提交
This commit is contained in:
36
backend/alembic/versions/20260909_01_holding_items.py
Normal file
36
backend/alembic/versions/20260909_01_holding_items.py
Normal file
@@ -0,0 +1,36 @@
|
||||
"""holding_items：持仓股（手动标记进「持仓」分类）
|
||||
|
||||
Revision ID: 20260909_01
|
||||
Revises: 20260907_02
|
||||
Create Date: 2026-09-09
|
||||
"""
|
||||
from typing import Sequence, Union
|
||||
|
||||
import sqlalchemy as sa
|
||||
from alembic import op
|
||||
|
||||
revision: str = "20260909_01"
|
||||
down_revision: Union[str, Sequence[str], None] = "20260907_02"
|
||||
branch_labels: Union[str, Sequence[str], None] = None
|
||||
depends_on: Union[str, Sequence[str], None] = None
|
||||
|
||||
|
||||
def upgrade() -> None:
|
||||
op.create_table(
|
||||
"holding_items",
|
||||
sa.Column("id", sa.Integer(), autoincrement=True, nullable=False),
|
||||
sa.Column("user_id", sa.BigInteger(), nullable=False),
|
||||
sa.Column("ts_code", sa.String(length=12), nullable=False),
|
||||
sa.Column("created_at", sa.DateTime(), nullable=False),
|
||||
sa.ForeignKeyConstraint(["user_id"], ["users.id"], ondelete="CASCADE"),
|
||||
sa.PrimaryKeyConstraint("id"),
|
||||
sa.UniqueConstraint("user_id", "ts_code", name="uq_holding_user_code"),
|
||||
)
|
||||
op.create_index("ix_holding_items_user_id", "holding_items", ["user_id"])
|
||||
op.create_index("ix_holding_items_ts_code", "holding_items", ["ts_code"])
|
||||
|
||||
|
||||
def downgrade() -> None:
|
||||
op.drop_index("ix_holding_items_ts_code", table_name="holding_items")
|
||||
op.drop_index("ix_holding_items_user_id", table_name="holding_items")
|
||||
op.drop_table("holding_items")
|
||||
30
backend/app/api/__init__.py
Normal file
30
backend/app/api/__init__.py
Normal file
@@ -0,0 +1,30 @@
|
||||
"""HTTP 路由（OpenAPI 契约的载体）——按域拆分：
|
||||
|
||||
stocks.py /api/stocks*（列表/筛选项/公司/财务/分红/参考数据）+ /api/data/sync
|
||||
etfs.py /api/etfs + /api/etf/sync*
|
||||
market.py /api/market/*（总览/打板/概念板块/指数 K 线与详情）
|
||||
backtest.py /api/backtest + /api/backtest/event
|
||||
screener.py /api/screener/*（选股/历史/同步/个股预览）
|
||||
user.py /api/preferences + /api/watchlist* + /api/trades*
|
||||
_deps.py 共享件：JSON 直返缓存、复权换算、行转 Bar、共享常量与 SQL
|
||||
|
||||
统一约定：prefix=/api 与 require_user 鉴权在本层挂一次，子路由不带前缀；
|
||||
路由注册顺序 = include 顺序（各域路径前缀互不重叠，顺序不影响匹配）。
|
||||
"""
|
||||
from fastapi import APIRouter, Depends
|
||||
|
||||
from ..auth import require_user
|
||||
from .backtest import router as backtest_router
|
||||
from .etfs import router as etfs_router
|
||||
from .market import router as market_router
|
||||
from .screener import router as screener_router
|
||||
from .stocks import router as stocks_router
|
||||
from .user import router as user_router
|
||||
|
||||
router = APIRouter(prefix="/api", dependencies=[Depends(require_user)])
|
||||
router.include_router(stocks_router)
|
||||
router.include_router(etfs_router)
|
||||
router.include_router(market_router)
|
||||
router.include_router(backtest_router)
|
||||
router.include_router(screener_router)
|
||||
router.include_router(user_router)
|
||||
145
backend/app/api/_deps.py
Normal file
145
backend/app/api/_deps.py
Normal file
@@ -0,0 +1,145 @@
|
||||
"""路由包共享件：JSON 直返缓存、复权换算、行转 Bar、共享常量与 SQL。
|
||||
|
||||
各域路由模块（stocks/etfs/market/backtest/screener/user）从这里取公共工具，
|
||||
域内私有工具留在各自文件里。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import bisect
|
||||
|
||||
import pandas as pd
|
||||
from fastapi import Response
|
||||
from sqlalchemy import text
|
||||
|
||||
from .. import cache
|
||||
from ..domain import Bar
|
||||
|
||||
# 复权模式白名单
|
||||
ADJUST_MODES = ("bfq", "qfq", "hfq")
|
||||
# MA 全量集合（前端已改为本地计算 MA，后端始终返回此集合以保证缓存一致）
|
||||
FULL_MA_SET = (5, 10, 20, 30, 60, 120, 250)
|
||||
# 指数 K 线支持的周期（日线基底聚合）
|
||||
INDEX_TIMEFRAMES = ("1d", "1w", "1M", "1y")
|
||||
|
||||
|
||||
def raw_json(resp) -> str:
|
||||
"""pydantic-core（Rust）序列化：与 response_model 直返时的字节完全一致（紧凑分隔符、
|
||||
非 ASCII 直出、浮点小数形式），且比 stdlib json.dumps 快。大响应（preview ~250KB）
|
||||
命中缓存时直接 Response 原样返回，跳过校验/再序列化。"""
|
||||
return resp.model_dump_json()
|
||||
|
||||
|
||||
async def cached_json_response(key: str) -> Response | None:
|
||||
"""两级缓存读（进程内 → Redis）：命中返回可直接吐给客户端的 Response。
|
||||
存的均为序列化好的 JSON 字符串（Redis 侧 json.loads 后仍是 str），Redis 命中顺手晋级本地。"""
|
||||
raw = cache.local_get(key)
|
||||
if raw is None:
|
||||
raw = await cache.cache_get(key)
|
||||
if not isinstance(raw, str):
|
||||
return None
|
||||
cache.local_set(key, raw, ttl=120)
|
||||
return Response(content=raw, media_type="application/json")
|
||||
|
||||
|
||||
def series_to_jsonable(s: pd.Series) -> list[float | None]:
|
||||
"""NaN -> None（lightweight-charts 的 whitespace data，跳过指标预热期）。"""
|
||||
out: list[float | None] = []
|
||||
for v in s.tolist():
|
||||
if v is None or (isinstance(v, float) and v != v):
|
||||
out.append(None)
|
||||
else:
|
||||
out.append(float(v))
|
||||
return out
|
||||
|
||||
|
||||
def rows_to_bars(rows) -> list[Bar]:
|
||||
return [
|
||||
Bar(
|
||||
ts=r.ts, open=r.open, high=r.high, low=r.low, close=r.close, volume=r.volume,
|
||||
amount=getattr(r, "amount", None), turnover=getattr(r, "turnover", None),
|
||||
)
|
||||
for r in rows
|
||||
]
|
||||
|
||||
|
||||
# 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
|
||||
# （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）。
|
||||
# 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）：
|
||||
# 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。
|
||||
INFO_SQL = text(
|
||||
"""
|
||||
SELECT ts_code, symbol, name, industry, area, market, list_date,
|
||||
turnover_rate, pe_ttm, pb, total_mv, circ_mv
|
||||
FROM (
|
||||
SELECT sb.ts_code, sb.symbol, sb.name, sb.industry, sb.area, sb.market, sb.list_date,
|
||||
ds.turnover_rate, ds.pe_ttm, ds.pb, ds.total_mv, ds.circ_mv
|
||||
FROM stock_basic sb
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT turnover_rate, pe_ttm, pb, total_mv, circ_mv
|
||||
FROM daily_snapshot
|
||||
WHERE ts_code = sb.ts_code
|
||||
ORDER BY (trade_date = cast(:target AS timestamp)) DESC, trade_date DESC
|
||||
LIMIT 1
|
||||
) ds ON true
|
||||
WHERE sb.ts_code = :code
|
||||
UNION ALL
|
||||
SELECT eb.ts_code, eb.symbol, eb.name, NULL, NULL,
|
||||
CASE eb.exchange WHEN 'SH' THEN '沪市' ELSE '深市' END, eb.list_date,
|
||||
eb.turnover_rate, NULL, NULL,
|
||||
eb.total_mv / 10000.0, eb.circ_mv / 10000.0
|
||||
FROM etf_basic eb
|
||||
WHERE eb.ts_code = :code
|
||||
) t
|
||||
LIMIT 1
|
||||
"""
|
||||
)
|
||||
|
||||
# 复权因子是阶梯函数（除权日之间不变）：只取「变化点」行，把每符号 ~7000 行日级因子压到
|
||||
# 几十行（600118 仅 32 行），传输量再降两个数量级；lag 窗口在覆盖索引上走 Index Only Scan。
|
||||
# upto 传全局最新交易日（非分页）或 end 日期（分页）；窗口首行 prev 为 NULL 恒被保留（窗口基线因子）。
|
||||
FACTOR_STEP_SQL = text(
|
||||
"""
|
||||
SELECT trade_date, adj_factor FROM (
|
||||
SELECT trade_date, adj_factor,
|
||||
lag(adj_factor) OVER (ORDER BY trade_date) AS prev
|
||||
FROM adj_factor
|
||||
WHERE ts_code = :code AND trade_date <= :upto
|
||||
) t
|
||||
WHERE adj_factor IS DISTINCT FROM prev
|
||||
ORDER BY trade_date
|
||||
"""
|
||||
)
|
||||
|
||||
|
||||
def adjust_bars(bars: list[Bar], factors, from_mode: str, to_mode: str) -> list[Bar]:
|
||||
"""按复权因子把 K 线从 from_mode 换算到 to_mode（bfq/qfq/hfq）。
|
||||
|
||||
相对不复权的乘数：bfq=1，qfq=f(t)/f(latest)，hfq=f(t)。
|
||||
因子缺失的日期向前沿用最近因子（因子是阶梯函数，除权日之间不变）。
|
||||
"""
|
||||
fd = sorted((f[0].date(), float(f[1])) for f in factors)
|
||||
fdates = [d for d, _ in fd]
|
||||
f_latest = fd[-1][1]
|
||||
|
||||
def _f_at(d) -> float:
|
||||
i = bisect.bisect_right(fdates, d) - 1
|
||||
return fd[i][1] if i >= 0 else fd[0][1]
|
||||
|
||||
def _mult(mode: str, f: float) -> float:
|
||||
if mode == "bfq":
|
||||
return 1.0
|
||||
return f / f_latest if mode == "qfq" else f
|
||||
|
||||
out: list[Bar] = []
|
||||
for b in bars:
|
||||
f = _f_at(b.ts.date())
|
||||
m = _mult(to_mode, f) / _mult(from_mode, f)
|
||||
out.append(Bar(
|
||||
ts=b.ts,
|
||||
open=round(b.open * m, 3), high=round(b.high * m, 3),
|
||||
low=round(b.low * m, 3), close=round(b.close * m, 3),
|
||||
volume=b.volume,
|
||||
# 成交额/换手率是名义量，不随复权缩放
|
||||
amount=b.amount, turnover=b.turnover,
|
||||
))
|
||||
return out
|
||||
152
backend/app/api/backtest.py
Normal file
152
backend/app/api/backtest.py
Normal file
@@ -0,0 +1,152 @@
|
||||
"""回测域路由：策略回测（旧 API，K线+指标+买卖点+净值）+ 自然语言事件回测。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
|
||||
import pandas as pd
|
||||
from fastapi import APIRouter, Depends, HTTPException
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
|
||||
from ..backtest.engine import BacktestConfig, run_backtest
|
||||
from ..backtest.events import EventEngineError, run_event_backtest
|
||||
from ..backtest.strategies import build_strategy
|
||||
from ..data import fetcher, repository
|
||||
from ..data.aggregation import bars_per_year, resample_bars
|
||||
from ..data.symbols import is_etf_symbol
|
||||
from ..db import get_session
|
||||
from ..models import BacktestRun
|
||||
from ..schemas import (
|
||||
BacktestRequest,
|
||||
BacktestResponse,
|
||||
CandleOut,
|
||||
EquityPoint,
|
||||
EventBacktestRequest,
|
||||
EventBacktestResponse,
|
||||
IndicatorOut,
|
||||
MetricsOut,
|
||||
SignalOut,
|
||||
)
|
||||
from ..screener.llm import parse_event_spec, ScreenerError
|
||||
from ._deps import rows_to_bars, series_to_jsonable
|
||||
|
||||
router = APIRouter()
|
||||
|
||||
|
||||
@router.post("/backtest", response_model=BacktestResponse)
|
||||
async def backtest(
|
||||
req: BacktestRequest,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
) -> BacktestResponse:
|
||||
# 真实数据：本地无缓存则先拉取
|
||||
if not await fetcher.is_cached(session, req.symbol):
|
||||
try:
|
||||
await fetcher.sync_symbol(session, req.symbol, source="auto")
|
||||
except Exception as e: # noqa: BLE001
|
||||
raise HTTPException(status_code=502, detail=f"数据拉取失败: {e}")
|
||||
|
||||
# 日线为基底，聚合到请求周期
|
||||
rows = await repository.get_candles(
|
||||
session, req.symbol, "1d", start=req.start, end=req.end, limit=100000
|
||||
)
|
||||
if not rows:
|
||||
raise HTTPException(status_code=404, detail=f"无数据: symbol={req.symbol}")
|
||||
|
||||
bars = resample_bars(rows_to_bars(rows), req.timeframe)
|
||||
if len(bars) < 2:
|
||||
raise HTTPException(status_code=400, detail=f"周期 {req.timeframe} 下数据不足，无法回测")
|
||||
|
||||
try:
|
||||
strategy = build_strategy(req.strategy, req.params)
|
||||
except Exception as e: # noqa: BLE001
|
||||
raise HTTPException(status_code=400, detail=f"策略构建失败: {e}")
|
||||
cfg = BacktestConfig(
|
||||
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)
|
||||
|
||||
df: pd.DataFrame = result["df"]
|
||||
m = result["metrics"]
|
||||
|
||||
# 记录到回测运行注册表（可复现/可审计的基础）
|
||||
session.add(
|
||||
BacktestRun(
|
||||
symbol=req.symbol,
|
||||
strategy=req.strategy,
|
||||
timeframe=req.timeframe,
|
||||
params_json=json.dumps(req.params, ensure_ascii=False),
|
||||
initial_cash=req.initial_cash,
|
||||
total_return=m["total_return"],
|
||||
max_drawdown=m["max_drawdown"],
|
||||
sharpe=m["sharpe"],
|
||||
num_trades=m["num_trades"],
|
||||
)
|
||||
)
|
||||
await session.commit()
|
||||
|
||||
candles = [
|
||||
CandleOut(ts=r["ts"], open=r["open"], high=r["high"], low=r["low"],
|
||||
close=r["close"], volume=r["volume"],
|
||||
amount=r["amount"] if "amount" in df.columns else None,
|
||||
turnover=r["turnover"] if "turnover" in df.columns else None)
|
||||
for _, r in df.iterrows()
|
||||
]
|
||||
signals = [
|
||||
SignalOut(ts=f.ts, side=f.side.value, price=f.price, qty=f.qty)
|
||||
for f in result["fills"]
|
||||
]
|
||||
indicators = IndicatorOut(
|
||||
strategy=req.strategy,
|
||||
data={col: series_to_jsonable(df[col]) for col in result["indicator_cols"]},
|
||||
)
|
||||
equity = [EquityPoint(ts=t.to_pydatetime(), value=float(v))
|
||||
for t, v in result["equity"].items()]
|
||||
|
||||
return BacktestResponse(
|
||||
symbol=req.symbol,
|
||||
timeframe=req.timeframe,
|
||||
strategy=req.strategy,
|
||||
candles=candles,
|
||||
indicators=indicators,
|
||||
signals=signals,
|
||||
equity=equity,
|
||||
metrics=MetricsOut(**m),
|
||||
final_cash=result["final_cash"],
|
||||
final_position=result["final_position"],
|
||||
initial_cash=req.initial_cash,
|
||||
)
|
||||
|
||||
|
||||
@router.post("/backtest/event", response_model=EventBacktestResponse)
|
||||
async def backtest_event(
|
||||
req: EventBacktestRequest,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
) -> EventBacktestResponse:
|
||||
"""自然语言事件回测：入场条件命中 -> 次日买入 -> 持有 N 日，单股或全市场汇总统计。
|
||||
直传 spec 则跳过 LLM（前端调参重跑）。"""
|
||||
try:
|
||||
spec = req.spec or await parse_event_spec(req.text)
|
||||
result = await run_event_backtest(
|
||||
session, spec,
|
||||
ts_code=req.ts_code,
|
||||
start=req.start.date() if req.start else None,
|
||||
end=req.end.date() if req.end else None,
|
||||
)
|
||||
except ScreenerError as e:
|
||||
raise HTTPException(status_code=502, detail=str(e))
|
||||
except EventEngineError as e:
|
||||
raise HTTPException(status_code=400, detail=str(e))
|
||||
except Exception as e: # noqa: BLE001
|
||||
raise HTTPException(status_code=500, detail=f"事件回测失败: {e}")
|
||||
return EventBacktestResponse(
|
||||
text=req.text,
|
||||
spec=result["spec"],
|
||||
universe=result["universe"],
|
||||
start=result["start"],
|
||||
end=result["end"],
|
||||
stats=result["stats"],
|
||||
trades=result["trades"],
|
||||
total=result["total"],
|
||||
)
|
||||
133
backend/app/api/etfs.py
Normal file
133
backend/app/api/etfs.py
Normal file
@@ -0,0 +1,133 @@
|
||||
"""ETF 域路由：全市场列表（东财快照 + candles 行情）+ 同步任务。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from fastapi import APIRouter, Depends, HTTPException, Response
|
||||
from sqlalchemy import text
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
from sqlalchemy.sql.elements import TextClause
|
||||
|
||||
from .. import cache
|
||||
from ..auth import require_user
|
||||
from ..config import settings
|
||||
from ..data import etf_sync as etf_sync_mod
|
||||
from ..db import get_session
|
||||
from ..schemas import EtfListItemOut, EtfListResponse, EtfSyncRequest, EtfSyncStatus
|
||||
from ._deps import cached_json_response, raw_json
|
||||
|
||||
router = APIRouter()
|
||||
|
||||
# ---------- ETF 列表（全市场浏览；行情走 candles 底座，规模/换手走东财快照） ----------
|
||||
# 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
|
||||
# 排序 —— ETF 全市场仅 ~1100 行，3 个索引探测/行 也就几 ms，可以承受。
|
||||
# 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。
|
||||
_ETFS_SORTS = {
|
||||
"symbol": "eb.symbol",
|
||||
"close": "c.close",
|
||||
"pct_chg": "pct_chg",
|
||||
"amount": "c.amount",
|
||||
"total_mv": "eb.total_mv",
|
||||
"circ_mv": "eb.circ_mv",
|
||||
"turnover_rate": "eb.turnover_rate",
|
||||
}
|
||||
|
||||
_ETFS_SQL_TMPL = """
|
||||
SELECT eb.ts_code, eb.symbol, eb.name, eb.exchange, eb.list_date,
|
||||
(w.id IS NOT NULL) AS watched,
|
||||
eb.turnover_rate,
|
||||
round((eb.total_mv / 100000000.0)::numeric, 2) AS total_mv,
|
||||
round((eb.circ_mv / 100000000.0)::numeric, 2) AS circ_mv,
|
||||
c.close AS close, prev.close AS prev_close, c.ts AS last_ts,
|
||||
CASE WHEN c.close IS NOT NULL AND prev.close IS NOT NULL AND prev.close <> 0
|
||||
THEN round(((c.close / prev.close - 1) * 100)::numeric, 2) END AS pct_chg,
|
||||
round((c.amount / 100000000.0)::numeric, 2) AS amount
|
||||
FROM etf_basic eb
|
||||
LEFT JOIN watchlist_items w ON w.ts_code = eb.ts_code AND w.user_id = :uid
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT close, ts, amount FROM candles
|
||||
WHERE symbol = eb.symbol AND timeframe = '1d'
|
||||
ORDER BY ts DESC LIMIT 1
|
||||
) c ON true
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT close FROM candles
|
||||
WHERE symbol = eb.symbol AND timeframe = '1d' AND ts < c.ts
|
||||
ORDER BY ts DESC LIMIT 1
|
||||
) prev ON c.ts IS NOT NULL
|
||||
WHERE (:search = '' OR eb.symbol LIKE :psearch OR eb.name LIKE :psearch)
|
||||
AND (:exchange = '' OR eb.exchange = :exchange)
|
||||
AND (:watched_only = false OR w.id IS NOT NULL)
|
||||
ORDER BY {order_by}
|
||||
LIMIT :limit OFFSET :offset
|
||||
"""
|
||||
|
||||
_ETFS_COUNT_SQL = text("""
|
||||
SELECT count(*) FROM etf_basic eb
|
||||
LEFT JOIN watchlist_items w ON w.ts_code = eb.ts_code AND w.user_id = :uid
|
||||
WHERE (:search = '' OR eb.symbol LIKE :psearch OR eb.name LIKE :psearch)
|
||||
AND (:exchange = '' OR eb.exchange = :exchange)
|
||||
AND (:watched_only = false OR w.id IS NOT NULL)
|
||||
""")
|
||||
|
||||
|
||||
def _etfs_sql(sort: str, order: str) -> TextClause:
|
||||
col = _ETFS_SORTS.get(sort, _ETFS_SORTS["symbol"])
|
||||
direction = "DESC" if order == "desc" else "ASC"
|
||||
nulls = " NULLS LAST" if col != "eb.symbol" else "" # 无行情/无快照的排最后
|
||||
return text(_ETFS_SQL_TMPL.format(order_by=f"{col} {direction}{nulls}"))
|
||||
|
||||
|
||||
@router.get("/etfs", response_model=EtfListResponse)
|
||||
async def list_etfs(
|
||||
search: str = "",
|
||||
exchange: str = "",
|
||||
watched_only: bool = False,
|
||||
sort: str = "symbol",
|
||||
order: str = "asc",
|
||||
limit: int = 100,
|
||||
offset: int = 0,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> Response:
|
||||
"""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。
|
||||
exchange ∈ {SH, SZ}（空 = 全部）；sort ∈ {symbol,close,pct_chg,amount,total_mv,circ_mv,
|
||||
turnover_rate}（白名单，其他值回落 symbol），order ∈ asc/desc；快照/行情列排序时
|
||||
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，
|
||||
ETF 同步完成（bump ver:etf / ver:candles）或自选增删即失效。
|
||||
"""
|
||||
search = search.strip()
|
||||
sort = sort if sort in _ETFS_SORTS else "symbol"
|
||||
order = "desc" if order.lower() == "desc" else "asc"
|
||||
limit = max(1, min(limit, 500))
|
||||
offset = max(0, offset)
|
||||
key = (
|
||||
f"etfsj:u{user.id}"
|
||||
f":v{await cache.get_version(f'watchlist:{user.id}')}"
|
||||
f":v{await cache.get_version('etf')}"
|
||||
f":{cache.digest(search, exchange, watched_only, sort, order, limit, offset)}"
|
||||
)
|
||||
cached = await cached_json_response(key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
params = {
|
||||
"search": search, "psearch": f"%{search}%",
|
||||
"exchange": exchange.upper(), "watched_only": watched_only,
|
||||
"uid": user.id, "limit": limit, "offset": offset,
|
||||
}
|
||||
total = (await session.execute(_ETFS_COUNT_SQL, params)).scalar_one()
|
||||
rows = (await session.execute(_etfs_sql(sort, order), params)).mappings().all()
|
||||
resp = EtfListResponse(total=total, items=[EtfListItemOut(**r) for r in rows])
|
||||
raw = raw_json(resp)
|
||||
cache.local_set(key, raw, ttl=min(120, settings.stocks_cache_ttl))
|
||||
cache.set_bg(key, raw, ttl=settings.stocks_cache_ttl)
|
||||
return Response(content=raw, media_type="application/json")
|
||||
|
||||
|
||||
@router.post("/etf/sync", response_model=EtfSyncStatus)
|
||||
async def etf_sync_start(req: EtfSyncRequest) -> EtfSyncStatus:
|
||||
"""启动全市场 ETF 同步（后台任务：东财快照 -> etf_basic，逐只日线 -> candles）。"""
|
||||
return EtfSyncStatus(**await etf_sync_mod.start_sync(full=req.full))
|
||||
|
||||
|
||||
@router.get("/etf/sync/status", response_model=EtfSyncStatus)
|
||||
async def etf_sync_status(session: AsyncSession = Depends(get_session)) -> EtfSyncStatus:
|
||||
"""ETF 同步任务状态与数据实况（ETF 数 / 最新交易日）。"""
|
||||
return EtfSyncStatus(**await etf_sync_mod.get_status(session))
|
||||
252
backend/app/api/market.py
Normal file
252
backend/app/api/market.py
Normal file
@@ -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)],
|
||||
)
|
||||
422
backend/app/api/screener.py
Normal file
422
backend/app/api/screener.py
Normal file
@@ -0,0 +1,422 @@
|
||||
"""智能选股域路由：自然语言选股（NDJSON 流式）+ 提问历史 + 全市场同步 + 个股预览。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import json
|
||||
from datetime import datetime
|
||||
|
||||
import pandas as pd
|
||||
from fastapi import APIRouter, Depends, HTTPException, Response
|
||||
from fastapi.responses import StreamingResponse
|
||||
from sqlalchemy import func, select, text
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
|
||||
from .. import cache
|
||||
from .. import indicators as ind
|
||||
from ..auth import require_user
|
||||
from ..config import settings
|
||||
from ..data import fetcher, repository
|
||||
from ..data.aggregation import resample_bars
|
||||
from ..data.symbols import plain_code
|
||||
from ..db import async_session, get_session
|
||||
from ..models import AdjFactor, Candle, ScreenerQuery
|
||||
from ..schemas import (
|
||||
CandleOut,
|
||||
PreviewInfoOut,
|
||||
PreviewResponse,
|
||||
ScreenerQueryListResponse,
|
||||
ScreenerQueryOut,
|
||||
ScreenerRunRequest,
|
||||
ScreenerRunResponse,
|
||||
ScreenerSyncRequest,
|
||||
ScreenerSyncStatus,
|
||||
)
|
||||
from ..screener import engine, market_sync
|
||||
from ..screener.engine import DataNotReadyError
|
||||
from ..screener.llm import ScreenerError, parse_conditions
|
||||
from ._deps import (
|
||||
ADJUST_MODES,
|
||||
FACTOR_STEP_SQL,
|
||||
FULL_MA_SET,
|
||||
INFO_SQL,
|
||||
adjust_bars,
|
||||
cached_json_response,
|
||||
raw_json,
|
||||
rows_to_bars,
|
||||
series_to_jsonable,
|
||||
)
|
||||
|
||||
router = APIRouter()
|
||||
|
||||
|
||||
# ---------- 智能选股 ----------
|
||||
@router.post("/screener/run")
|
||||
async def screener_run(
|
||||
req: ScreenerRunRequest,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> StreamingResponse:
|
||||
"""自然语言 -> LLM 解析条件 -> 全市场筛选。也可直传 conditions 跳过 LLM（微调再跑）。
|
||||
|
||||
NDJSON 流式响应（每行一个 JSON 事件，前端逐行渲染进度）：
|
||||
{"type":"stage","key":"llm|date|prefilter|bars|filter_done|done","msg":"…","ms":123}
|
||||
{"type":"parsed","conditions":{…},"ms":456} LLM 解析出的结构化条件
|
||||
{"type":"candidates","count":5400,"msg":"…","ms":…} SQL 预筛后的候选数
|
||||
{"type":"progress","done":500,"total":5400} 逐股指标过滤进度
|
||||
{"type":"result","result":{…ScreenerRunResponse…},"ms":…}
|
||||
{"type":"error","message":"…","code":400} 流中途失败（HTTP 已 200）
|
||||
成功的提问（含解析出的条件与命中数）记录到 screener_queries，供历史一键重跑。
|
||||
"""
|
||||
limit = settings.screener_default_limit
|
||||
|
||||
async def gen():
|
||||
try:
|
||||
if req.conditions:
|
||||
conds = req.conditions
|
||||
else:
|
||||
yield _ndjson({"type": "stage", "key": "llm",
|
||||
"msg": f"AI 解析条件中（{settings.llm_model}）…"})
|
||||
conds = await parse_conditions(req.text)
|
||||
if not conds.indicator and not conds.snapshot:
|
||||
yield _ndjson({"type": "error", "code": 400,
|
||||
"message": "AI 未从描述中解析出任何筛选条件，请换种说法"})
|
||||
return
|
||||
yield _ndjson({"type": "parsed", "conditions": conds.model_dump()})
|
||||
|
||||
result = None
|
||||
async for ev in engine.run_screen_events(session, conds, limit):
|
||||
if ev["type"] == "result":
|
||||
result = ev["result"]
|
||||
yield _ndjson({"type": "stage", "key": "done", "ms": ev.get("ms"),
|
||||
"msg": f"筛选完成：{result['total']} 只命中（数据基准 {result['trade_date']:%Y-%m-%d}）"})
|
||||
else:
|
||||
yield _ndjson(ev)
|
||||
|
||||
if result is None:
|
||||
yield _ndjson({"type": "error", "code": 500, "message": "选股流程未产出结果"})
|
||||
return
|
||||
yield _ndjson({"type": "result", "result": ScreenerRunResponse(**result).model_dump(mode="json")})
|
||||
|
||||
# 相同文本 + 相同条件的上一条不重复记录（一键重跑场景）
|
||||
exists = (
|
||||
await session.execute(
|
||||
select(ScreenerQuery.id).where(
|
||||
ScreenerQuery.user_id == user.id,
|
||||
ScreenerQuery.text == req.text.strip(),
|
||||
ScreenerQuery.conditions_json == json.dumps(conds.model_dump(), ensure_ascii=False),
|
||||
)
|
||||
)
|
||||
).scalar_one_or_none()
|
||||
if exists is None:
|
||||
session.add(ScreenerQuery(
|
||||
user_id=user.id,
|
||||
text=req.text.strip(),
|
||||
conditions_json=json.dumps(conds.model_dump(), ensure_ascii=False),
|
||||
hit_count=result.get("total", 0),
|
||||
))
|
||||
await session.commit()
|
||||
except DataNotReadyError as e:
|
||||
yield _ndjson({"type": "error", "code": 409, "message": str(e)})
|
||||
except ValueError as e: # 未知指标/字段、条件为空
|
||||
yield _ndjson({"type": "error", "code": 400, "message": str(e)})
|
||||
except ScreenerError as e:
|
||||
code = 503 if "未配置 LLM_API_KEY" in str(e) else 502
|
||||
yield _ndjson({"type": "error", "code": code, "message": str(e)})
|
||||
except Exception as e: # noqa: BLE001
|
||||
yield _ndjson({"type": "error", "code": 500, "message": f"选股失败: {e}"})
|
||||
|
||||
return StreamingResponse(gen(), media_type="application/x-ndjson",
|
||||
headers={"Cache-Control": "no-store", "X-Accel-Buffering": "no"})
|
||||
|
||||
|
||||
def _ndjson(obj: dict) -> str:
|
||||
"""dict -> NDJSON 行（json.dumps 保证 default=str 兜底 datetime 等）。"""
|
||||
return json.dumps(obj, ensure_ascii=False, default=str) + "\n"
|
||||
|
||||
|
||||
@router.get("/screener/queries", response_model=ScreenerQueryListResponse)
|
||||
async def screener_queries(
|
||||
limit: int = 20,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> ScreenerQueryListResponse:
|
||||
"""当前用户的提问历史（最新在前，含解析出的条件与命中数，可一键重跑）。"""
|
||||
limit = max(1, min(limit, 100))
|
||||
rows = (
|
||||
await session.execute(
|
||||
select(ScreenerQuery)
|
||||
.where(ScreenerQuery.user_id == user.id)
|
||||
.order_by(ScreenerQuery.created_at.desc())
|
||||
.limit(limit)
|
||||
)
|
||||
).scalars().all()
|
||||
items = []
|
||||
for r in rows:
|
||||
conds = None
|
||||
if r.conditions_json:
|
||||
try:
|
||||
from ..schemas import ScreenConditions
|
||||
conds = ScreenConditions.model_validate_json(r.conditions_json)
|
||||
except Exception: # noqa: BLE001 —— 旧格式/解析失败则只展示文本
|
||||
conds = None
|
||||
items.append(ScreenerQueryOut(
|
||||
id=r.id, text=r.text, conditions=conds, hit_count=r.hit_count, created_at=r.created_at
|
||||
))
|
||||
return ScreenerQueryListResponse(items=items)
|
||||
|
||||
|
||||
@router.delete("/screener/queries/{query_id}", status_code=204)
|
||||
async def screener_query_delete(
|
||||
query_id: int,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> None:
|
||||
await session.execute(
|
||||
text("DELETE FROM screener_queries WHERE id = :i AND user_id = :u"),
|
||||
{"i": query_id, "u": user.id},
|
||||
)
|
||||
await session.commit()
|
||||
|
||||
|
||||
# ---------- 全市场数据同步 ----------
|
||||
@router.post("/screener/sync", response_model=ScreenerSyncStatus)
|
||||
async def screener_sync_start(
|
||||
req: ScreenerSyncRequest, session: AsyncSession = Depends(get_session)
|
||||
) -> ScreenerSyncStatus:
|
||||
"""启动全市场数据同步（后台任务，立即返回状态）。"""
|
||||
try:
|
||||
await market_sync.start_sync(session, req.days, req.force)
|
||||
except ScreenerError as e:
|
||||
raise HTTPException(status_code=503, detail=str(e))
|
||||
status = await market_sync.get_sync_status(session)
|
||||
return ScreenerSyncStatus(**{k: status.get(k) for k in ScreenerSyncStatus.model_fields})
|
||||
|
||||
|
||||
@router.get("/screener/sync/status", response_model=ScreenerSyncStatus)
|
||||
async def screener_sync_status(session: AsyncSession = Depends(get_session)) -> ScreenerSyncStatus:
|
||||
"""同步任务状态 + 数据实况（最新交易日/行数/ready）。"""
|
||||
status = await market_sync.get_sync_status(session)
|
||||
return ScreenerSyncStatus(**{k: status.get(k) for k in ScreenerSyncStatus.model_fields})
|
||||
|
||||
|
||||
# ---------- 个股详情预览 ----------
|
||||
@router.get("/screener/preview/{ts_code}", response_model=PreviewResponse)
|
||||
async def screener_preview(
|
||||
ts_code: str, limit: int = 500, adjust: str = "qfq", timeframe: str = "1d", mas: str = "5,10,20,60",
|
||||
zx: str = "10,20,30,60", end: str | None = None,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
) -> Response:
|
||||
"""个股详情预览：日线（candles 不复权底座 + adj_factor 本地换算 bfq/qfq/hfq，
|
||||
未缓存自动拉取，落后全市场最新交易日则强制刷新）+ 全套指标 + 最新截面信息卡。
|
||||
timeframe 聚合到周/月/年（先复权再聚合）；mas 指定主图 MA 周期（逗号分隔）。
|
||||
end=YYYY-MM-DD 时为「向前翻页」：返回该日之前最近 limit 根（含预热计算指标），
|
||||
has_more 标记窗口前是否还有更早历史，前端据此继续向左滚动加载。"""
|
||||
if adjust not in ADJUST_MODES:
|
||||
raise HTTPException(status_code=400, detail=f"adjust 仅支持 {'/'.join(ADJUST_MODES)}")
|
||||
if timeframe not in ("1d", "1w", "1M", "1y"):
|
||||
raise HTTPException(status_code=400, detail="timeframe 仅支持 1d/1w/1M/1y")
|
||||
try:
|
||||
ma_periods = sorted({int(p) for p in mas.split(",") if p.strip().isdigit() and 1 <= int(p) <= 500})
|
||||
except ValueError:
|
||||
raise HTTPException(status_code=400, detail="mas 格式应为逗号分隔的数字，如 5,10,20,60")
|
||||
if not ma_periods:
|
||||
ma_periods = [5, 10, 20, 60]
|
||||
try:
|
||||
zx_periods = sorted({int(p) for p in zx.split(",") if p.strip().isdigit() and 1 <= int(p) <= 500})
|
||||
except ValueError:
|
||||
raise HTTPException(status_code=400, detail="zx 格式应为逗号分隔的数字，如 10,20,30,60")
|
||||
if not zx_periods:
|
||||
zx_periods = [10, 20, 30, 60]
|
||||
limit = max(30, min(limit, 5000))
|
||||
end_dt: datetime | None = None
|
||||
if end:
|
||||
try:
|
||||
end_dt = datetime.strptime(end.strip()[:10], "%Y-%m-%d")
|
||||
except ValueError:
|
||||
raise HTTPException(status_code=400, detail="end 格式应为 YYYY-MM-DD")
|
||||
symbol = plain_code(ts_code)
|
||||
|
||||
# --- 两级读缓存：历史窗口（end 翻页）只增不改，最新窗口每日由全市场同步推进；
|
||||
# 键含 ver:candles 版本号（同步完成后自增，旧缓存全部失效），TTL 兜底（cache.py）。
|
||||
# 存序列化好的 JSON 直返（j: 前缀），跳过 json.loads + pydantic 校验/序列化（热路径数百 ms → 个位数）。
|
||||
# 注：ma_periods 不参与缓存键 —— 前端已改为本地计算 MA，后端始终返回全量 MA 集合
|
||||
cache_key = cache.digest(
|
||||
"preview", ts_code, timeframe, limit, adjust,
|
||||
end_dt.strftime("%Y-%m-%d") if end_dt else None,
|
||||
await cache.get_version("candles"),
|
||||
)
|
||||
cached = await cached_json_response(f"pvj:{cache_key}")
|
||||
if cached is not None:
|
||||
return cached
|
||||
|
||||
# --- 日线：candles(全量不复权底座)；未缓存拉取，落后于全市场最新交易日则强制刷新 ---
|
||||
# fetcher 只做「不复权」增量 upsert，底座口径恒为 bfq（TDX 全量 + Tushare 增量），
|
||||
# 复权（qfq/hfq）读取时按 adj_factor 表本地换算。
|
||||
# 每次只取「窗口 + 400 根预热」行（MA250/MACD EMA 在 400 根内充分收敛），不拉全量：
|
||||
# 首屏 ~500 根秒开，向左滚动时按 end 参数逐页向前翻。
|
||||
frame_mult = {"1d": 1, "1w": 6, "1M": 24, "1y": 280}[timeframe]
|
||||
fetch_n = min(100000, limit * frame_mult + 400)
|
||||
source = "bfq"
|
||||
mode = "bfq"
|
||||
# 并发约定：注入 session 与 s2 各占一条连接，每次 gather 里每个 session 恰好跑一条查询
|
||||
# （AsyncSession 单连接非并发安全），把 ~6 次串行 DB RTT 折叠成 2 个波次。
|
||||
async with async_session() as s2:
|
||||
if end_dt is not None:
|
||||
# 向前翻页：取 end 之前的历史窗口，不触发同步（历史浏览）；max(ts) 用不到
|
||||
rows = await repository.get_candles_before(session, symbol, "1d", before=end_dt, limit=fetch_n)
|
||||
global_latest = None
|
||||
else:
|
||||
# Wave 1：candles 窗口（注入 session）+ 全市场最新交易日（s2）并行
|
||||
rows, global_latest = await asyncio.gather(
|
||||
repository.get_recent_candles(session, symbol, "1d", limit=fetch_n),
|
||||
s2.scalar(select(func.max(Candle.ts)).where(Candle.timeframe == "1d")),
|
||||
)
|
||||
try:
|
||||
if not rows:
|
||||
await fetcher.sync_symbol(session, symbol, source="auto")
|
||||
rows = await repository.get_recent_candles(session, symbol, "1d", limit=fetch_n)
|
||||
elif global_latest is not None and rows[-1].ts.date() < global_latest.date():
|
||||
await fetcher.sync_symbol(session, symbol, source="auto", force=True)
|
||||
rows = await repository.get_recent_candles(session, symbol, "1d", limit=fetch_n)
|
||||
except Exception: # noqa: BLE001 —— tushare/写库失败时回滚会话（否则毒化后兜底查询 500）
|
||||
await session.rollback()
|
||||
if not rows:
|
||||
rows = []
|
||||
bars = rows_to_bars(rows)
|
||||
|
||||
if not bars and end_dt is None:
|
||||
raise HTTPException(status_code=404, detail=f"无数据: {ts_code}（可先点「同步市场数据」）")
|
||||
# 信息卡取未聚合的日线最新 bar（聚合后 ts 是周期起点，不适用于「最新交易日」）
|
||||
last_daily = bars[-1] if bars else None
|
||||
prev_daily = bars[-2] if len(bars) > 1 else None
|
||||
# 翻页到底（end 之前无数据）：返回空页 + has_more=False，前端停止向前翻页
|
||||
|
||||
# --- Wave 2：复权因子（s2，覆盖索引 Index Only Scan）+ 信息卡（注入 session，LATERAL 一条）并行 ---
|
||||
async def _fetch_factors() -> list | None:
|
||||
if adjust == mode or not bars:
|
||||
return None
|
||||
# 只取因子「变化点」行（覆盖索引 Index Only Scan，免堆访问——adj_factor 堆碎片化
|
||||
# 严重）；bisect 在阶梯函数上取值与日级序列逐字节一致
|
||||
if end_dt is not None:
|
||||
# 分页：窗口 ≤ end 的变化点 + 全局最新因子（qfq 以最新因子归一）
|
||||
win = list((await s2.execute(FACTOR_STEP_SQL, {"code": ts_code, "upto": end_dt})).all())
|
||||
if win:
|
||||
latest_f = (await s2.execute(
|
||||
select(AdjFactor.trade_date, AdjFactor.adj_factor)
|
||||
.where(AdjFactor.ts_code == ts_code)
|
||||
.order_by(AdjFactor.trade_date.desc()).limit(1)
|
||||
)).first()
|
||||
if latest_f is not None:
|
||||
win.append(latest_f)
|
||||
return win or None
|
||||
# 非分页：上界 global_latest（≥ 最新 bar），末项变化点即全局最新因子，比
|
||||
# 「窗口 ≤ bars[-1].ts + 单独 latest」少一次查询
|
||||
return list((await s2.execute(
|
||||
FACTOR_STEP_SQL, {"code": ts_code, "upto": global_latest}
|
||||
)).all()) or None
|
||||
|
||||
factors, info_row = await asyncio.gather(
|
||||
_fetch_factors(),
|
||||
session.execute(INFO_SQL, {"code": ts_code, "target": last_daily.ts if last_daily else None}),
|
||||
)
|
||||
|
||||
# --- 复权换算：请求模式与底座模式不同时按 adj_factor 本地换算（无因子则维持原样） ---
|
||||
if factors:
|
||||
bars = adjust_bars(bars, factors, mode, adjust)
|
||||
mode = adjust
|
||||
source = adjust
|
||||
|
||||
# --- 周期聚合：复权之后按日历聚合到周/月/年，指标在聚合后的序列上计算 ---
|
||||
bars = resample_bars(bars, timeframe)
|
||||
|
||||
# --- 指标（在预热窗口上计算后截尾，保证预热正确；翻页到底的空页跳过） ---
|
||||
has_more = len(bars) > limit # 返回窗口之前还有更早历史（含预热行）
|
||||
indicators: dict[str, dict[str, list[float | None]]] = {}
|
||||
if bars:
|
||||
df = pd.DataFrame({"close": [b.close for b in bars], "high": [b.high for b in bars], "low": [b.low for b in bars]})
|
||||
closes, highs, lows = df["close"], df["high"], df["low"]
|
||||
macd = ind.macd(closes)
|
||||
kdj = ind.kdj(highs, lows, closes)
|
||||
boll = ind.bollinger(closes)
|
||||
indicators = {
|
||||
# MA 始终返回全量集合（前端本地计算 MA，此处仅保留兼容；缓存键不依赖 ma_periods）
|
||||
"ma": {f"ma{p}": series_to_jsonable(ind.ma(closes, p)) for p in FULL_MA_SET},
|
||||
"macd": {
|
||||
"dif": series_to_jsonable(macd["macd"]),
|
||||
"dea": series_to_jsonable(macd["signal"]),
|
||||
"hist": series_to_jsonable(macd["hist"]),
|
||||
},
|
||||
"kdj": {k: series_to_jsonable(kdj[k]) for k in ("k", "d", "j")},
|
||||
"rsi": {
|
||||
"rsi6": series_to_jsonable(ind.rsi(closes, 6)),
|
||||
"rsi12": series_to_jsonable(ind.rsi(closes, 12)),
|
||||
"rsi24": series_to_jsonable(ind.rsi(closes, 24)),
|
||||
},
|
||||
"boll": {k: series_to_jsonable(boll[k]) for k in ("upper", "mid", "lower")},
|
||||
"zx": {
|
||||
"short": series_to_jsonable(ind.ema2(closes)),
|
||||
"duokong": series_to_jsonable(ind.avg_ma(closes, tuple(zx_periods))),
|
||||
},
|
||||
}
|
||||
limit = max(30, min(limit, len(bars)))
|
||||
for group in indicators.values():
|
||||
for key in group:
|
||||
group[key] = group[key][-limit:]
|
||||
|
||||
# --- 信息卡：Wave 2 已并行取回（stock_basic + 与行情同日对齐的快照、缺则最新日，见 INFO_SQL） ---
|
||||
row = info_row.first()
|
||||
if row is not None:
|
||||
m = row._mapping
|
||||
sb_name, sb_industry, sb_area, sb_market, sb_list_date = (
|
||||
m["name"], m["industry"], m["area"], m["market"], m["list_date"]
|
||||
)
|
||||
ds_turnover, ds_pe, ds_pb, ds_tmv, ds_cmv = (
|
||||
m["turnover_rate"], m["pe_ttm"], m["pb"], m["total_mv"], m["circ_mv"]
|
||||
)
|
||||
else:
|
||||
sb_name = sb_industry = sb_area = sb_market = sb_list_date = None
|
||||
ds_turnover = ds_pe = ds_pb = ds_tmv = ds_cmv = None
|
||||
|
||||
def _yi(v) -> float | None:
|
||||
if v is None:
|
||||
return None
|
||||
v = float(v)
|
||||
return None if v != v else round(v / 1e4, 2) # 万元 -> 亿元
|
||||
|
||||
info = PreviewInfoOut(
|
||||
ts_code=ts_code,
|
||||
symbol=symbol,
|
||||
name=sb_name or ts_code,
|
||||
industry=sb_industry,
|
||||
area=sb_area,
|
||||
market=sb_market,
|
||||
list_date=sb_list_date,
|
||||
trade_date=last_daily.ts if last_daily else None,
|
||||
open=last_daily.open if last_daily else None,
|
||||
high=last_daily.high if last_daily else None,
|
||||
low=last_daily.low if last_daily else None,
|
||||
close=last_daily.close if last_daily else None,
|
||||
pre_close=prev_daily.close if prev_daily else None,
|
||||
pct_chg=((last_daily.close / prev_daily.close - 1) * 100)
|
||||
if last_daily and prev_daily and prev_daily.close else None,
|
||||
volume_hand=round(last_daily.volume / 100, 0) if last_daily else None, # 股 -> 手
|
||||
amount_yi=round(last_daily.amount / 1e8, 2) if last_daily and last_daily.amount else None, # 元 -> 亿元
|
||||
turnover_rate=ds_turnover,
|
||||
pe_ttm=ds_pe,
|
||||
pb=ds_pb,
|
||||
total_mv=_yi(ds_tmv),
|
||||
circ_mv=_yi(ds_cmv),
|
||||
)
|
||||
|
||||
candles = [
|
||||
CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close,
|
||||
volume=b.volume, amount=b.amount, turnover=b.turnover)
|
||||
for b in bars[-limit:]
|
||||
]
|
||||
resp = PreviewResponse(ts_code=ts_code, symbol=symbol, source=source, info=info,
|
||||
candles=candles, indicators=indicators, has_more=has_more)
|
||||
# 只序列化一次：本地（同步，120s）+ Redis（后台写，600s TTL 兜底跨进程/重启）
|
||||
raw = raw_json(resp)
|
||||
cache.local_set(f"pvj:{cache_key}", raw, ttl=120)
|
||||
cache.set_bg(f"pvj:{cache_key}", raw, ttl=600)
|
||||
return Response(content=raw, media_type="application/json")
|
||||
283
backend/app/api/stocks.py
Normal file
283
backend/app/api/stocks.py
Normal file
@@ -0,0 +1,283 @@
|
||||
"""股票域路由：全市场列表 + 筛选项 + 个股公司/财务/分红/参考数据懒加载 + 手动数据同步。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from fastapi import APIRouter, Depends, HTTPException, Response
|
||||
from sqlalchemy import text
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
from sqlalchemy.sql.elements import TextClause
|
||||
|
||||
from .. import cache
|
||||
from ..auth import require_user
|
||||
from ..config import settings
|
||||
from ..data import company as company_mod
|
||||
from ..data import dividend as dividend_mod
|
||||
from ..data import finance as finance_mod
|
||||
from ..data import reference as reference_mod
|
||||
from ..data import fetcher
|
||||
from ..data.symbols import is_etf_symbol, to_ts_code
|
||||
from ..db import get_session
|
||||
from ..schemas import (
|
||||
FacetItemOut,
|
||||
StockCompanyOut,
|
||||
StockDividendOut,
|
||||
StockFacetsResponse,
|
||||
StockFinanceOut,
|
||||
StockListItemOut,
|
||||
StockListResponse,
|
||||
StockReferenceOut,
|
||||
SyncRequest,
|
||||
SyncResponse,
|
||||
)
|
||||
from ._deps import cached_json_response, raw_json
|
||||
|
||||
router = APIRouter()
|
||||
|
||||
|
||||
@router.post("/data/sync", response_model=SyncResponse)
|
||||
async def sync_data(req: SyncRequest, session: AsyncSession = Depends(get_session)) -> SyncResponse:
|
||||
"""主动拉取并缓存某标的的日线（Tushare 主 -> AKShare 兜底）。"""
|
||||
try:
|
||||
res = await fetcher.sync_symbol(
|
||||
session, req.symbol, start=req.start, end=req.end, source=req.source, force=req.force
|
||||
)
|
||||
return SyncResponse(**res)
|
||||
except Exception as e: # noqa: BLE001
|
||||
raise HTTPException(status_code=502, detail=str(e))
|
||||
|
||||
|
||||
# ---------- 股票列表（全市场浏览） ----------
|
||||
# 过滤/排序/分页在 stock_basic+watchlist+daily_snapshot 上完成（快照按最新交易日
|
||||
# 走唯一索引 join，便宜），再对「本页」≤limit 只股票补最新价/昨收（LATERAL 扫
|
||||
# candles，贵）——旧写法对全市场 ~5000 只逐个算，每页都白算 50 倍的行情量。
|
||||
# 排序列白名单（键→CTE 内表达式）；order_by 由白名单拼接进模板，不接收用户原文。
|
||||
_STOCKS_SORTS = {
|
||||
"symbol": "sb.symbol",
|
||||
"total_mv": "snap.total_mv",
|
||||
"circ_mv": "snap.circ_mv",
|
||||
"pe_ttm": "snap.pe_ttm",
|
||||
"pb": "snap.pb",
|
||||
"turnover_rate": "snap.turnover_rate",
|
||||
}
|
||||
|
||||
_STOCKS_SQL_TMPL = """
|
||||
WITH page AS (
|
||||
SELECT sb.ts_code, sb.symbol, sb.name, sb.industry, sb.market,
|
||||
(w.id IS NOT NULL) AS watched,
|
||||
(h.id IS NOT NULL) AS held,
|
||||
snap.turnover_rate, snap.pe_ttm, snap.pb, snap.total_mv, snap.circ_mv
|
||||
FROM stock_basic sb
|
||||
LEFT JOIN watchlist_items w ON w.ts_code = sb.ts_code AND w.user_id = :uid
|
||||
LEFT JOIN holding_items h ON h.ts_code = sb.ts_code AND h.user_id = :uid
|
||||
LEFT JOIN daily_snapshot snap ON snap.ts_code = sb.ts_code
|
||||
AND snap.trade_date = (SELECT max(trade_date) FROM daily_snapshot)
|
||||
WHERE sb.list_status = 'L'
|
||||
AND (:search = '' OR sb.symbol LIKE :psearch OR sb.name LIKE :psearch)
|
||||
AND (:market = '' OR sb.market = :market)
|
||||
AND (:industry = '' OR sb.industry = :industry)
|
||||
AND (:area = '' OR sb.area = :area)
|
||||
AND (:watched_only = false OR w.id IS NOT NULL)
|
||||
AND (:held_only = false OR h.id IS NOT NULL)
|
||||
ORDER BY {order_by}
|
||||
LIMIT :limit OFFSET :offset
|
||||
)
|
||||
SELECT p.ts_code, p.symbol, p.name, p.industry, p.market, p.watched, p.held,
|
||||
c.close AS close, prev.close AS prev_close, c.ts AS last_ts,
|
||||
CASE WHEN c.close IS NOT NULL AND prev.close IS NOT NULL AND prev.close <> 0
|
||||
THEN round(((c.close / prev.close - 1) * 100)::numeric, 2) END AS pct_chg,
|
||||
p.turnover_rate, p.pe_ttm, p.pb,
|
||||
round((p.total_mv / 10000.0)::numeric, 2) AS total_mv,
|
||||
round((p.circ_mv / 10000.0)::numeric, 2) AS circ_mv
|
||||
FROM page p
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT close, ts FROM candles
|
||||
WHERE symbol = p.symbol AND timeframe = '1d'
|
||||
ORDER BY ts DESC LIMIT 1
|
||||
) c ON true
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT close FROM candles
|
||||
WHERE symbol = p.symbol AND timeframe = '1d' AND ts < c.ts
|
||||
ORDER BY ts DESC LIMIT 1
|
||||
) prev ON c.ts IS NOT NULL
|
||||
"""
|
||||
|
||||
|
||||
def _stocks_sql(sort: str, order: str) -> TextClause:
|
||||
col = _STOCKS_SORTS.get(sort, _STOCKS_SORTS["symbol"])
|
||||
direction = "DESC" if order == "desc" else "ASC"
|
||||
nulls = " NULLS LAST" if col != "sb.symbol" else "" # 快照缺失/亏损无 PE 的排最后
|
||||
return text(_STOCKS_SQL_TMPL.format(order_by=f"{col} {direction}{nulls}"))
|
||||
|
||||
_STOCKS_COUNT_SQL = text("""
|
||||
SELECT count(*) FROM stock_basic sb
|
||||
LEFT JOIN watchlist_items w ON w.ts_code = sb.ts_code AND w.user_id = :uid
|
||||
LEFT JOIN holding_items h ON h.ts_code = sb.ts_code AND h.user_id = :uid
|
||||
WHERE sb.list_status = 'L'
|
||||
AND (:search = '' OR sb.symbol LIKE :psearch OR sb.name LIKE :psearch)
|
||||
AND (:market = '' OR sb.market = :market)
|
||||
AND (:industry = '' OR sb.industry = :industry)
|
||||
AND (:area = '' OR sb.area = :area)
|
||||
AND (:watched_only = false OR w.id IS NOT NULL)
|
||||
AND (:held_only = false OR h.id IS NOT NULL)
|
||||
""")
|
||||
|
||||
|
||||
@router.get("/stocks", response_model=StockListResponse)
|
||||
async def list_stocks(
|
||||
search: str = "",
|
||||
market: str = "",
|
||||
industry: str = "",
|
||||
area: str = "",
|
||||
watched_only: bool = False,
|
||||
held_only: bool = False,
|
||||
sort: str = "symbol",
|
||||
order: str = "asc",
|
||||
limit: int = 100,
|
||||
offset: int = 0,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> Response:
|
||||
"""全市场股票列表：stock_basic 基本信息 + candles 最新行情 + daily_snapshot 估值指标
|
||||
（换手率/PE-TTM/PB/市值，无快照则这些列为空）。
|
||||
watched_only=true 只看自选，held_only=true 只看持仓（各有独立分类入口，列表不再把它们排最前）。
|
||||
sort ∈ {symbol,total_mv,circ_mv,pe_ttm,pb,turnover_rate}（白名单，其他值回落 symbol），
|
||||
order ∈ asc/desc；快照列排序时缺失值（无快照/亏损无 PE）恒排末尾。
|
||||
缓存：按「用户自选/持仓版本 + 查询参数（含排序）」缓存整页（含 total）；自选/持仓增删即时失效；
|
||||
与 preview 同款序列化 JSON 直返（j 前缀），命中跳过 pydantic 校验/序列化。"""
|
||||
search = search.strip()
|
||||
sort = sort if sort in _STOCKS_SORTS else "symbol"
|
||||
order = "desc" if order.lower() == "desc" else "asc"
|
||||
limit = max(1, min(limit, 500))
|
||||
offset = max(0, offset)
|
||||
key = (
|
||||
f"stocksj:u{user.id}"
|
||||
f":v{await cache.get_version(f'watchlist:{user.id}')}"
|
||||
f":h{await cache.get_version(f'holding:{user.id}')}"
|
||||
f":{cache.digest(search, market, industry, area, watched_only, held_only, sort, order, limit, offset)}"
|
||||
)
|
||||
cached = await cached_json_response(key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
params = {
|
||||
"search": search,
|
||||
"psearch": f"%{search}%",
|
||||
"market": market,
|
||||
"industry": industry,
|
||||
"area": area,
|
||||
"watched_only": watched_only,
|
||||
"held_only": held_only,
|
||||
"uid": user.id,
|
||||
"limit": limit,
|
||||
"offset": offset,
|
||||
}
|
||||
total = (await session.execute(_STOCKS_COUNT_SQL, params)).scalar_one()
|
||||
rows = (await session.execute(_stocks_sql(sort, order), params)).mappings().all()
|
||||
resp = StockListResponse(total=total, items=[StockListItemOut(**r) for r in rows])
|
||||
raw = raw_json(resp)
|
||||
cache.local_set(key, raw, ttl=min(120, settings.stocks_cache_ttl))
|
||||
cache.set_bg(key, raw, ttl=settings.stocks_cache_ttl)
|
||||
return Response(content=raw, media_type="application/json")
|
||||
|
||||
|
||||
@router.get("/stocks/facets", response_model=StockFacetsResponse)
|
||||
async def stock_facets(session: AsyncSession = Depends(get_session)) -> Response:
|
||||
"""看股页筛选项：行业 / 地域（含数量，按数量降序）。stock_basic 很少变，长缓存。"""
|
||||
cached = await cached_json_response("facetsj:stocks")
|
||||
if cached is not None:
|
||||
return cached
|
||||
industries = (
|
||||
await session.execute(text("""
|
||||
SELECT industry AS name, count(*) AS n FROM stock_basic
|
||||
WHERE list_status = 'L' AND industry IS NOT NULL AND industry <> ''
|
||||
GROUP BY industry ORDER BY n DESC
|
||||
"""))
|
||||
).mappings().all()
|
||||
areas = (
|
||||
await session.execute(text("""
|
||||
SELECT area AS name, count(*) AS n FROM stock_basic
|
||||
WHERE list_status = 'L' AND area IS NOT NULL AND area <> ''
|
||||
GROUP BY area ORDER BY n DESC
|
||||
"""))
|
||||
).mappings().all()
|
||||
resp = StockFacetsResponse(
|
||||
industries=[FacetItemOut(name=r["name"], count=r["n"]) for r in industries],
|
||||
areas=[FacetItemOut(name=r["name"], count=r["n"]) for r in areas],
|
||||
)
|
||||
raw = raw_json(resp)
|
||||
cache.local_set("facetsj:stocks", raw, ttl=min(120, settings.facets_cache_ttl))
|
||||
cache.set_bg("facetsj:stocks", raw, ttl=settings.facets_cache_ttl)
|
||||
return Response(content=raw, media_type="application/json")
|
||||
|
||||
|
||||
@router.get("/stocks/{ts_code}/company", response_model=StockCompanyOut)
|
||||
async def stock_company_info(ts_code: str, session: AsyncSession = Depends(get_session)) -> StockCompanyOut:
|
||||
"""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，
|
||||
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
|
||||
无旧行可降级时 503（有旧行则在数据层降级返回旧行）。"""
|
||||
code = ts_code.strip().upper()
|
||||
if "." not in code:
|
||||
code = to_ts_code(code) # 防御：兼容 6 位裸代码
|
||||
if is_etf_symbol(code):
|
||||
raise HTTPException(status_code=404, detail="ETF 无公司简介")
|
||||
try:
|
||||
row = await company_mod.get_company(session, code)
|
||||
except Exception:
|
||||
raise HTTPException(status_code=503, detail="tushare 公司简介拉取失败，请稍后重试")
|
||||
if row is None:
|
||||
raise HTTPException(status_code=404, detail=f"无公司信息: {code}")
|
||||
return StockCompanyOut(**row)
|
||||
|
||||
|
||||
@router.get("/stocks/{ts_code}/finance", response_model=StockFinanceOut)
|
||||
async def stock_finance_info(ts_code: str, session: AsyncSession = Depends(get_session)) -> StockFinanceOut:
|
||||
"""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
|
||||
（fina_indicator/income/balancesheet/cashflow）合并 upsert（7 天新鲜度，无数据写墓碑）。
|
||||
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。"""
|
||||
code = ts_code.strip().upper()
|
||||
if "." not in code:
|
||||
code = to_ts_code(code)
|
||||
if is_etf_symbol(code):
|
||||
raise HTTPException(status_code=404, detail="ETF 无财务数据")
|
||||
try:
|
||||
rows = await finance_mod.get_finance(session, code)
|
||||
except Exception:
|
||||
raise HTTPException(status_code=503, detail="tushare 财务数据拉取失败，请稍后重试")
|
||||
if not rows:
|
||||
raise HTTPException(status_code=404, detail=f"无财务数据: {code}")
|
||||
return StockFinanceOut(ts_code=code, records=rows)
|
||||
|
||||
|
||||
@router.get("/stocks/{ts_code}/dividends", response_model=StockDividendOut)
|
||||
async def stock_dividend_info(ts_code: str, session: AsyncSession = Depends(get_session)) -> StockDividendOut:
|
||||
"""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
|
||||
全量替换（7 天新鲜度，无分红写墓碑，空列表是正常返回）。
|
||||
ETF 前置短路；tushare 失败且无旧行可降级时 503。"""
|
||||
code = ts_code.strip().upper()
|
||||
if "." not in code:
|
||||
code = to_ts_code(code)
|
||||
if is_etf_symbol(code):
|
||||
raise HTTPException(status_code=404, detail="ETF 无分红数据")
|
||||
try:
|
||||
rows = await dividend_mod.get_dividends(session, code)
|
||||
except Exception:
|
||||
raise HTTPException(status_code=503, detail="tushare 分红数据拉取失败，请稍后重试")
|
||||
return StockDividendOut(ts_code=code, records=rows)
|
||||
|
||||
|
||||
@router.get("/stocks/{ts_code}/reference/{kind}", response_model=StockReferenceOut)
|
||||
async def stock_reference_info(ts_code: str, kind: str, session: AsyncSession = Depends(get_session)) -> StockReferenceOut:
|
||||
"""参考数据（11 类，kind 白名单见 reference.REFERENCE_KINDS）：单股单分类 JSON 快照
|
||||
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
|
||||
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）。
|
||||
ETF 前置短路；未知 kind 404；tushare 失败且无旧行可降级时 503。"""
|
||||
code = ts_code.strip().upper()
|
||||
if "." not in code:
|
||||
code = to_ts_code(code)
|
||||
if is_etf_symbol(code):
|
||||
raise HTTPException(status_code=404, detail="ETF 无参考数据")
|
||||
if kind not in reference_mod.REFERENCE_KINDS:
|
||||
raise HTTPException(status_code=404, detail=f"未知参考数据分类: {kind}")
|
||||
try:
|
||||
rows = await reference_mod.get_reference(session, code, kind)
|
||||
except Exception:
|
||||
raise HTTPException(status_code=503, detail="tushare 参考数据拉取失败，请稍后重试")
|
||||
return StockReferenceOut(ts_code=code, kind=kind, records=rows)
|
||||
291
backend/app/api/user.py
Normal file
291
backend/app/api/user.py
Normal file
@@ -0,0 +1,291 @@
|
||||
"""用户数据路由：偏好 / 自选股 / 交割单（个人实盘买卖点）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
|
||||
from fastapi import APIRouter, Depends, File, HTTPException, UploadFile
|
||||
from sqlalchemy import delete, select, text
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
|
||||
from .. import cache
|
||||
from ..auth import require_user
|
||||
from ..db import get_session
|
||||
from ..models import HoldingItem, StockBasic, UserPreference, UserTrade, WatchlistItem
|
||||
from ..schemas import (
|
||||
HoldingOp,
|
||||
PreferencesOut,
|
||||
PreferencesUpdate,
|
||||
TradesClearResponse,
|
||||
TradesImportResponse,
|
||||
UserTradeOut,
|
||||
WatchlistOp,
|
||||
)
|
||||
from ..trades import parse_statement
|
||||
|
||||
router = APIRouter()
|
||||
|
||||
|
||||
# ---------- 用户偏好 ----------
|
||||
@router.get("/preferences", response_model=PreferencesOut)
|
||||
async def get_preferences(
|
||||
session: AsyncSession = Depends(get_session), user=Depends(require_user)
|
||||
) -> PreferencesOut:
|
||||
prefs: dict[str, object] = {}
|
||||
rows = (
|
||||
await session.execute(select(UserPreference).where(UserPreference.user_id == user.id))
|
||||
).scalars().all()
|
||||
for r in rows:
|
||||
try:
|
||||
prefs[r.key] = json.loads(r.value_json)
|
||||
except Exception: # noqa: BLE001
|
||||
prefs[r.key] = None
|
||||
return PreferencesOut(prefs=prefs)
|
||||
|
||||
|
||||
@router.put("/preferences", response_model=PreferencesOut)
|
||||
async def put_preferences(
|
||||
req: PreferencesUpdate,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> PreferencesOut:
|
||||
"""部分更新：只覆盖出现的 key；值为 null 表示删除该 key。返回更新后的全量。"""
|
||||
for key, value in req.prefs.items():
|
||||
if not key or len(key) > 64:
|
||||
continue
|
||||
if value is None:
|
||||
await session.execute(
|
||||
text("DELETE FROM user_preferences WHERE user_id = :u AND key = :k"),
|
||||
{"u": user.id, "k": key},
|
||||
)
|
||||
continue
|
||||
existing = (
|
||||
await session.execute(
|
||||
select(UserPreference).where(
|
||||
UserPreference.user_id == user.id, UserPreference.key == key
|
||||
)
|
||||
)
|
||||
).scalars().first()
|
||||
vj = json.dumps(value, ensure_ascii=False)
|
||||
if existing:
|
||||
existing.value_json = vj
|
||||
else:
|
||||
session.add(UserPreference(user_id=user.id, key=key, value_json=vj))
|
||||
await session.commit()
|
||||
return await get_preferences(session=session, user=user)
|
||||
|
||||
|
||||
# ---------- 自选股 ----------
|
||||
@router.get("/watchlist", response_model=list[str])
|
||||
async def get_watchlist(
|
||||
session: AsyncSession = Depends(get_session), user=Depends(require_user)
|
||||
) -> list[str]:
|
||||
"""当前用户自选股 ts_code 列表（加入时间倒序）。"""
|
||||
rows = (
|
||||
await session.execute(
|
||||
select(WatchlistItem.ts_code)
|
||||
.where(WatchlistItem.user_id == user.id)
|
||||
.order_by(WatchlistItem.created_at.desc(), WatchlistItem.id.desc())
|
||||
)
|
||||
).scalars().all()
|
||||
return list(rows)
|
||||
|
||||
|
||||
@router.post("/watchlist", response_model=list[str])
|
||||
async def add_watchlist(
|
||||
req: WatchlistOp,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> list[str]:
|
||||
exists = (
|
||||
await session.execute(
|
||||
select(WatchlistItem.id).where(
|
||||
WatchlistItem.user_id == user.id, WatchlistItem.ts_code == req.ts_code
|
||||
)
|
||||
)
|
||||
).scalar_one_or_none()
|
||||
if exists is None:
|
||||
session.add(WatchlistItem(user_id=user.id, ts_code=req.ts_code))
|
||||
await session.commit()
|
||||
await cache.bump_version(f"watchlist:{user.id}") # 作废该用户的股票列表缓存
|
||||
return await get_watchlist(session=session, user=user)
|
||||
|
||||
|
||||
@router.delete("/watchlist/{ts_code}", response_model=list[str])
|
||||
async def remove_watchlist(
|
||||
ts_code: str,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> list[str]:
|
||||
await session.execute(
|
||||
text("DELETE FROM watchlist_items WHERE user_id = :u AND ts_code = :c"),
|
||||
{"u": user.id, "c": ts_code},
|
||||
)
|
||||
await session.commit()
|
||||
await cache.bump_version(f"watchlist:{user.id}") # 作废该用户的股票列表缓存
|
||||
return await get_watchlist(session=session, user=user)
|
||||
|
||||
|
||||
# ---------- 持仓股 ----------
|
||||
@router.get("/holdings", response_model=list[str])
|
||||
async def get_holdings(
|
||||
session: AsyncSession = Depends(get_session), user=Depends(require_user)
|
||||
) -> list[str]:
|
||||
"""当前用户持仓股 ts_code 列表（加入时间倒序）。"""
|
||||
rows = (
|
||||
await session.execute(
|
||||
select(HoldingItem.ts_code)
|
||||
.where(HoldingItem.user_id == user.id)
|
||||
.order_by(HoldingItem.created_at.desc(), HoldingItem.id.desc())
|
||||
)
|
||||
).scalars().all()
|
||||
return list(rows)
|
||||
|
||||
|
||||
@router.post("/holdings", response_model=list[str])
|
||||
async def add_holding(
|
||||
req: HoldingOp,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> list[str]:
|
||||
exists = (
|
||||
await session.execute(
|
||||
select(HoldingItem.id).where(
|
||||
HoldingItem.user_id == user.id, HoldingItem.ts_code == req.ts_code
|
||||
)
|
||||
)
|
||||
).scalar_one_or_none()
|
||||
if exists is None:
|
||||
session.add(HoldingItem(user_id=user.id, ts_code=req.ts_code))
|
||||
await session.commit()
|
||||
await cache.bump_version(f"holding:{user.id}") # 作废该用户的股票列表缓存
|
||||
return await get_holdings(session=session, user=user)
|
||||
|
||||
|
||||
@router.delete("/holdings/{ts_code}", response_model=list[str])
|
||||
async def remove_holding(
|
||||
ts_code: str,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> list[str]:
|
||||
await session.execute(
|
||||
text("DELETE FROM holding_items WHERE user_id = :u AND ts_code = :c"),
|
||||
{"u": user.id, "c": ts_code},
|
||||
)
|
||||
await session.commit()
|
||||
await cache.bump_version(f"holding:{user.id}") # 作废该用户的股票列表缓存
|
||||
return await get_holdings(session=session, user=user)
|
||||
|
||||
|
||||
# ---------- 交割单（个人实盘买卖点） ----------
|
||||
def _trade_out(r: UserTrade) -> UserTradeOut:
|
||||
return UserTradeOut(
|
||||
id=r.id, ts_code=r.ts_code, name=r.name, trade_date=r.trade_date,
|
||||
direction=r.direction, price=r.price, qty=r.qty, amount=r.amount, fee=r.fee,
|
||||
)
|
||||
|
||||
|
||||
@router.get("/trades", response_model=list[UserTradeOut])
|
||||
async def list_trades(
|
||||
ts_code: str | None = None,
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> list[UserTradeOut]:
|
||||
"""当前用户导入的实盘成交（可选 ts_code 过滤，按日期升序；K线买卖点数据源）。"""
|
||||
q = (
|
||||
select(UserTrade)
|
||||
.where(UserTrade.user_id == user.id)
|
||||
.order_by(UserTrade.trade_date, UserTrade.id)
|
||||
)
|
||||
if ts_code:
|
||||
q = q.where(UserTrade.ts_code == ts_code)
|
||||
rows = (await session.execute(q)).scalars().all()
|
||||
return [_trade_out(r) for r in rows]
|
||||
|
||||
|
||||
@router.post("/trades/import", response_model=TradesImportResponse)
|
||||
async def import_trades(
|
||||
file: UploadFile = File(...),
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> TradesImportResponse:
|
||||
"""上传券商交割单（CSV/Excel/HTML 表格均可，自动识别列名），解析出买卖成交入库。
|
||||
|
||||
同一笔成交（同日同股同向同价同量）重复上传会跳过，重复导出幂等。
|
||||
"""
|
||||
data = await file.read()
|
||||
if not data:
|
||||
raise HTTPException(status_code=422, detail="文件是空的")
|
||||
if len(data) > 20 * 1024 * 1024:
|
||||
raise HTTPException(status_code=413, detail="文件超过 20MB，请分时间段导出")
|
||||
|
||||
parsed = parse_statement(data, file.filename or "")
|
||||
|
||||
# 无证券代码列的导出（招商式）：按证券名称反查 stock_basic 补 ts_code；同名多码或查不到则弃行
|
||||
unnamed = {t.name for t in parsed.trades if not t.ts_code and t.name}
|
||||
if unnamed:
|
||||
name_map: dict[str, str] = {}
|
||||
for ts_code, name in (await session.execute(
|
||||
select(StockBasic.ts_code, StockBasic.name).where(StockBasic.name.in_(unnamed))
|
||||
)).all():
|
||||
name_map[name] = "" if name in name_map else ts_code
|
||||
for t in parsed.trades:
|
||||
if not t.ts_code and t.name:
|
||||
tc = name_map.get(t.name, "")
|
||||
if tc:
|
||||
t.ts_code, t.code = tc, tc.split(".")[0]
|
||||
else:
|
||||
parsed.skipped_bad.append(f"{t.trade_date} {t.name} 名称无法唯一对应代码，未入库")
|
||||
|
||||
def _key(t) -> tuple:
|
||||
return (t.trade_date, t.ts_code, t.direction, None if t.price is None else round(t.price, 4), round(t.qty, 4))
|
||||
|
||||
# Python 侧去重兜底（唯一约束对 NULL price 不生效）
|
||||
existing = {
|
||||
(r.trade_date, r.ts_code, r.direction, None if r.price is None else round(r.price, 4), round(r.qty, 4))
|
||||
for r in (
|
||||
await session.execute(
|
||||
select(UserTrade.trade_date, UserTrade.ts_code, UserTrade.direction, UserTrade.price, UserTrade.qty)
|
||||
.where(UserTrade.user_id == user.id, UserTrade.ts_code.in_({t.ts_code for t in parsed.trades}))
|
||||
)
|
||||
).all()
|
||||
}
|
||||
inserted: list[UserTrade] = []
|
||||
seen: set[tuple] = set()
|
||||
skipped_dup = 0
|
||||
for t in parsed.trades:
|
||||
if not t.ts_code:
|
||||
continue # 名称反查失败的行，已在 bad 里说明
|
||||
k = _key(t)
|
||||
if k in existing or k in seen:
|
||||
skipped_dup += 1
|
||||
continue
|
||||
seen.add(k)
|
||||
inserted.append(UserTrade(
|
||||
user_id=user.id, ts_code=t.ts_code, code=t.code, name=t.name or None,
|
||||
trade_date=t.trade_date, direction=t.direction, price=t.price,
|
||||
qty=t.qty, amount=t.amount, fee=t.fee,
|
||||
raw_json=json.dumps(t.raw, ensure_ascii=False, default=str),
|
||||
))
|
||||
if inserted:
|
||||
session.add_all(inserted)
|
||||
await session.commit()
|
||||
|
||||
return TradesImportResponse(
|
||||
inserted=len(inserted),
|
||||
skipped_dup=skipped_dup,
|
||||
skipped_other=parsed.skipped_other,
|
||||
stocks=len({t.ts_code for t in parsed.trades}),
|
||||
bad=parsed.skipped_bad[:5],
|
||||
sample=[_trade_out(r) for r in inserted[:5]],
|
||||
)
|
||||
|
||||
|
||||
@router.delete("/trades", response_model=TradesClearResponse)
|
||||
async def clear_trades(
|
||||
session: AsyncSession = Depends(get_session),
|
||||
user=Depends(require_user),
|
||||
) -> TradesClearResponse:
|
||||
"""清空当前用户导入的全部成交（重新导入前用）。"""
|
||||
res = await session.execute(delete(UserTrade).where(UserTrade.user_id == user.id))
|
||||
await session.commit()
|
||||
return TradesClearResponse(deleted=res.rowcount or 0)
|
||||
233
backend/app/data/limit_board.py
Normal file
233
backend/app/data/limit_board.py
Normal file
@@ -0,0 +1,233 @@
|
||||
"""首页打板专题（tushare 同花顺版：limit_list_ths / limit_step / limit_cpt_list）。
|
||||
|
||||
整包 SWR（仿 index_global 列表层）：进程内 state 新鲜直返 -> Redis 回填 ->
|
||||
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
|
||||
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。
|
||||
|
||||
镜像坑（见 reference.py 注释）：不传 fields；limit_list_ths 必须显式传 trade_date
|
||||
（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，
|
||||
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。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import math
|
||||
import time
|
||||
from datetime import date, datetime, timedelta
|
||||
|
||||
from .. import cache
|
||||
from ..config import settings
|
||||
from .sync_utils import call_retry, f_clean, get_pro_lazy, s_clean
|
||||
|
||||
_BOARD_KEY = "limit_board:daily:v1" # Redis 整包缓存键（v1 起版）
|
||||
_REDIS_TTL = 3600 # 进程重启后的回填来源
|
||||
_INTRADAY_TTL = 300.0 # 交易时段内的 fresh TTL（5 分钟准实时）
|
||||
_MAX_DATE_BACKTRACK = 5 # trade_date 定位回退天数（覆盖节假日/盘前）
|
||||
_BLOCKS_OUT = 12 # 最强板块输出条数
|
||||
|
||||
|
||||
class LimitBoardError(RuntimeError):
|
||||
"""三池全部拉不到（token/网络故障）——接口层转 503。"""
|
||||
|
||||
|
||||
def _yi(v) -> float | None:
|
||||
"""元 -> 亿元（2 位小数）。"""
|
||||
f = f_clean(v)
|
||||
return None if f is None else round(f / 1e8, 2)
|
||||
|
||||
|
||||
def _fetch_pool_sync(pro, trade_date: str, limit_type: str):
|
||||
time.sleep(settings.screener_sync_interval)
|
||||
return call_retry(pro.limit_list_ths, trade_date=trade_date, limit_type=limit_type)
|
||||
|
||||
|
||||
def _pool_rows(df, mode: str) -> list[dict]:
|
||||
"""行裁剪 + 单位换算。mode: up / broken / down。"""
|
||||
if df is None or df.empty:
|
||||
return []
|
||||
rows: list[dict] = []
|
||||
for _, r in df.iterrows():
|
||||
row = {
|
||||
"ts_code": s_clean(r.get("ts_code")),
|
||||
"name": s_clean(r.get("name")),
|
||||
"price": f_clean(r.get("price")),
|
||||
"pct_chg": f_clean(r.get("pct_chg")),
|
||||
}
|
||||
if not row["ts_code"]:
|
||||
continue
|
||||
if mode == "up":
|
||||
row.update({
|
||||
"tag": s_clean(r.get("tag")),
|
||||
"status": s_clean(r.get("status")),
|
||||
"lu_desc": s_clean(r.get("lu_desc")),
|
||||
"open_num": f_clean(r.get("open_num")),
|
||||
"limit_amount_yi": _yi(r.get("limit_amount")), # 封单额（亿）
|
||||
"turnover_yi": _yi(r.get("turnover")), # 成交额（亿）
|
||||
"first_lu_time": s_clean(r.get("first_lu_time")),
|
||||
"limit_up_suc_rate": f_clean(r.get("limit_up_suc_rate")),
|
||||
})
|
||||
elif mode == "broken":
|
||||
row.update({
|
||||
"open_num": f_clean(r.get("open_num")),
|
||||
"first_lu_time": s_clean(r.get("first_lu_time")),
|
||||
"last_lu_time": s_clean(r.get("last_lu_time")),
|
||||
})
|
||||
rows.append(row)
|
||||
if mode == "up":
|
||||
# 封单额降序（打板看封单强度）；封单额缺失（镜像个别行）沉底
|
||||
rows.sort(key=lambda x: (x.get("limit_amount_yi") is None, -(x.get("limit_amount_yi") or 0)))
|
||||
return rows
|
||||
|
||||
|
||||
def _fetch_board_sync() -> dict:
|
||||
"""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）。"""
|
||||
pro = get_pro_lazy()
|
||||
errors: list[str] = []
|
||||
|
||||
# trade_date 定位：今日起逐日回退，取第一个涨停池非空的日期
|
||||
# （盘前/节假日当日为空；tushare 错误直接抛——定位失败无意义继续）
|
||||
trade_date: str | None = None
|
||||
up_rows: list[dict] = []
|
||||
for i in range(_MAX_DATE_BACKTRACK):
|
||||
d = (date.today() - timedelta(days=i)).strftime("%Y%m%d")
|
||||
df = _fetch_pool_sync(pro, d, "涨停池")
|
||||
if df is not None and not df.empty:
|
||||
trade_date = d
|
||||
up_rows = _pool_rows(df, "up")
|
||||
break
|
||||
if trade_date is None:
|
||||
raise LimitBoardError(f"近 {_MAX_DATE_BACKTRACK} 天均无涨停池数据（节假日或数据源故障）")
|
||||
|
||||
broken_rows: list[dict] = []
|
||||
try:
|
||||
broken_rows = _pool_rows(_fetch_pool_sync(pro, trade_date, "炸板池"), "broken")
|
||||
except Exception as e: # noqa: BLE001 —— 单池失败不拖垮整包
|
||||
errors.append(f"炸板池: {str(e)[:60]}")
|
||||
|
||||
down_rows: list[dict] = []
|
||||
try:
|
||||
down_rows = _pool_rows(_fetch_pool_sync(pro, trade_date, "跌停池"), "down")
|
||||
except Exception as e: # noqa: BLE001
|
||||
errors.append(f"跌停池: {str(e)[:60]}")
|
||||
|
||||
ladder: list[dict] = []
|
||||
try:
|
||||
time.sleep(settings.screener_sync_interval)
|
||||
step = call_retry(pro.limit_step, trade_date=trade_date)
|
||||
if step is not None and not step.empty:
|
||||
for _, r in step.iterrows():
|
||||
code = s_clean(r.get("ts_code"))
|
||||
n = f_clean(r.get("nums"))
|
||||
if code and n:
|
||||
ladder.append({"ts_code": code, "name": s_clean(r.get("name")), "nums": int(n)})
|
||||
ladder.sort(key=lambda x: -x["nums"])
|
||||
except Exception as e: # noqa: BLE001
|
||||
errors.append(f"连板天梯: {str(e)[:60]}")
|
||||
|
||||
blocks: list[dict] = []
|
||||
try:
|
||||
time.sleep(settings.screener_sync_interval)
|
||||
cpt = call_retry(pro.limit_cpt_list, trade_date=trade_date)
|
||||
if cpt is not None and not cpt.empty:
|
||||
for _, r in cpt.head(_BLOCKS_OUT).iterrows():
|
||||
blocks.append({
|
||||
"name": s_clean(r.get("name")),
|
||||
"days": f_clean(r.get("days")),
|
||||
"up_stat": s_clean(r.get("up_stat")),
|
||||
"cons_nums": f_clean(r.get("cons_nums")),
|
||||
"up_nums": f_clean(r.get("up_nums")),
|
||||
"pct_chg": f_clean(r.get("pct_chg")),
|
||||
})
|
||||
except Exception as e: # noqa: BLE001
|
||||
errors.append(f"最强板块: {str(e)[:60]}")
|
||||
|
||||
# 连板分布（limit_step 只含 2 板及以上；1 板 = 涨停池 tag 首板数）
|
||||
dist: dict[int, int] = {}
|
||||
for x in ladder:
|
||||
dist[x["nums"]] = dist.get(x["nums"], 0) + 1
|
||||
summary = {
|
||||
"up_count": len(up_rows),
|
||||
"broken_count": len(broken_rows),
|
||||
"down_count": len(down_rows),
|
||||
"first_board_count": sum(1 for x in up_rows if x.get("tag") == "首板"),
|
||||
"max_ladder": ladder[0] if ladder else None,
|
||||
"ladder_dist": [{"nums": k, "count": v} for k, v in sorted(dist.items())],
|
||||
}
|
||||
return {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:]}",
|
||||
"summary": summary,
|
||||
"up": up_rows,
|
||||
"broken": broken_rows,
|
||||
"down": down_rows,
|
||||
"ladder": ladder,
|
||||
"blocks": blocks,
|
||||
"errors": errors,
|
||||
}
|
||||
|
||||
|
||||
# ---------- 整包 SWR（进程内 -> Redis 回填 -> 旧值先返 + 后台刷新 -> 冷启动同步拉） ----------
|
||||
|
||||
_state: dict = {"payload": None}
|
||||
_refreshing = False
|
||||
_refresh_error: str | None = None
|
||||
_bg_tasks: set[asyncio.Task] = set()
|
||||
|
||||
|
||||
def _fresh_ttl(is_trading_day: bool | None) -> float:
|
||||
"""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）。"""
|
||||
if is_trading_day is None:
|
||||
is_trading_day = datetime.now().weekday() < 5 # 判定失败回退 weekday 启发式
|
||||
if is_trading_day:
|
||||
now = datetime.now()
|
||||
t = now.hour * 60 + now.minute
|
||||
if 9 * 60 + 15 <= t <= 15 * 60 + 30:
|
||||
return _INTRADAY_TTL
|
||||
return float(settings.market_eod_fresh_ttl)
|
||||
|
||||
|
||||
async def _refresh() -> dict:
|
||||
data = await asyncio.to_thread(_fetch_board_sync)
|
||||
payload = {**data, "updated_at": datetime.now().isoformat(), "fetched_ts": time.time()}
|
||||
_state["payload"] = payload
|
||||
await cache.cache_set(_BOARD_KEY, payload, ttl=_REDIS_TTL)
|
||||
return payload
|
||||
|
||||
|
||||
async def _refresh_wrapped() -> None:
|
||||
global _refresh_error, _refreshing
|
||||
try:
|
||||
await _refresh()
|
||||
_refresh_error = None
|
||||
except Exception as e: # noqa: BLE001 —— 后台刷新失败静默记错，下次并入 errors
|
||||
_refresh_error = f"打板专题后台刷新: {str(e)[:60]}"
|
||||
finally:
|
||||
_refreshing = False
|
||||
|
||||
|
||||
def _spawn_refresh() -> None:
|
||||
global _refreshing
|
||||
if _refreshing:
|
||||
return
|
||||
_refreshing = True
|
||||
task = asyncio.create_task(_refresh_wrapped())
|
||||
_bg_tasks.add(task)
|
||||
task.add_done_callback(_bg_tasks.discard)
|
||||
|
||||
|
||||
async def fetch_limit_board(is_trading_day: bool | None) -> dict:
|
||||
"""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。"""
|
||||
ttl = _fresh_ttl(is_trading_day)
|
||||
p = _state["payload"]
|
||||
if p is not None and time.time() - p["fetched_ts"] < ttl:
|
||||
return p
|
||||
if p is None:
|
||||
cached = await cache.cache_get(_BOARD_KEY)
|
||||
if cached:
|
||||
p = cached
|
||||
_state["payload"] = p
|
||||
if p is not None:
|
||||
_spawn_refresh()
|
||||
if _refresh_error and not p.get("errors"):
|
||||
p = {**p, "errors": [_refresh_error]}
|
||||
return p
|
||||
return await _refresh()
|
||||
242
backend/app/data/ths_board.py
Normal file
242
backend/app/data/ths_board.py
Normal file
@@ -0,0 +1,242 @@
|
||||
"""同花顺概念/行业板块（ths_index 列表 + ths_daily 行情快照 + ths_member 成分）。
|
||||
|
||||
缓存分层（数据特性决定）：
|
||||
- 板块列表：一天不变 -> 直缓存（进程内 -> Redis 24h）
|
||||
- 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
|
||||
-> 整包 SWR（同 limit_board：盘中 5 分钟 / 盘后 4 小时，trade_date 回退定位）
|
||||
- 成分：每板块懒加载直缓存 24h；成分股行情 enrich（candles 最新+前收 LATERAL）
|
||||
每次请求现算，不进缓存
|
||||
|
||||
type 代码：N 概念 / I 行业 / TH 主题 / S 特色 / R 地域 / BB 宽基 / ST 风格。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import time
|
||||
from datetime import date, datetime, timedelta
|
||||
|
||||
from sqlalchemy import text
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
|
||||
from .. import cache
|
||||
from ..config import settings
|
||||
from .sync_utils import call_retry, f_clean, get_pro_lazy, s_clean
|
||||
|
||||
_LIST_KEY = "ths_boards:list:v1"
|
||||
_DAILY_KEY = "ths_boards:daily:v1"
|
||||
_REDIS_TTL = 3600
|
||||
_LIST_TTL = 86400
|
||||
_INTRADAY_TTL = 300.0
|
||||
_MAX_DATE_BACKTRACK = 5
|
||||
|
||||
|
||||
class ThsBoardError(RuntimeError):
|
||||
"""列表/行情全部拉不到 —— 接口层转 503。"""
|
||||
|
||||
|
||||
# ---------- 板块列表（直缓存：进程内 -> Redis 24h -> 拉取） ----------
|
||||
|
||||
_list_cache: list[dict] | None = None
|
||||
|
||||
|
||||
def _fetch_list_sync() -> list[dict]:
|
||||
time.sleep(settings.screener_sync_interval)
|
||||
df = call_retry(get_pro_lazy().ths_index, exchange="A")
|
||||
if df is None or df.empty:
|
||||
raise ThsBoardError("ths_index 板块列表为空")
|
||||
rows: list[dict] = []
|
||||
for _, r in df.iterrows():
|
||||
code = s_clean(r.get("ts_code"))
|
||||
if not code:
|
||||
continue
|
||||
rows.append({
|
||||
"ts_code": code,
|
||||
"name": s_clean(r.get("name")),
|
||||
"type": s_clean(r.get("type")),
|
||||
"count": f_clean(r.get("count")),
|
||||
"list_date": s_clean(r.get("list_date")),
|
||||
})
|
||||
return rows
|
||||
|
||||
|
||||
async def get_board_list() -> list[dict]:
|
||||
global _list_cache
|
||||
if _list_cache is not None:
|
||||
return _list_cache
|
||||
cached = await cache.cache_get(_LIST_KEY)
|
||||
if isinstance(cached, list) and cached:
|
||||
_list_cache = cached
|
||||
return cached
|
||||
rows = await asyncio.to_thread(_fetch_list_sync)
|
||||
_list_cache = rows
|
||||
await cache.cache_set(_LIST_KEY, rows, ttl=_LIST_TTL)
|
||||
return rows
|
||||
|
||||
|
||||
# ---------- 行情快照（整包 SWR，同 limit_board.py 三件套） ----------
|
||||
|
||||
_daily_state: dict = {"payload": None}
|
||||
_daily_refreshing = False
|
||||
_daily_refresh_error: str | None = None
|
||||
_bg_tasks: set[asyncio.Task] = set()
|
||||
|
||||
|
||||
def _fresh_ttl(is_trading_day: bool | None) -> float:
|
||||
"""交易时段 5 分钟（镜像盘中即有当日快照）；其余 4 小时。"""
|
||||
if is_trading_day is None:
|
||||
is_trading_day = datetime.now().weekday() < 5
|
||||
if is_trading_day:
|
||||
now = datetime.now()
|
||||
t = now.hour * 60 + now.minute
|
||||
if 9 * 60 + 15 <= t <= 15 * 60 + 30:
|
||||
return _INTRADAY_TTL
|
||||
return float(settings.market_eod_fresh_ttl)
|
||||
|
||||
|
||||
def _fetch_daily_sync() -> dict:
|
||||
pro = get_pro_lazy()
|
||||
for i in range(_MAX_DATE_BACKTRACK):
|
||||
d = (date.today() - timedelta(days=i)).strftime("%Y%m%d")
|
||||
time.sleep(settings.screener_sync_interval)
|
||||
df = call_retry(pro.ths_daily, trade_date=d)
|
||||
if df is None or df.empty:
|
||||
continue
|
||||
quotes: dict[str, dict] = {}
|
||||
for _, r in df.iterrows():
|
||||
code = s_clean(r.get("ts_code"))
|
||||
if code:
|
||||
quotes[code] = {
|
||||
"close": f_clean(r.get("close")),
|
||||
"pct_change": f_clean(r.get("pct_change")),
|
||||
"vol": f_clean(r.get("vol")),
|
||||
"turnover_rate": f_clean(r.get("turnover_rate")),
|
||||
}
|
||||
return {"trade_date": f"{d[:4]}-{d[4:6]}-{d[6:]}", "quotes": quotes}
|
||||
raise ThsBoardError(f"近 {_MAX_DATE_BACKTRACK} 天均无 ths_daily 板块行情")
|
||||
|
||||
|
||||
async def _refresh_daily() -> dict:
|
||||
data = await asyncio.to_thread(_fetch_daily_sync)
|
||||
payload = {**data, "updated_at": datetime.now().isoformat(), "fetched_ts": time.time()}
|
||||
_daily_state["payload"] = payload
|
||||
await cache.cache_set(_DAILY_KEY, payload, ttl=_REDIS_TTL)
|
||||
return payload
|
||||
|
||||
|
||||
async def _refresh_daily_wrapped() -> None:
|
||||
global _daily_refresh_error, _daily_refreshing
|
||||
try:
|
||||
await _refresh_daily()
|
||||
_daily_refresh_error = None
|
||||
except Exception as e: # noqa: BLE001
|
||||
_daily_refresh_error = f"板块行情后台刷新: {str(e)[:60]}"
|
||||
finally:
|
||||
_daily_refreshing = False
|
||||
|
||||
|
||||
def _spawn_daily_refresh() -> None:
|
||||
global _daily_refreshing
|
||||
if _daily_refreshing:
|
||||
return
|
||||
_daily_refreshing = True
|
||||
task = asyncio.create_task(_refresh_daily_wrapped())
|
||||
_bg_tasks.add(task)
|
||||
task.add_done_callback(_bg_tasks.discard)
|
||||
|
||||
|
||||
async def _get_daily(is_trading_day: bool | None) -> dict:
|
||||
ttl = _fresh_ttl(is_trading_day)
|
||||
p = _daily_state["payload"]
|
||||
if p is not None and time.time() - p["fetched_ts"] < ttl:
|
||||
return p
|
||||
if p is None:
|
||||
cached = await cache.cache_get(_DAILY_KEY)
|
||||
if cached:
|
||||
p = cached
|
||||
_daily_state["payload"] = p
|
||||
if p is not None:
|
||||
_spawn_daily_refresh()
|
||||
return p
|
||||
return await _refresh_daily()
|
||||
|
||||
|
||||
async def fetch_boards(is_trading_day: bool | None) -> dict:
|
||||
"""列表 + 当日行情合并（行情缺失的板块价格为 null）。"""
|
||||
boards, daily = await asyncio.gather(get_board_list(), _get_daily(is_trading_day))
|
||||
quotes: dict = daily.get("quotes", {})
|
||||
merged = [{**b, **quotes.get(b["ts_code"], {})} for b in boards]
|
||||
errors = [_daily_refresh_error] if _daily_refresh_error else []
|
||||
return {
|
||||
"trade_date": daily.get("trade_date"),
|
||||
"updated_at": daily.get("updated_at"),
|
||||
"boards": merged,
|
||||
"errors": errors,
|
||||
}
|
||||
|
||||
|
||||
# ---------- 成分（每板块懒加载直缓存 24h + 行情 enrich 现算） ----------
|
||||
|
||||
_member_cache: dict[str, list[dict]] = {}
|
||||
|
||||
|
||||
def _fetch_members_sync(board_code: str) -> list[dict]:
|
||||
time.sleep(settings.screener_sync_interval)
|
||||
df = call_retry(get_pro_lazy().ths_member, ts_code=board_code)
|
||||
if df is None or df.empty:
|
||||
return []
|
||||
rows: list[dict] = []
|
||||
for _, r in df.iterrows():
|
||||
code = s_clean(r.get("con_code"))
|
||||
if code:
|
||||
rows.append({"con_code": code, "con_name": s_clean(r.get("con_name"))})
|
||||
rows.sort(key=lambda x: x["con_code"])
|
||||
return rows
|
||||
|
||||
|
||||
async def get_raw_members(board_code: str) -> list[dict]:
|
||||
hit = _member_cache.get(board_code)
|
||||
if hit is not None:
|
||||
return hit
|
||||
key = f"ths_members:{board_code}"
|
||||
cached = await cache.cache_get(key)
|
||||
if isinstance(cached, list):
|
||||
_member_cache[board_code] = cached
|
||||
return cached
|
||||
rows = await asyncio.to_thread(_fetch_members_sync, board_code)
|
||||
_member_cache[board_code] = rows
|
||||
await cache.cache_set(key, rows, ttl=_LIST_TTL)
|
||||
return rows
|
||||
|
||||
|
||||
# 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）
|
||||
_MEMBERS_ENRICH_SQL = text("""
|
||||
SELECT m.code AS con_code,
|
||||
c.close AS close,
|
||||
CASE WHEN c.close IS NOT NULL AND prev.close IS NOT NULL AND prev.close <> 0
|
||||
THEN round(((c.close / prev.close - 1) * 100)::numeric, 2) END AS pct_chg
|
||||
FROM (SELECT unnest(CAST(:codes AS text[])) AS code) m
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT close, ts FROM candles
|
||||
WHERE symbol = split_part(m.code, '.', 1) AND timeframe = '1d'
|
||||
ORDER BY ts DESC LIMIT 1
|
||||
) c ON true
|
||||
LEFT JOIN LATERAL (
|
||||
SELECT close FROM candles
|
||||
WHERE symbol = split_part(m.code, '.', 1) AND timeframe = '1d' AND ts < c.ts
|
||||
ORDER BY ts DESC LIMIT 1
|
||||
) prev ON c.ts IS NOT NULL
|
||||
""")
|
||||
|
||||
|
||||
async def get_members(session: AsyncSession, board_code: str) -> list[dict]:
|
||||
"""成分 + 现价/涨跌幅（行情不缓存，每请求现算）。"""
|
||||
members = await get_raw_members(board_code)
|
||||
if not members:
|
||||
return []
|
||||
rows = (await session.execute(_MEMBERS_ENRICH_SQL, {
|
||||
"codes": [m["con_code"] for m in members],
|
||||
})).mappings().all()
|
||||
quote = {r["con_code"]: {"close": float(r["close"]) if r["close"] is not None else None,
|
||||
"pct_chg": float(r["pct_chg"]) if r["pct_chg"] is not None else None}
|
||||
for r in rows}
|
||||
return [{**m, **quote.get(m["con_code"], {"close": None, "pct_chg": None})} for m in members]
|
||||
@@ -312,6 +312,20 @@ class WatchlistItem(Base):
|
||||
)
|
||||
|
||||
|
||||
class HoldingItem(Base):
|
||||
"""持仓股（手动标记进「持仓」分类的股票）。"""
|
||||
__tablename__ = "holding_items"
|
||||
|
||||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||||
user_id: Mapped[int] = mapped_column(BigInteger, ForeignKey("users.id", ondelete="CASCADE"), index=True)
|
||||
ts_code: Mapped[str] = mapped_column(String(12), index=True)
|
||||
created_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow)
|
||||
|
||||
__table_args__ = (
|
||||
UniqueConstraint("user_id", "ts_code", name="uq_holding_user_code"),
|
||||
)
|
||||
|
||||
|
||||
class UserTrade(Base):
|
||||
"""交割单导入的实盘成交流水（K线买卖点的数据源，价格为券商成交原始价、不复权）。"""
|
||||
__tablename__ = "user_trades"
|
||||
|
||||
114
backend/app/scheduler.py
Normal file
114
backend/app/scheduler.py
Normal file
@@ -0,0 +1,114 @@
|
||||
"""夜间定时任务：收盘后自动全市场同步（A股 + ETF）+ 过期会话清理。
|
||||
|
||||
进程内 asyncio 循环（单进程部署假设）。start_sync 均幂等（已在跑直接返回），
|
||||
即使多 worker / 手动触发与定时撞车也不会重复跑。关闭：NIGHTLY_SYNC_ENABLED=false。
|
||||
|
||||
补跑语义：进程启动时若已过触发点、今天是交易日、且当日 candles 尚未落库
|
||||
（例如定时点机器没开机），立即补跑一次，不让数据断档等到第二天。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
from sqlalchemy import delete, func, or_, select
|
||||
|
||||
from .auth import utcnow
|
||||
from .config import settings
|
||||
from .models import AuthSession, Candle, TradeCalendar
|
||||
|
||||
log = logging.getLogger(__name__)
|
||||
|
||||
_TRIGGER_MINUTE = 5 # 触发点 = nightly_sync_hour:05（避开整点拥挤，纯本地任务习惯）
|
||||
|
||||
|
||||
def _seconds_until_next_run() -> float:
|
||||
now = datetime.now()
|
||||
target = now.replace(hour=settings.nightly_sync_hour, minute=_TRIGGER_MINUTE,
|
||||
second=0, microsecond=0)
|
||||
if target <= now:
|
||||
target += timedelta(days=1)
|
||||
return (target - now).total_seconds()
|
||||
|
||||
|
||||
async def cleanup_sessions() -> int:
|
||||
"""删除过期 / 吊销超 7 天的会话行（登录路径只清本人，长跑进程需要兜底）。"""
|
||||
from .db import async_session # 延迟导入避免循环
|
||||
|
||||
now = utcnow()
|
||||
async with async_session() as s:
|
||||
res = await s.execute(delete(AuthSession).where(or_(
|
||||
AuthSession.expires_at < now,
|
||||
AuthSession.revoked_at.is_not(None) & (AuthSession.revoked_at < now - timedelta(days=7)),
|
||||
)))
|
||||
await s.commit()
|
||||
return res.rowcount or 0
|
||||
|
||||
|
||||
async def _nightly_routine() -> None:
|
||||
"""当日例行：A 股全市场同步 -> ETF 同步（先后跑，避免两路 tushare 控频挤兑）-> 会话清理。"""
|
||||
from .data import etf_sync
|
||||
from .db import async_session
|
||||
from .screener import market_sync
|
||||
|
||||
log.info("夜间任务开始：全市场同步窗口 %d 个交易日", settings.screener_market_days)
|
||||
try:
|
||||
async with async_session() as session:
|
||||
await market_sync.start_sync(session, days=settings.screener_market_days, force=False)
|
||||
# 等日线同步收尾再触发 ETF（轮询模块内状态；start_sync 是即发即忘的）
|
||||
while market_sync._sync_state["running"]:
|
||||
await asyncio.sleep(30)
|
||||
except Exception: # noqa: BLE001
|
||||
log.exception("夜间 A 股同步触发失败")
|
||||
try:
|
||||
await etf_sync.start_sync(full=False)
|
||||
except Exception: # noqa: BLE001
|
||||
log.exception("夜间 ETF 同步触发失败")
|
||||
try:
|
||||
n = await cleanup_sessions()
|
||||
if n:
|
||||
log.info("夜间会话清理：%d 行", n)
|
||||
except Exception: # noqa: BLE001
|
||||
log.exception("夜间会话清理失败")
|
||||
log.info("夜间任务结束")
|
||||
|
||||
|
||||
async def _should_run_on_startup() -> bool:
|
||||
"""启动补跑判定：已过触发点 + 今天是交易日 + 当日 candles 还没落库。"""
|
||||
now = datetime.now()
|
||||
if now.hour * 60 + now.minute < settings.nightly_sync_hour * 60 + _TRIGGER_MINUTE:
|
||||
return False
|
||||
today8 = now.strftime("%Y%m%d")
|
||||
from .db import async_session
|
||||
|
||||
async with async_session() as s:
|
||||
is_trade_day = bool(await s.scalar(
|
||||
select(TradeCalendar.id).where(TradeCalendar.trade_date == today8).limit(1)))
|
||||
if not is_trade_day:
|
||||
return False
|
||||
# 当日未收盘/数据未生成时 max(ts) < 今日，同步会拉到空——那正是要补跑的信号
|
||||
latest = await s.scalar(select(func.max(Candle.ts)).where(Candle.timeframe == "1d"))
|
||||
return latest is None or latest.strftime("%Y%m%d") < today8
|
||||
|
||||
|
||||
async def run_nightly_loop() -> None:
|
||||
"""每日触发点跑一次；启动时满足补跑条件先补跑。由 main.lifespan 拉起。"""
|
||||
if not settings.nightly_sync_enabled:
|
||||
log.info("夜间自动同步未启用（NIGHTLY_SYNC_ENABLED=false）")
|
||||
return
|
||||
try:
|
||||
if await _should_run_on_startup():
|
||||
log.info("启动补跑：已过 %02d:%02d 且当日数据未落库", settings.nightly_sync_hour, _TRIGGER_MINUTE)
|
||||
await _nightly_routine()
|
||||
except Exception: # noqa: BLE001
|
||||
log.exception("启动补跑判定失败（跳过，等待每日定时点）")
|
||||
while True:
|
||||
try:
|
||||
await asyncio.sleep(_seconds_until_next_run())
|
||||
await _nightly_routine()
|
||||
except asyncio.CancelledError:
|
||||
raise
|
||||
except Exception: # noqa: BLE001 —— 循环体不能死
|
||||
log.exception("夜间任务循环异常，60s 后继续")
|
||||
await asyncio.sleep(60)
|
||||
@@ -474,6 +474,7 @@ class StockListItemOut(BaseModel):
|
||||
total_mv: float | None = None # 总市值（亿元）
|
||||
circ_mv: float | None = None # 流通市值（亿元）
|
||||
watched: bool = False # 是否自选（当前用户）
|
||||
held: bool = False # 是否持仓（当前用户）
|
||||
|
||||
|
||||
class StockListResponse(BaseModel):
|
||||
@@ -544,6 +545,10 @@ class WatchlistOp(BaseModel):
|
||||
ts_code: str = Field(min_length=6, max_length=12)
|
||||
|
||||
|
||||
class HoldingOp(BaseModel):
|
||||
ts_code: str = Field(min_length=6, max_length=12)
|
||||
|
||||
|
||||
class ScreenerQueryOut(BaseModel):
|
||||
id: int
|
||||
text: str
|
||||
|
||||
1
backend/conftest.py
Normal file
1
backend/conftest.py
Normal file
@@ -0,0 +1 @@
|
||||
"""pytest 根 conftest：其存在让 pytest 把 backend/ 加入 sys.path，tests 可直接 import app.*。"""
|
||||
22
backend/restart_backend.cmd
Normal file
22
backend/restart_backend.cmd
Normal file
@@ -0,0 +1,22 @@
|
||||
@echo off
|
||||
rem Restart backend: kill old process tree on port 8000, then start uvicorn with --reload.
|
||||
rem Log goes to repo root backend_run.log. Usage: cmd /c backend\restart_backend.cmd
|
||||
rem NOTE: keep this file ASCII only (cmd.exe reads it as GBK, UTF-8 Chinese breaks parsing).
|
||||
cd /d "%~dp0"
|
||||
|
||||
rem uvicorn --reload spawns launcher -> reloader -> worker, and the reloader holds the :8000
|
||||
rem socket. Killing the listener with /T tears down its worker child too, and the launcher
|
||||
rem exits on its own once its child is gone -- so no orphan survives. (Git Bash: restart_backend.sh)
|
||||
for /f "tokens=5" %%a in ('netstat -ano ^| findstr /r /c:":8000 .*LISTENING"') do (
|
||||
echo kill old PID %%a
|
||||
taskkill /PID %%a /T /F >nul 2>&1
|
||||
)
|
||||
rem sleep ~2s (GNU timeout from Git Bash PATH shadows cmd timeout, use ping instead)
|
||||
ping -n 3 127.0.0.1 >nul
|
||||
|
||||
rem Clear SSLKEYLOGFILE (has U+202A control chars that crash asyncpg, same as env -u)
|
||||
set "SSLKEYLOGFILE="
|
||||
|
||||
rem redirect must live inside cmd /c - a redirect on the start line is not inherited by the child
|
||||
start "stock-backend" /min cmd /c ".venv\Scripts\python.exe -m uvicorn app.main:app --reload --port 8000 > ..\backend_run.log 2>&1"
|
||||
echo backend restarting, log: backend_run.log
|
||||
36
backend/restart_backend.sh
Normal file
36
backend/restart_backend.sh
Normal file
@@ -0,0 +1,36 @@
|
||||
#!/usr/bin/env bash
|
||||
# Restart the backend: kill the whole uvicorn process tree on port 8000, then start --reload.
|
||||
# Log goes to repo root backend_run.log.
|
||||
# Usage (Git Bash, from repo root): bash backend/restart_backend.sh
|
||||
set -u
|
||||
|
||||
# Always run relative to this script, so it works from any cwd.
|
||||
cd "$(dirname "$0")" || exit 1
|
||||
|
||||
# 1) Kill every python process running THIS backend. uvicorn --reload on Windows
|
||||
# spawns three processes (top launcher -> reloader -> worker); killing only the
|
||||
# port listener leaves an orphan reloader that can later rebind :8000 and fight
|
||||
# the new instance. Match the command line to catch launcher + reloader, then
|
||||
# taskkill /T tears down each of their descendant trees (the worker included).
|
||||
pids=$(wmic process where "name='python.exe' and commandline like '%uvicorn app.main%'" \
|
||||
get ProcessId 2>/dev/null \
|
||||
| tr -d '\r' \
|
||||
| grep -Eo '[0-9]+' \
|
||||
| sort -u)
|
||||
|
||||
if [ -n "$pids" ]; then
|
||||
for pid in $pids; do
|
||||
echo "kill old backend PID $pid"
|
||||
# //PID double slash stops Git Bash from turning /PID into a path.
|
||||
taskkill //PID "$pid" //T //F >/dev/null 2>&1
|
||||
done
|
||||
sleep 2
|
||||
fi
|
||||
|
||||
# 2) Clear SSLKEYLOGFILE: the user env var's value has a leading U+202A control
|
||||
# char that makes asyncpg throw OSError [Errno 22] on connect.
|
||||
unset SSLKEYLOGFILE
|
||||
|
||||
# 3) Start, redirecting to repo root backend_run.log (--reload for hot reload).
|
||||
echo "starting uvicorn, log: ../backend_run.log"
|
||||
exec .venv/Scripts/python.exe -m uvicorn app.main:app --reload --port 8000 > ../backend_run.log 2>&1
|
||||
65
backend/tests/test_adjust_bars.py
Normal file
65
backend/tests/test_adjust_bars.py
Normal file
@@ -0,0 +1,65 @@
|
||||
"""复权换算 adjust_bars：bfq/qfq/hfq 乘数、阶梯因子向前沿用、名义量不缩放。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
|
||||
import pytest
|
||||
|
||||
from app.api._deps import adjust_bars
|
||||
from app.domain import Bar
|
||||
|
||||
|
||||
def _bars(*rows) -> list[Bar]:
|
||||
# (date, open, close)
|
||||
return [Bar(ts=datetime(y, m, d), open=o, high=o, low=o, close=c, volume=100.0)
|
||||
for (y, m, d), o, c in rows]
|
||||
|
||||
|
||||
def _factors(*pairs):
|
||||
return [(datetime(y, m, d), f) for (y, m, d), f in pairs]
|
||||
|
||||
|
||||
def test_bfq_to_bfq_identity():
|
||||
bars = _bars(((2024, 1, 2), 10.0, 11.0))
|
||||
out = adjust_bars(bars, _factors(((2024, 1, 2), 2.0)), "bfq", "bfq")
|
||||
assert out[0].close == 11.0
|
||||
|
||||
|
||||
def test_qfq_normalizes_by_latest_factor():
|
||||
# 因子 1.0 -> 2.0（中途除权）：qfq = f(t)/f(latest)
|
||||
bars = _bars(
|
||||
((2024, 1, 2), 10.0, 10.0), # f=1.0
|
||||
((2024, 6, 3), 5.0, 5.0), # f=2.0（除权日，价格腰斩）
|
||||
)
|
||||
factors = _factors(((2024, 1, 2), 1.0), ((2024, 6, 3), 2.0))
|
||||
out = adjust_bars(bars, factors, "bfq", "qfq")
|
||||
# 除权前按 1.0/2.0 缩放 -> 5.0；除权后 2.0/2.0 -> 原价
|
||||
assert out[0].close == pytest.approx(5.0)
|
||||
assert out[1].close == pytest.approx(5.0)
|
||||
|
||||
|
||||
def test_hfq_scales_by_factor():
|
||||
bars = _bars(((2024, 1, 2), 10.0, 10.0), ((2024, 6, 3), 5.0, 5.0))
|
||||
factors = _factors(((2024, 1, 2), 1.0), ((2024, 6, 3), 2.0))
|
||||
out = adjust_bars(bars, factors, "bfq", "hfq")
|
||||
assert out[0].close == pytest.approx(10.0) # f=1
|
||||
assert out[1].close == pytest.approx(10.0) # 5 * 2
|
||||
|
||||
|
||||
def test_factor_step_forward_fill():
|
||||
"""因子是阶梯函数：变化点之间的日期向前沿用最近因子。"""
|
||||
bars = _bars(((2024, 2, 1), 8.0, 8.0)) # 在 1/2 与 6/3 之间 -> 沿用 1.0
|
||||
factors = _factors(((2024, 1, 2), 1.0), ((2024, 6, 3), 2.0))
|
||||
out = adjust_bars(bars, factors, "bfq", "hfq")
|
||||
assert out[0].close == pytest.approx(8.0) # 8 * 1.0
|
||||
|
||||
|
||||
def test_nominal_columns_not_scaled():
|
||||
"""成交额/换手率是名义量，不随复权缩放。"""
|
||||
bars = [Bar(ts=datetime(2024, 1, 2), open=10, high=10, low=10, close=10,
|
||||
volume=100.0, amount=1_000_000.0, turnover=1.5)]
|
||||
out = adjust_bars(bars, _factors(((2024, 1, 2), 4.0)), "bfq", "hfq")
|
||||
assert out[0].close == pytest.approx(40.0)
|
||||
assert out[0].amount == 1_000_000.0
|
||||
assert out[0].turnover == 1.5
|
||||
assert out[0].volume == 100.0
|
||||
48
backend/tests/test_auth_rate_limit.py
Normal file
48
backend/tests/test_auth_rate_limit.py
Normal file
@@ -0,0 +1,48 @@
|
||||
"""登录 IP 限速（auth_api._login_rate_limited）：窗口内超限拦截、过期滑出、独立 IP 隔离。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
|
||||
import app.auth_api as auth_api
|
||||
from app.auth_api import _LOGIN_MAX_PER_WINDOW, _LOGIN_WINDOW, _login_attempts, _login_rate_limited
|
||||
|
||||
|
||||
class _FakeClock:
|
||||
"""替换 auth_api 命名空间里的 time（不影响全局 time 模块）。"""
|
||||
|
||||
def __init__(self):
|
||||
self.now = 1000.0
|
||||
|
||||
def monotonic(self) -> float:
|
||||
return self.now
|
||||
|
||||
|
||||
@pytest.fixture()
|
||||
def clock(monkeypatch):
|
||||
c = _FakeClock()
|
||||
monkeypatch.setattr(auth_api, "time", c)
|
||||
_login_attempts.clear()
|
||||
yield c
|
||||
_login_attempts.clear()
|
||||
|
||||
|
||||
def test_under_limit_passes(clock):
|
||||
for _ in range(_LOGIN_MAX_PER_WINDOW):
|
||||
assert _login_rate_limited("1.2.3.4") is False
|
||||
assert _login_rate_limited("1.2.3.4") is True # 第 16 次被拦
|
||||
|
||||
|
||||
def test_window_slides(clock):
|
||||
for _ in range(_LOGIN_MAX_PER_WINDOW):
|
||||
_login_rate_limited("1.2.3.4")
|
||||
assert _login_rate_limited("1.2.3.4") is True
|
||||
# 窗口滑过：最早的尝试过期出窗，重新放行
|
||||
clock.now += _LOGIN_WINDOW + 0.1
|
||||
assert _login_rate_limited("1.2.3.4") is False
|
||||
|
||||
|
||||
def test_ips_isolated(clock):
|
||||
for _ in range(_LOGIN_MAX_PER_WINDOW):
|
||||
_login_rate_limited("1.1.1.1")
|
||||
assert _login_rate_limited("1.1.1.1") is True
|
||||
assert _login_rate_limited("2.2.2.2") is False # 另一 IP 不受牵连
|
||||
94
backend/tests/test_cache_local.py
Normal file
94
backend/tests/test_cache_local.py
Normal file
@@ -0,0 +1,94 @@
|
||||
"""cache.py 本地层（不碰 Redis）：TTL 过期、容量淘汰、熔断冷却恢复。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
|
||||
import app.cache as cache_mod
|
||||
from app import cache
|
||||
|
||||
|
||||
class _FakeClock:
|
||||
"""替换 cache 命名空间里的 time（不影响全局 time 模块）。"""
|
||||
|
||||
def __init__(self):
|
||||
self.now = 1000.0
|
||||
|
||||
def monotonic(self) -> float:
|
||||
return self.now
|
||||
|
||||
def time(self) -> float:
|
||||
return self.now
|
||||
|
||||
|
||||
@pytest.fixture(autouse=True)
|
||||
def _reset_state():
|
||||
"""每个用例干净的本地缓存状态。"""
|
||||
cache._local_store.clear()
|
||||
cache._local_bytes = 0
|
||||
cache._disabled_until = 0.0
|
||||
yield
|
||||
cache._local_store.clear()
|
||||
cache._local_bytes = 0
|
||||
cache._disabled_until = 0.0
|
||||
|
||||
|
||||
def test_local_set_get_roundtrip():
|
||||
cache.local_set("k", '{"a":1}', ttl=60)
|
||||
assert cache.local_get("k") == '{"a":1}'
|
||||
|
||||
|
||||
def test_local_get_miss():
|
||||
assert cache.local_get("nope") is None
|
||||
|
||||
|
||||
def test_local_expiry(monkeypatch):
|
||||
clock = _FakeClock()
|
||||
monkeypatch.setattr(cache_mod, "time", clock)
|
||||
cache.local_set("k", "v", ttl=10)
|
||||
clock.now = 1005.0
|
||||
assert cache.local_get("k") == "v"
|
||||
clock.now = 1101.0 # 过期
|
||||
assert cache.local_get("k") is None
|
||||
assert "k" not in cache._local_store # 过期读取顺手清理
|
||||
|
||||
|
||||
def test_local_ttl_capped_at_120s():
|
||||
"""本地层恒 ≤120s（多进程部署时最多比 Redis 多陈旧 120s 的约定）。"""
|
||||
base = cache.time.monotonic()
|
||||
cache.local_set("k", "v", ttl=99999)
|
||||
ent = cache._local_store["k"]
|
||||
assert ent[0] - base <= 120.0 + 5 # 相对当前 monotonic 的上限（留误差余量）
|
||||
|
||||
|
||||
def test_local_entries_cap_evicts_oldest():
|
||||
for i in range(cache._LOCAL_MAX_ENTRIES + 5):
|
||||
cache.local_set(f"k{i}", "v", ttl=60)
|
||||
assert len(cache._local_store) <= cache._LOCAL_MAX_ENTRIES
|
||||
# 先插入的（最旧）被近似 LRU 淘汰
|
||||
assert cache.local_get("k0") is None
|
||||
assert cache.local_get(f"k{cache._LOCAL_MAX_ENTRIES + 4}") == "v"
|
||||
|
||||
|
||||
def test_local_overwrite_releases_bytes():
|
||||
cache.local_set("k", "x" * 1000, ttl=60)
|
||||
before = cache._local_bytes
|
||||
cache.local_set("k", "y", ttl=60)
|
||||
assert cache._local_bytes < before
|
||||
assert cache.local_get("k") == "y"
|
||||
|
||||
|
||||
def test_bail_cooldown_recovers(monkeypatch):
|
||||
"""熔断 60s：期间 _client 为 None，到期自动放行（Redis 未配置时也返回 None，但不熔断）。"""
|
||||
clock = _FakeClock()
|
||||
monkeypatch.setattr(cache_mod, "time", clock)
|
||||
cache._bail()
|
||||
assert cache._disabled_until > clock.now
|
||||
clock.now += 59.0
|
||||
assert clock.monotonic() < cache._disabled_until # 仍在熔断期
|
||||
clock.now += 2.0 # 越过 60s 冷却
|
||||
assert clock.monotonic() >= cache._disabled_until # 恢复探测资格
|
||||
|
||||
|
||||
def test_digest_stable_and_distinct():
|
||||
assert cache.digest("a", 1, None) == cache.digest("a", 1, None)
|
||||
assert cache.digest("a", 1) != cache.digest("a", 2)
|
||||
60
backend/tests/test_events.py
Normal file
60
backend/tests/test_events.py
Normal file
@@ -0,0 +1,60 @@
|
||||
"""事件回测纯函数：入场/出场索引语义、汇总统计（含空样本与分年）。"""
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
|
||||
import pytest
|
||||
|
||||
from app.backtest.events import _entry_exit_indices, _stats_block
|
||||
from app.schemas import EventBacktestSpec
|
||||
|
||||
|
||||
def _spec(holding_days: int = 5) -> EventBacktestSpec:
|
||||
return EventBacktestSpec.model_validate({
|
||||
"holding_days": holding_days,
|
||||
"entry": {"indicator": []},
|
||||
})
|
||||
|
||||
|
||||
def test_entry_exit_next_day_and_hold():
|
||||
spec = _spec(holding_days=5)
|
||||
assert _entry_exit_indices(10, spec, n=100) == (11, 16) # 次日入，持有 5 日出
|
||||
|
||||
|
||||
def test_entry_exit_out_of_range_none():
|
||||
spec = _spec(holding_days=5)
|
||||
# 出场索引越界（exit_i >= n）
|
||||
assert _entry_exit_indices(94, spec, n=100) is None
|
||||
assert _entry_exit_indices(99, spec, n=100) is None
|
||||
|
||||
|
||||
def test_entry_exit_boundary_exact_fit():
|
||||
spec = _spec(holding_days=5)
|
||||
# exit_i == n-1 恰好可用
|
||||
assert _entry_exit_indices(93, spec, n=100) == (94, 99)
|
||||
|
||||
|
||||
def test_stats_block_empty():
|
||||
s = _stats_block([])
|
||||
assert s["samples"] == 0 and s["stocks"] == 0
|
||||
assert s["by_year"] == []
|
||||
assert s["win_rate"] == 0.0
|
||||
|
||||
|
||||
def test_stats_block_aggregates():
|
||||
trades = [
|
||||
{"ts_code": "000001.SZ", "ret_pct": 10.0,
|
||||
"entry_date": datetime(2024, 1, 5), "entry_price": 10, "exit_price": 11},
|
||||
{"ts_code": "000001.SZ", "ret_pct": -4.0,
|
||||
"entry_date": datetime(2024, 3, 6), "entry_price": 10, "exit_price": 9.6},
|
||||
{"ts_code": "600519.SH", "ret_pct": 2.0,
|
||||
"entry_date": datetime(2023, 5, 10), "entry_price": 10, "exit_price": 10.2},
|
||||
]
|
||||
s = _stats_block(trades)
|
||||
assert s["samples"] == 3
|
||||
assert s["stocks"] == 2
|
||||
assert s["mean_pct"] == pytest.approx((10.0 - 4.0 + 2.0) / 3, abs=1e-3) # 统计块保留 3 位小数
|
||||
assert s["win_rate"] == round(2 / 3 * 100, 2)
|
||||
assert [y["year"] for y in s["by_year"]] == [2023, 2024] # 分年升序
|
||||
assert s["by_year"][1]["samples"] == 2
|
||||
assert s["max_pct"] == 10.0 and s["min_pct"] == -4.0
|
||||
85
backend/tests/test_sync_utils.py
Normal file
85
backend/tests/test_sync_utils.py
Normal file
@@ -0,0 +1,85 @@
|
||||
"""sync_utils 纯函数：取值清洗、日期格式化、限频重试语义。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from datetime import timedelta
|
||||
|
||||
import pytest
|
||||
|
||||
from app.data import sync_utils
|
||||
|
||||
|
||||
def test_s_clean():
|
||||
assert sync_utils.s_clean(" 平安银行 ") == "平安银行"
|
||||
assert sync_utils.s_clean("") is None
|
||||
assert sync_utils.s_clean(" ") is None
|
||||
assert sync_utils.s_clean(None) is None
|
||||
assert sync_utils.s_clean(float("nan")) is None # pandas NaN
|
||||
|
||||
|
||||
def test_f_clean():
|
||||
assert sync_utils.f_clean("3.14") == 3.14
|
||||
assert sync_utils.f_clean(2) == 2.0
|
||||
assert sync_utils.f_clean(float("nan")) is None
|
||||
assert sync_utils.f_clean(None) is None
|
||||
assert sync_utils.f_clean("abc") is None
|
||||
assert sync_utils.f_clean(math.inf) == math.inf # inf 非 NaN，原样保留
|
||||
|
||||
|
||||
def test_d8_iso():
|
||||
assert sync_utils.d8_iso("20240102") == "2024-01-02"
|
||||
assert sync_utils.d8_iso(20240102) == "2024-01-02"
|
||||
assert sync_utils.d8_iso(None) is None
|
||||
assert sync_utils.d8_iso("") is None
|
||||
|
||||
|
||||
def test_fresh():
|
||||
now = sync_utils.utcnow()
|
||||
assert sync_utils.fresh(now, days=7) is True
|
||||
assert sync_utils.fresh(now - timedelta(days=8), days=7) is False
|
||||
assert sync_utils.fresh(None, days=7) is False
|
||||
|
||||
|
||||
def test_call_retry_passes_through_args():
|
||||
calls = []
|
||||
|
||||
def fn(a, b=0):
|
||||
calls.append((a, b))
|
||||
return a + b
|
||||
|
||||
assert sync_utils.call_retry(fn, 1, b=2) == 3
|
||||
assert calls == [(1, 2)]
|
||||
|
||||
|
||||
def test_call_retry_rate_limit_retries_once(monkeypatch):
|
||||
"""「每分钟」级频率超限等 62s 重试一次；重试成功则返回结果。"""
|
||||
monkeypatch.setattr(sync_utils.time, "sleep", lambda s: None)
|
||||
calls = []
|
||||
|
||||
def fn():
|
||||
calls.append(1)
|
||||
if len(calls) == 1:
|
||||
raise RuntimeError("抱歉，您每分钟最多访问该接口5次")
|
||||
return "ok"
|
||||
|
||||
assert sync_utils.call_retry(fn) == "ok"
|
||||
assert len(calls) == 2
|
||||
|
||||
|
||||
def test_call_retry_hourly_limit_raises(monkeypatch):
|
||||
"""小时级限频不重试，直接抛出。"""
|
||||
monkeypatch.setattr(sync_utils.time, "sleep", lambda s: None)
|
||||
|
||||
def fn():
|
||||
raise RuntimeError("您每小时最多访问该接口10次")
|
||||
|
||||
with pytest.raises(RuntimeError):
|
||||
sync_utils.call_retry(fn)
|
||||
|
||||
|
||||
def test_call_retry_other_errors_raise():
|
||||
def fn():
|
||||
raise ValueError("数据源故障")
|
||||
|
||||
with pytest.raises(ValueError):
|
||||
sync_utils.call_retry(fn)
|
||||
101
backend/tests/test_trades_parser.py
Normal file
101
backend/tests/test_trades_parser.py
Normal file
@@ -0,0 +1,101 @@
|
||||
"""交割单解析器：四类真实导出格式 + 边界（转账/配号/利息跳过、费用合计去重、日期多格式）。
|
||||
|
||||
移植自 scripts/test_trades_parser.py（已删），不碰数据库，直接调 app.trades.parse_statement。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import io
|
||||
from datetime import datetime as dt
|
||||
|
||||
import pytest
|
||||
from fastapi import HTTPException
|
||||
from openpyxl import Workbook
|
||||
|
||||
from app.trades import parse_statement
|
||||
|
||||
|
||||
def test_tdx_gbk_tabs():
|
||||
"""通达信式：GBK + 制表符 + 标题行在前；跳过银行转存/利息归本。"""
|
||||
tdx = (
|
||||
"交割单\n"
|
||||
"股东账号: A123456789 起始日期: 20240102 终止日期: 20240105 币种: 人民币\n"
|
||||
"\t交割日期\t业务名称\t证券代码\t证券名称\t成交价格\t成交数量\t成交金额\t手续费\t印花税\t过户费\t发生金额\t资金余额\t合同号\n"
|
||||
"\t20240102\t证券买入\t600519\t贵州茅台\t1680.00\t100\t168000.00\t5.00\t0.00\t1.68\t-168006.68\t200000.00\t1000001\n"
|
||||
"\t20240102\t银行转存\t\t\t\t\t\t\t\t\t50000.00\t250000.00\t\n"
|
||||
"\t20240103\t证券卖出\t600519\t贵州茅台\t1700.50\t100\t170050.00\t5.00\t170.05\t1.70\t169873.25\t419873.25\t1000002\n"
|
||||
"\t20240105\t利息归本\t\t\t\t\t\t\t\t\t1.25\t419874.50\t\n"
|
||||
)
|
||||
r = parse_statement(tdx.encode("gbk"), "交割单.txt")
|
||||
assert len(r.trades) == 2
|
||||
assert r.skipped_other == 2
|
||||
t0, t1 = r.trades[0], r.trades[1]
|
||||
assert (t0.trade_date.isoformat(), t0.ts_code) == ("2024-01-02", "600519.SH")
|
||||
assert t0.direction == "buy" and abs(t0.fee - 6.68) < 1e-9
|
||||
assert t1.direction == "sell" and abs(t1.fee - 176.75) < 1e-9
|
||||
assert t0.amount == 168000.0
|
||||
|
||||
|
||||
def test_hengsheng_csv_fee_total():
|
||||
"""恒生柜台式：UTF-8 CSV，费用合计列不与其他费用列重复累加。"""
|
||||
hs = (
|
||||
"序号,交收日期,证券代码,证券名称,交易类别,成交价格,成交数量,证券余额,成交金额,资金发生数,资金余额,流水序号,业务标志,业务名称,发生金额,后资金额,货币类别,费用合计,净佣金,规费,印花税,过户费,合同号\n"
|
||||
"1,2024-06-07,000858,五粮液,证券买入,132.50,200,200,26500.00,-26505.80,73494.20,1,0101,证券买入,-26505.80,73494.20,人民币,5.80,4.20,1.60,0.00,0.00,66778001\n"
|
||||
"2,2024-06-07,,,\t,,,,5120.00,78614.20,2,2041,银行转存,5120.00,78614.20,人民币,0,0,0,0,0,\n"
|
||||
"3,2024-06-10,000858,五粮液,证券卖出,135.00,200,0,27000.00,26975.30,105589.50,3,0102,证券卖出,26975.30,105589.50,人民币,24.70,4.20,1.60,18.90,0.00,66779001\n"
|
||||
)
|
||||
r = parse_statement(hs.encode("utf-8"), "hsi.csv")
|
||||
assert len(r.trades) == 2
|
||||
assert abs(r.trades[1].fee - 24.70) < 1e-9
|
||||
assert r.trades[0].ts_code == "000858.SZ"
|
||||
assert r.trades[0].trade_date.isoformat() == "2024-06-07"
|
||||
|
||||
|
||||
def test_html_pseudo_xls():
|
||||
"""HTML 伪 .xls（同花顺导出常见真身）：千分位金额、斜杠日期、创业板后缀。"""
|
||||
html = """<html><head><meta charset="gbk"></head><body>
|
||||
<table>
|
||||
<tr><td>客户姓名</td><td>测试</td></tr>
|
||||
<tr><td>成交日期</td><td>业务名称</td><td>证券代码</td><td>证券名称</td><td>成交价格</td><td>成交数量</td><td>成交金额</td><td>手续费</td></tr>
|
||||
<tr><td>2024/03/15</td><td>证券买入</td><td>300750</td><td>宁德时代</td><td>182.30</td><td>300</td><td>54,690.00</td><td>16.41</td></tr>
|
||||
<tr><td>2024/03/18</td><td>证券卖出</td><td>300750</td><td>宁德时代</td><td>185.00</td><td>300</td><td>55,500.00</td><td>5.55</td></tr>
|
||||
</table></body></html>"""
|
||||
r = parse_statement(html.encode("gbk"), "jiaogedan.xls")
|
||||
assert len(r.trades) == 2
|
||||
assert r.trades[0].amount == 54690.0
|
||||
assert r.trades[0].ts_code == "300750.SZ"
|
||||
assert r.trades[1].trade_date.isoformat() == "2024-03-18"
|
||||
|
||||
|
||||
def test_amount_sign_direction():
|
||||
"""无业务名称列（招商式）：发生金额正负判方向。"""
|
||||
zh = (
|
||||
"证券名称,成交日期,成交价格,成交数量,发生金额,资金余额,合同编号\n"
|
||||
"贵州茅台,20240102,1680.00,100,-168005.00,200000.00,SZ1000001\n"
|
||||
"贵州茅台,20240103,1700.50,100,170049.50,370049.50,SZ1000002\n"
|
||||
)
|
||||
r = parse_statement(zh.encode("utf-8"), "zszs.csv")
|
||||
assert len(r.trades) == 2
|
||||
assert (r.trades[0].direction, r.trades[1].direction) == ("buy", "sell")
|
||||
|
||||
|
||||
def test_xlsx_openpyxl():
|
||||
"""xlsx（openpyxl 内存构造）：datetime 日期、科创板后缀、佣金+过户费合计。"""
|
||||
wb = Workbook()
|
||||
ws = wb.active
|
||||
ws.append(["对账单", None, None])
|
||||
ws.append(["成交日期", "业务名称", "证券代码", "证券名称", "成交均价", "成交股数", "成交金额", "佣金", "过户费"])
|
||||
ws.append([dt(2024, 2, 28, 14, 35, 0), "证券买入", "688981", "中芯国际", 52.80, 200, 10560.00, 2.50, 1.06])
|
||||
ws.append([dt(2024, 3, 1, 9, 31, 0), "证券卖出", "688981", "中芯国际", 54.10, 200, 10820.00, 2.50, 1.06])
|
||||
buf = io.BytesIO()
|
||||
wb.save(buf)
|
||||
r = parse_statement(buf.getvalue(), "sm.xlsx")
|
||||
assert len(r.trades) == 2
|
||||
assert r.trades[0].trade_date.isoformat() == "2024-02-28"
|
||||
assert r.trades[0].ts_code == "688981.SH"
|
||||
assert abs(r.trades[0].fee - 3.56) < 1e-9
|
||||
|
||||
|
||||
def test_garbage_input_422():
|
||||
with pytest.raises(HTTPException) as ei:
|
||||
parse_statement("随便一串不是交割单的文字,1,2,3".encode("utf-8"), "x.csv")
|
||||
assert ei.value.status_code == 422
|
||||
@@ -288,6 +288,7 @@ export async function getStocks(params: {
|
||||
industry?: string;
|
||||
area?: string;
|
||||
watched_only?: boolean;
|
||||
held_only?: boolean;
|
||||
sort?: string;
|
||||
order?: 'asc' | 'desc';
|
||||
limit?: number;
|
||||
@@ -300,6 +301,7 @@ export async function getStocks(params: {
|
||||
if (params.industry) q.set('industry', params.industry);
|
||||
if (params.area) q.set('area', params.area);
|
||||
if (params.watched_only) q.set('watched_only', 'true');
|
||||
if (params.held_only) q.set('held_only', 'true');
|
||||
if (params.sort) q.set('sort', params.sort);
|
||||
if (params.order) q.set('order', params.order);
|
||||
q.set('limit', String(params.limit ?? 100));
|
||||
@@ -384,6 +386,24 @@ export async function removeWatchlist(tsCode: string): Promise<string[]> {
|
||||
return (await res.json()) as string[];
|
||||
}
|
||||
|
||||
export async function getHoldings(): Promise<string[]> {
|
||||
const res = await apiFetch('/api/holdings');
|
||||
if (!res.ok) throw new ApiError(await readError(res, `获取持仓股失败 (HTTP ${res.status})`), res.status);
|
||||
return (await res.json()) as string[];
|
||||
}
|
||||
|
||||
export async function addHolding(tsCode: string): Promise<string[]> {
|
||||
const res = await apiFetch('/api/holdings', { method: 'POST', body: JSON.stringify({ ts_code: tsCode }) });
|
||||
if (!res.ok) throw new ApiError(await readError(res, `加持仓失败 (HTTP ${res.status})`), res.status);
|
||||
return (await res.json()) as string[];
|
||||
}
|
||||
|
||||
export async function removeHolding(tsCode: string): Promise<string[]> {
|
||||
const res = await apiFetch(`/api/holdings/${encodeURIComponent(tsCode)}`, { method: 'DELETE' });
|
||||
if (!res.ok) throw new ApiError(await readError(res, `移除持仓失败 (HTTP ${res.status})`), res.status);
|
||||
return (await res.json()) as string[];
|
||||
}
|
||||
|
||||
export async function getScreenerQueries(limit = 20): Promise<ScreenerQueryItem[]> {
|
||||
const res = await apiFetch(`/api/screener/queries?limit=${limit}`);
|
||||
if (!res.ok) throw new ApiError(await readError(res, `获取提问历史失败 (HTTP ${res.status})`), res.status);
|
||||
|
||||
@@ -260,6 +260,7 @@ export interface StockListItem {
|
||||
total_mv?: number | null; // 总市值（亿元）
|
||||
circ_mv?: number | null; // 流通市值（亿元）
|
||||
watched: boolean;
|
||||
held: boolean; // 是否持仓（当前用户）
|
||||
}
|
||||
|
||||
export interface StockListResponse {
|
||||
|
||||
253
frontend/src/components/LimitBoard.vue
Normal file
253
frontend/src/components/LimitBoard.vue
Normal file
@@ -0,0 +1,253 @@
|
||||
<script setup lang="ts">
|
||||
// 首页打板专题（同花顺口径）：涨跌停三池 + 连板天梯 + 涨停最强板块。
|
||||
// 数据层整包 SWR（盘中 5 分钟 / 盘后 4 小时），进页面拉一次 + 手动刷新即可（同 MarketOverview 约定）。
|
||||
import { computed, onMounted, ref } from 'vue';
|
||||
import { useRouter } from 'vue-router';
|
||||
import { getLimitBoard } from '@/api/client';
|
||||
import type { LimitBoard, LimitStock } from '@/api/types';
|
||||
|
||||
const router = useRouter();
|
||||
const board = ref<LimitBoard | null>(null);
|
||||
const loading = ref(false);
|
||||
const error = ref<string | null>(null);
|
||||
|
||||
async function load() {
|
||||
if (loading.value) return;
|
||||
loading.value = true;
|
||||
error.value = null;
|
||||
try {
|
||||
board.value = await getLimitBoard();
|
||||
} catch (e) {
|
||||
error.value = e instanceof Error ? e.message : String(e);
|
||||
} finally {
|
||||
loading.value = false; // 组件卸载后写 ref 无害（Vue3 no-op）
|
||||
}
|
||||
}
|
||||
onMounted(load);
|
||||
|
||||
const updatedAt = computed(() =>
|
||||
board.value ? new Date(board.value.updated_at).toLocaleTimeString('zh-CN', { hour: '2-digit', minute: '2-digit' }) : '',
|
||||
);
|
||||
|
||||
// ---------- 池子 tab ----------
|
||||
const POOLS = [
|
||||
{ key: 'up', label: '涨停池' },
|
||||
{ key: 'broken', label: '炸板池' },
|
||||
{ key: 'down', label: '跌停池' },
|
||||
] as const;
|
||||
const poolKey = ref<(typeof POOLS)[number]['key']>('up');
|
||||
const pool = computed<LimitStock[]>(() => (board.value ? board.value[poolKey.value] : []));
|
||||
|
||||
// ---------- 连板天梯 ----------
|
||||
// 分布条含 1 板（= 首板数）补齐直觉；最高板高亮
|
||||
const ladderBars = computed(() => {
|
||||
const s = board.value?.summary;
|
||||
if (!s) return [];
|
||||
const rows = [...s.ladder_dist.map((d) => ({ ...d }))];
|
||||
if (s.first_board_count > 0) rows.unshift({ nums: 1, count: s.first_board_count });
|
||||
const max = Math.max(1, ...rows.map((r) => r.count));
|
||||
return rows.map((r) => ({ ...r, pct: (r.count / max) * 100 }));
|
||||
});
|
||||
|
||||
function openStock(tsCode: string) {
|
||||
// StocksView 支持 ?code= 直接打开个股详情浮层
|
||||
void router.push({ path: '/stocks', query: { code: tsCode } });
|
||||
}
|
||||
|
||||
// ---------- 格式化 ----------
|
||||
const fmtNum = (v: number | null | undefined, d = 2) => (v == null ? '—' : v.toFixed(d));
|
||||
const fmtInt = (v: number | null | undefined) => (v == null ? '—' : Math.round(v).toLocaleString('zh-CN'));
|
||||
const pctClass = (v: number | null | undefined) => (v == null ? '' : v > 0 ? 'text-up' : v < 0 ? 'text-down' : '');
|
||||
const fmtTime = (s: string | null | undefined) => (s && s.length >= 5 ? s.slice(0, 5) : s ?? '—'); // HHMM -> HH:MM 显示对齐
|
||||
</script>
|
||||
|
||||
<template>
|
||||
<section class="mb-12" aria-label="打板专题">
|
||||
<!-- 头部（对齐 MarketOverview） -->
|
||||
<div class="mb-3 flex items-baseline justify-between">
|
||||
<h2 class="text-sm font-medium text-[#A8AFB8]">打板专题
|
||||
<span class="ml-2 text-xs font-normal text-[#6B7280]">同花顺口径 · 涨跌停池 / 连板天梯 / 最强板块</span>
|
||||
</h2>
|
||||
<div class="flex items-center gap-3 text-xs text-[#6B7280]">
|
||||
<span v-if="board" class="font-mono tabular-nums">{{ board.trade_date }}</span>
|
||||
<span v-if="updatedAt">更新于 {{ updatedAt }}</span>
|
||||
<button
|
||||
type="button"
|
||||
class="rounded p-1 transition-colors hover:bg-[#26272E] hover:text-[#A8AFB8] focus-visible:ring-2 focus-visible:ring-blue-500"
|
||||
:disabled="loading"
|
||||
title="刷新打板数据"
|
||||
@click="load"
|
||||
>
|
||||
<svg class="h-4 w-4" :class="loading && 'animate-spin'" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round" stroke-linejoin="round">
|
||||
<path d="M21 12a9 9 0 11-2.64-6.36" /><path d="M21 3v6h-6" />
|
||||
</svg>
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 首载骨架 -->
|
||||
<div v-if="!board && loading" class="h-40 animate-pulse rounded-lg border border-[#26272E] bg-[#101014]"></div>
|
||||
<!-- 错误（不阻塞整页） -->
|
||||
<div v-else-if="error && !board" class="rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3 text-sm text-[#A8AFB8]">
|
||||
{{ error }}
|
||||
<button class="ml-1 text-blue-500 hover:underline" @click="load">重试</button>
|
||||
</div>
|
||||
|
||||
<template v-else-if="board">
|
||||
<!-- 摘要统计条 -->
|
||||
<div class="flex flex-wrap items-center gap-x-8 gap-y-2 rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3 text-sm">
|
||||
<span class="text-[#A8AFB8]">涨停 <span class="font-mono text-base font-semibold text-up">{{ board.summary.up_count }}</span></span>
|
||||
<span class="text-[#A8AFB8]">炸板 <span class="font-mono text-base font-semibold text-[#E5E7EB]">{{ board.summary.broken_count }}</span></span>
|
||||
<span class="text-[#A8AFB8]">跌停 <span class="font-mono text-base font-semibold text-down">{{ board.summary.down_count }}</span></span>
|
||||
<span class="text-[#A8AFB8]">首板 <span class="font-mono text-[#E5E7EB]">{{ board.summary.first_board_count }}</span></span>
|
||||
<span v-if="board.summary.max_ladder" class="text-[#A8AFB8]">
|
||||
最高板
|
||||
<button class="ml-1 font-mono text-base font-semibold text-up hover:underline" @click="openStock(board.summary.max_ladder!.ts_code)">
|
||||
{{ board.summary.max_ladder.nums }}板 {{ board.summary.max_ladder.name }}
|
||||
</button>
|
||||
</span>
|
||||
<span v-if="board.errors.length" class="text-[10px] text-[#6B7280]" :title="board.errors.join('；')">部分数据源失败</span>
|
||||
</div>
|
||||
|
||||
<!-- 主体两栏：左池子表格 / 右天梯+板块 -->
|
||||
<div class="mt-3 grid gap-3 lg:grid-cols-3">
|
||||
<!-- 左：池子 -->
|
||||
<div class="rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3 lg:col-span-2">
|
||||
<div class="flex items-center justify-between">
|
||||
<div class="flex gap-1">
|
||||
<button
|
||||
v-for="p in POOLS"
|
||||
:key="p.key"
|
||||
type="button"
|
||||
class="rounded border px-2 py-0.5 text-xs transition-colors"
|
||||
:class="poolKey === p.key
|
||||
? 'border-blue-500 bg-blue-500/15 text-blue-300'
|
||||
: 'border-[#33353D] text-[#A8AFB8] hover:border-[#3A3D46] hover:text-[#E5E7EB]'"
|
||||
@click="poolKey = p.key"
|
||||
>{{ p.label }}{{ board[p.key].length ? ` ${board[p.key].length}` : '' }}</button>
|
||||
</div>
|
||||
<span class="text-[10px] text-[#6B7280]">点击行看个股</span>
|
||||
</div>
|
||||
|
||||
<!-- 涨停池 -->
|
||||
<table v-if="poolKey === 'up'" class="mt-2 w-full table-fixed font-mono text-xs leading-4">
|
||||
<thead>
|
||||
<tr class="text-[#6B7280]">
|
||||
<th class="w-[26%] py-1 text-left font-normal">名称</th>
|
||||
<th class="w-[14%] text-left font-normal">标签</th>
|
||||
<th class="w-[12%] text-left font-normal">状态</th>
|
||||
<th class="text-left font-normal">涨停原因</th>
|
||||
<th class="w-[10%] text-right font-normal">封单亿</th>
|
||||
<th class="w-[10%] text-right font-normal">开板</th>
|
||||
<th class="w-[10%] text-right font-normal">成交亿</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody class="max-h-80 overflow-y-auto">
|
||||
<tr
|
||||
v-for="r in pool" :key="r.ts_code"
|
||||
class="cursor-pointer border-t border-[#1E2026]/60 hover:bg-[#1E2026]"
|
||||
:title="`${r.ts_code}｜首次涨停 ${r.first_lu_time ?? '—'}｜封板率 ${r.limit_up_suc_rate == null ? '—' : r.limit_up_suc_rate + '%'}`"
|
||||
@click="openStock(r.ts_code)"
|
||||
>
|
||||
<td class="break-words py-1 font-sans text-[#E5E7EB]">{{ r.name ?? r.ts_code }}</td>
|
||||
<td class="break-words py-1 text-[#C3C9D2]">{{ r.tag ?? '—' }}</td>
|
||||
<td class="break-words py-1 text-[#A8AFB8]">{{ r.status ?? '—' }}</td>
|
||||
<td class="break-words py-1 pr-1 font-sans text-[#A8AFB8]">{{ r.lu_desc ?? '—' }}</td>
|
||||
<td class="py-1 text-right text-up">{{ r.limit_amount_yi == null ? '—' : r.limit_amount_yi.toFixed(2) }}</td>
|
||||
<td class="py-1 text-right text-[#C3C9D2]">{{ r.open_num == null || r.open_num === 0 ? '—' : r.open_num }}</td>
|
||||
<td class="py-1 text-right text-[#C3C9D2]">{{ r.turnover_yi == null ? '—' : r.turnover_yi.toFixed(1) }}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
<!-- 炸板池 -->
|
||||
<table v-else-if="poolKey === 'broken'" class="mt-2 w-full table-fixed font-mono text-xs leading-4">
|
||||
<thead>
|
||||
<tr class="text-[#6B7280]">
|
||||
<th class="w-[30%] py-1 text-left font-normal">名称</th>
|
||||
<th class="w-[12%] text-right font-normal">价</th>
|
||||
<th class="w-[12%] text-right font-normal">涨幅%</th>
|
||||
<th class="w-[12%] text-right font-normal">开板次数</th>
|
||||
<th class="text-right font-normal">首停</th>
|
||||
<th class="text-right font-normal">末停</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody class="max-h-80 overflow-y-auto">
|
||||
<tr
|
||||
v-for="r in pool" :key="r.ts_code"
|
||||
class="cursor-pointer border-t border-[#1E2026]/60 hover:bg-[#1E2026]"
|
||||
:title="r.ts_code"
|
||||
@click="openStock(r.ts_code)"
|
||||
>
|
||||
<td class="break-words py-1 font-sans text-[#E5E7EB]">{{ r.name ?? r.ts_code }}</td>
|
||||
<td class="py-1 text-right text-[#C3C9D2]">{{ fmtNum(r.price) }}</td>
|
||||
<td class="py-1 text-right" :class="pctClass(r.pct_chg)">{{ fmtNum(r.pct_chg) }}</td>
|
||||
<td class="py-1 text-right text-[#C3C9D2]">{{ fmtInt(r.open_num) }}</td>
|
||||
<td class="py-1 text-right text-[#A8AFB8]">{{ fmtTime(r.first_lu_time) }}</td>
|
||||
<td class="py-1 text-right text-[#A8AFB8]">{{ fmtTime(r.last_lu_time) }}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
|
||||
<!-- 跌停池 -->
|
||||
<table v-else class="mt-2 w-full table-fixed font-mono text-xs leading-4">
|
||||
<thead>
|
||||
<tr class="text-[#6B7280]">
|
||||
<th class="py-1 text-left font-normal">名称</th>
|
||||
<th class="w-[16%] text-right font-normal">价</th>
|
||||
<th class="w-[16%] text-right font-normal">跌幅%</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody class="max-h-80 overflow-y-auto">
|
||||
<tr
|
||||
v-for="r in pool" :key="r.ts_code"
|
||||
class="cursor-pointer border-t border-[#1E2026]/60 hover:bg-[#1E2026]"
|
||||
:title="r.ts_code"
|
||||
@click="openStock(r.ts_code)"
|
||||
>
|
||||
<td class="break-words py-1 font-sans text-[#E5E7EB]">{{ r.name ?? r.ts_code }}</td>
|
||||
<td class="py-1 text-right text-[#C3C9D2]">{{ fmtNum(r.price) }}</td>
|
||||
<td class="py-1 text-right" :class="pctClass(r.pct_chg)">{{ fmtNum(r.pct_chg) }}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<div v-if="!pool.length" class="py-6 text-center text-xs text-[#6B7280]">暂无数据</div>
|
||||
</div>
|
||||
|
||||
<!-- 右：连板天梯 + 最强板块 -->
|
||||
<div class="flex flex-col gap-3">
|
||||
<div class="rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3">
|
||||
<div class="mb-2 text-xs text-[#6B7280]">连板天梯</div>
|
||||
<div v-if="ladderBars.length" class="space-y-1.5">
|
||||
<div v-for="b in ladderBars" :key="b.nums" class="flex items-center gap-2">
|
||||
<span class="w-8 shrink-0 font-mono text-xs text-[#A8AFB8]">{{ b.nums }}板</span>
|
||||
<div class="h-3.5 min-w-0 flex-1 overflow-hidden rounded-sm bg-[#1E2026]">
|
||||
<div class="h-full rounded-sm bg-up/70" :style="{ width: b.pct + '%' }"></div>
|
||||
</div>
|
||||
<span class="w-6 shrink-0 text-right font-mono text-xs text-[#E5E7EB]">{{ b.count }}</span>
|
||||
</div>
|
||||
</div>
|
||||
<div v-else class="text-xs text-[#6B7280]">今日无 2 连板以上</div>
|
||||
</div>
|
||||
|
||||
<div class="rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3">
|
||||
<div class="mb-2 text-xs text-[#6B7280]">涨停最强板块</div>
|
||||
<div v-if="board.blocks.length" class="space-y-1">
|
||||
<div v-for="(b, i) in board.blocks" :key="i" class="flex items-baseline justify-between gap-2 text-xs leading-5">
|
||||
<span class="flex min-w-0 items-baseline gap-1.5">
|
||||
<span class="w-4 shrink-0 text-right font-mono text-[10px] text-[#6B7280]">{{ i + 1 }}</span>
|
||||
<span class="truncate font-sans text-[#E5E7EB]" :title="`${b.name}｜${b.up_stat ?? ''}`">{{ b.name }}</span>
|
||||
</span>
|
||||
<span class="flex shrink-0 items-baseline gap-1.5 font-mono">
|
||||
<span class="text-[#A8AFB8]" title="涨停家数">{{ b.up_nums }}板</span>
|
||||
<span :class="pctClass(b.pct_chg)">{{ fmtNum(b.pct_chg, 1) }}%</span>
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
<div v-else class="text-xs text-[#6B7280]">暂无数据</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</template>
|
||||
</section>
|
||||
</template>
|
||||
@@ -1,8 +1,8 @@
|
||||
<script setup lang="ts">
|
||||
import { computed, onBeforeUnmount, onMounted, ref, watch } from 'vue';
|
||||
import {
|
||||
addWatchlist, clearTrades, getStockDividends, getStockPreview, getTrades, getWatchlist as getWatchlistApi,
|
||||
importTrades, removeWatchlist,
|
||||
addHolding, addWatchlist, clearTrades, getHoldings as getHoldingsApi, getStockDividends, getStockPreview,
|
||||
getTrades, getWatchlist as getWatchlistApi, importTrades, removeHolding, removeWatchlist,
|
||||
} from '@/api/client';
|
||||
import type {
|
||||
ChartLayoutPrefs, PreviewResponse, ScreenerItemOut, StockDividendRecord, StockFinanceRecord,
|
||||
@@ -21,6 +21,7 @@ const props = defineProps<{
|
||||
const emit = defineEmits<{
|
||||
(e: 'close'): void;
|
||||
(e: 'watched-change'): void;
|
||||
(e: 'held-change'): void;
|
||||
/** 浮层内切股（键盘 ↑/↓、侧栏点击）时上报当前 ts_code，父组件据此同步路由 */
|
||||
(e: 'change', code: string): void;
|
||||
}>();
|
||||
@@ -215,6 +216,31 @@ async function toggleWatch() {
|
||||
}
|
||||
}
|
||||
|
||||
// ---------- 持仓股（标记进「持仓」分类） ----------
|
||||
const held = ref(false);
|
||||
const heldBusy = ref(false);
|
||||
const heldSet = ref<Set<string>>(new Set());
|
||||
async function refreshHeld() {
|
||||
try {
|
||||
heldSet.value = new Set(await getHoldingsApi());
|
||||
} catch { /* 未登录等场景忽略 */ }
|
||||
held.value = heldSet.value.has(active.value);
|
||||
}
|
||||
async function toggleHeld() {
|
||||
if (heldBusy.value) return;
|
||||
heldBusy.value = true;
|
||||
try {
|
||||
const list = held.value
|
||||
? await removeHolding(active.value)
|
||||
: await addHolding(active.value);
|
||||
heldSet.value = new Set(list);
|
||||
held.value = heldSet.value.has(active.value);
|
||||
emit('held-change');
|
||||
} catch { /* 忽略 */ } finally {
|
||||
heldBusy.value = false;
|
||||
}
|
||||
}
|
||||
|
||||
// ---------- 实盘交易点（交割单导入） ----------
|
||||
const trades = ref<UserTrade[]>([]);
|
||||
const showTrades = ref(true);
|
||||
@@ -504,7 +530,12 @@ watch(timeframe, () => load(active.value));
|
||||
watch(active, (code) => {
|
||||
watched.value = watchedSet.value.has(code);
|
||||
}, { immediate: true });
|
||||
// 切股时同步持仓状态
|
||||
watch(active, (code) => {
|
||||
held.value = heldSet.value.has(code);
|
||||
}, { immediate: true });
|
||||
void refreshWatched();
|
||||
void refreshHeld();
|
||||
|
||||
function moveActive(delta: number) {
|
||||
const list = filteredItems.value;
|
||||
@@ -584,6 +615,19 @@ const fmtListDate = (s?: string | null) => (s && s.length === 8 ? `${s.slice(0,
|
||||
<path d="M12 2l3.09 6.26L22 9.27l-5 4.87 1.18 6.88L12 17.77l-6.18 3.25L7 14.14 2 9.27l6.91-1.01L12 2z" />
|
||||
</svg>
|
||||
</button>
|
||||
<!-- 持仓标记 -->
|
||||
<button
|
||||
type="button"
|
||||
class="shrink-0 rounded p-1 transition-colors hover:bg-[#26272E] hover:text-white disabled:opacity-50"
|
||||
:class="held ? 'text-emerald-500' : 'text-[#C3C9D2]'"
|
||||
:title="held ? '移出持仓' : '加入持仓'"
|
||||
:disabled="heldBusy"
|
||||
@click="toggleHeld"
|
||||
>
|
||||
<svg class="h-5 w-5" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round" stroke-linejoin="round">
|
||||
<rect x="2" y="7" width="20" height="14" rx="2" ry="2" /><path d="M16 21V5a2 2 0 0 0-2-2h-4a2 2 0 0 0-2 2v16" />
|
||||
</svg>
|
||||
</button>
|
||||
<div class="flex items-baseline gap-2">
|
||||
<span class="text-base font-semibold text-[#E8EAED]">{{ header.name }}</span>
|
||||
<span class="text-[13px] text-[#9BA3AE]">{{ active }}</span>
|
||||
|
||||
22
frontend/src/composables/debouncedRef.ts
Normal file
22
frontend/src/composables/debouncedRef.ts
Normal file
@@ -0,0 +1,22 @@
|
||||
import { customRef } from 'vue';
|
||||
|
||||
/** 防抖 ref：v-model 绑定它即时回显输入，读取值延迟 delay 才更新（大列表过滤用）。 */
|
||||
export function debouncedRef<T>(initial: T, delay = 200) {
|
||||
return customRef<T>((track, trigger) => {
|
||||
let value = initial;
|
||||
let timer: ReturnType<typeof setTimeout> | null = null;
|
||||
return {
|
||||
get() {
|
||||
track();
|
||||
return value;
|
||||
},
|
||||
set(v: T) {
|
||||
if (timer) clearTimeout(timer);
|
||||
timer = setTimeout(() => {
|
||||
value = v;
|
||||
trigger();
|
||||
}, delay);
|
||||
},
|
||||
};
|
||||
});
|
||||
}
|
||||
41
frontend/src/composables/useQuerySync.ts
Normal file
41
frontend/src/composables/useQuerySync.ts
Normal file
@@ -0,0 +1,41 @@
|
||||
import { watch, type WatchSource } from 'vue';
|
||||
import { useRoute, useRouter } from 'vue-router';
|
||||
|
||||
/**
|
||||
* 列表页「状态 ↔ ?query」双向同步（StocksView / EtfsView / ConceptsView 共用骨架）。
|
||||
*
|
||||
* - buildQuery：状态 → query 对象（视图自定义，只放非默认值）
|
||||
* - applyQuery：query → 状态（浏览器前进/后退触发；自己发起的导航被 selfNav 计数防回声挡住）
|
||||
* - sources：变化时随手回写 URL 的响应式源（翻页/筛选等）
|
||||
*
|
||||
* 返回 syncRoute(push)：显式同步用（浮层开关传 true 产生历史记录，返回键=关浮层）。
|
||||
*/
|
||||
export function useQuerySync(opts: {
|
||||
buildQuery: () => Record<string, string>;
|
||||
applyQuery: (q: Record<string, string>) => void;
|
||||
sources: WatchSource[];
|
||||
}) {
|
||||
const route = useRoute();
|
||||
const router = useRouter();
|
||||
let selfNav = 0; // 自己发起的导航在途数量：其 route 变化不回灌状态（防输入被旧 URL 覆盖）
|
||||
|
||||
function syncRoute(push = false) {
|
||||
const query = opts.buildQuery();
|
||||
// 与当前 URL 一致就跳过，避免 state→route→state 回声
|
||||
if (JSON.stringify(query) === JSON.stringify(route.query)) return;
|
||||
selfNav++;
|
||||
const done = () => { selfNav--; };
|
||||
void (push ? router.push({ query }) : router.replace({ query })).then(done, done);
|
||||
}
|
||||
|
||||
watch(opts.sources, () => syncRoute());
|
||||
|
||||
watch(() => route.query, (q) => {
|
||||
if (selfNav > 0) return;
|
||||
const flat: Record<string, string> = {};
|
||||
for (const [k, v] of Object.entries(q)) if (typeof v === 'string') flat[k] = v;
|
||||
opts.applyQuery(flat);
|
||||
});
|
||||
|
||||
return { syncRoute };
|
||||
}
|
||||
363
frontend/src/views/ConceptsView.vue
Normal file
363
frontend/src/views/ConceptsView.vue
Normal file
@@ -0,0 +1,363 @@
|
||||
<script setup lang="ts">
|
||||
// 概念板块页（同花顺口径）：左板块列表（类型过滤/搜索/排序）→ 右成分股行情表
|
||||
// → 点成分股打开个股详情浮层，浮层左列表 = 该板块全部成分（板块内 ↑/↓ 切换研究）。
|
||||
// 路由 ?type=&board=&code=（type 过滤 / board 选中板块 / code 浮层开的股）。
|
||||
import { computed, onMounted, ref } from 'vue';
|
||||
import { useRoute } from 'vue-router';
|
||||
|
||||
import { getThsBoards, getThsBoardMembers } from '@/api/client';
|
||||
import type { ScreenerItemOut, ThsBoard, ThsMember } from '@/api/types';
|
||||
import { debouncedRef } from '@/composables/debouncedRef';
|
||||
import { useQuerySync } from '@/composables/useQuerySync';
|
||||
|
||||
import StockDetailOverlay from '@/components/StockDetailOverlay.vue';
|
||||
|
||||
const route = useRoute();
|
||||
|
||||
const qStr = (k: string) => (typeof route.query[k] === 'string' ? (route.query[k] as string) : '');
|
||||
|
||||
// ---------- 板块列表 ----------
|
||||
const TYPE_META: { key: string; label: string }[] = [
|
||||
{ key: '', label: '全部' },
|
||||
{ key: 'N', label: '概念' },
|
||||
{ key: 'I', label: '行业' },
|
||||
{ key: 'TH', label: '主题' },
|
||||
{ key: 'S', label: '特色' },
|
||||
{ key: 'R', label: '地域' },
|
||||
{ key: 'BB', label: '宽基' },
|
||||
{ key: 'ST', label: '风格' },
|
||||
];
|
||||
const SORTS: { key: 'pct_change' | 'turnover_rate' | 'vol' | 'count'; label: string }[] = [
|
||||
{ key: 'pct_change', label: '涨跌幅' },
|
||||
{ key: 'turnover_rate', label: '换手率' },
|
||||
{ key: 'vol', label: '成交量' },
|
||||
{ key: 'count', label: '成分数' },
|
||||
];
|
||||
|
||||
const typeFilter = ref(qStr('type'));
|
||||
// 防抖：1732 板块 / 5555 成分每次击键全量 filter+sort 太重，200ms 合并
|
||||
const search = debouncedRef('', 200);
|
||||
const sortKey = ref<'pct_change' | 'turnover_rate' | 'vol' | 'count'>('pct_change');
|
||||
|
||||
const boards = ref<ThsBoard[] | null>(null);
|
||||
const loading = ref(false);
|
||||
const error = ref<string | null>(null);
|
||||
const tradeDate = ref('');
|
||||
const updatedAt = ref('');
|
||||
|
||||
async function load() {
|
||||
if (loading.value) return;
|
||||
loading.value = true;
|
||||
error.value = null;
|
||||
try {
|
||||
const res = await getThsBoards();
|
||||
boards.value = res.boards;
|
||||
tradeDate.value = res.trade_date ?? '';
|
||||
updatedAt.value = res.updated_at
|
||||
? new Date(res.updated_at).toLocaleTimeString('zh-CN', { hour: '2-digit', minute: '2-digit' })
|
||||
: '';
|
||||
} catch (e) {
|
||||
error.value = e instanceof Error ? e.message : String(e);
|
||||
} finally {
|
||||
loading.value = false;
|
||||
}
|
||||
}
|
||||
onMounted(() => {
|
||||
void load();
|
||||
if (boardCode.value) void loadMembers(boardCode.value);
|
||||
});
|
||||
|
||||
const LIST_CAP = 200; // 1732 个板块全渲染过重；过滤/搜索收敛后截断展示
|
||||
const filteredBoards = computed<ThsBoard[]>(() => {
|
||||
const all = boards.value ?? [];
|
||||
const t = typeFilter.value;
|
||||
const q = search.value.trim().toLowerCase();
|
||||
const rows = all.filter(
|
||||
(b) => (!t || b.type === t) && (!q || (b.name ?? '').toLowerCase().includes(q) || b.ts_code.toLowerCase().includes(q)),
|
||||
);
|
||||
const k = sortKey.value;
|
||||
rows.sort((a, b) => (b[k] ?? -Infinity) - (a[k] ?? -Infinity)); // 缺值沉底
|
||||
return rows;
|
||||
});
|
||||
const shownBoards = computed(() => filteredBoards.value.slice(0, LIST_CAP));
|
||||
|
||||
// ---------- 成分 ----------
|
||||
const boardCode = ref<string | null>(qStr('board') || null);
|
||||
const boardName = ref<string | null>(null);
|
||||
const members = ref<ThsMember[]>([]);
|
||||
const membersLoading = ref(false);
|
||||
const membersError = ref<string | null>(null);
|
||||
const memberSearch = debouncedRef('', 200);
|
||||
let membersToken = 0;
|
||||
let membersCtrl: AbortController | null = null;
|
||||
|
||||
async function loadMembers(code: string) {
|
||||
const token = ++membersToken;
|
||||
membersCtrl?.abort(); // 快速切换板块时取消在途请求（成分可达 5555 只，较重）
|
||||
const ctrl = new AbortController();
|
||||
membersCtrl = ctrl;
|
||||
membersLoading.value = true;
|
||||
membersError.value = null;
|
||||
try {
|
||||
const res = await getThsBoardMembers(code, { signal: ctrl.signal });
|
||||
if (token !== membersToken) return;
|
||||
boardName.value = res.name ?? null;
|
||||
members.value = res.members;
|
||||
} catch (e) {
|
||||
if (token === membersToken && !(e instanceof Error && e.name === 'AbortError')) {
|
||||
membersError.value = e instanceof Error ? e.message : String(e);
|
||||
members.value = [];
|
||||
}
|
||||
} finally {
|
||||
if (token === membersToken) membersLoading.value = false;
|
||||
}
|
||||
}
|
||||
|
||||
function selectBoard(code: string) {
|
||||
if (boardCode.value === code) return;
|
||||
boardCode.value = code;
|
||||
memberSearch.value = '';
|
||||
previewCode.value = null; // 换板块关掉旧浮层（items 已不属于新板块）
|
||||
void loadMembers(code);
|
||||
syncRoute(true);
|
||||
}
|
||||
|
||||
const selectedBoard = computed(() => (boards.value ?? []).find((b) => b.ts_code === boardCode.value) ?? null);
|
||||
const shownMembers = computed(() => {
|
||||
const q = memberSearch.value.trim().toLowerCase();
|
||||
const rows = q
|
||||
? members.value.filter((m) => (m.con_name ?? '').toLowerCase().includes(q) || m.con_code.toLowerCase().includes(q))
|
||||
: [...members.value];
|
||||
rows.sort((a, b) => (b.pct_chg ?? -Infinity) - (a.pct_chg ?? -Infinity));
|
||||
return rows;
|
||||
});
|
||||
// 渲染截断：宽基板块 5555 只成分全进 DOM 会卡（同板块列表 LIST_CAP 思路），搜索可收敛
|
||||
const MEMBER_CAP = 400;
|
||||
const renderedMembers = computed(() => shownMembers.value.slice(0, MEMBER_CAP));
|
||||
|
||||
// ---------- 个股详情浮层（items = 该板块全部成分，板块内 ↑/↓ 切换） ----------
|
||||
const previewCode = ref<string | null>(qStr('code') || null);
|
||||
|
||||
const overlayItems = computed<ScreenerItemOut[]>(() =>
|
||||
members.value.map((m) => ({
|
||||
ts_code: m.con_code,
|
||||
name: m.con_name ?? m.con_code,
|
||||
close: m.close ?? null,
|
||||
pct_chg: m.pct_chg ?? null,
|
||||
total_mv: null,
|
||||
circ_mv: null,
|
||||
pe_ttm: null,
|
||||
pb: null,
|
||||
turnover_rate: null,
|
||||
indicators: {},
|
||||
})),
|
||||
);
|
||||
|
||||
function openStock(code: string) {
|
||||
previewCode.value = code;
|
||||
syncRoute(true); // push：浏览器返回键 = 关闭浮层
|
||||
}
|
||||
function onOverlayChange(code: string) {
|
||||
previewCode.value = code;
|
||||
syncRoute();
|
||||
}
|
||||
function closeOverlay() {
|
||||
previewCode.value = null;
|
||||
syncRoute();
|
||||
}
|
||||
|
||||
// ---------- 路由同步（?type=&board=&code=；骨架在 useQuerySync，selfNav 防回声） ----------
|
||||
const { syncRoute } = useQuerySync({
|
||||
sources: [typeFilter],
|
||||
buildQuery: () => {
|
||||
const q: Record<string, string> = {};
|
||||
if (typeFilter.value) q.type = typeFilter.value;
|
||||
if (boardCode.value) q.board = boardCode.value;
|
||||
if (previewCode.value) q.code = previewCode.value;
|
||||
return q;
|
||||
},
|
||||
applyQuery: (q) => {
|
||||
const t = q.type ?? '';
|
||||
if (TYPE_META.some((m) => m.key === t)) typeFilter.value = t;
|
||||
const b = q.board ?? '';
|
||||
if (b !== (boardCode.value ?? '')) {
|
||||
boardCode.value = b || null;
|
||||
if (b) void loadMembers(b);
|
||||
else members.value = [];
|
||||
}
|
||||
previewCode.value = q.code ?? null;
|
||||
},
|
||||
});
|
||||
|
||||
// ---------- 格式化 ----------
|
||||
const typeLabel = (t: string | null | undefined) => TYPE_META.find((m) => m.key === t)?.label ?? t;
|
||||
const fmtNum = (v: number | null | undefined, d = 2) => (v == null ? '—' : v.toFixed(d));
|
||||
const fmtInt = (v: number | null | undefined) => (v == null ? '—' : Math.round(v).toLocaleString('zh-CN'));
|
||||
const pctClass = (v: number | null | undefined) => (v == null ? '' : v > 0 ? 'text-up' : v < 0 ? 'text-down' : '');
|
||||
const pctText = (v: number | null | undefined) => (v == null ? '—' : (v > 0 ? '+' : '') + v.toFixed(2) + '%');
|
||||
const fmtVol = (v: number | null | undefined) => {
|
||||
if (v == null) return '—';
|
||||
return v >= 1e8 ? (v / 1e8).toFixed(2) + '亿手' : v >= 1e4 ? (v / 1e4).toFixed(0) + '万手' : String(Math.round(v));
|
||||
};
|
||||
</script>
|
||||
|
||||
<template>
|
||||
<div>
|
||||
<!-- 头部 -->
|
||||
<div class="mb-4 flex flex-wrap items-baseline gap-3">
|
||||
<h1 class="text-xl font-semibold text-[#E8EAED]">概念板块</h1>
|
||||
<span class="text-[13px] text-[#9BA3AE]">
|
||||
同花顺口径 · {{ boards ? boards.length.toLocaleString() : '—' }} 个板块
|
||||
<template v-if="tradeDate"> · {{ tradeDate }}</template>
|
||||
<template v-if="updatedAt"> · 更新于 {{ updatedAt }}</template>
|
||||
</span>
|
||||
</div>
|
||||
|
||||
<!-- 过滤行 -->
|
||||
<div class="mb-4 flex flex-wrap items-center gap-2">
|
||||
<div class="flex flex-wrap gap-1">
|
||||
<button
|
||||
v-for="t in TYPE_META" :key="t.key || 'all'"
|
||||
type="button"
|
||||
class="rounded border px-2 py-0.5 text-[13px] transition-colors"
|
||||
:class="typeFilter === t.key
|
||||
? 'border-blue-500 bg-blue-500/15 text-blue-300'
|
||||
: 'border-[#33353D] text-[#A8AFB8] hover:border-[#3A3D46] hover:text-[#E5E7EB]'"
|
||||
@click="typeFilter = t.key"
|
||||
>{{ t.label }}</button>
|
||||
</div>
|
||||
<div class="relative ml-auto">
|
||||
<svg class="pointer-events-none absolute left-3 top-1/2 h-4 w-4 -translate-y-1/2 text-[#9BA3AE]" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round"><circle cx="11" cy="11" r="8" /><path d="M21 21l-4.35-4.35" /></svg>
|
||||
<input v-model="search" type="text" class="ipt !py-1.5 pl-9 !w-56" placeholder="搜索板块名称 / 代码" />
|
||||
</div>
|
||||
<div class="flex items-center gap-1 text-xs text-[#9BA3AE]">
|
||||
排序
|
||||
<button
|
||||
v-for="s in SORTS" :key="s.key"
|
||||
type="button"
|
||||
class="rounded px-1.5 py-0.5 transition-colors"
|
||||
:class="sortKey === s.key ? 'bg-[#26272E] text-[#E5E7EB]' : 'text-[#A8AFB8] hover:text-[#E5E7EB]'"
|
||||
@click="sortKey = s.key"
|
||||
>{{ s.label }}↓</button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 首载 / 错误 -->
|
||||
<div v-if="!boards && loading" class="flex items-center gap-2 rounded-lg border border-[#26272E] bg-[#101014] px-4 py-6 text-sm text-[#A8AFB8]">
|
||||
<svg class="h-4 w-4 animate-spin text-blue-500" viewBox="0 0 24 24" fill="none"><circle class="opacity-25" cx="12" cy="12" r="10" stroke="currentColor" stroke-width="4" /><path class="opacity-75" fill="currentColor" d="M4 12a8 8 0 018-8v4a4 4 0 00-4 4H4z" /></svg>
|
||||
正在加载板块列表…
|
||||
</div>
|
||||
<div v-else-if="error && !boards" class="rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3 text-sm text-[#A8AFB8]">
|
||||
{{ error }}
|
||||
<button class="ml-1 text-blue-500 hover:underline" @click="load">重试</button>
|
||||
</div>
|
||||
|
||||
<!-- 两栏：左板块列表 / 右成分 -->
|
||||
<div v-else-if="boards" class="flex items-start gap-4">
|
||||
<!-- 左：板块列表 -->
|
||||
<aside class="w-80 shrink-0 overflow-y-auto rounded-lg border border-[#26272E] bg-[#101014] max-h-[calc(100vh-14rem)]">
|
||||
<button
|
||||
v-for="b in shownBoards" :key="b.ts_code"
|
||||
type="button"
|
||||
class="flex w-full items-center gap-2 border-b border-[#1E2026] px-3 py-2 text-left transition-colors"
|
||||
:class="boardCode === b.ts_code ? 'bg-blue-500/15' : 'hover:bg-[#1E2026]'"
|
||||
@click="selectBoard(b.ts_code)"
|
||||
>
|
||||
<span class="min-w-0 flex-1">
|
||||
<span class="block truncate text-[13px] text-[#E5E7EB]" :title="`${b.name}（${b.ts_code}）`">{{ b.name ?? b.ts_code }}</span>
|
||||
<span class="block text-[11px] text-[#6B7280]">
|
||||
{{ typeLabel(b.type) }} · {{ fmtInt(b.count) }} 只
|
||||
</span>
|
||||
</span>
|
||||
<span class="shrink-0 font-mono text-xs tabular-nums" :class="pctClass(b.pct_change)">{{ pctText(b.pct_change) }}</span>
|
||||
</button>
|
||||
<div v-if="filteredBoards.length > LIST_CAP" class="px-3 py-2 text-center text-[11px] text-[#6B7280]">
|
||||
共 {{ filteredBoards.length.toLocaleString() }} 个，仅显示前 {{ LIST_CAP }} · 输入关键词过滤
|
||||
</div>
|
||||
<div v-else-if="!filteredBoards.length" class="px-3 py-6 text-center text-[13px] text-[#9BA3AE]">无匹配板块</div>
|
||||
</aside>
|
||||
|
||||
<!-- 右：成分 -->
|
||||
<section class="min-w-0 flex-1 rounded-lg border border-[#26272E] bg-[#101014] px-4 py-3">
|
||||
<template v-if="boardCode">
|
||||
<!-- 板块头部 -->
|
||||
<div class="flex flex-wrap items-baseline justify-between gap-3 border-b border-[#1E2026] pb-3">
|
||||
<div class="flex items-baseline gap-2">
|
||||
<span class="text-lg font-semibold text-[#E8EAED]">{{ selectedBoard?.name ?? boardName ?? boardCode }}</span>
|
||||
<span class="font-mono text-xs text-[#6B7280]">{{ boardCode }}</span>
|
||||
</div>
|
||||
<div v-if="selectedBoard" class="flex items-baseline gap-4 text-[13px]">
|
||||
<span class="text-[#9BA3AE]">收盘 <span class="font-mono text-[#E5E7EB]">{{ fmtNum(selectedBoard.close) }}</span></span>
|
||||
<span class="font-mono" :class="pctClass(selectedBoard.pct_change)">{{ pctText(selectedBoard.pct_change) }}</span>
|
||||
<span class="text-[#9BA3AE]">换手 <span class="font-mono text-[#E5E7EB]">{{ fmtNum(selectedBoard.turnover_rate) }}%</span></span>
|
||||
<span class="text-[#9BA3AE]">成交 <span class="font-mono text-[#E5E7EB]">{{ fmtVol(selectedBoard.vol) }}</span></span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 成分搜索 + 表 -->
|
||||
<div class="mt-3 flex items-center justify-between gap-2">
|
||||
<span class="text-[13px] text-[#9BA3AE]">
|
||||
成分股 <span class="font-mono text-[#E5E7EB]">{{ shownMembers.length }}</span> 只 · 按涨跌幅排序
|
||||
</span>
|
||||
<div class="relative">
|
||||
<svg class="pointer-events-none absolute left-2.5 top-1/2 h-3.5 w-3.5 -translate-y-1/2 text-[#9BA3AE]" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round"><circle cx="11" cy="11" r="8" /><path d="M21 21l-4.35-4.35" /></svg>
|
||||
<input v-model="memberSearch" type="text" class="ipt !py-1 pl-7 !w-48 !text-[13px]" placeholder="成分内搜索" />
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div v-if="membersLoading" class="flex items-center gap-2 py-8 text-sm text-[#A8AFB8]">
|
||||
<svg class="h-4 w-4 animate-spin text-blue-500" viewBox="0 0 24 24" fill="none"><circle class="opacity-25" cx="12" cy="12" r="10" stroke="currentColor" stroke-width="4" /><path class="opacity-75" fill="currentColor" d="M4 12a8 8 0 018-8v4a4 4 0 00-4 4H4z" /></svg>
|
||||
正在查询{{ selectedBoard?.name ?? boardCode }}成分…
|
||||
</div>
|
||||
<div v-else-if="membersError" class="py-6 text-sm text-[#A8AFB8]">
|
||||
{{ membersError }}
|
||||
<button class="ml-1 text-blue-500 hover:underline" @click="boardCode && loadMembers(boardCode)">重试</button>
|
||||
</div>
|
||||
<template v-else>
|
||||
<table class="mt-2 w-full table-fixed font-mono text-[13px] leading-5">
|
||||
<thead>
|
||||
<tr class="text-[#6B7280]">
|
||||
<th class="w-[38%] py-1 text-left font-normal">名称</th>
|
||||
<th class="w-[20%] text-left font-normal">代码</th>
|
||||
<th class="w-[16%] text-right font-normal">现价</th>
|
||||
<th class="w-[16%] text-right font-normal">涨跌幅</th>
|
||||
</tr>
|
||||
</thead>
|
||||
</table>
|
||||
<div class="max-h-[calc(100vh-22rem)] overflow-y-auto">
|
||||
<table class="w-full table-fixed font-mono text-[13px] leading-5">
|
||||
<tbody>
|
||||
<tr
|
||||
v-for="m in renderedMembers" :key="m.con_code"
|
||||
class="cursor-pointer border-t border-[#1E2026]/60 hover:bg-[#1E2026]"
|
||||
title="点击进入个股详情（左列表为本板块全部成分）"
|
||||
@click="openStock(m.con_code)"
|
||||
>
|
||||
<td class="break-words py-1 pr-1 font-sans" :class="m.close == null ? 'text-[#6B7280]' : 'text-[#E5E7EB]'">{{ m.con_name ?? m.con_code }}</td>
|
||||
<td class="py-1 text-[#9BA3AE]">{{ m.con_code }}</td>
|
||||
<td class="py-1 text-right text-[#C3C9D2]">{{ fmtNum(m.close) }}</td>
|
||||
<td class="py-1 text-right" :class="pctClass(m.pct_chg)">{{ pctText(m.pct_chg) }}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
<div v-if="!shownMembers.length" class="py-6 text-center text-[13px] text-[#9BA3AE]">无匹配成分</div>
|
||||
<div v-else-if="shownMembers.length > MEMBER_CAP" class="py-2 text-center text-[11px] text-[#6B7280]">
|
||||
共 {{ shownMembers.length.toLocaleString() }} 只，仅显示前 {{ MEMBER_CAP }} · 用上方搜索收敛
|
||||
</div>
|
||||
</div>
|
||||
</template>
|
||||
</template>
|
||||
<div v-else class="py-10 text-center text-sm text-[#9BA3AE]">← 点击左侧板块查看成分股</div>
|
||||
</section>
|
||||
</div>
|
||||
|
||||
<!-- 个股详情浮层：items = 本板块全部成分（板块内 ↑/↓ 键切换研究） -->
|
||||
<StockDetailOverlay
|
||||
v-if="previewCode && overlayItems.length"
|
||||
:items="overlayItems"
|
||||
:initial="previewCode"
|
||||
@change="onOverlayChange"
|
||||
@close="closeOverlay"
|
||||
/>
|
||||
</div>
|
||||
</template>
|
||||
@@ -1,7 +1,7 @@
|
||||
<script setup lang="ts">
|
||||
import { computed, onBeforeUnmount, ref, watch } from 'vue';
|
||||
import { useRoute } from 'vue-router';
|
||||
import { addWatchlist, getStockFacets, getStocks, removeWatchlist } from '@/api/client';
|
||||
import { addHolding, addWatchlist, getStockFacets, getStocks, removeHolding, removeWatchlist } from '@/api/client';
|
||||
import type { FacetItem, ScreenerItemOut, StockListItem } from '@/api/types';
|
||||
import { useQuerySync } from '@/composables/useQuerySync';
|
||||
import StockDetailOverlay from '@/components/StockDetailOverlay.vue';
|
||||
@@ -14,7 +14,7 @@ function qStr(key: string): string | undefined {
|
||||
return typeof v === 'string' && v ? v : undefined;
|
||||
}
|
||||
|
||||
const MARKETS = ['全部', '自选', '主板', '创业板', '科创板', '北交所'];
|
||||
const MARKETS = ['全部', '自选', '持仓', '主板', '创业板', '科创板', '北交所'];
|
||||
// 排序键（后端白名单：symbol/total_mv/circ_mv/pe_ttm/pb/turnover_rate）
|
||||
const SORT_KEYS = ['symbol', 'total_mv', 'circ_mv', 'pe_ttm', 'pb', 'turnover_rate'] as const;
|
||||
type SortKey = (typeof SORT_KEYS)[number];
|
||||
@@ -73,9 +73,10 @@ async function load() {
|
||||
try {
|
||||
const res = await getStocks({
|
||||
search: search.value.trim(),
|
||||
// 「自选」不是 stock_basic.market 的值，走 watched_only
|
||||
market: market.value === '全部' || market.value === '自选' ? '' : market.value,
|
||||
// 「自选」「持仓」不是 stock_basic.market 的值，分别走 watched_only / held_only
|
||||
market: market.value === '全部' || market.value === '自选' || market.value === '持仓' ? '' : market.value,
|
||||
watched_only: market.value === '自选',
|
||||
held_only: market.value === '持仓',
|
||||
industry: industry.value,
|
||||
area: area.value,
|
||||
sort: sort.value,
|
||||
@@ -194,10 +195,31 @@ async function toggleStar(it: StockListItem) {
|
||||
}
|
||||
}
|
||||
|
||||
// 详情浮层里增删自选后，刷新当前页星标
|
||||
// ---------- 持仓股标记（服务端为唯一事实源，本地行内即时翻转） ----------
|
||||
const heldBusy = ref('');
|
||||
async function toggleHeld(it: StockListItem) {
|
||||
if (heldBusy.value === it.ts_code) return;
|
||||
heldBusy.value = it.ts_code;
|
||||
const wasHeld = it.held;
|
||||
it.held = !wasHeld; // 乐观更新
|
||||
try {
|
||||
const list = wasHeld ? await removeHolding(it.ts_code) : await addHolding(it.ts_code);
|
||||
const set = new Set(list);
|
||||
for (const row of items.value) row.held = set.has(row.ts_code);
|
||||
} catch {
|
||||
it.held = wasHeld; // 回滚
|
||||
} finally {
|
||||
heldBusy.value = '';
|
||||
}
|
||||
}
|
||||
|
||||
// 详情浮层里增删自选/持仓后，刷新当前页标记
|
||||
function onWatchedChange() {
|
||||
load();
|
||||
}
|
||||
function onHeldChange() {
|
||||
load();
|
||||
}
|
||||
|
||||
// ---------- 路由同步：状态 → ?q/&market/…（骨架在 useQuerySync，replace 不产生历史记录） ----------
|
||||
const { syncRoute } = useQuerySync({
|
||||
@@ -286,6 +308,9 @@ function closeOverlay() {
|
||||
<thead>
|
||||
<tr class="border-b border-[#1E2026] text-left text-[13px] text-[#A8AFB8]">
|
||||
<th class="w-10 px-2 py-3 font-medium" title="自选">★</th>
|
||||
<th class="w-10 px-2 py-3 font-medium" title="持仓">
|
||||
<svg class="mx-auto h-4 w-4 text-[#A8AFB8]" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round" stroke-linejoin="round"><rect x="2" y="7" width="20" height="14" rx="2" ry="2" /><path d="M16 21V5a2 2 0 0 0-2-2h-4a2 2 0 0 0-2 2v16" /></svg>
|
||||
</th>
|
||||
<th class="px-4 py-3 font-medium">
|
||||
<button type="button" class="inline-flex items-center gap-1 transition hover:text-[#E8EAED]" :class="sort === 'symbol' ? 'text-[#E8EAED]' : ''" @click="toggleSort('symbol')">
|
||||
代码<span class="text-[10px] leading-none" :class="sort === 'symbol' ? 'text-blue-400' : 'text-[#4A4D55]'">{{ sort === 'symbol' ? (order === 'asc' ? '▲' : '▼') : '⇅' }}</span>
|
||||
@@ -326,7 +351,7 @@ function closeOverlay() {
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr v-if="loading && items.length === 0">
|
||||
<td colspan="13" class="px-4 py-16 text-center text-[#9BA3AE]">加载中…</td>
|
||||
<td colspan="14" class="px-4 py-16 text-center text-[#9BA3AE]">加载中…</td>
|
||||
</tr>
|
||||
<tr
|
||||
v-for="it in items"
|
||||
@@ -348,6 +373,20 @@ function closeOverlay() {
|
||||
</svg>
|
||||
</button>
|
||||
</td>
|
||||
<td class="px-2 py-2.5 text-center" @click.stop>
|
||||
<button
|
||||
type="button"
|
||||
class="rounded p-0.5 transition-colors disabled:opacity-50"
|
||||
:class="it.held ? 'text-emerald-500 hover:text-emerald-600' : 'text-[#C3C9D2] hover:text-emerald-400'"
|
||||
:title="it.held ? '移出持仓' : '加入持仓'"
|
||||
:disabled="heldBusy === it.ts_code"
|
||||
@click="toggleHeld(it)"
|
||||
>
|
||||
<svg class="h-4 w-4" viewBox="0 0 24 24" fill="none" stroke="currentColor" stroke-width="2" stroke-linecap="round" stroke-linejoin="round">
|
||||
<rect x="2" y="7" width="20" height="14" rx="2" ry="2" /><path d="M16 21V5a2 2 0 0 0-2-2h-4a2 2 0 0 0-2 2v16" />
|
||||
</svg>
|
||||
</button>
|
||||
</td>
|
||||
<td class="px-4 py-2.5 font-mono text-sm text-[#E8EAED]">{{ it.symbol }}</td>
|
||||
<td class="px-4 py-2.5 font-medium text-[#E8EAED]">{{ it.name }}</td>
|
||||
<td class="px-4 py-2.5 text-[#A8AFB8]">{{ it.industry || '--' }}</td>
|
||||
@@ -364,7 +403,7 @@ function closeOverlay() {
|
||||
<td class="px-4 py-2.5 text-right font-mono text-sm text-[#9BA3AE]">{{ fmtDate(it.last_ts) }}</td>
|
||||
</tr>
|
||||
<tr v-if="!loading && items.length === 0">
|
||||
<td colspan="13" class="px-4 py-16 text-center text-[#9BA3AE]">没有匹配的股票</td>
|
||||
<td colspan="14" class="px-4 py-16 text-center text-[#9BA3AE]">没有匹配的股票</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
@@ -402,6 +441,7 @@ function closeOverlay() {
|
||||
@close="closeOverlay"
|
||||
@change="onOverlayChange"
|
||||
@watched-change="onWatchedChange"
|
||||
@held-change="onHeldChange"
|
||||
/>
|
||||
</div>
|
||||
</template>
|
||||
|
||||
Reference in New Issue
Block a user