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backend/app/data/ths_board.py
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242
backend/app/data/ths_board.py
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"""同花顺概念/行业板块（ths_index 列表 + ths_daily 行情快照 + ths_member 成分）。
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缓存分层（数据特性决定）：
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- 板块列表：一天不变 -> 直缓存（进程内 -> Redis 24h）
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- 行情快照：ths_daily 盘中即有当日（实测镜像），全市场一日 1877 行单次拿全
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-> 整包 SWR（同 limit_board：盘中 5 分钟 / 盘后 4 小时，trade_date 回退定位）
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- 成分：每板块懒加载直缓存 24h；成分股行情 enrich（candles 最新+前收 LATERAL）
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每次请求现算，不进缓存
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type 代码：N 概念 / I 行业 / TH 主题 / S 特色 / R 地域 / BB 宽基 / ST 风格。
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"""
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from __future__ import annotations
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import asyncio
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import time
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from datetime import date, datetime, timedelta
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from sqlalchemy import text
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from sqlalchemy.ext.asyncio import AsyncSession
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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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_LIST_KEY = "ths_boards:list:v1"
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_DAILY_KEY = "ths_boards:daily:v1"
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_REDIS_TTL = 3600
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_LIST_TTL = 86400
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_INTRADAY_TTL = 300.0
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_MAX_DATE_BACKTRACK = 5
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class ThsBoardError(RuntimeError):
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"""列表/行情全部拉不到 —— 接口层转 503。"""
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# ---------- 板块列表（直缓存：进程内 -> Redis 24h -> 拉取） ----------
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_list_cache: list[dict] | None = None
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def _fetch_list_sync() -> list[dict]:
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time.sleep(settings.screener_sync_interval)
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df = call_retry(get_pro_lazy().ths_index, exchange="A")
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if df is None or df.empty:
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raise ThsBoardError("ths_index 板块列表为空")
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rows: list[dict] = []
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for _, r in df.iterrows():
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code = s_clean(r.get("ts_code"))
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if not code:
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continue
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rows.append({
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"ts_code": code,
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"name": s_clean(r.get("name")),
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"type": s_clean(r.get("type")),
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"count": f_clean(r.get("count")),
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"list_date": s_clean(r.get("list_date")),
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})
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return rows
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async def get_board_list() -> list[dict]:
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global _list_cache
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if _list_cache is not None:
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return _list_cache
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cached = await cache.cache_get(_LIST_KEY)
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if isinstance(cached, list) and cached:
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_list_cache = cached
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return cached
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rows = await asyncio.to_thread(_fetch_list_sync)
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_list_cache = rows
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await cache.cache_set(_LIST_KEY, rows, ttl=_LIST_TTL)
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return rows
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# ---------- 行情快照（整包 SWR，同 limit_board.py 三件套） ----------
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_daily_state: dict = {"payload": None}
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_daily_refreshing = False
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_daily_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。"""
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if is_trading_day is None:
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is_trading_day = datetime.now().weekday() < 5
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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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def _fetch_daily_sync() -> dict:
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pro = get_pro_lazy()
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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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time.sleep(settings.screener_sync_interval)
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df = call_retry(pro.ths_daily, trade_date=d)
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if df is None or df.empty:
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continue
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quotes: dict[str, dict] = {}
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for _, r in df.iterrows():
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code = s_clean(r.get("ts_code"))
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if code:
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quotes[code] = {
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"close": f_clean(r.get("close")),
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"pct_change": f_clean(r.get("pct_change")),
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"vol": f_clean(r.get("vol")),
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"turnover_rate": f_clean(r.get("turnover_rate")),
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}
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return {"trade_date": f"{d[:4]}-{d[4:6]}-{d[6:]}", "quotes": quotes}
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raise ThsBoardError(f"近 {_MAX_DATE_BACKTRACK} 天均无 ths_daily 板块行情")
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async def _refresh_daily() -> dict:
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data = await asyncio.to_thread(_fetch_daily_sync)
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payload = {**data, "updated_at": datetime.now().isoformat(), "fetched_ts": time.time()}
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_daily_state["payload"] = payload
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await cache.cache_set(_DAILY_KEY, payload, ttl=_REDIS_TTL)
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return payload
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async def _refresh_daily_wrapped() -> None:
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global _daily_refresh_error, _daily_refreshing
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try:
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await _refresh_daily()
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_daily_refresh_error = None
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except Exception as e: # noqa: BLE001
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_daily_refresh_error = f"板块行情后台刷新: {str(e)[:60]}"
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finally:
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_daily_refreshing = False
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def _spawn_daily_refresh() -> None:
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global _daily_refreshing
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if _daily_refreshing:
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return
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_daily_refreshing = True
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task = asyncio.create_task(_refresh_daily_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 _get_daily(is_trading_day: bool | None) -> dict:
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ttl = _fresh_ttl(is_trading_day)
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p = _daily_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(_DAILY_KEY)
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if cached:
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p = cached
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_daily_state["payload"] = p
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if p is not None:
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_spawn_daily_refresh()
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return p
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return await _refresh_daily()
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async def fetch_boards(is_trading_day: bool | None) -> dict:
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"""列表 + 当日行情合并（行情缺失的板块价格为 null）。"""
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boards, daily = await asyncio.gather(get_board_list(), _get_daily(is_trading_day))
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quotes: dict = daily.get("quotes", {})
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merged = [{**b, **quotes.get(b["ts_code"], {})} for b in boards]
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errors = [_daily_refresh_error] if _daily_refresh_error else []
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return {
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"trade_date": daily.get("trade_date"),
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"updated_at": daily.get("updated_at"),
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"boards": merged,
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"errors": errors,
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}
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# ---------- 成分（每板块懒加载直缓存 24h + 行情 enrich 现算） ----------
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_member_cache: dict[str, list[dict]] = {}
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def _fetch_members_sync(board_code: str) -> list[dict]:
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time.sleep(settings.screener_sync_interval)
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df = call_retry(get_pro_lazy().ths_member, ts_code=board_code)
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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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code = s_clean(r.get("con_code"))
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if code:
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rows.append({"con_code": code, "con_name": s_clean(r.get("con_name"))})
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rows.sort(key=lambda x: x["con_code"])
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return rows
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async def get_raw_members(board_code: str) -> list[dict]:
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hit = _member_cache.get(board_code)
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if hit is not None:
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return hit
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key = f"ths_members:{board_code}"
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cached = await cache.cache_get(key)
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if isinstance(cached, list):
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_member_cache[board_code] = cached
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return cached
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rows = await asyncio.to_thread(_fetch_members_sync, board_code)
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_member_cache[board_code] = rows
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await cache.cache_set(key, rows, ttl=_LIST_TTL)
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return rows
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# 成分股行情：candles 最新价 + 前收算涨跌幅（北交所等无底座数据的为 NULL）
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_MEMBERS_ENRICH_SQL = text("""
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SELECT m.code AS con_code,
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c.close AS close,
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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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FROM (SELECT unnest(CAST(:codes AS text[])) AS code) m
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LEFT JOIN LATERAL (
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SELECT close, ts FROM candles
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WHERE symbol = split_part(m.code, '.', 1) 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 = split_part(m.code, '.', 1) 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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""")
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async def get_members(session: AsyncSession, board_code: str) -> list[dict]:
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"""成分 + 现价/涨跌幅（行情不缓存，每请求现算）。"""
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members = await get_raw_members(board_code)
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if not members:
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return []
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rows = (await session.execute(_MEMBERS_ENRICH_SQL, {
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"codes": [m["con_code"] for m in members],
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})).mappings().all()
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quote = {r["con_code"]: {"close": float(r["close"]) if r["close"] is not None else None,
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"pct_chg": float(r["pct_chg"]) if r["pct_chg"] is not None else None}
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for r in rows}
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return [{**m, **quote.get(m["con_code"], {"close": None, "pct_chg": None})} for m in members]
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