指标计算

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

@@ -8,6 +8,7 @@ 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;
 
@@ -34,9 +35,9 @@ public class AnnualGrowthRateIndicatorsHandler implements IndicatorsHandler {
                 .min(Comparator.comparingLong(AssetsReporter::getDays))
                 .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
         BigDecimal result = lastAssets.getAssets()
-                .divide(firstAssets.getAssets())
+                .divide(firstAssets.getAssets(), 5, BigDecimal.ROUND_HALF_UP)
                 .pow((int) (360.0 / lastAssets.getDays()))
                 .subtract(BigDecimal.valueOf(1));
-        return result.divide(BigDecimal.valueOf(100)).floatValue();
+        return result.divide(BigDecimal.valueOf(100), 2, BigDecimal.ROUND_HALF_UP).floatValue();
     }
 }

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

@@ -1,17 +1,69 @@
 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(FluctuationRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME)
 public class FluctuationRateIndicatorsHandler implements IndicatorsHandler {
     public static final String HANDLER_NAME = "FluctuationRate";
 
+    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));
+            //总天数
+            int dayCount = reporterList.size() - 1;
+            //每日收益率List
+            List<BigDecimal> dayYieldList = new ArrayList<BigDecimal>(dayCount);
+            //收益率总和
+            BigDecimal totalYield = BigDecimal.ZERO;
+            //上一天的资产总额
+            BigDecimal upAssets = reporterList.get(0).getAssets();
+
+            //计算总收益率以及每日收益率
+            for (AssetsReporter assetsReporter : reporterList) {
+                if (assetsReporter.getDays() > 0) {
+                    BigDecimal thisAssets = assetsReporter.getAssets();
+                    BigDecimal subtract = thisAssets.subtract(upAssets);
+                    //当天收益率
+                    BigDecimal thisYeid = subtract.multiply(BigDecimal.valueOf(100)).divide(upAssets, 5, BigDecimal.ROUND_HALF_UP);
+                    //加入每日收益率集合
+                    dayYieldList.add(thisYeid);
+                    //总收益率
+                    totalYield = totalYield.add(thisYeid);
+                    //更换上一天的总额
+                    upAssets = thisAssets;
+                }
+            }
+            //平均收益率
+            BigDecimal avgYeid = totalYield.divide(BigDecimal.valueOf(dayCount), 5, BigDecimal.ROUND_HALF_UP);
+            //（每日收益率-平均收益率)的平方和
+            BigDecimal yeid2Count = BigDecimal.ZERO;
+            for (BigDecimal yeid : dayYieldList) {
+                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

@@ -32,6 +32,6 @@ public class GrowthRateIndicatorsHandler implements IndicatorsHandler {
                 .stream()
                 .min(Comparator.comparingLong(AssetsReporter::getDays))
                 .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
-        return lastAssets.getAssets().subtract(firstAssets.getAssets()).divide(firstAssets.getAssets()).divide(BigDecimal.valueOf(100)).floatValue();
+        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/ProfitLossRateRateIndicatorsHandler.java

@@ -1,17 +1,64 @@
 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(ProfitLossRateRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME)
 public class ProfitLossRateRateIndicatorsHandler implements IndicatorsHandler {
     public static final String HANDLER_NAME = "ProfitLossRate";
 
+    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));
+            //第一天（上一天）的资产总额
+            BigDecimal upAssets = reporterList.get(0).getAssets();
+
+            //总亏损额
+            BigDecimal lossMoneyCount = BigDecimal.ZERO;
+            //盈利计数
+            int profitCount = 0;
+            //总盈利额
+            BigDecimal profitMoneyCount = BigDecimal.ZERO;
+            for (AssetsReporter assetsReporter : reporterList) {
+
+                BigDecimal thisYeid = assetsReporter.getAssets();
+                //盈利
+                if (thisYeid.compareTo(upAssets) > 0) { //盈利
+                    profitCount++;
+                    profitMoneyCount = profitMoneyCount.add(thisYeid).subtract(upAssets);
+                }else{
+                    lossMoneyCount = lossMoneyCount.add(thisYeid).subtract(upAssets);
+                }
+                upAssets=thisYeid;
+            }
+            if (profitCount == 0) { //每天亏损、或者每天既不盈利也不亏损
+                return Float.valueOf(0);
+            }else if(profitCount==(reporterList.size()-1)){ //每天都在盈利
+                return Float.POSITIVE_INFINITY;
+            }else { //计算盈亏比
+                return profitMoneyCount.divide(lossMoneyCount,4,BigDecimal.ROUND_HALF_UP).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/ShapeRateIndicatorsHandler.java

@@ -1,17 +1,39 @@
 package com.blockchain.server.yyyf.indicators.handle;
 
 import com.blockchain.server.yyyf.indicators.IndicatorsHandler;
+import lombok.AllArgsConstructor;
+import org.springframework.beans.factory.annotation.Value;
 import org.springframework.stereotype.Component;
 
+import java.math.BigDecimal;
+
 /**
  * @author fengyu
  */
+@AllArgsConstructor
 @Component(ShapeRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME)
 public class ShapeRateIndicatorsHandler implements IndicatorsHandler {
-    public static final String HANDLER_NAME = "AnnualGrowthRate";
+    public static final String HANDLER_NAME = "ShapeRate";
+
+    //无风险利率，配置文件注入，防止后期更改
+    @Value("${rate.riskFree}")
+    private BigDecimal riskFree;
+
+    private final AnnualGrowthRateIndicatorsHandler annualGrowthRateIndicatorsHandler;
+
+    private final FluctuationRateIndicatorsHandler fluctuationRateIndicatorsHandler;
 
     @Override
     public Float handleIndicator(String assessUserId) {
-        return null;
+
+        //年化收益率
+        Float annualGrowthRate=annualGrowthRateIndicatorsHandler.handleIndicator(assessUserId);
+        //波动率
+        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();
+
     }
+
 }

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

@@ -1,17 +1,44 @@
 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.Comparator;
+import java.util.List;
+
 /**
  * @author fengyu
  */
+@AllArgsConstructor
 @Component(TotalGrowthRateIndicatorsHandler.HANDLER_NAME + IndicatorsHandler.HANDLER_NAME)
 public class TotalGrowthRateIndicatorsHandler implements IndicatorsHandler {
     public static final String HANDLER_NAME = "TotalGrowthRate";
 
+    private final IndicatorsManager indicatorsManager;
+
     @Override
     public Float handleIndicator(String assessUserId) {
-        return null;
+        List<AssetsReporter> reporterList = indicatorsManager.getAssetsReporterListByAssessUserId(assessUserId);
+        AssetsReporter lastAssets = reporterList
+                .stream()
+                .max(Comparator.comparingLong(AssetsReporter::getDays))
+                .orElseThrow(() -> new EntityExistsException("assessUser:" + assessUserId));
+
+        //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;
+
+        return lastAssets.getAssets().subtract(firstAssets.getAssets()).divide(rechargeAmount,4,BigDecimal.ROUND_HALF_UP)
+                .multiply(BigDecimal.valueOf(100)).floatValue();
     }
 }