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@@ -3,8 +3,19 @@
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GET /api/health 健康检查
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GET /api/candles/{sym} 取 K 线（支持 1d/1w/1M/1y 周期，日线为基底聚合）
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GET /api/stocks 全市场股票列表（基本信息 + 最新行情 + 缓存条数）
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GET /api/market/overview 主页大盘总览（A 股/港美指数 + 两市市值成交统计）
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GET /api/stocks/{ts_code}/company 个股公司简介（tushare stock_company 按需懒加载）
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GET /api/stocks/{ts_code}/finance 个股财务数据（fina_indicator+三大报表关键值，近五年懒加载）
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GET /api/stocks/{ts_code}/dividends 个股分红送股（tushare dividend 全历史懒加载）
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GET /api/stocks/{ts_code}/reference/{kind} 个股参考数据（top10/质押/回购/解禁/大宗/股东等 11 类懒加载）
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GET /api/etfs 全市场场内 ETF 列表（东财快照 + candles 最新行情）
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POST /api/etf/sync 启动全市场 ETF 数据同步（后台任务）
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GET /api/etf/sync/status ETF 同步任务状态与数据实况
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GET /api/market/overview 主页大盘总览（中美指数 + 两市市值成交统计）
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GET /api/market/index-candles 上证指数全量 K 线（1d/1w/1M/1y 聚合）
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GET /api/market/global-indexes 国际指数卡片列表（index_global 21 指数）
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GET /api/market/indexes/{code} 指数详情（行情 + index_basic + 估值）
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GET /api/market/indexes/{code}/candles 白名单指数全量 K 线（1d/1w/1M/1y 聚合）
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GET /api/market/indexes/{code}/weights 指数成分股权重（index_weight 最近月度）
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POST /api/backtest 跑回测，返回 K线+指标+买卖点+净值+绩效
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POST /api/screener/run 智能选股：自然语言 -> 条件 -> 全市场筛选
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POST /api/screener/sync 启动全市场数据同步（后台任务）
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@@ -31,11 +42,17 @@ from .auth import require_user
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from .backtest.events import EventEngineError, run_event_backtest
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from .backtest.strategies import build_strategy
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from .config import settings
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from .data import company as company_mod
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from .data import dividend as dividend_mod
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from .data import finance as finance_mod
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from .data import reference as reference_mod
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from .data import fetcher, repository
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from .data import etf_sync as etf_sync_mod
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from .data import index_global as index_mod
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from .data.aggregation import bars_per_year, resample_bars
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from .data.index_series import SH_INDEX, get_index_daily
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from .data.market_overview import MarketOverviewError, fetch_overview
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from .data.symbols import plain_code
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from .data.symbols import is_etf_symbol, plain_code, to_ts_code
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from .db import async_session, get_session
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from .domain import Bar
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from . import indicators as ind
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@@ -58,6 +75,17 @@ from .schemas import (
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EquityPoint,
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EventBacktestRequest,
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EventBacktestResponse,
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EtfListItemOut,
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EtfListResponse,
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EtfSyncRequest,
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EtfSyncStatus,
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GlobalIndexListResponse,
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IndexBasicOut,
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IndexDetailResponse,
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IndexQuoteBriefOut,
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IndexValuationPointOut,
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IndexWeightItemOut,
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IndexWeightsResponse,
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IndicatorOut,
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MarketOverviewResponse,
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MetricsOut,
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@@ -72,6 +100,10 @@ from .schemas import (
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ScreenerSyncRequest,
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ScreenerSyncStatus,
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SignalOut,
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StockCompanyOut,
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StockDividendOut,
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StockFinanceOut,
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StockReferenceOut,
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StockListItemOut,
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StockListResponse,
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StockFacetsResponse,
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@@ -137,20 +169,34 @@ _FULL_MA_SET = (5, 10, 20, 30, 60, 120, 250)
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_INDEX_TIMEFRAMES = ("1d", "1w", "1M", "1y")
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# 信息卡一条 SQL 拿全：stock_basic 基本信息 + 「优先与行情同日、缺则最新日」的 daily_snapshot
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# （LATERAL 单条替换原两条查询，语义不变：target 为 NULL 时全按最新日兜底）
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# （LATERAL 单条替换原两条查询，语义不变：target 为 NULL 时全按最新日兜底）。
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# ETF 走 etf_basic 分支（代码前缀与股票不重叠，两分支至多一个命中）：
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# 名称/上市日来自表内，市值（元）换算成万元与快照口径一致，无 PE/PB。
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_INFO_SQL = text(
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"""
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SELECT sb.ts_code, sb.symbol, sb.name, sb.industry, sb.area, sb.market, sb.list_date,
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ds.turnover_rate, ds.pe_ttm, ds.pb, ds.total_mv, ds.circ_mv
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FROM stock_basic sb
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LEFT JOIN LATERAL (
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SELECT turnover_rate, pe_ttm, pb, total_mv, circ_mv
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FROM daily_snapshot
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WHERE ts_code = sb.ts_code
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ORDER BY (trade_date = cast(:target AS timestamp)) DESC, trade_date DESC
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LIMIT 1
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) ds ON true
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WHERE sb.ts_code = :code
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SELECT ts_code, symbol, name, industry, area, market, list_date,
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turnover_rate, pe_ttm, pb, total_mv, circ_mv
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FROM (
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SELECT sb.ts_code, sb.symbol, sb.name, sb.industry, sb.area, sb.market, sb.list_date,
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ds.turnover_rate, ds.pe_ttm, ds.pb, ds.total_mv, ds.circ_mv
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FROM stock_basic sb
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LEFT JOIN LATERAL (
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SELECT turnover_rate, pe_ttm, pb, total_mv, circ_mv
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FROM daily_snapshot
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WHERE ts_code = sb.ts_code
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ORDER BY (trade_date = cast(:target AS timestamp)) DESC, trade_date DESC
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LIMIT 1
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) ds ON true
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WHERE sb.ts_code = :code
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UNION ALL
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SELECT eb.ts_code, eb.symbol, eb.name, NULL, NULL,
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CASE eb.exchange WHEN 'SH' THEN '沪市' ELSE '深市' END, eb.list_date,
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eb.turnover_rate, NULL, NULL,
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eb.total_mv / 10000.0, eb.circ_mv / 10000.0
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FROM etf_basic eb
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WHERE eb.ts_code = :code
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) t
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LIMIT 1
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"""
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)
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@@ -389,6 +435,198 @@ async def stock_facets(session: AsyncSession = Depends(get_session)) -> Response
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return Response(content=raw, media_type="application/json")
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@router.get("/stocks/{ts_code}/company", response_model=StockCompanyOut)
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async def stock_company_info(ts_code: str, session: AsyncSession = Depends(get_session)) -> StockCompanyOut:
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"""公司简介：库内有新鲜行直返；否则锁内单查 tushare（stock_company）并 upsert（行即缓存，
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30 天新鲜度，无此股写墓碑负缓存）。ETF 前置短路；确认无数据 404；tushare 失败且
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无旧行可降级时 503（有旧行则在数据层降级返回旧行）。"""
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code = ts_code.strip().upper()
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if "." not in code:
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code = to_ts_code(code) # 防御：兼容 6 位裸代码
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if is_etf_symbol(code):
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raise HTTPException(status_code=404, detail="ETF 无公司简介")
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try:
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row = await company_mod.get_company(session, code)
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except Exception:
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raise HTTPException(status_code=503, detail="tushare 公司简介拉取失败，请稍后重试")
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if row is None:
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raise HTTPException(status_code=404, detail=f"无公司信息: {code}")
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return StockCompanyOut(**row)
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@router.get("/stocks/{ts_code}/finance", response_model=StockFinanceOut)
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async def stock_finance_info(ts_code: str, session: AsyncSession = Depends(get_session)) -> StockFinanceOut:
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"""财务数据（近五年，按报告期倒序）：库内新鲜直返；否则锁内拉 tushare 四源
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（fina_indicator/income/balancesheet/cashflow）合并 upsert（7 天新鲜度，无数据写墓碑）。
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ETF 前置短路；确认无数据 404；tushare 四源全失败且无旧行可降级时 503。"""
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code = ts_code.strip().upper()
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if "." not in code:
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code = to_ts_code(code)
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if is_etf_symbol(code):
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raise HTTPException(status_code=404, detail="ETF 无财务数据")
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try:
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rows = await finance_mod.get_finance(session, code)
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except Exception:
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raise HTTPException(status_code=503, detail="tushare 财务数据拉取失败，请稍后重试")
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if not rows:
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raise HTTPException(status_code=404, detail=f"无财务数据: {code}")
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return StockFinanceOut(ts_code=code, records=rows)
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@router.get("/stocks/{ts_code}/dividends", response_model=StockDividendOut)
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async def stock_dividend_info(ts_code: str, session: AsyncSession = Depends(get_session)) -> StockDividendOut:
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"""分红送股（全历史，按分红年度倒序）：库内新鲜直返；否则锁内拉 tushare dividend
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全量替换（7 天新鲜度，无分红写墓碑，空列表是正常返回）。
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ETF 前置短路；tushare 失败且无旧行可降级时 503。"""
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code = ts_code.strip().upper()
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if "." not in code:
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code = to_ts_code(code)
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if is_etf_symbol(code):
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raise HTTPException(status_code=404, detail="ETF 无分红数据")
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try:
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rows = await dividend_mod.get_dividends(session, code)
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except Exception:
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raise HTTPException(status_code=503, detail="tushare 分红数据拉取失败，请稍后重试")
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return StockDividendOut(ts_code=code, records=rows)
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@router.get("/stocks/{ts_code}/reference/{kind}", response_model=StockReferenceOut)
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async def stock_reference_info(ts_code: str, kind: str, session: AsyncSession = Depends(get_session)) -> StockReferenceOut:
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"""参考数据（11 类，kind 白名单见 reference.REFERENCE_KINDS）：单股单分类 JSON 快照
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懒加载（7 天新鲜度，无数据写墓碑，空 records 是正常返回）。repurchase 为全市场
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按月回填的特殊管道：首次触发后台回填近 24 个月（本次可能返回空，稍后再看）。
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ETF 前置短路；未知 kind 404；tushare 失败且无旧行可降级时 503。"""
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code = ts_code.strip().upper()
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if "." not in code:
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code = to_ts_code(code)
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if is_etf_symbol(code):
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raise HTTPException(status_code=404, detail="ETF 无参考数据")
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if kind not in reference_mod.REFERENCE_KINDS:
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raise HTTPException(status_code=404, detail=f"未知参考数据分类: {kind}")
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try:
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rows = await reference_mod.get_reference(session, code, kind)
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except Exception:
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raise HTTPException(status_code=503, detail="tushare 参考数据拉取失败，请稍后重试")
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return StockReferenceOut(ts_code=code, kind=kind, records=rows)
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# ---------- ETF 列表（全市场浏览；行情走 candles 底座，规模/换手走东财快照） ----------
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# 与 /stocks 不同：成交额来自 candles 最新 bar（LATERAL），必须在分页前 join 才能参与
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# 排序 —— ETF 全市场仅 ~1100 行，3 个索引探测/行 也就几 ms，可以承受。
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# 排序列白名单（键→表达式）；order_by 由白名单拼接进模板，不接收用户原文。
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_ETFS_SORTS = {
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"symbol": "eb.symbol",
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"close": "c.close",
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"pct_chg": "pct_chg",
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"amount": "c.amount",
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"total_mv": "eb.total_mv",
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"circ_mv": "eb.circ_mv",
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"turnover_rate": "eb.turnover_rate",
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}
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_ETFS_SQL_TMPL = """
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SELECT eb.ts_code, eb.symbol, eb.name, eb.exchange, eb.list_date,
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(w.id IS NOT NULL) AS watched,
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eb.turnover_rate,
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round((eb.total_mv / 100000000.0)::numeric, 2) AS total_mv,
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round((eb.circ_mv / 100000000.0)::numeric, 2) AS circ_mv,
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c.close AS close, prev.close AS prev_close, c.ts AS last_ts,
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CASE WHEN c.close IS NOT NULL AND prev.close IS NOT NULL AND prev.close <> 0
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THEN round(((c.close / prev.close - 1) * 100)::numeric, 2) END AS pct_chg,
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round((c.amount / 100000000.0)::numeric, 2) AS amount
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FROM etf_basic eb
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LEFT JOIN watchlist_items w ON w.ts_code = eb.ts_code AND w.user_id = :uid
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LEFT JOIN LATERAL (
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SELECT close, ts, amount FROM candles
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WHERE symbol = eb.symbol AND timeframe = '1d'
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ORDER BY ts DESC LIMIT 1
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) c ON true
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LEFT JOIN LATERAL (
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SELECT close FROM candles
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WHERE symbol = eb.symbol AND timeframe = '1d' AND ts < c.ts
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ORDER BY ts DESC LIMIT 1
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) prev ON c.ts IS NOT NULL
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WHERE (:search = '' OR eb.symbol LIKE :psearch OR eb.name LIKE :psearch)
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AND (:exchange = '' OR eb.exchange = :exchange)
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AND (:watched_only = false OR w.id IS NOT NULL)
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ORDER BY {order_by}
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LIMIT :limit OFFSET :offset
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"""
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_ETFS_COUNT_SQL = text("""
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SELECT count(*) FROM etf_basic eb
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LEFT JOIN watchlist_items w ON w.ts_code = eb.ts_code AND w.user_id = :uid
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WHERE (:search = '' OR eb.symbol LIKE :psearch OR eb.name LIKE :psearch)
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AND (:exchange = '' OR eb.exchange = :exchange)
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AND (:watched_only = false OR w.id IS NOT NULL)
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""")
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def _etfs_sql(sort: str, order: str) -> TextClause:
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col = _ETFS_SORTS.get(sort, _ETFS_SORTS["symbol"])
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direction = "DESC" if order == "desc" else "ASC"
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nulls = " NULLS LAST" if col != "eb.symbol" else "" # 无行情/无快照的排最后
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return text(_ETFS_SQL_TMPL.format(order_by=f"{col} {direction}{nulls}"))
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@router.get("/etfs", response_model=EtfListResponse)
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async def list_etfs(
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search: str = "",
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exchange: str = "",
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watched_only: bool = False,
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sort: str = "symbol",
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order: str = "asc",
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limit: int = 100,
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offset: int = 0,
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session: AsyncSession = Depends(get_session),
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user=Depends(require_user),
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) -> Response:
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"""全市场场内 ETF 列表：etf_basic 名称/规模（东财快照）+ candles 最新收盘/涨跌幅/成交额。
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exchange ∈ {SH, SZ}（空 = 全部）；sort ∈ {symbol,close,pct_chg,amount,total_mv,circ_mv,
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turnover_rate}（白名单，其他值回落 symbol），order ∈ asc/desc；快照/行情列排序时
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缺失值恒排末尾。缓存：按「用户自选版本 + etf 版本 + 查询参数」缓存整页，
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ETF 同步完成（bump ver:etf / ver:candles）或自选增删即失效。
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"""
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search = search.strip()
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sort = sort if sort in _ETFS_SORTS else "symbol"
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order = "desc" if order.lower() == "desc" else "asc"
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limit = max(1, min(limit, 500))
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offset = max(0, offset)
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key = (
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f"etfsj:u{user.id}"
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f":v{await cache.get_version(f'watchlist:{user.id}')}"
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f":v{await cache.get_version('etf')}"
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f":{cache.digest(search, exchange, watched_only, sort, order, limit, offset)}"
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)
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cached = await _cached_json_response(key)
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if cached is not None:
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return cached
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params = {
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"search": search, "psearch": f"%{search}%",
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"exchange": exchange.upper(), "watched_only": watched_only,
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"uid": user.id, "limit": limit, "offset": offset,
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}
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total = (await session.execute(_ETFS_COUNT_SQL, params)).scalar_one()
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rows = (await session.execute(_etfs_sql(sort, order), params)).mappings().all()
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resp = EtfListResponse(total=total, items=[EtfListItemOut(**r) for r in rows])
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raw = _raw_json(resp)
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cache.local_set(key, raw, ttl=min(120, settings.stocks_cache_ttl))
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asyncio.create_task(cache.cache_set(key, raw, ttl=settings.stocks_cache_ttl))
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return Response(content=raw, media_type="application/json")
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@router.post("/etf/sync", response_model=EtfSyncStatus)
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async def etf_sync_start(req: EtfSyncRequest) -> EtfSyncStatus:
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"""启动全市场 ETF 同步（后台任务：东财快照 -> etf_basic，逐只日线 -> candles）。"""
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return EtfSyncStatus(**await etf_sync_mod.start_sync(full=req.full))
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@router.get("/etf/sync/status", response_model=EtfSyncStatus)
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async def etf_sync_status(session: AsyncSession = Depends(get_session)) -> EtfSyncStatus:
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"""ETF 同步任务状态与数据实况（ETF 数 / 最新交易日）。"""
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return EtfSyncStatus(**await etf_sync_mod.get_status(session))
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@router.get("/market/overview", response_model=MarketOverviewResponse)
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async def get_market_overview(session: AsyncSession = Depends(get_session)) -> MarketOverviewResponse:
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"""主页大盘总览：A 股 + 港美指数实时价（腾讯）叠加收盘历史走势（tushare），
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@@ -437,6 +675,113 @@ async def get_index_candles(timeframe: str = "1d") -> Response:
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return Response(content=raw, media_type="application/json")
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@router.get("/market/global-indexes", response_model=GlobalIndexListResponse)
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async def get_global_indexes() -> GlobalIndexListResponse:
|
||||
"""国际指数卡片列表（index_global 21 个指数最新收盘 + 45 日 spark，SWR 缓存）。"""
|
||||
try:
|
||||
data = await index_mod.fetch_global_list()
|
||||
except index_mod.GlobalIndexError as e:
|
||||
raise HTTPException(status_code=503, detail=str(e)) from e
|
||||
payload = dict(data)
|
||||
payload["updated_at"] = payload.pop("fetched_at")
|
||||
return GlobalIndexListResponse(**payload)
|
||||
|
||||
|
||||
def _index_or_404(code: str) -> str:
|
||||
"""详情/K线/权重接口只放行白名单内的指数 code。"""
|
||||
if not index_mod.ensure_known(code):
|
||||
raise HTTPException(status_code=404, detail=f"不支持的指数代码: {code}")
|
||||
return code
|
||||
|
||||
|
||||
@router.get("/market/indexes/{code}", response_model=IndexDetailResponse)
|
||||
async def get_index_detail(code: str) -> IndexDetailResponse:
|
||||
"""指数详情聚合：最新行情（收盘口径）+ 基本信息（国内 index_basic / 国际静态表）
|
||||
+ 估值指标（index_dailybasic，仅部分国内指数）。各层自带缓存，直接组装。"""
|
||||
code = _index_or_404(code)
|
||||
if index_mod.is_cn_index(code):
|
||||
name, region = index_mod.CN_INDEXES.get(code, code), "cn"
|
||||
else:
|
||||
g = index_mod.GLOBAL_META[code]
|
||||
name, region = g["name"], g["region"]
|
||||
|
||||
try:
|
||||
quote = await index_mod.fetch_index_quote(code)
|
||||
except index_mod.GlobalIndexError as e:
|
||||
raise HTTPException(status_code=502, detail=f"指数行情获取失败: {e}") from e
|
||||
|
||||
basic_raw = await index_mod.get_index_basic(code)
|
||||
basic = IndexBasicOut(**basic_raw) if basic_raw else None
|
||||
|
||||
valuation_rows = await index_mod.get_index_valuation(code)
|
||||
valuation = IndexValuationPointOut(**valuation_rows[-1]) if valuation_rows else None
|
||||
history = [IndexValuationPointOut(**r) for r in valuation_rows]
|
||||
|
||||
return IndexDetailResponse(
|
||||
code=code, name=name, region=region,
|
||||
quote=IndexQuoteBriefOut(**quote),
|
||||
basic=basic, valuation=valuation, valuation_history=history,
|
||||
)
|
||||
|
||||
|
||||
@router.get("/market/indexes/{code}/candles", response_model=list[CandleOut])
|
||||
async def get_any_index_candles(code: str, timeframe: str = "1d") -> Response:
|
||||
"""白名单指数全量 K 线（国内 index_daily / 国际 index_global），1d/1w/1M/1y 聚合。
|
||||
收盘口径，历史不可变、TTL 兜到当日更新（与首页上证 K 线同款缓存策略）。"""
|
||||
code = _index_or_404(code)
|
||||
if timeframe not in _INDEX_TIMEFRAMES:
|
||||
raise HTTPException(status_code=400, detail=f"timeframe 仅支持 {'/'.join(_INDEX_TIMEFRAMES)}")
|
||||
key = f"idxck:{cache.digest('idxk2', code, timeframe)}"
|
||||
cached = await _cached_json_response(key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
try:
|
||||
bars = resample_bars(await index_mod.get_index_bars(code), timeframe)
|
||||
except Exception as e: # noqa: BLE001
|
||||
raise HTTPException(status_code=502, detail=f"指数数据获取失败: {e}")
|
||||
outs = [
|
||||
CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close,
|
||||
volume=b.volume, amount=b.amount, turnover=None)
|
||||
for b in bars
|
||||
]
|
||||
raw = TypeAdapter(list[CandleOut]).dump_json(outs).decode()
|
||||
cache.local_set(key, raw, ttl=300)
|
||||
await cache.cache_set(key, raw, ttl=7200)
|
||||
return Response(content=raw, media_type="application/json")
|
||||
|
||||
|
||||
@router.get("/market/indexes/{code}/weights", response_model=IndexWeightsResponse)
|
||||
async def get_index_weights(
|
||||
code: str,
|
||||
limit: int = 50,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
) -> IndexWeightsResponse:
|
||||
"""指数成分股权重（index_weight 最近月度快照，按权重降序取前 limit）。
|
||||
仅国内指数有数据；成分股名称从本地 stock_basic 回填。"""
|
||||
code = _index_or_404(code)
|
||||
limit = max(1, min(limit, 300))
|
||||
data = await index_mod.get_index_weights(code)
|
||||
if data is None:
|
||||
raise HTTPException(status_code=404, detail=f"该指数暂无成分权重数据: {code}")
|
||||
|
||||
items = data["items"][:limit]
|
||||
codes = [it["con_code"] for it in items]
|
||||
names: dict[str, str] = {}
|
||||
if codes:
|
||||
try:
|
||||
rows = await session.execute(
|
||||
select(StockBasic.ts_code, StockBasic.name).where(StockBasic.ts_code.in_(codes))
|
||||
)
|
||||
names = {r[0]: r[1] for r in rows.all()}
|
||||
except Exception: # noqa: BLE001 —— 名称缺失不阻塞权重展示
|
||||
pass
|
||||
return IndexWeightsResponse(
|
||||
trade_date=data["trade_date"], total=data["total"],
|
||||
items=[IndexWeightItemOut(con_code=c, name=names.get(c), weight=w)
|
||||
for c, w in ((it["con_code"], it["weight"]) for it in items)],
|
||||
)
|
||||
|
||||
|
||||
@router.post("/backtest", response_model=BacktestResponse)
|
||||
async def backtest(
|
||||
req: BacktestRequest,
|
||||
@@ -468,6 +813,7 @@ async def backtest(
|
||||
initial_cash=req.initial_cash,
|
||||
fast_mode=req.fast_mode,
|
||||
bars_per_year=bars_per_year(req.timeframe),
|
||||
is_fund=is_etf_symbol(req.symbol), # ETF 免印花税/过户费
|
||||
)
|
||||
result = run_backtest(bars, strategy, cfg)
|
||||
|
||||
|
||||
Reference in New Issue
Block a user