提交

2026-09-09 15:07:58 +08:00
parent d656c05b3d
commit 71a0f6e404
31 changed files with 3657 additions and 9 deletions
--- a/backend/app/api/market.py
+++ b/backend/app/api/market.py
@@ -0,0 +1,252 @@
+"""行情专题路由：大盘总览 / 打板 / 概念板块 / 指数（上证 K 线、国际指数、指数详情与权重）。"""
+from __future__ import annotations
+
+from datetime import datetime
+
+from fastapi import APIRouter, Depends, HTTPException, Response
+from pydantic import TypeAdapter
+from sqlalchemy import select
+from sqlalchemy.ext.asyncio import AsyncSession
+
+from .. import cache
+from ..data import index_global as index_mod
+from ..data import limit_board as limit_board_mod
+from ..data import ths_board as ths_board_mod
+from ..data.index_series import SH_INDEX, get_index_daily
+from ..data.aggregation import resample_bars
+from ..data.limit_board import LimitBoardError
+from ..data.market_overview import MarketOverviewError, fetch_overview
+from ..data.ths_board import ThsBoardError
+from ..db import async_session, get_session
+from ..models import StockBasic, TradeCalendar
+from ..schemas import (
+    CandleOut,
+    GlobalIndexListResponse,
+    IndexBasicOut,
+    IndexDetailResponse,
+    IndexQuoteBriefOut,
+    IndexValuationPointOut,
+    IndexWeightItemOut,
+    IndexWeightsResponse,
+    LimitBoardResponse,
+    MarketOverviewResponse,
+    ThsBoardListResponse,
+    ThsBoardMembersResponse,
+)
+from ._deps import INDEX_TIMEFRAMES, cached_json_response
+
+router = APIRouter()
+
+
+async def _is_trading_day_today() -> bool | None:
+    """今日是否 A 股交易日（trade_date 为 String(8) unique 索引，等值查亚毫秒级）；
+    DB 不可用时返回 None，调用方回退 weekday 启发式（只影响盘中 TTL 精度）。"""
+    today8 = datetime.now().strftime("%Y%m%d")
+    try:
+        async with async_session() as s:
+            return bool(await s.scalar(
+                select(TradeCalendar.id).where(TradeCalendar.trade_date == today8).limit(1)
+            ))
+    except Exception:  # noqa: BLE001
+        return None
+
+
+@router.get("/market/overview", response_model=MarketOverviewResponse)
+async def get_market_overview(session: AsyncSession = Depends(get_session)) -> MarketOverviewResponse:
+    """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），
+    沪深两市市值/成交统计 + 成交额历史。部分来源失败不影响其余。
+    """
+    is_trading_day: bool | None = None
+    try:
+        is_trading_day = bool(await session.scalar(
+            select(TradeCalendar.id).where(
+                TradeCalendar.trade_date == datetime.now().strftime("%Y%m%d")).limit(1)
+        ))
+    except Exception:  # noqa: BLE001 —— 判定失败只影响「今日盘中 bar」是否追加
+        pass
+    try:
+        data = await fetch_overview(is_trading_day=is_trading_day)
+    except MarketOverviewError as e:
+        raise HTTPException(status_code=503, detail=str(e)) from e
+    return MarketOverviewResponse(**data)
+
+
+@router.get("/market/limit-board", response_model=LimitBoardResponse)
+async def get_limit_board(session: AsyncSession = Depends(get_session)) -> LimitBoardResponse:
+    """首页打板专题（同花顺口径）：涨停/炸板/跌停三池 + 连板天梯 + 涨停最强板块，
+    当日快照（盘中 5 分钟 / 盘后 4 小时，整包 SWR 缓存）。部分池失败不影响其余。"""
+    is_trading_day: bool | None = None
+    try:
+        is_trading_day = bool(await session.scalar(
+            select(TradeCalendar.id).where(
+                TradeCalendar.trade_date == datetime.now().strftime("%Y%m%d")).limit(1)
+        ))
+    except Exception:  # noqa: BLE001 —— 判定失败回退 weekday 启发式（影响盘中 TTL 精度而已）
+        pass
+    try:
+        data = await limit_board_mod.fetch_limit_board(is_trading_day)
+    except LimitBoardError as e:
+        raise HTTPException(status_code=503, detail=str(e)) from e
+    return LimitBoardResponse(**data)
+
+
+@router.get("/market/boards", response_model=ThsBoardListResponse)
+async def list_ths_boards() -> ThsBoardListResponse:
+    """概念/行业板块列表（同花顺口径，全部类型一次给全，前端本地过滤）：
+    ths_index 列表直缓存 24h + ths_daily 当日快照 SWR（盘中 5 分钟 / 盘后 4 小时）。"""
+    try:
+        data = await ths_board_mod.fetch_boards(await _is_trading_day_today())
+    except ThsBoardError as e:
+        raise HTTPException(status_code=503, detail=str(e)) from e
+    return ThsBoardListResponse(**data)
+
+
+@router.get("/market/boards/{code}/members", response_model=ThsBoardMembersResponse)
+async def list_ths_board_members(code: str, session: AsyncSession = Depends(get_session)) -> ThsBoardMembersResponse:
+    """板块成分股（ths_member 懒加载缓存 24h）+ 最新现价/涨跌幅（candles LATERAL 现算）。"""
+    bc = code.strip().upper()
+    try:
+        boards = await ths_board_mod.get_board_list()
+    except ThsBoardError as e:
+        raise HTTPException(status_code=503, detail=str(e)) from e
+    board = next((b for b in boards if b["ts_code"] == bc), None)
+    if board is None:
+        raise HTTPException(status_code=404, detail=f"未知板块: {bc}")
+    try:
+        members = await ths_board_mod.get_members(session, bc)
+    except Exception:
+        raise HTTPException(status_code=503, detail="板块成分拉取失败，请稍后重试")
+    return ThsBoardMembersResponse(code=bc, name=board.get("name"), members=members)
+
+
+@router.get("/market/index-candles", response_model=list[CandleOut])
+async def get_index_candles(timeframe: str = "1d") -> Response:
+    """上证指数全量 K 线：日线为基底（tushare index_daily，进程内+Redis 缓存），
+    聚合到 1d/1w/1M/1y。收盘口径（数据随 EOD 更新，与总览 spark 一致）。"""
+    if timeframe not in INDEX_TIMEFRAMES:
+        raise HTTPException(status_code=400, detail=f"timeframe 仅支持 {'/'.join(INDEX_TIMEFRAMES)}")
+    key = f"idxkj:{cache.digest('idxc', SH_INDEX, timeframe)}"
+    cached = await cached_json_response(key)
+    if cached is not None:
+        return cached
+    try:
+        bars = resample_bars(await get_index_daily(), 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
+    ]
+    # pydantic-core 序列化（与 raw_json 同款），历史不可变、TTL 兜到当日更新
+    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/global-indexes", response_model=GlobalIndexListResponse)
+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)],
+    )