完善指标计算

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/IndicatorsUtils.java

@@ -0,0 +1,57 @@
+package com.blockchain.server.yyyf.indicators;
+
+import com.blockchain.server.yyyf.indicators.dto.AssetsReporter;
+import com.blockchain.server.yyyf.indicators.dto.LastAndFirstAssetsDto;
+import lombok.Data;
+
+import javax.persistence.EntityExistsException;
+import java.util.List;
+
+/**
+ * @author huan.xu
+ * @version 1.0
+ * @className IndicatorsUtils
+ * @description
+ * @date 2020-06-05 10:21
+ */
+@Data
+public class IndicatorsUtils {
+
+
+    /**
+     * 获取 期初与期末的信息
+     * @param reporterList
+     * @return
+     */
+    public static LastAndFirstAssetsDto getLastAndFirstAssetsDto(List<AssetsReporter> reporterList) {
+        LastAndFirstAssetsDto result = new LastAndFirstAssetsDto();
+
+        if (reporterList != null && reporterList.size() > 0) {
+            //期初资产
+            AssetsReporter firstAssets = null;
+            //交易期内最后一天
+            AssetsReporter lastAssets = null;
+            for (AssetsReporter assetsReporter : reporterList) {
+                if (assetsReporter.getDays() == 0) { //如果期初资产
+                    firstAssets = assetsReporter;
+                } else {
+                    if (lastAssets == null) { //最小的若为null
+                        lastAssets = assetsReporter;
+                    } else {
+                        if (assetsReporter.getDays() > lastAssets.getDays()) {
+                            lastAssets = assetsReporter;
+                        }
+                    }
+                }
+            }
+            result.setFirstAssets(firstAssets);
+            result.setLastAssets(lastAssets);
+            return result;
+        } else {
+            throw new EntityExistsException("assessUser not exit");
+        }
+
+
+    }
+
+}

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/dto/LastAndFirstAssetsDto.java

@@ -0,0 +1,14 @@
+package com.blockchain.server.yyyf.indicators.dto;
+import lombok.Data;
+/**
+ * @author huan.xu
+ * @version 1.0
+ * @className LastAndFirstAssetsReporterDto
+ * @description
+ * @date 2020-06-05 10:22
+ */
+@Data
+public class LastAndFirstAssetsDto {
+    private AssetsReporter lastAssets;
+    private AssetsReporter firstAssets;
+}

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/AnnualGrowthRateIndicatorsHandler.java

@@ -2,14 +2,13 @@ package com.blockchain.server.yyyf.indicators.handle;
 
 import com.blockchain.server.yyyf.indicators.IndicatorsHandler;
 import com.blockchain.server.yyyf.indicators.IndicatorsManager;
+import com.blockchain.server.yyyf.indicators.IndicatorsUtils;
 import com.blockchain.server.yyyf.indicators.dto.AssetsReporter;
+import com.blockchain.server.yyyf.indicators.dto.LastAndFirstAssetsDto;
 import lombok.AllArgsConstructor;
 import org.springframework.stereotype.Component;
 
-import javax.persistence.EntityExistsException;
 import java.math.BigDecimal;
-import java.util.ArrayList;
-import java.util.Comparator;
 import java.util.List;
 
 /**
@@ -26,14 +25,12 @@ public class AnnualGrowthRateIndicatorsHandler implements IndicatorsHandler {
     public Float handleIndicator(String assessUserId) {
         //TODO should be cached
         List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId);
-        AssetsReporter lastAssets = reporterList
+
-                .stream()
+        //获取最初、最后交易的信息
-                .max(Comparator.comparingLong(AssetsReporter::getDays))
+        LastAndFirstAssetsDto lastAndFirstAssetsDto = IndicatorsUtils.getLastAndFirstAssetsDto(reporterList);
-                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
+
-        AssetsReporter firstAssets = reporterList
+        AssetsReporter lastAssets =lastAndFirstAssetsDto.getLastAssets();
-                .stream()
+        AssetsReporter firstAssets =lastAndFirstAssetsDto.getFirstAssets();
-                .min(Comparator.comparingLong(AssetsReporter::getDays))
-                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
         BigDecimal result = lastAssets.getAssets()
                 .divide(firstAssets.getAssets(), 5, BigDecimal.ROUND_HALF_UP)
                 .pow((int) (360.0 / lastAssets.getDays()))

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/FluctuationRateIndicatorsHandler.java

@@ -60,7 +60,6 @@ public class FluctuationRateIndicatorsHandler implements IndicatorsHandler {
                 yeid2Count = yeid2Count.add(yeid.subtract(avgYeid).pow(2));
             }
             return Float.valueOf(String.format("%.2f", Math.sqrt(BigDecimal.valueOf(360).divide(BigDecimal.valueOf(dayCount - 1), 5, BigDecimal.ROUND_HALF_UP).multiply(yeid2Count).doubleValue())));
-
         } else {
             throw new EntityExistsException("assessUser:" + assessUserId);
         }

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/GrowthRateIndicatorsHandler.java

@@ -2,13 +2,13 @@ package com.blockchain.server.yyyf.indicators.handle;
 
 import com.blockchain.server.yyyf.indicators.IndicatorsHandler;
 import com.blockchain.server.yyyf.indicators.IndicatorsManager;
+import com.blockchain.server.yyyf.indicators.IndicatorsUtils;
 import com.blockchain.server.yyyf.indicators.dto.AssetsReporter;
+import com.blockchain.server.yyyf.indicators.dto.LastAndFirstAssetsDto;
 import lombok.AllArgsConstructor;
 import org.springframework.stereotype.Component;
 
-import javax.persistence.EntityExistsException;
 import java.math.BigDecimal;
-import java.util.Comparator;
 import java.util.List;
 
 /**
@@ -24,14 +24,12 @@ public class GrowthRateIndicatorsHandler implements IndicatorsHandler {
     @Override
     public Float handleIndicator(String assessUserId) {
         List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId);
-        AssetsReporter lastAssets = reporterList
+        //获取最初、最后交易的信息
-                .stream()
+        LastAndFirstAssetsDto lastAndFirstAssetsDto = IndicatorsUtils.getLastAndFirstAssetsDto(reporterList);
-                .max(Comparator.comparingLong(AssetsReporter::getDays))
+
-                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
+        AssetsReporter lastAssets =lastAndFirstAssetsDto.getLastAssets();
-        AssetsReporter firstAssets = reporterList
+        AssetsReporter firstAssets =lastAndFirstAssetsDto.getFirstAssets();
-                .stream()
+
-                .min(Comparator.comparingLong(AssetsReporter::getDays))
-                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
         return lastAssets.getAssets().subtract(firstAssets.getAssets()).divide(firstAssets.getAssets(), 4, BigDecimal.ROUND_HALF_UP).multiply(BigDecimal.valueOf(100)).floatValue();
     }
 }

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/MaxDrawdownRateIndicatorsHandler.java

@@ -1,17 +1,58 @@
 package com.blockchain.server.yyyf.indicators.handle;
 
 import com.blockchain.server.yyyf.indicators.IndicatorsHandler;
+import com.blockchain.server.yyyf.indicators.IndicatorsManager;
+import com.blockchain.server.yyyf.indicators.dto.AssetsReporter;
+import lombok.AllArgsConstructor;
 import org.springframework.stereotype.Component;
 
+import javax.persistence.EntityExistsException;
+import java.math.BigDecimal;
+import java.util.ArrayList;
+import java.util.Comparator;
+import java.util.List;
+
 /**
  * @author fengyu
  */
+@AllArgsConstructor
 @Component(MaxDrawdownRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME)
 public class MaxDrawdownRateIndicatorsHandler implements IndicatorsHandler {
     public static final String HANDLER_NAME = "MaxDrawdownRate";
 
+
+    private final IndicatorsManager indicatorsManager;
+
     @Override
     public Float handleIndicator(String assessUserId) {
-        return null;
+        List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId);
+        if (reporterList != null && reporterList.size() > 0) {
+            //排序
+            reporterList.sort(Comparator.comparingLong(AssetsReporter::getDays));
+
+            BigDecimal maxDrawdownRate=BigDecimal.ZERO;
+            //上一天的资产总额
+            BigDecimal upAssets =BigDecimal.ZERO;
+            for (AssetsReporter assetsReporter : reporterList) {
+                BigDecimal thisAssets=assetsReporter.getAssets();
+                //交易第二天开始
+                if(assetsReporter.getDays()>1){
+                    BigDecimal  thisDrawdownRate=BigDecimal.ONE.subtract(thisAssets.divide(upAssets,4,BigDecimal.ROUND_HALF_UP));
+                    if(thisDrawdownRate.compareTo(maxDrawdownRate)==1){
+                        maxDrawdownRate=thisDrawdownRate;
+                    }
+                }else{
+                    //交易的第一天
+                    if(assetsReporter.getDays()==1){
+                        maxDrawdownRate=BigDecimal.ONE.subtract(thisAssets.divide(upAssets,4,BigDecimal.ROUND_HALF_UP));
+                    }
+
+                }
+                upAssets=thisAssets;
+            }
+               return  maxDrawdownRate.multiply(BigDecimal.valueOf(100)).floatValue();
+        } else {
+            throw new EntityExistsException("assessUser:" + assessUserId);
+        }
     }
 }

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/MaxLossRateIndicatorsHandler.java

@@ -1,17 +1,60 @@
 package com.blockchain.server.yyyf.indicators.handle;
 
 import com.blockchain.server.yyyf.indicators.IndicatorsHandler;
+import com.blockchain.server.yyyf.indicators.IndicatorsManager;
+import com.blockchain.server.yyyf.indicators.dto.AssetsReporter;
+import lombok.AllArgsConstructor;
 import org.springframework.stereotype.Component;
 
+import javax.persistence.EntityExistsException;
+import java.math.BigDecimal;
+import java.util.List;
+
 /**
  * @author fengyu
  */
+@AllArgsConstructor
 @Component(MaxLossRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME)
 public class MaxLossRateIndicatorsHandler implements IndicatorsHandler {
     public static final String HANDLER_NAME = "MaxLossRate";
+    private final IndicatorsManager indicatorsManager;
 
     @Override
     public Float handleIndicator(String assessUserId) {
-        return null;
+        List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId);
+
+        if (reporterList != null && reporterList.size() > 0) {
+            //如果期初资产
+            AssetsReporter firstAssets = null;
+            //交易期内资产最小值
+            AssetsReporter minAssets = null;
+            for (AssetsReporter assetsReporter : reporterList) {
+                if (assetsReporter.getDays() == 0) { //如果期初资产
+                    firstAssets = assetsReporter;
+                } else {
+                    if (minAssets == null) { //最小的若为null
+                        minAssets = assetsReporter;
+                    } else {
+                        if (assetsReporter.getAssets().compareTo(minAssets.getAssets()) == -1) {
+                            minAssets = assetsReporter;
+                        }
+                    }
+                }
+            }
+            long minDay = minAssets.getDays();
+            int n = (int) (360 / minDay);
+
+            Float result = BigDecimal.ONE.subtract(minAssets.getAssets().divide(firstAssets.getAssets(), 5, BigDecimal.ROUND_HALF_UP).pow(n))
+                    .setScale(2, BigDecimal.ROUND_HALF_UP).floatValue();
+
+            //负无穷的时候为0
+            if (result.isInfinite()) {
+                result = Float.valueOf(0);
+            }
+            return result;
+
+        } else {
+            throw new EntityExistsException("assessUser:");
+        }
     }
 }

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/ShapeRateIndicatorsHandler.java

@@ -32,7 +32,7 @@ public class ShapeRateIndicatorsHandler implements IndicatorsHandler {
         Float fluctuationRate=fluctuationRateIndicatorsHandler.handleIndicator(assessUserId);
 
         return BigDecimal.valueOf(annualGrowthRate).subtract(riskFree).divide(BigDecimal.valueOf(fluctuationRate),4,BigDecimal.ROUND_HALF_UP)
-                .multiply(BigDecimal.valueOf(100)).floatValue();
+                .floatValue();
 
     }
 

blockchain-server/blockchain-server-yyyf/src/main/java/com/blockchain/server/yyyf/indicators/handle/TotalGrowthRateIndicatorsHandler.java

@@ -2,7 +2,9 @@ package com.blockchain.server.yyyf.indicators.handle;
 
 import com.blockchain.server.yyyf.indicators.IndicatorsHandler;
 import com.blockchain.server.yyyf.indicators.IndicatorsManager;
+import com.blockchain.server.yyyf.indicators.IndicatorsUtils;
 import com.blockchain.server.yyyf.indicators.dto.AssetsReporter;
+import com.blockchain.server.yyyf.indicators.dto.LastAndFirstAssetsDto;
 import lombok.AllArgsConstructor;
 import org.springframework.stereotype.Component;
 
@@ -24,16 +26,12 @@ public class TotalGrowthRateIndicatorsHandler implements IndicatorsHandler {
     @Override
     public Float handleIndicator(String assessUserId) {
         List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId);
-        AssetsReporter lastAssets = reporterList
+        //获取最初、最后交易的信息
-                .stream()
+        LastAndFirstAssetsDto lastAndFirstAssetsDto = IndicatorsUtils.getLastAndFirstAssetsDto(reporterList);
-                .max(Comparator.comparingLong(AssetsReporter::getDays))
+
-                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
+        AssetsReporter lastAssets =lastAndFirstAssetsDto.getLastAssets();
-
+        AssetsReporter firstAssets =lastAndFirstAssetsDto.getFirstAssets();
-        //最初的金额
+
-        AssetsReporter firstAssets = reporterList
-                .stream()
-                .min(Comparator.comparingLong(AssetsReporter::getDays))
-                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
         //充值的总金额
         //todo 不知道如何获取
         BigDecimal rechargeAmount=null;