feat:获取多标的上下行捕获部分实现

src/main/java/com/smppw/analysis/application/service/style/StyleServiceImpl.java

@@ -1,6 +1,5 @@
 package com.smppw.analysis.application.service.style;
 
-import cn.hutool.core.collection.CollUtil;
 import cn.hutool.core.collection.ListUtil;
 import cn.hutool.core.map.MapUtil;
 import cn.hutool.core.util.NumberUtil;
@@ -9,20 +8,22 @@ import cn.hutool.core.util.StrUtil;
 import cn.hutool.http.HttpUtil;
 import cn.hutool.json.JSONUtil;
 import com.smppw.analysis.domain.dataobject.FundStyleStatsDO;
+import com.smppw.analysis.domain.dto.performance.MulSecMulIndicatorParams;
 import com.smppw.analysis.domain.dto.style.*;
 import com.smppw.analysis.domain.dto.style.py.PyReq;
 import com.smppw.analysis.domain.dto.style.py.PyReqBody;
 import com.smppw.analysis.domain.dto.style.py.PyReqParam;
 import com.smppw.analysis.domain.dto.style.py.PyResBody;
+import com.smppw.analysis.domain.manager.performance.Performance;
+import com.smppw.analysis.domain.manager.performance.PerformanceFactory;
 import com.smppw.analysis.domain.service.BaseInfoService;
 import com.smppw.analysis.domain.service.FundStyleService;
 import com.smppw.analysis.infrastructure.config.AnalysisProperty;
 import com.smppw.analysis.infrastructure.consts.*;
 import com.smppw.analysis.infrastructure.exception.APIException;
 import com.smppw.common.pojo.IStrategy;
-import com.smppw.common.pojo.enums.CurveType;
-import com.smppw.common.pojo.enums.Frequency;
-import com.smppw.common.pojo.enums.RaiseType;
+import com.smppw.common.pojo.dto.calc.IndicatorCalcPropertyDto;
+import com.smppw.common.pojo.enums.*;
 import com.smppw.common.pojo.enums.strategy.Strategy;
 import com.smppw.constants.Consts;
 import com.smppw.utils.StrategyHandleUtils;
@@ -42,6 +43,8 @@ import java.util.concurrent.Future;
 import java.util.concurrent.atomic.AtomicReference;
 import java.util.stream.Collectors;
 
+import static com.smppw.analysis.domain.manager.performance.PerformanceConstants.MUL_SEC_MUL_INDICATOR;
+
 @Service
 public class StyleServiceImpl implements StyleService {
     private static final Logger logger = LoggerFactory.getLogger(StyleServiceImpl.class);
@@ -149,11 +152,14 @@ public class StyleServiceImpl implements StyleService {
     private final String pyBaseUrl;
     private final BaseInfoService baseInfoService;
     private final FundStyleService fundStyleService;
+    private final PerformanceFactory factory;
 
-    public StyleServiceImpl(AnalysisProperty property, BaseInfoService baseInfoService, FundStyleService fundStyleService) {
+    public StyleServiceImpl(AnalysisProperty property, BaseInfoService baseInfoService,
+                            FundStyleService fundStyleService, PerformanceFactory factory) {
         this.pyBaseUrl = property.getPyUrl();
         this.baseInfoService = baseInfoService;
         this.fundStyleService = fundStyleService;
+        this.factory = factory;
     }
 
     /**
@@ -981,7 +987,9 @@ public class StyleServiceImpl implements StyleService {
     @Override
     public Map<String, Object> selectionTiming(SelectionTimingParams params) {
         try {
-            if (!CAL_RANGE_MAPPER.containsKey(params.getWinlen())) throw new APIException("窗口参数非法");
+            if (!CAL_RANGE_MAPPER.containsKey(params.getWinlen())) {
+                throw new APIException("窗口参数非法");
+            }
             Map<String, String> mapper = MapUtil.<String, String>builder(MapUtil.newHashMap(true))
                     .put("alpha", "选股能力").put("beta", "择时能力").build();
             Map<String, String> mapper1 = MapUtil.<String, String>builder(MapUtil.newHashMap(true))
@@ -1042,18 +1050,33 @@ public class StyleServiceImpl implements StyleService {
                     .put("date", "时间").put("upside", "进攻能力").put("downside", "防御能力").put("style", "风格").build();
             Map<String, Object> chart1 = MapUtil.<String, Object>builder().put("dataset", dataset)
                     .put("chartProductNameMapping", mapper).put("tableProductNameMapping", mapper).build();
-
-            List<String> secIdList = ListUtil.list(true);
-            List<String> fundBenchmarkList = ListUtil.toList(params.getSecId(), params.getBenchmarkId());
-            List<String> unionIds = CollUtil.addAllIfNotContains(fundBenchmarkList, secIdList);
+            Performance<MulSecMulIndicatorParams, Map<String, List<IndicatorCalcPropertyDto>>> instance = this.factory.getInstance(MUL_SEC_MUL_INDICATOR);
+            //构造请求参数
+            MulSecMulIndicatorParams req = buildReq(params);
+            Map<String, List<IndicatorCalcPropertyDto>> indicatorMap = instance.execute(req);
             return MapUtil.<String, Object>builder().put("chart1", chart1).build();
-
         } catch (Exception e) {
             logger.error("风格总览计算错误" + e.getMessage());
             return MapUtil.empty();
         }
     }
 
+    private MulSecMulIndicatorParams buildReq(RzStyleParams params) {
+        MulSecMulIndicatorParams req = new MulSecMulIndicatorParams();
+//        req.setIndicatorList(ListUtil.toList(Indicator.UpCaptureRatio,Indicator.UpCaptureReturn,Indicator.DownCaptureRatio,Indicator.DownCaptureReturn));
+        req.setIndicatorList(ListUtil.toList(Indicator.SharpeRatio));
+        req.setEndDate(params.getEndDate());
+        req.setRaiseType(params.getRaiseType());
+        req.setFrequency(Frequency.Weekly);
+        req.setBenchmarkId(params.getBenchmarkId());
+        req.setStrategy("All");
+        req.setRefIds(ListUtil.toList(params.getSecId()));
+        req.setTimeRangeList(ListUtil.toList(TimeRange.Last1Year,TimeRange.Last2Years,TimeRange.Last3Years,TimeRange.FromSetup));
+        req.setNavType(NavType.CumulativeNav);
+        req.setSecIds(ListUtil.toList(params.getSecId()));
+        return req;
+    }
+
     private String handleFundStyle(BigDecimal upside, BigDecimal downside) {
         String style;
         BigDecimal standardLevel = BigDecimal.valueOf(0.5);

src/main/java/com/smppw/analysis/domain/dto/performance/MulSecMulIndicatorParams.java

@@ -0,0 +1,27 @@
+package com.smppw.analysis.domain.dto.performance;
+
+import com.smppw.common.pojo.enums.Indicator;
+import com.smppw.common.pojo.enums.TimeRange;
+import lombok.Data;
+
+import java.util.List;
+
+/**
+ * @author 莫祖文
+ * @date 2023/8/9 16:00
+ * @description 多时段多标的多指标的请求参数
+ */
+@Data
+public class MulSecMulIndicatorParams extends BaseParams {
+
+    /**
+     * 多时段
+     */
+    private List<TimeRange> timeRangeList;
+
+    /**
+     * 多指标
+     */
+    private List<Indicator> indicatorList;
+
+}

src/main/java/com/smppw/analysis/domain/manager/performance/PerformanceConstants.java

@@ -15,6 +15,7 @@ public final class PerformanceConstants {
     public static final String INTERVAL = "interval";
     public static final String ROLLING = "rolling";
     public static final String RANK = "rank";
+    public static final String MUL_SEC_MUL_INDICATOR = "mulSecMulIndicator";
 
     private PerformanceConstants() {
     }

src/main/java/com/smppw/analysis/domain/manager/performance/handler/MulSecMulIndicatorHandler.java

@@ -0,0 +1,50 @@
+package com.smppw.analysis.domain.manager.performance.handler;
+
+import cn.hutool.core.collection.ListUtil;
+import com.smppw.analysis.domain.dto.performance.MulSecMulIndicatorParams;
+import com.smppw.analysis.domain.manager.performance.AbstractSingleSecPerformance;
+import com.smppw.analysis.domain.manager.performance.PerformanceConstants;
+import com.smppw.analysis.domain.service.BaseIndicatorServiceV2;
+import com.smppw.analysis.domain.service.BaseInfoService;
+import com.smppw.common.pojo.dto.calc.IndicatorCalcPropertyDto;
+import com.smppw.common.pojo.dto.indicator.CalcMultipleSecMultipleTimeRangeIndicatorReq;
+import com.smppw.common.pojo.enums.DateIntervalType;
+import com.smppw.common.pojo.enums.Indicator;
+import com.smppw.constants.Consts;
+import org.springframework.stereotype.Component;
+
+import java.util.List;
+import java.util.Map;
+
+/**
+ * @author mozuwen
+ * @date 2023/8/9 16:00
+ * @description 多标的多指标的的实现
+ */
+@Component(PerformanceConstants.MUL_SEC_MUL_INDICATOR)
+public class MulSecMulIndicatorHandler extends AbstractSingleSecPerformance<MulSecMulIndicatorParams, Map<String, List<IndicatorCalcPropertyDto>>> {
+
+    public MulSecMulIndicatorHandler(BaseInfoService baseInfoService, BaseIndicatorServiceV2 baseIndicatorServiceV2) {
+        super(baseInfoService, baseIndicatorServiceV2);
+    }
+
+    @Override
+    protected CalcMultipleSecMultipleTimeRangeIndicatorReq buildCalcReq(MulSecMulIndicatorParams params, DateIntervalType dateIntervalType) {
+        CalcMultipleSecMultipleTimeRangeIndicatorReq req = super.buildCalcReq(params, dateIntervalType);
+        req.setRiskOfFreeId(Consts.RISK_OF_FREE);
+        List<Indicator> indicatorList = params.getIndicatorList();
+        req.setIndicatorList(indicatorList);
+        req.setGeoExtraindicatorList(ListUtil.toList());
+        req.setRiskOfFreeId(Consts.RISK_OF_FREE);
+        req.setIndexIdList(ListUtil.toList(params.getBenchmarkId()));
+        return req;
+    }
+
+    @Override
+    protected Map<String, List<IndicatorCalcPropertyDto>> bizSecHandle(MulSecMulIndicatorParams params) {
+        CalcMultipleSecMultipleTimeRangeIndicatorReq req = this.buildCalcReq(params, DateIntervalType.DefaultInterval);
+        Map<String, List<IndicatorCalcPropertyDto>> indicatorMap = this.baseIndicatorServiceV2.calcMultipleSecMultipleTimeRangeIndicator(req);
+        return indicatorMap;
+    }
+
+}