new PositionModelShipmentPO();
positionModelShipmentPOUpdate.setId(positionModelShipmentPOList.get(0).getId());
positionModelShipmentPOUpdate.setShipmentSpace(x.getShipmentSpace());
positionModelShipmentMapper.updateByPrimaryKeySelective(positionModelShipmentPOUpdate);
} else {
positionModelShipmentMapper.insert(positionModelShipmentPO);
}
} else {
throw new CommonException("101", positionModelPO.getModelName() + "-" + x.getTargetName() + "没找到TARGETID");
}
});
List<Long> deleteIdList = existModelIdTargerTimeStr.stream().filter(x-> !modelIdTargerTimeStr.contains(x)).map(x->existModelIdTargerTimeMap.get(x)).collect(Collectors.toList());
if(!CollectionUtils.isEmpty(deleteIdList)){
positionModelShipmentMapper.deleteByIds(deleteIdList);
}
}
public static String[] getNullPropertyNames(Object source) {
final BeanWrapper src = new BeanWrapperImpl(source);
java.beans.PropertyDescriptor[] pds = src.getPropertyDescriptors();
Set<String> emptyNames = new HashSet<>();
for (java.beans.PropertyDescriptor pd : pds) {
Object srcValue = src.getPropertyValue(pd.getName());
if (srcValue == null) {
emptyNames.add(pd.getName());
}
}
String[] result = new String[emptyNames.size()];
return emptyNames.toArray(result);
}
@Override
public List<String> exportTemplateHeader(Long modelId) {
List<String> headerList = new ArrayList<>();
headerList.add("时间");
List<PositionModelTargetPO> positionModelTargetPOList = positionModelTargetMapper.findAllByModelId(modelId);
headerList.addAll(positionModelTargetPOList.stream().map(x -> x.getTargetVariety()).collect(Collectors.toList()));
return headerList;
}
@Override
public ExportDataDTO exportData(Long modelId) {
ExportDataDTO exportDataDTO = new ExportDataDTO();
List<String> headerList = new ArrayList<>();
List<List<Object>> dataList = new ArrayList<>();
headerList.add("时间");
List<PositionAllYieldDTO> positionAllYieldDTOList = getStrategyRate(modelId);
List<PositionAllYieldDTO> underlyingList = positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.UNDERLYING_YIELD.getCode().equals(x.getRateType())).collect(Collectors.toList());
if (!CollectionUtils.isEmpty(underlyingList)) {
headerList.addAll(underlyingList.stream().map(x -> x.getTargetVariety()).collect(Collectors.toList()));
} else {
return null;
}
List<PositionAllYieldDTO> strategicYieldList = positionAllYieldDTOList.stream().filter(x -> RateTypeEnum.STRATEGIC_YIELD.getCode().equals(x.getRateType())).collect(Collectors.toList());
if (!CollectionUtils.isEmpty(strategicYieldList)) {
headerList.addAll(strategicYieldList.stream().map(x -> x.getTargetVariety()).collect(Collectors.toList()));
}
List<String[]> dateList = underlyingList.stream().map(x -> x.getDates()).collect(Collectors.toList());
String[] dateArray = dateList.get(0);
List<String[]> dateYieldList = underlyingList.stream().map(x -> x.getYields()).collect(Collectors.toList());
dateYieldList.addAll(strategicYieldList.stream().map(x -> x.getYields()).collect(Collectors.toList()));
for (int i = 0; i < dateArray.length; i++) {
List<Object> list = new ArrayList<>();
list.add(dateArray[i]);
for (int j = 0; j < dateYieldList.size(); j++) {
list.add(DoubleUtils.getPercentFormat(Double.valueOf(dateYieldList.get(j)[i])));
}
dataList.add(list);
}
exportDataDTO.setHeaderList(headerList);
exportDataDTO.setDataList(dataList);
return exportDataDTO;
}
@Override
public PageInfo<ShipmentSpaceByPageResponse> findShipmentSpaceByPage(ShipmentSpaceByPageRequest shipmentSpaceByPageRequest) {
PositionModelPO positionModelPO = positionModelMapper.getPositionModel(Math.abs(shipmentSpaceByPageRequest.getModelId()));
if(positionModelPO == null){
throw new CommonException("130","无模型信息");
}
shipmentSpaceByPageRequest.setModelId(Math.abs(shipmentSpaceByPageRequest.getModelId()));
List<PositionModelTargetPO> positionModelTargetPOS = positionModelTargetMapper.findAllByModelId(shipmentSpaceByPageRequest.getModelId());
if (CollectionUtils.isEmpty(positionModelTargetPOS)) {
throw new CommonException("103", positionModelPO.getModelName() + "没有关联标的品种");
}
List<Long> targetIdList = positionModelTargetPOS.stream().map(x->x.getId()).collect(Collectors.toList());
Map<Long,String> targetIdToName = positionModelTargetPOS.stream().collect(Collectors.toMap(x->x.getId(),x->x.getTargetVariety()));
PageMethod.startPage(shipmentSpaceByPageRequest.getPageNum(), shipmentSpaceByPageRequest.getPageSize());
List<ShipmentSpaceByPageDTO> shipmentSpaceByPageRsps = positionModelShipmentMapper.findShipmentSpaceByPage(shipmentSpaceByPageRequest.getModelId(),targetIdList);
PageInfo<ShipmentSpaceByPageDTO> responses = new PageInfo(shipmentSpaceByPageRsps);
PageInfo<ShipmentSpaceByPageResponse> shipmentSpaceByPageRspPageInfo = new PageInfo<>();
BeanUtils.copyProperties(responses, shipmentSpaceByPageRspPageInfo);
List<ShipmentSpaceByPageResponse> shipmentSpaceByPageRspList = new ArrayList<>();
responses.getList().forEach(x -> {
List<ShipmentSpaceByPageResponse.PositionModelShipment> positionModelShipmentPOList = new ArrayList<>();
ShipmentSpaceByPageResponse shipmentSpaceByPageRsp = new ShipmentSpaceByPageResponse();
BeanUtils.copyProperties(x, shipmentSpaceByPageRsp);
shipmentSpaceByPageRsp.setShipmentTime(DateUtils.getDateLong(x.getShipmentTime()));
String[] targetIds = x.getTargetIds().split("-");
String[] shipmentSpaces = x.getShipmentSpaces().split("-");
String[] ids = x.getIds().split("-");
int len = ids.length;
for (int i = 0; i < len; i++) {
ShipmentSpaceByPageResponse.PositionModelShipment positionModelShipment = new ShipmentSpaceByPageResponse.PositionModelShipment();
positionModelShipment.setId(Long.valueOf(ids[i]));
positionModelShipment.setModelId(shipmentSpaceByPageRequest.getModelId());
positionModelShipment.setTargetId(Long.valueOf(targetIds[i]));
String targetName = targetIdToName.get(positionModelShipment.getTargetId());
if(!StringUtils.isEmpty(targetName)){
positionModelShipment.setTargetName(targetName);
}
positionModelShipment.setShipmentSpace(Double.valueOf(shipmentSpaces[i]));
positionModelShipmentPOList.add(positionModelShipment);
}
shipmentSpaceByPageRsp.setPositionModelShipmentPOS(positionModelShipmentPOList);
shipmentSpaceByPageRspList.add(shipmentSpaceByPageRsp);
});
shipmentSpaceByPageRspPageInfo.setList(shipmentSpaceByPageRspList);
return shipmentSpaceByPageRspPageInfo;
}
@Override
public void editShipmentSpace(EditShipmentSpaceRequest editShipmentSpaceRequest) {
positionModelShipmentMapper.editShipmentSpace(editShipmentSpaceRequest.getId(), Double.valueOf(editShipmentSpaceRequest.getSpace()));
}
}
在service中配置@Service(filter = "userInfoProviderFilter"),使用userInfoProviderFilter.threadLocal.get().getId()获取用户信息
consumer接收web请求,是服务的消费者
配置拦截器:获取用户信息
public class SaTokenInterceptor implements HandlerInterceptor {
@Override
public boolean preHandle(HttpServletRequest request, HttpServletResponse response, Object handler) throws Exception {
UserResponse currentUser = (UserResponse) StpUtil.getSession().get(Constants.SESSION_KEY);
RpcContext.getContext().setAttachment(Constants.SESSION_KEY, JsonUtils.toString(currentUser));
return true;
}
@Override
public void postHandle(HttpServletRequest request, HttpServletResponse response, Object handler, ModelAndView modelAndView) throws Exception {
}
@Override
public void afterCompletion(HttpServletRequest request, HttpServletResponse response, Object handler, Exception ex) throws Exception {
}
}
注册拦截器:
@Configuration
public class SaTokenConfigure extends WebMvcConfigurationSupport {
@Bean
public SaRouteInterceptor getAuthInterceptor() {
return new SaRouteInterceptor();
}
// 注册拦截器
@Override
public void addInterceptors(InterceptorRegistry registry) {
// 注册Sa-Token的路由拦截器
registry.addInterceptor(getAuthInterceptor())
.addPathPatterns("/*/**")
.excludePathPatterns("/authentication/login", "/publish/email", "/info/upload/callback");
registry.addInterceptor(new SaTokenInterceptor())
.addPathPatterns("/*/**")
.excludePathPatterns("/authentication/login", "/publish/email", "/info/upload/callback");
}
}