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1-添加定时同步Refinitiv股票数据任务；2-获取Refinitiv股票推荐使用批量获取

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zhangjian
2024-04-30 14:20:18 +08:00
parent ce619be376
commit e6a65ec416
3 changed files with 165 additions and 8 deletions
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108
src/main/java/cn/stock/market/infrastructure/job/RefinitivTask.java Normal file
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@@ -0,0 +1,108 @@
package cn.stock.market.infrastructure.job;
import cn.hutool.core.collection.CollUtil;
import cn.stock.market.domain.basic.entity.RetifiveStock;
import cn.stock.market.domain.basic.service.RetifiveStockService;
import cn.stock.market.lesg.InstrumentData;
import cn.stock.market.lesg.RefinitivConsumer;
import com.google.common.base.Stopwatch;
import lombok.extern.slf4j.Slf4j;
import org.apache.commons.lang3.StringUtils;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.scheduling.annotation.Scheduled;
import org.springframework.stereotype.Component;
import org.springframework.web.bind.annotation.GetMapping;
import org.springframework.web.bind.annotation.RestController;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.concurrent.TimeUnit;
import java.util.stream.Collectors;
@Slf4j
@Component
@RestController
public class RefinitivTask {
@Autowired
private RefinitivConsumer refinitivConsumer;
@Autowired
private RetifiveStockService retifiveStockService;
@GetMapping("/task/syncStockData")
@Scheduled(cron = "0 0 18 * * ?")
public void syncStockData() {
log.info("每天18点定时同步Refinitiv股票数据开始");
Stopwatch stopwatch = Stopwatch.createStarted();
// 获取股票symbol列表
List<String> symbolList = getSymbolList();
// 查询出数据库中所有股票
List<RetifiveStock> allRetifiveStocks = retifiveStockService.repository().findAll();
List<String> savedSymbols = allRetifiveStocks.stream().map(RetifiveStock::getSymbol).collect(Collectors.toList());
// 去除数据库中已经存在的股票
symbolList.removeAll(savedSymbols);
if (CollUtil.isEmpty(symbolList)) {
log.error("定时同步Refinitiv股票数据获取symbol为空");
return;
}
try {
List<RetifiveStock> stockList = refinitivConsumer.getRefinitivStockList(String.join(",", symbolList));
retifiveStockService.repository().saveAll(stockList);
log.info("每天18点定时同步Refinitiv股票数据结束, 受影响数{}, 耗时:{}毫秒", symbolList.size(), stopwatch.elapsed(TimeUnit.MILLISECONDS));
} catch (Exception e) {
log.error("每天18点定时同步Refinitiv股票数据异常, 错误：", e);
}
}
private List<String> getSymbolList() {
List<String> symbols = new ArrayList<>();
List<String> itemNameList = generateItemNames();
for (String itemName : itemNameList) {
try {
// 等待消息
InstrumentData[] dataBySymbol = refinitivConsumer.getDataBySymbol(itemName);
String nextLink = decode(dataBySymbol[0].getDataMap(), symbols);
while (StringUtils.isNotBlank(nextLink) && !nextLink.contains("blank data")) {
dataBySymbol = refinitivConsumer.getDataBySymbol(nextLink);
nextLink = decode(dataBySymbol[0].getDataMap(), symbols);
}
} catch (Exception e) {
log.error("每天18点定时同步Refinitiv股票数据出错，数据未查出，symbol = {}", itemName, e);
}
}
return symbols;
}
private String decode(Map<String, String> dataMap, List<String> symbols) {
String nextLink = null;
for (Map.Entry<String, String> entry : dataMap.entrySet()) {
if (entry.getKey().startsWith("LINK_") && !entry.getValue().contains("blank data")) {
symbols.add(entry.getValue());
}
if (entry.getKey().startsWith("NEXT_LR")) {
nextLink = entry.getValue();
if (nextLink.contains("blank data")) {
break;
}
}
}
return nextLink;
}
private static List<String> generateItemNames() {
List<String> itemNames = new ArrayList<>();
// 从字母 'A' 到 'Z'
for (char letter = 'A'; letter <= 'Z'; letter++) {
String itemName = "0#" + letter + ".BO";
itemNames.add(itemName);
}
return itemNames;
}
}

31
src/main/java/cn/stock/market/lesg/RefinitivConsumer.java
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@@ -2,6 +2,7 @@ package cn.stock.market.lesg;
import cn.hutool.core.collection.CollUtil;
import cn.hutool.core.util.StrUtil;
import cn.stock.market.domain.basic.entity.RetifiveStock;
import cn.stock.market.dto.RetifiveStockInfo;
import cn.stock.market.utils.RefinitivUtil;
import com.refinitiv.ema.access.*;
@@ -135,6 +136,26 @@ public class RefinitivConsumer implements ApplicationRunner {
return list;
}
/**
* 获取多个股票详情
*
* @param symbol ric
* @return 结果
* @throws Exception e
*/
public List<RetifiveStock> getRefinitivStockList(String symbol) throws Exception {
List<RetifiveStock> list = new ArrayList<>();
InstrumentData[] result = getDataBySymbol(symbol);
for (InstrumentData instrumentData : result) {
if (!isInvalidResult(instrumentData)) {
RetifiveStock retifiveStock = RefinitivUtil.decodeRefinitivStock(instrumentData);
list.add(retifiveStock);
}
}
return list;
}
/**
* 获取多个推荐股票详情
*
@@ -143,19 +164,13 @@ public class RefinitivConsumer implements ApplicationRunner {
* @throws Exception e
*/
public List<RetifiveStockInfo> getTopStockList(String symbol) throws Exception {
List<RetifiveStockInfo> list = new ArrayList<>();
InstrumentData[] result = getDataBySymbol(symbol);
if (result.length == 0 || isInvalidResult(result[0])) {
return list;
return new ArrayList<>();
}
List<String> topSymbols = RefinitivUtil.decodeTopData(result[0]);
for (String topSymbol : topSymbols) {
RetifiveStockInfo stockInfo = getDetail(topSymbol);
list.add(stockInfo);
}
return list;
return getStockList(String.join(",", topSymbols));
}
/**

34
src/main/java/cn/stock/market/utils/RefinitivUtil.java
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@@ -1,6 +1,7 @@
package cn.stock.market.utils;
import cn.hutool.core.util.StrUtil;
import cn.stock.market.domain.basic.entity.RetifiveStock;
import cn.stock.market.dto.RetifiveStockInfo;
import cn.stock.market.lesg.InstrumentData;
import com.google.common.collect.Lists;
@@ -367,6 +368,39 @@ public class RefinitivUtil {
return handleData(stockInfo);
}
/**
* 解析为RetifiveStock
*
* @param data 查出的数据
* @return 结果
*/
public static RetifiveStock decodeRefinitivStock(InstrumentData data) {
Map<String, String> dataMap = data.getDataMap();
RetifiveStock stock= RetifiveStock.builder().symbol(data.getRic()).saveTime(new Date()).build();
dataMap.forEach((k, v) -> {
if (k.equals("DSPLY_NAME")) {
stock.setStockName(v);
}
if (k.equals("PROV_SYMB")) {
stock.setStockCode(v);
}
if (k.equals("RDN_EXCHID")) {
String stockType = v;
if (StrUtil.equals(stockType, "145")) {
//孟买国家交易所
stockType = "bse";
} else if (StrUtil.equals(stockType, "147")) {
//印度国家交易所
stockType = "nse";
}
stock.setStockType(stockType);
}
});
return stock;
}
public static List<String> decodeTopData(InstrumentData instrumentData) {
List<String> list = new ArrayList<>(100);
instrumentData.getDataMap().forEach((k, v) -> {