huan.xu
5 years ago
parent
c16a12ca12
commit
2451f7205a
9 changed files with 183 additions and 36 deletions
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package com.blockchain.server.yyyf.indicators; |
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import com.blockchain.server.yyyf.indicators.dto.AssetsReporter; |
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import com.blockchain.server.yyyf.indicators.dto.LastAndFirstAssetsDto; |
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import lombok.Data; |
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import javax.persistence.EntityExistsException; |
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import java.util.List; |
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/** |
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* @author huan.xu |
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* @version 1.0 |
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* @className IndicatorsUtils |
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* @description |
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* @date 2020-06-05 10:21 |
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*/ |
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@Data |
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public class IndicatorsUtils { |
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/** |
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* 获取 期初与期末的信息 |
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* @param reporterList |
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* @return |
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*/ |
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public static LastAndFirstAssetsDto getLastAndFirstAssetsDto(List<AssetsReporter> reporterList) { |
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LastAndFirstAssetsDto result = new LastAndFirstAssetsDto(); |
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if (reporterList != null && reporterList.size() > 0) { |
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//期初资产
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AssetsReporter firstAssets = null; |
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//交易期内最后一天
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AssetsReporter lastAssets = null; |
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for (AssetsReporter assetsReporter : reporterList) { |
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if (assetsReporter.getDays() == 0) { //如果期初资产
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firstAssets = assetsReporter; |
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} else { |
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if (lastAssets == null) { //最小的若为null
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lastAssets = assetsReporter; |
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} else { |
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if (assetsReporter.getDays() > lastAssets.getDays()) { |
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lastAssets = assetsReporter; |
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} |
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} |
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} |
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} |
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result.setFirstAssets(firstAssets); |
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result.setLastAssets(lastAssets); |
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return result; |
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} else { |
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throw new EntityExistsException("assessUser not exit"); |
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} |
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} |
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} |
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@ -0,0 +1,14 @@ |
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package com.blockchain.server.yyyf.indicators.dto; |
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import lombok.Data; |
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/** |
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* @author huan.xu |
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* @version 1.0 |
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* @className LastAndFirstAssetsReporterDto |
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* @description |
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* @date 2020-06-05 10:22 |
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*/ |
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@Data |
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public class LastAndFirstAssetsDto { |
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private AssetsReporter lastAssets; |
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private AssetsReporter firstAssets; |
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} |
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@ -1,17 +1,58 @@ |
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package com.blockchain.server.yyyf.indicators.handle; |
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import com.blockchain.server.yyyf.indicators.IndicatorsHandler; |
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import com.blockchain.server.yyyf.indicators.IndicatorsManager; |
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import com.blockchain.server.yyyf.indicators.dto.AssetsReporter; |
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import lombok.AllArgsConstructor; |
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import org.springframework.stereotype.Component; |
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import javax.persistence.EntityExistsException; |
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import java.math.BigDecimal; |
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import java.util.ArrayList; |
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import java.util.Comparator; |
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import java.util.List; |
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/** |
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* @author fengyu |
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*/ |
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@AllArgsConstructor |
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@Component(MaxDrawdownRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME) |
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public class MaxDrawdownRateIndicatorsHandler implements IndicatorsHandler { |
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public static final String HANDLER_NAME = "MaxDrawdownRate"; |
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private final IndicatorsManager indicatorsManager; |
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@Override |
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public Float handleIndicator(String assessUserId) { |
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return null; |
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List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId); |
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if (reporterList != null && reporterList.size() > 0) { |
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//排序
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reporterList.sort(Comparator.comparingLong(AssetsReporter::getDays)); |
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BigDecimal maxDrawdownRate=BigDecimal.ZERO; |
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//上一天的资产总额
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BigDecimal upAssets =BigDecimal.ZERO; |
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for (AssetsReporter assetsReporter : reporterList) { |
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BigDecimal thisAssets=assetsReporter.getAssets(); |
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//交易第二天开始
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if(assetsReporter.getDays()>1){ |
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BigDecimal thisDrawdownRate=BigDecimal.ONE.subtract(thisAssets.divide(upAssets,4,BigDecimal.ROUND_HALF_UP)); |
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if(thisDrawdownRate.compareTo(maxDrawdownRate)==1){ |
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maxDrawdownRate=thisDrawdownRate; |
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} |
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}else{ |
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//交易的第一天
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if(assetsReporter.getDays()==1){ |
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maxDrawdownRate=BigDecimal.ONE.subtract(thisAssets.divide(upAssets,4,BigDecimal.ROUND_HALF_UP)); |
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} |
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} |
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upAssets=thisAssets; |
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} |
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return maxDrawdownRate.multiply(BigDecimal.valueOf(100)).floatValue(); |
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} else { |
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throw new EntityExistsException("assessUser:" + assessUserId); |
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} |
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} |
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} |
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@ -1,17 +1,60 @@ |
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package com.blockchain.server.yyyf.indicators.handle; |
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import com.blockchain.server.yyyf.indicators.IndicatorsHandler; |
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import com.blockchain.server.yyyf.indicators.IndicatorsManager; |
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import com.blockchain.server.yyyf.indicators.dto.AssetsReporter; |
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import lombok.AllArgsConstructor; |
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import org.springframework.stereotype.Component; |
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import javax.persistence.EntityExistsException; |
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import java.math.BigDecimal; |
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import java.util.List; |
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/** |
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* @author fengyu |
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*/ |
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@AllArgsConstructor |
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@Component(MaxLossRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME) |
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public class MaxLossRateIndicatorsHandler implements IndicatorsHandler { |
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public static final String HANDLER_NAME = "MaxLossRate"; |
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private final IndicatorsManager indicatorsManager; |
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@Override |
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public Float handleIndicator(String assessUserId) { |
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return null; |
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List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId); |
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if (reporterList != null && reporterList.size() > 0) { |
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//如果期初资产
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AssetsReporter firstAssets = null; |
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//交易期内资产最小值
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AssetsReporter minAssets = null; |
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for (AssetsReporter assetsReporter : reporterList) { |
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if (assetsReporter.getDays() == 0) { //如果期初资产
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firstAssets = assetsReporter; |
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} else { |
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if (minAssets == null) { //最小的若为null
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minAssets = assetsReporter; |
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} else { |
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if (assetsReporter.getAssets().compareTo(minAssets.getAssets()) == -1) { |
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minAssets = assetsReporter; |
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} |
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} |
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} |
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} |
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long minDay = minAssets.getDays(); |
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int n = (int) (360 / minDay); |
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Float result = BigDecimal.ONE.subtract(minAssets.getAssets().divide(firstAssets.getAssets(), 5, BigDecimal.ROUND_HALF_UP).pow(n)) |
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.setScale(2, BigDecimal.ROUND_HALF_UP).floatValue(); |
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//负无穷的时候为0
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if (result.isInfinite()) { |
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result = Float.valueOf(0); |
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} |
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return result; |
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} else { |
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throw new EntityExistsException("assessUser:"); |
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} |
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} |
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} |
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