quant.fans.common.Utils Maven / Gradle / Ivy
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package quant.fans.common;
import com.google.common.base.Preconditions;
import com.google.common.base.Strings;
import com.google.common.collect.Lists;
import com.google.common.collect.Maps;
import com.google.common.collect.Range;
import com.google.common.hash.Hashing;
import com.google.gson.Gson;
import org.joda.time.DateTime;
import org.joda.time.DateTimeConstants;
import org.joda.time.LocalTime;
import org.joda.time.format.DateTimeFormat;
import org.joda.time.format.DateTimeFormatter;
import org.yaml.snakeyaml.Yaml;
import quant.fans.model.StockData;
import quant.fans.model.Tick;
import quant.fans.tools.Sleeper;
import java.io.*;
import java.math.BigDecimal;
import java.net.URL;
import java.text.DecimalFormat;
import java.util.*;
import java.util.concurrent.ExecutorService;
import java.util.stream.Collectors;
import static quant.fans.common.Constants.MINUTE_ROWKEY_DATA_FORMAT;
import static quant.fans.common.Constants.SECOND_ROWKEY_DATA_FORMAT;
import static quant.fans.common.Constants.UTF8;
/**
* Created by eryk on 2015/7/4.
*/
public class Utils {
public static Date bytes2Date(byte[] bytes,String pattern){
DateTimeFormatter format = DateTimeFormat.forPattern(pattern);
DateTime dateTime = DateTime.parse(toString(bytes),format);
return dateTime.toDate();
}
public static Date double2Date(Double date){
long time = Double.doubleToLongBits(date);
DateTime dateTime = new DateTime(time);
return dateTime.toDate();
}
public static Date long2Date(Long date){
DateTime datetime = new DateTime(date);
return datetime.toDate();
}
public static Date str2Date(String date, String format){
return DateTimeFormat.forPattern(format).parseDateTime(date).toDate();
}
public static String getNow(){
DateTime dateTime = new DateTime();
return dateTime.toString(MINUTE_ROWKEY_DATA_FORMAT);
}
public static String getNow(String pattern){
DateTime dateTime = new DateTime();
return dateTime.toString(pattern);
}
/**
* 计算两个日期之间相差的天数
* @param smdate 较小的时间
* @param bdate 较大的时间
* @return 相差天数
*/
public static int daysBetween(Date smdate,Date bdate){
Calendar cal = Calendar.getInstance();
cal.setTime(smdate);
long time1 = cal.getTimeInMillis();
cal.setTime(bdate);
long time2 = cal.getTimeInMillis();
long between_days=(time2-time1)/(1000*3600*24);
return Integer.parseInt(String.valueOf(between_days));
}
//TODO 时间取整
public static String getTomorrow(){
DateTime dateTime = new DateTime();
dateTime = dateTime.plusDays(1);
return dateTime.toString(MINUTE_ROWKEY_DATA_FORMAT);
}
public static String getTomorrow(String pattern){
DateTime dateTime = new DateTime();
dateTime = dateTime.plusDays(1);
return dateTime.toString(pattern);
}
//TODO 时间取整
public static String getYesterday(){
DateTime dateTime = new DateTime();
dateTime = dateTime.plusDays(-1);
return dateTime.toString(MINUTE_ROWKEY_DATA_FORMAT);
}
public static String getYesterday(String pattern){
DateTime dateTime = new DateTime();
dateTime = dateTime.plusDays(-1);
return dateTime.toString(pattern);
}
public static String getYear(int plusYear){
DateTime dateTime = new DateTime();
dateTime = dateTime.plusYears(plusYear);
return String.valueOf(dateTime.getYear());
}
public static String formatDate(Date date){
DateTime dateTime = new DateTime(date);
return dateTime.toString("yyyy/MM/dd HH:mm:ss");
}
public static String formatDate(Date date,String format){
DateTime dateTime = new DateTime(date);
return dateTime.toString(format);
}
public static Date getDailyClosingTime(Date date){
DateTime dateTime = new DateTime(date);
dateTime = dateTime.plusHours(15);
return dateTime.toDate();
}
public static byte[] getRowkeyWithMd5PrefixAndDaySuffix(StockData stock) {
byte[] md5 = md5Prefix(stock.symbol,4);
byte[] symbol = toBytes(stock.symbol);
byte[] date = toBytes(Utils.formatDate(stock.date, MINUTE_ROWKEY_DATA_FORMAT));
return add(md5,symbol,date);
}
public static byte[] getTickRowkey(String symbolStr,Tick tick){
byte[] md5 = md5Prefix(symbolStr,4);
byte[] symbol = toBytes(symbolStr);
byte[] date = toBytes(Utils.formatDate(tick.date,SECOND_ROWKEY_DATA_FORMAT));
return add(md5,symbol,date);
}
public static byte[] getRowkeyWithMd5PrefixAndDateSuffix(String symbol,String date){
return add(getRowkeyWithMD5Prefix(symbol.getBytes()), date.getBytes());
}
public static byte[] getRowkeyWithMD5Prefix(StockData stock){
return add(md5Prefix(stock.symbol,4),stock.symbol.getBytes());
}
public static byte[] getRowkeyWithMD5Prefix(String symbol){
return add(md5Prefix(symbol,4),symbol.getBytes());
}
public static byte[] getRowkeyWithMD5Prefix(byte[] symbol){
return add(md5Prefix(toString(symbol),4),symbol);
}
public static byte[] md5Prefix(String rowkey,int length){
return head(Hashing.md5().hashString(rowkey,UTF8).toString().getBytes(),length);
}
/**
* 从rowkey的bytes中获取symbol和date信息
* @param rowkey rowkey
* @return return
*/
public static String getStockSymbol(byte[] rowkey){
if(rowkey.length == 22){ //4byte_md5_prefix + symbol + yyyyMMddHHmm
return toString(rowkey).substring(4,10);
}else if(rowkey.length == 24){ //4byte_md5_prefix + symbol + yyyyMMddHHmmss
return toString(rowkey).substring(4,10);
}
return "";
}
public static Date getStockDate(byte[] rowkey){
return Utils.bytes2Date(tail(rowkey,12), MINUTE_ROWKEY_DATA_FORMAT);
}
public static Date getTickDate(byte[] rowkey){
return Utils.bytes2Date(tail(rowkey,14), SECOND_ROWKEY_DATA_FORMAT);
}
public static List findResources(String name) throws IOException {
List urls = new ArrayList();
ClassLoader cl = Thread.currentThread().getContextClassLoader();
Enumeration res = cl.getResources(name);
while (res.hasMoreElements())
urls.add(res.nextElement());
return urls;
}
public static Integer getInt(Object o) {
if (o == null)
return 0;
else if (o instanceof String)
return Integer.parseInt((String) o);
else if (o instanceof Long)
return ((Long) o).intValue();
else if (o instanceof Integer)
return (Integer) o;
else if (o instanceof Short)
return ((Short) o).intValue();
else
throw new IllegalArgumentException("Don't know how to convert " + o
+ " + to integer");
}
public static Long getLong(Object o) {
if (o == null)
return 0l;
else if (o instanceof String)
return Long.parseLong((String)o);
else if (o instanceof Long)
return (Long) o;
else if (o instanceof Integer)
return ((Integer) o).longValue();
else if (o instanceof Short)
return ((Short) o).longValue();
else
throw new IllegalArgumentException("Don't know how to convert " + o
+ " + to long integer");
}
public static Double getDouble(Object o) {
if (o == null)
return 0.0;
else if (o instanceof String)
return Double.parseDouble((String)o);
else if (o instanceof Long)
return ((Long) o).doubleValue();
else if (o instanceof Integer)
return ((Integer) o).doubleValue();
else if (o instanceof Short)
return ((Short) o).doubleValue();
else if (o instanceof Float)
return ((Float) o).doubleValue();
else if (o instanceof Double)
return (Double) o;
throw new IllegalArgumentException("Don't know how to convert " + o
+ " to double");
}
public static Map readYamlConf(String name, boolean asResource)
throws IOException {
InputStream input = null;
try {
if (asResource) {
List urls = findResources(name);
if (urls.isEmpty())
throw new IOException("Resource `" + name + "' not found");
else if (urls.size() > 1)
throw new IOException("Multiple resources `" + name
+ "' found");
else
input = urls.get(0).openStream();
} else
input = new FileInputStream(name);
return readYamlConf(input);
} finally {
if (input != null)
input.close();
}
}
public static Map readYamlConf(InputStream input) throws IOException {
InputStreamReader reader = new InputStreamReader(input, UTF8);
Yaml yaml = new Yaml();
Map conf = (Map) yaml.load(reader);
return conf == null ? new HashMap() : conf;
}
public static Map loadConf(String file) throws IOException {
Yaml yaml = new Yaml();
Map conf = (Map) yaml.load(new FileInputStream(file));
return conf;
}
public static String toStr(Object obj){
if(obj !=null){
return String.valueOf(obj);
}
return "";
}
public static String getStrOrEmpty(Map conf,String key){
Preconditions.checkNotNull(conf);
Preconditions.checkNotNull(key);
return toStr(conf.get(key));
}
public static double str2Double(String numStr){
if(Strings.isNullOrEmpty(numStr)){
return 0d;
}else{
return Double.parseDouble(numStr);
}
}
public static long str2Long(String numStr){
if(Strings.isNullOrEmpty(numStr)){
return 0l;
}else{
return Long.parseLong(numStr);
}
}
public static double formatDouble(double num){
return formatDouble(num,"#.####");
}
public static double formatDouble(double num,String format){
DecimalFormat df=new DecimalFormat(format);
return Double.parseDouble(df.format(num));
}
public static boolean isDouble(String value) {
try {
Double.parseDouble(value);
return true;
} catch (NumberFormatException e) {
return false;
}
}
public static Class getClass(String className){
try {
return Class.forName(className);
} catch (ClassNotFoundException e) {
e.printStackTrace();
}
return null;
}
public static boolean isNotNullorZero(Double val){
if(val!=null || val>0){
return true;
}else{
return false;
}
}
public static void printMap(Map map){
for(Map.Entry entry:map.entrySet()){
System.out.println(entry.getKey()+":"+entry.getValue());
}
}
public static String map2Json(Map map){
Gson gson = new Gson();
return gson.toJson(map);
}
public static void printMapStr(Map map){
for(Map.Entry entry:map.entrySet()){
System.out.println(entry.getKey()+":"+entry.getValue());
}
}
public static double getAmount(String amount) {
double val = Double.parseDouble(amount.replaceAll("[亿|千万|百万|十万|万]", ""));
if(amount.contains("亿")){
return val * 100000000;
}
if(amount.contains("千万")){
return val * 10000000;
}
if(amount.contains("百万")){
return val * 1000000;
}
if(amount.contains("十万")){
return val * 100000;
}
if(amount.contains("万")){
return val * 10000;
}
return val;
}
public static boolean isInRange(Date date,String startDate,String stopDate){
if(date.getTime() >= str2Date(startDate,"yyyyMMdd").getTime() && date.getTime() <= str2Date(stopDate,"yyyyMMdd").getTime()){
return true;
}else{
return false;
}
}
public static void closeThreadPool(ExecutorService threadPool){
if(threadPool==null){
return;
}
threadPool.shutdown();
while(!threadPool.isTerminated()){
threadPool.shutdownNow();
Sleeper.sleep(1000);
}
}
public static List tailList(List list,int tail){
int size = list.size();
return Lists.newArrayList(list.subList(size - tail, size));
}
public static List headList(List list,int head){
return Lists.newArrayList(list.subList(0,head));
}
public static double[] tailArray(double[] array,int tail){
return Arrays.copyOfRange(array, array.length - tail, array.length);
}
public static double[] headArray(double[] array,int head){
return Arrays.copyOfRange(array,0,head);
}
public static double[] getArrayFrom(List stockDataList, String columnName) {
double[] closes = new double[stockDataList.size()];
for (int i = 0; i < stockDataList.size(); i++) {
closes[i] = stockDataList.get(i).get(columnName);
}
return closes;
}
public static String[] toArray(List stockList){
String[] array = new String[stockList.size()];
stockList.toArray(array);
return array;
}
/**
* 将StockDatas的一列值转化成double[]
* @param stockDatas stock data list
* @param column column
* @return return
*/
public static double[] toDoubleArray(List stockDatas,String column){
List values = stockDatas.parallelStream().map(stockData -> stockData.get(column)).collect(Collectors.toList());
double[] doubles = Utils.toDoubleArray(values);
return doubles;
}
public static boolean addDoubleArrayToList(double[] values,List stockDatas,String column){
if(values.length == stockDatas.size()){
for(int i =0 ;i values){
double[] array = new double[values.size()];
for(int i=0;i=1 && dateTime.getDayOfWeek()<=5){
LocalTime now = dateTime.toLocalTime();
LocalTime start = new LocalTime(9,30,0,0);
LocalTime mid1 = new LocalTime(11,30,0,0);
LocalTime mid2 = new LocalTime(13,0,0,0);
LocalTime end = new LocalTime(15,0,0,0);
if((now.isAfter(start) && now.isBefore(mid1))||(now.isAfter(mid2) && now.isBefore(end))){
return true;
}
}
return false;
}
/**
* 判断当前时间是否是交易时间段
* 周一到周五
* 上午：09:30-11:30
* 下午：13:00-14:45
* @return if now is trading time,return true, else return false
*/
public static boolean isNearTradingTime(){
DateTime dateTime = new DateTime();
if(dateTime.dayOfWeek().get()>=1 && dateTime.getDayOfWeek()<=5){
LocalTime now = dateTime.toLocalTime();
LocalTime start = new LocalTime(9,30,0,0);
LocalTime mid1 = new LocalTime(11,30,0,0);
LocalTime mid2 = new LocalTime(13,0,0,0);
LocalTime end = new LocalTime(14,45,0,0);
if((now.isAfter(start) && now.isBefore(mid1))||(now.isAfter(mid2) && now.isBefore(end))){
return true;
}
}
return false;
}
/**
* 获取最新的交易日期
* @param date date
* @param format format
* @return string
*/
public static String getRecentWorkingDay(Date date,String format){
DateTime dt = new DateTime(date);
while(dt.getDayOfWeek()>= DateTimeConstants.SATURDAY){
dt = dt.plusDays(-1);
}
return dt.toString(format);
}
public static boolean isBetween(double value,double start,double stop){
return Range.open(start, stop).contains(value);
}
/**
* 获取数据复权数据
* @param stockData stock data
* @param sg 送股
* @param zz zz
* @param px 派息
* @return stock data
*/
public static StockData fuquan(StockData stockData,double sg,double zz,double px){
double percent = (stockData.get("close") - px/10) / ((zz+10)/10+sg/10) / stockData.get("close");
stockData.put("close",stockData.get("close") * percent);
stockData.put("high",stockData.get("high") * percent);
stockData.put("low",stockData.get("low") * percent);
stockData.put("open",stockData.get("open") * percent);
stockData.put("lastClose",stockData.get("lastClose") * percent);
return stockData;
}
public static List getYearBetween(String startDate, String stopDate) {
List years = Lists.newLinkedList();
DateTime start = new DateTime(Utils.str2Date(startDate,"yyyyMMdd"));
DateTime stop = new DateTime(Utils.str2Date(stopDate,"yyyyMMdd"));
while(start.getYear() <= stop.getYear()){
years.add(String.valueOf(start.getYear()));
start = start.plusYears(1);
}
return years;
}
public static Map toMap(StockData stockData){
Map result = Maps.newHashMap();
result.putAll(stockData.attribute);
for(Map.Entry entry:stockData.entrySet()){
result.put(entry.getKey(),String.valueOf(entry.getValue()));
}
result.put("symbol",stockData.symbol);
if(!Strings.isNullOrEmpty(stockData.name)){
result.put("name",stockData.name);
}
result.put("date",Utils.formatDate(stockData.date,"yyyyMMdd"));
return result;
}
/**
* @param b Presumed UTF-8 encoded byte array.
* @return String made from b
*/
public static String toString(final byte [] b) {
if (b == null) {
return null;
}
return toString(b, 0, b.length);
}
/**
* Joins two byte arrays together using a separator.
* @param b1 The first byte array.
* @param sep The separator to use.
* @param b2 The second byte array.
* @return string
*/
public static String toString(final byte [] b1,
String sep,
final byte [] b2) {
return toString(b1, 0, b1.length) + sep + toString(b2, 0, b2.length);
}
/**
* This method will convert utf8 encoded bytes into a string. If
* an UnsupportedEncodingException occurs, this method will eat it
* and return null instead.
*
* @param b Presumed UTF-8 encoded byte array.
* @param off offset into array
* @param len length of utf-8 sequence
* @return String made from b or null
*/
public static String toString(final byte [] b, int off, int len) {
if (b == null) {
return null;
}
if (len == 0) {
return "";
}
try {
return new String(b, off, len, "utf-8");
} catch (UnsupportedEncodingException e) {
return null;
}
}
/**
* @param a lower half
* @param b upper half
* @return New array that has a in lower half and b in upper half.
*/
public static byte [] add(final byte [] a, final byte [] b) {
return add(a, b, new byte [0]);
}
/**
* @param a first third
* @param b second third
* @param c third third
* @return New array made from a, b and c
*/
public static byte [] add(final byte [] a, final byte [] b, final byte [] c) {
byte [] result = new byte[a.length + b.length + c.length];
System.arraycopy(a, 0, result, 0, a.length);
System.arraycopy(b, 0, result, a.length, b.length);
System.arraycopy(c, 0, result, a.length + b.length, c.length);
return result;
}
/**
* @param a array
* @param length amount of bytes to grab
* @return First length bytes from a
*/
public static byte [] head(final byte [] a, final int length) {
if (a.length < length) {
return null;
}
byte [] result = new byte[length];
System.arraycopy(a, 0, result, 0, length);
return result;
}
/**
* @param a array
* @param length amount of bytes to snarf
* @return Last length bytes from a
*/
public static byte [] tail(final byte [] a, final int length) {
if (a.length < length) {
return null;
}
byte [] result = new byte[length];
System.arraycopy(a, a.length - length, result, 0, length);
return result;
}
/**
* Converts a string to a UTF-8 byte array.
* @param s string
* @return the byte array
*/
public static byte[] toBytes(String s) {
return s.getBytes(UTF8);
}
/**
* Convert an int value to a byte array
* @param val value
* @return the byte array
*/
public static byte[] toBytes(int val) {
byte [] b = new byte[4];
for(int i = 3; i > 0; i--) {
b[i] = (byte) val;
val >>>= 8;
}
b[0] = (byte) val;
return b;
}
}
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