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233
backend/app/data/limit_board.py
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233
backend/app/data/limit_board.py
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"""首页打板专题（tushare 同花顺版：limit_list_ths / limit_step / limit_cpt_list）。
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整包 SWR（仿 index_global 列表层）：进程内 state 新鲜直返 -> Redis 回填 ->
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有旧值先返 + 后台刷新 -> 冷启动同步拉。盘中（交易日 09:15-15:30）数据源即有
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当日快照（实测 quicksync 镜像盘中可取当日）-> fresh TTL 压到 5 分钟；其余时段 4 小时。
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镜像坑（见 reference.py 注释）：不传 fields；limit_list_ths 必须显式传 trade_date
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（缺省返回多日混包且 4000 行封顶）；涨停/连扳池才有 tag/status/lu_desc/封单额，
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炸板池只有价格与打开次数，跌停池几乎只有价格——行模型统一、字段可选。
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"""
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from __future__ import annotations
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import asyncio
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import math
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import time
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from datetime import date, datetime, timedelta
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from .. import cache
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from ..config import settings
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from .sync_utils import call_retry, f_clean, get_pro_lazy, s_clean
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_BOARD_KEY = "limit_board:daily:v1" # Redis 整包缓存键（v1 起版）
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_REDIS_TTL = 3600 # 进程重启后的回填来源
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_INTRADAY_TTL = 300.0 # 交易时段内的 fresh TTL（5 分钟准实时）
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_MAX_DATE_BACKTRACK = 5 # trade_date 定位回退天数（覆盖节假日/盘前）
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_BLOCKS_OUT = 12 # 最强板块输出条数
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class LimitBoardError(RuntimeError):
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"""三池全部拉不到（token/网络故障）——接口层转 503。"""
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def _yi(v) -> float | None:
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"""元 -> 亿元（2 位小数）。"""
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f = f_clean(v)
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return None if f is None else round(f / 1e8, 2)
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def _fetch_pool_sync(pro, trade_date: str, limit_type: str):
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time.sleep(settings.screener_sync_interval)
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return call_retry(pro.limit_list_ths, trade_date=trade_date, limit_type=limit_type)
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def _pool_rows(df, mode: str) -> list[dict]:
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"""行裁剪 + 单位换算。mode: up / broken / down。"""
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if df is None or df.empty:
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return []
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rows: list[dict] = []
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for _, r in df.iterrows():
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row = {
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"ts_code": s_clean(r.get("ts_code")),
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"name": s_clean(r.get("name")),
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"price": f_clean(r.get("price")),
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"pct_chg": f_clean(r.get("pct_chg")),
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}
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if not row["ts_code"]:
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continue
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if mode == "up":
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row.update({
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"tag": s_clean(r.get("tag")),
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"status": s_clean(r.get("status")),
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"lu_desc": s_clean(r.get("lu_desc")),
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"open_num": f_clean(r.get("open_num")),
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"limit_amount_yi": _yi(r.get("limit_amount")), # 封单额（亿）
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"turnover_yi": _yi(r.get("turnover")), # 成交额（亿）
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"first_lu_time": s_clean(r.get("first_lu_time")),
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"limit_up_suc_rate": f_clean(r.get("limit_up_suc_rate")),
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})
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elif mode == "broken":
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row.update({
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"open_num": f_clean(r.get("open_num")),
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"first_lu_time": s_clean(r.get("first_lu_time")),
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"last_lu_time": s_clean(r.get("last_lu_time")),
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})
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rows.append(row)
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if mode == "up":
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# 封单额降序（打板看封单强度）；封单额缺失（镜像个别行）沉底
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rows.sort(key=lambda x: (x.get("limit_amount_yi") is None, -(x.get("limit_amount_yi") or 0)))
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return rows
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def _fetch_board_sync() -> dict:
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"""定位交易日并拉三池 + 天梯 + 最强板块（同步网络 IO，需在 to_thread 里跑）。"""
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pro = get_pro_lazy()
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errors: list[str] = []
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# trade_date 定位：今日起逐日回退，取第一个涨停池非空的日期
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# （盘前/节假日当日为空；tushare 错误直接抛——定位失败无意义继续）
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trade_date: str | None = None
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up_rows: list[dict] = []
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for i in range(_MAX_DATE_BACKTRACK):
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d = (date.today() - timedelta(days=i)).strftime("%Y%m%d")
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df = _fetch_pool_sync(pro, d, "涨停池")
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if df is not None and not df.empty:
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trade_date = d
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up_rows = _pool_rows(df, "up")
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break
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if trade_date is None:
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raise LimitBoardError(f"近 {_MAX_DATE_BACKTRACK} 天均无涨停池数据（节假日或数据源故障）")
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broken_rows: list[dict] = []
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try:
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broken_rows = _pool_rows(_fetch_pool_sync(pro, trade_date, "炸板池"), "broken")
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except Exception as e: # noqa: BLE001 —— 单池失败不拖垮整包
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errors.append(f"炸板池: {str(e)[:60]}")
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down_rows: list[dict] = []
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try:
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down_rows = _pool_rows(_fetch_pool_sync(pro, trade_date, "跌停池"), "down")
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except Exception as e: # noqa: BLE001
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errors.append(f"跌停池: {str(e)[:60]}")
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ladder: list[dict] = []
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try:
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time.sleep(settings.screener_sync_interval)
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step = call_retry(pro.limit_step, trade_date=trade_date)
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if step is not None and not step.empty:
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for _, r in step.iterrows():
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code = s_clean(r.get("ts_code"))
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n = f_clean(r.get("nums"))
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if code and n:
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ladder.append({"ts_code": code, "name": s_clean(r.get("name")), "nums": int(n)})
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ladder.sort(key=lambda x: -x["nums"])
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except Exception as e: # noqa: BLE001
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errors.append(f"连板天梯: {str(e)[:60]}")
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blocks: list[dict] = []
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try:
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time.sleep(settings.screener_sync_interval)
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cpt = call_retry(pro.limit_cpt_list, trade_date=trade_date)
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if cpt is not None and not cpt.empty:
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for _, r in cpt.head(_BLOCKS_OUT).iterrows():
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blocks.append({
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"name": s_clean(r.get("name")),
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"days": f_clean(r.get("days")),
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"up_stat": s_clean(r.get("up_stat")),
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"cons_nums": f_clean(r.get("cons_nums")),
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"up_nums": f_clean(r.get("up_nums")),
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"pct_chg": f_clean(r.get("pct_chg")),
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})
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except Exception as e: # noqa: BLE001
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errors.append(f"最强板块: {str(e)[:60]}")
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# 连板分布（limit_step 只含 2 板及以上；1 板 = 涨停池 tag 首板数）
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dist: dict[int, int] = {}
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for x in ladder:
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dist[x["nums"]] = dist.get(x["nums"], 0) + 1
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summary = {
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"up_count": len(up_rows),
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"broken_count": len(broken_rows),
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"down_count": len(down_rows),
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"first_board_count": sum(1 for x in up_rows if x.get("tag") == "首板"),
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"max_ladder": ladder[0] if ladder else None,
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"ladder_dist": [{"nums": k, "count": v} for k, v in sorted(dist.items())],
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}
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return {
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"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:]}",
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"summary": summary,
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"up": up_rows,
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"broken": broken_rows,
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"down": down_rows,
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"ladder": ladder,
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"blocks": blocks,
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"errors": errors,
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}
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# ---------- 整包 SWR（进程内 -> Redis 回填 -> 旧值先返 + 后台刷新 -> 冷启动同步拉） ----------
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_state: dict = {"payload": None}
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_refreshing = False
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_refresh_error: str | None = None
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_bg_tasks: set[asyncio.Task] = set()
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def _fresh_ttl(is_trading_day: bool | None) -> float:
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"""交易时段 5 分钟（镜像盘中即有当日快照）；其余 4 小时（盘后数据不变）。"""
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if is_trading_day is None:
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is_trading_day = datetime.now().weekday() < 5 # 判定失败回退 weekday 启发式
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if is_trading_day:
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now = datetime.now()
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t = now.hour * 60 + now.minute
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if 9 * 60 + 15 <= t <= 15 * 60 + 30:
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return _INTRADAY_TTL
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return float(settings.market_eod_fresh_ttl)
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async def _refresh() -> dict:
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data = await asyncio.to_thread(_fetch_board_sync)
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payload = {**data, "updated_at": datetime.now().isoformat(), "fetched_ts": time.time()}
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_state["payload"] = payload
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await cache.cache_set(_BOARD_KEY, payload, ttl=_REDIS_TTL)
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return payload
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async def _refresh_wrapped() -> None:
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global _refresh_error, _refreshing
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try:
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await _refresh()
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_refresh_error = None
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except Exception as e: # noqa: BLE001 —— 后台刷新失败静默记错，下次并入 errors
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_refresh_error = f"打板专题后台刷新: {str(e)[:60]}"
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finally:
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_refreshing = False
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def _spawn_refresh() -> None:
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global _refreshing
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if _refreshing:
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return
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_refreshing = True
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task = asyncio.create_task(_refresh_wrapped())
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_bg_tasks.add(task)
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task.add_done_callback(_bg_tasks.discard)
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async def fetch_limit_board(is_trading_day: bool | None) -> dict:
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"""打板专题整包读取（SWR）。冷启动同步拉（5 次调用约 2-4s）；此后盘中 5 分钟/盘后 4 小时。"""
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ttl = _fresh_ttl(is_trading_day)
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p = _state["payload"]
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if p is not None and time.time() - p["fetched_ts"] < ttl:
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return p
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if p is None:
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cached = await cache.cache_get(_BOARD_KEY)
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if cached:
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p = cached
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_state["payload"] = p
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if p is not None:
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_spawn_refresh()
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if _refresh_error and not p.get("errors"):
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p = {**p, "errors": [_refresh_error]}
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return p
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return await _refresh()
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