From fc86fe0674372dbaf69abe31f3bfb0c30d23c010 Mon Sep 17 00:00:00 2001 From: cirry <812852553@qq.com> Date: Sun, 16 Aug 2026 00:05:26 +0800 Subject: [PATCH] =?UTF-8?q?=E7=9C=8B=E8=82=A1=E5=8A=9F=E8=83=BD=E6=9B=B4?= =?UTF-8?q?=E6=96=B0?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- backend/.env | 3 + backend/.env.example | 6 + .../versions/20260815_01_add_adj_factor.py | 36 + .../versions/20260815_02_user_data_tables.py | 69 ++ .../20260815_03_candle_amount_turnover.py | 30 + .../versions/20260815_04_user_trades.py | 51 ++ backend/app/api.py | 237 +++++- backend/app/backtest/events.py | 265 +++++++ backend/app/cache.py | 104 +++ backend/app/config.py | 5 + backend/app/main.py | 2 + backend/app/models.py | 28 +- backend/app/schemas.py | 34 +- backend/app/trades.py | 329 +++++++++ backend/pyproject.toml | 3 + backend/scripts/backfill_adj_factor.py | 122 +++ backend/scripts/backfill_turnover.py | 162 ++++ backend/scripts/import_tdx_day.py | 160 ++++ backend/scripts/test_trades_parser.py | 113 +++ backend/uv.lock | 45 ++ backend_run.log | 693 ++++++++++++++++++ frontend/src/api/client.ts | 42 +- frontend/src/api/types.ts | 32 +- frontend/src/components/DetailKLine.vue | 271 ++++++- frontend/src/components/SettingsModal.vue | 110 +++ .../src/components/StockDetailOverlay.vue | 348 +++++++-- frontend/src/stores/settings.ts | 207 ++++++ frontend/src/views/StocksView.vue | 412 +++++++++++ 28 files changed, 3823 insertions(+), 96 deletions(-) create mode 100644 backend/alembic/versions/20260815_01_add_adj_factor.py create mode 100644 backend/alembic/versions/20260815_02_user_data_tables.py create mode 100644 backend/alembic/versions/20260815_03_candle_amount_turnover.py create mode 100644 backend/alembic/versions/20260815_04_user_trades.py create mode 100644 backend/app/backtest/events.py create mode 100644 backend/app/cache.py create mode 100644 backend/app/trades.py create mode 100644 backend/scripts/backfill_adj_factor.py create mode 100644 backend/scripts/backfill_turnover.py create mode 100644 backend/scripts/import_tdx_day.py create mode 100644 backend/scripts/test_trades_parser.py create mode 100644 backend_run.log create mode 100644 frontend/src/components/SettingsModal.vue create mode 100644 frontend/src/stores/settings.ts create mode 100644 frontend/src/views/StocksView.vue diff --git a/backend/.env b/backend/.env index d6aeddc..1011e36 100644 --- a/backend/.env +++ b/backend/.env @@ -3,6 +3,9 @@ TUSHARE_TOKEN=22edda0afe44c0609a187ff1ac0bb2a8fc61430f490ec19f7fec8390 DATA_ADJUST=qfq DATA_DEFAULT_START=20200101 +# ---- Redis 读缓存（股票列表/筛选项；留空则不缓存直查数据库）---- +REDIS_URL=redis://default:26d5c71d57344f37b8b4ddb567f2652f0c7ef41c774284ad@cirry.cn:6379 + # ---- LLM（智能选股；智谱 GLM，OpenAI 兼容协议）---- # key 在 https://bigmodel.cn 控制台获取，格式形如 xxxxxxxx.yyyyyyyy（id.secret） LLM_BASE_URL=https://open.bigmodel.cn/api/paas/v4 diff --git a/backend/.env.example b/backend/.env.example index c2d017b..fc5e726 100644 --- a/backend/.env.example +++ b/backend/.env.example @@ -38,3 +38,9 @@ LLM_MODEL=glm-5.2 # TRANSFER_FEE_RATE=0.00001 # 过户费 0.001%，沪深双边 # COMMISSION_RATE=0.0001 # 佣金 万1 # COMMISSION_MIN=5.0 # 最低 5 元 + +# ---- Redis 读缓存（可选；股票列表/筛选项提速）---- +# 留空 = 不缓存，直查数据库；连接失败自动降级，不影响接口可用性 +# REDIS_URL=redis://default:password@127.0.0.1:6379 +# STOCKS_CACHE_TTL=300 # 股票列表缓存秒数 +# FACETS_CACHE_TTL=3600 # 行业/地域筛选项缓存秒数 diff --git a/backend/alembic/versions/20260815_01_add_adj_factor.py b/backend/alembic/versions/20260815_01_add_adj_factor.py new file mode 100644 index 0000000..b3ba094 --- /dev/null +++ b/backend/alembic/versions/20260815_01_add_adj_factor.py @@ -0,0 +1,36 @@ +"""add adj_factor table (复权因子底座) + +Revision ID: 20260815_01 +Revises: 208b0c5d302a +Create Date: 2026-08-15 +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa + + +revision: str = "20260815_01" +down_revision: Union[str, Sequence[str], None] = "208b0c5d302a" +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + op.create_table( + "adj_factor", + sa.Column("id", sa.Integer(), autoincrement=True, nullable=False), + sa.Column("trade_date", sa.DateTime(), nullable=False), + sa.Column("ts_code", sa.String(length=12), nullable=False), + sa.Column("adj_factor", sa.Float(), nullable=False), + sa.PrimaryKeyConstraint("id"), + sa.UniqueConstraint("ts_code", "trade_date", name="uq_adj_code_date"), + ) + op.create_index("ix_adj_factor_trade_date", "adj_factor", ["trade_date"]) + op.create_index("ix_adj_factor_ts_code", "adj_factor", ["ts_code"]) + + +def downgrade() -> None: + op.drop_index("ix_adj_factor_ts_code", table_name="adj_factor") + op.drop_index("ix_adj_factor_trade_date", table_name="adj_factor") + op.drop_table("adj_factor") diff --git a/backend/alembic/versions/20260815_02_user_data_tables.py b/backend/alembic/versions/20260815_02_user_data_tables.py new file mode 100644 index 0000000..25d3e4d --- /dev/null +++ b/backend/alembic/versions/20260815_02_user_data_tables.py @@ -0,0 +1,69 @@ +"""user data tables: preferences / watchlist / screener queries + +Revision ID: 20260815_02 +Revises: 20260815_01 +Create Date: 2026-08-15 +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa + + +revision: str = "20260815_02" +down_revision: Union[str, Sequence[str], None] = "20260815_01" +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + op.create_table( + "user_preferences", + sa.Column("id", sa.Integer(), autoincrement=True, nullable=False), + sa.Column("user_id", sa.BigInteger(), nullable=False), + sa.Column("key", sa.String(length=64), nullable=False), + sa.Column("value_json", sa.Text(), nullable=False, server_default="null"), + sa.Column("updated_at", sa.DateTime(), nullable=False), + sa.ForeignKeyConstraint(["user_id"], ["users.id"], ondelete="CASCADE"), + sa.PrimaryKeyConstraint("id"), + sa.UniqueConstraint("user_id", "key", name="uq_user_pref_key"), + ) + op.create_index("ix_user_preferences_user_id", "user_preferences", ["user_id"]) + + op.create_table( + "watchlist_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_watch_user_code"), + ) + op.create_index("ix_watchlist_items_user_id", "watchlist_items", ["user_id"]) + op.create_index("ix_watchlist_items_ts_code", "watchlist_items", ["ts_code"]) + + op.create_table( + "screener_queries", + sa.Column("id", sa.Integer(), autoincrement=True, nullable=False), + sa.Column("user_id", sa.BigInteger(), nullable=False), + sa.Column("text", sa.String(length=500), nullable=False), + sa.Column("conditions_json", sa.Text(), nullable=True), + sa.Column("hit_count", sa.Integer(), nullable=True), + sa.Column("created_at", sa.DateTime(), nullable=False), + sa.ForeignKeyConstraint(["user_id"], ["users.id"], ondelete="CASCADE"), + sa.PrimaryKeyConstraint("id"), + ) + op.create_index("ix_screener_queries_user_id", "screener_queries", ["user_id"]) + op.create_index("ix_screener_queries_created_at", "screener_queries", ["created_at"]) + + +def downgrade() -> None: + op.drop_index("ix_screener_queries_created_at", table_name="screener_queries") + op.drop_index("ix_screener_queries_user_id", table_name="screener_queries") + op.drop_table("screener_queries") + op.drop_index("ix_watchlist_items_ts_code", table_name="watchlist_items") + op.drop_index("ix_watchlist_items_user_id", table_name="watchlist_items") + op.drop_table("watchlist_items") + op.drop_index("ix_user_preferences_user_id", table_name="user_preferences") + op.drop_table("user_preferences") diff --git a/backend/alembic/versions/20260815_03_candle_amount_turnover.py b/backend/alembic/versions/20260815_03_candle_amount_turnover.py new file mode 100644 index 0000000..186149b --- /dev/null +++ b/backend/alembic/versions/20260815_03_candle_amount_turnover.py @@ -0,0 +1,30 @@ +"""candles add amount/turnover columns + +Revision ID: 20260815_03 +Revises: 20260815_02 +Create Date: 2026-08-15 + +- amount 成交额（元）：TDX .day 原生 float32（元）/ Tushare daily amount 千元×1000 +- turnover 换手率（%）：Tushare daily_basic.turnover_rate（2000 年起） +均为可空列——历史回补前为 NULL，前端 tooltip 显示 "—"。 +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa + + +revision: str = "20260815_03" +down_revision: Union[str, Sequence[str], None] = "20260815_02" +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + op.add_column("candles", sa.Column("amount", sa.Float(), nullable=True)) + op.add_column("candles", sa.Column("turnover", sa.Float(), nullable=True)) + + +def downgrade() -> None: + op.drop_column("candles", "turnover") + op.drop_column("candles", "amount") diff --git a/backend/alembic/versions/20260815_04_user_trades.py b/backend/alembic/versions/20260815_04_user_trades.py new file mode 100644 index 0000000..63222dd --- /dev/null +++ b/backend/alembic/versions/20260815_04_user_trades.py @@ -0,0 +1,51 @@ +"""user_trades: 交割单导入的实盘成交流水（K线买卖点数据源） + +Revision ID: 20260815_04 +Revises: 20260815_03 +Create Date: 2026-08-15 +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa + + +revision: str = "20260815_04" +down_revision: Union[str, Sequence[str], None] = "20260815_03" +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + op.create_table( + "user_trades", + 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("code", sa.String(length=10), nullable=False), + sa.Column("name", sa.String(length=32), nullable=True), + sa.Column("trade_date", sa.Date(), nullable=False), + sa.Column("direction", sa.String(length=4), nullable=False), + sa.Column("price", sa.Float(), nullable=True), + sa.Column("qty", sa.Float(), nullable=False), + sa.Column("amount", sa.Float(), nullable=True), + sa.Column("fee", sa.Float(), nullable=False, server_default="0"), + sa.Column("raw_json", sa.Text(), nullable=True), + sa.Column("created_at", sa.DateTime(), nullable=False), + sa.ForeignKeyConstraint(["user_id"], ["users.id"], ondelete="CASCADE"), + sa.PrimaryKeyConstraint("id"), + sa.UniqueConstraint( + "user_id", "trade_date", "ts_code", "direction", "price", "qty", + name="uq_user_trade_dedup", + ), + ) + op.create_index("ix_user_trades_user_id", "user_trades", ["user_id"]) + op.create_index("ix_user_trades_ts_code", "user_trades", ["ts_code"]) + op.create_index("ix_user_trades_trade_date", "user_trades", ["trade_date"]) + + +def downgrade() -> None: + op.drop_index("ix_user_trades_trade_date", table_name="user_trades") + op.drop_index("ix_user_trades_ts_code", table_name="user_trades") + op.drop_index("ix_user_trades_user_id", table_name="user_trades") + op.drop_table("user_trades") diff --git a/backend/app/api.py b/backend/app/api.py index 9fa7f7b..c523bd3 100644 --- a/backend/app/api.py +++ b/backend/app/api.py @@ -15,11 +15,13 @@ import json from datetime import datetime import pandas as pd -from fastapi import APIRouter, Depends, HTTPException -from sqlalchemy import select, text +from fastapi import APIRouter, Depends, File, HTTPException, UploadFile +from sqlalchemy import delete, select, text from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.sql.elements import TextClause from .backtest.engine import BacktestConfig, run_backtest +from . import cache from .auth import require_user from .backtest.events import EventEngineError, run_event_backtest from .backtest.strategies import build_strategy @@ -30,6 +32,7 @@ from .data.symbols import plain_code from .db import get_session from .domain import Bar from . import indicators as ind +from .trades import parse_statement from .models import ( AdjFactor, BacktestRun, @@ -38,6 +41,7 @@ from .models import ( ScreenerQuery, StockBasic, UserPreference, + UserTrade, WatchlistItem, ) from .schemas import ( @@ -66,6 +70,9 @@ from .schemas import ( FacetItemOut, SyncRequest, SyncResponse, + TradesClearResponse, + TradesImportResponse, + UserTradeOut, WatchlistOp, ) from .screener import engine, market_sync @@ -163,37 +170,63 @@ async def sync_data(req: SyncRequest, session: AsyncSession = Depends(get_sessio # ---------- 股票列表（全市场浏览） ---------- -_STOCKS_SQL = text(""" - SELECT sb.ts_code, sb.symbol, sb.name, sb.industry, sb.market, - c.close AS close, p.close AS prev_close, c.ts AS last_ts, cnt.n AS bar_count, - CASE WHEN c.close IS NOT NULL AND p.close IS NOT NULL AND p.close <> 0 - THEN round(((c.close / p.close - 1) * 100)::numeric, 2) END AS pct_chg, - (w.id IS NOT NULL) AS watched - FROM stock_basic sb +# 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, + 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 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) + ORDER BY {order_by} + LIMIT :limit OFFSET :offset + ) + SELECT p.ts_code, p.symbol, p.name, p.industry, p.market, p.watched, + 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 = sb.symbol AND timeframe = '1d' + 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 = sb.symbol AND timeframe = '1d' AND ts < c.ts + WHERE symbol = p.symbol AND timeframe = '1d' AND ts < c.ts ORDER BY ts DESC LIMIT 1 - ) p ON c.ts IS NOT NULL - LEFT JOIN LATERAL ( - SELECT count(*) AS n FROM candles - WHERE symbol = sb.symbol AND timeframe = '1d' - ) cnt ON true - LEFT JOIN watchlist_items w ON w.ts_code = sb.ts_code AND w.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) - ORDER BY w.id DESC NULLS LAST, sb.symbol - LIMIT :limit OFFSET :offset -""") + ) 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 @@ -214,16 +247,32 @@ async def list_stocks( industry: str = "", area: 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), ) -> StockListResponse: - """全市场股票列表：stock_basic 基本信息 + candles 最新行情（本地缓存，无缓存则行情列为空）。 - 自选股（watchlist_items）排最前；watched_only=true 只看自选。""" + """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（自选有独立的「自选」分类入口，列表不再把自选排最前）。 + 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。 + Redis 缓存：按「用户自选版本 + 查询参数（含排序）」缓存整页（含 total）；自选增删即时失效。""" 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"stocks:u{user.id}" + f":v{await cache.get_version(f'watchlist:{user.id}')}" + f":{cache.digest(search, market, industry, area, watched_only, sort, order, limit, offset)}" + ) + cached = await cache.cache_get(key) + if cached is not None: + return StockListResponse(**cached) params = { "search": search, "psearch": f"%{search}%", @@ -236,13 +285,18 @@ async def list_stocks( "offset": offset, } total = (await session.execute(_STOCKS_COUNT_SQL, params)).scalar_one() - rows = (await session.execute(_STOCKS_SQL, params)).mappings().all() - return StockListResponse(total=total, items=[StockListItemOut(**r) for r in rows]) + rows = (await session.execute(_stocks_sql(sort, order), params)).mappings().all() + resp = StockListResponse(total=total, items=[StockListItemOut(**r) for r in rows]) + await cache.cache_set(key, resp.model_dump(mode="json"), settings.stocks_cache_ttl) + return resp @router.get("/stocks/facets", response_model=StockFacetsResponse) async def stock_facets(session: AsyncSession = Depends(get_session)) -> StockFacetsResponse: - """看股页筛选项：行业 / 地域（含数量，按数量降序）。""" + """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 cache.cache_get("facets:stocks") + if cached is not None: + return StockFacetsResponse(**cached) industries = ( await session.execute(text(""" SELECT industry AS name, count(*) AS n FROM stock_basic @@ -257,10 +311,12 @@ async def stock_facets(session: AsyncSession = Depends(get_session)) -> StockFac GROUP BY area ORDER BY n DESC """)) ).mappings().all() - return StockFacetsResponse( + 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], ) + await cache.cache_set("facets:stocks", resp.model_dump(mode="json"), settings.facets_cache_ttl) + return resp @router.post("/backtest", response_model=BacktestResponse) @@ -551,6 +607,7 @@ async def add_watchlist( 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) @@ -565,9 +622,125 @@ async def remove_watchlist( {"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) +# ---------- 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) + + @router.post("/screener/sync", response_model=ScreenerSyncStatus) async def screener_sync_start( req: ScreenerSyncRequest, session: AsyncSession = Depends(get_session) diff --git a/backend/app/backtest/events.py b/backend/app/backtest/events.py new file mode 100644 index 0000000..03073fa --- /dev/null +++ b/backend/app/backtest/events.py @@ -0,0 +1,265 @@ +"""事件回测引擎：入场条件命中 -> 次日买入 -> 持有 N 日 -> 全市场汇总统计。 + +数据口径： +- 行情底座是 candles（TDX 全量导入，不复权），全历史可用； +- 指标计算用不复权价（与选股/看盘口径一致：J<10、RSI<30 等阈值均为归一化或惯例值）； +- 收益率用 adj_factor 校正（ret = 出场价×f出 / 入场价×f入 - 1），消除除权除息失真； + 因子缺失的股退化为不复权收益（新股/缺因子，样本中占少数）。 + +信号语义：与选股引擎一致——每条条件在信号日 d 为终点、lookback 窗口内 +match=all(连续满足)/any(曾经满足)，多条件之间取 AND。 +""" +from __future__ import annotations + +from datetime import date, datetime, timedelta + +import numpy as np +import pandas as pd +from sqlalchemy import and_, func, not_, or_, select +from sqlalchemy.ext.asyncio import AsyncSession + +from ..models import AdjFactor, Candle, StockBasic +from ..schemas import EventBacktestSpec +from ..screener.engine import ( + FAMILIES, + _family_of, + _op_mask, + _params_for, + _resolve_params, + _series_for, +) + +# 指标配热缓冲 bar 数（MACD 等 EMA 类指标需要较长窗口才收敛） +BUFFER_BARS = 80 +# 每批查询的股票数（全市场分块拉取，避免单条 SQL 过大） +BATCH_SIZE = 800 +# 单次回测允许的最大样本数（超过则仅按日期取最近的，防内存失控） +MAX_TRADES = 200_000 + + +class EventEngineError(RuntimeError): + """事件回测可预期的业务错误（信息透传前端）。""" + + +def _signal_mask(g: pd.DataFrame, spec: EventBacktestSpec, cache: dict) -> pd.Series: + """单股全序列信号掩码：各条件（rolling lookback）AND。""" + total = pd.Series(True, index=g.index) + for cond in spec.entry.indicator: + fam = _family_of(cond.indicator) + if len(g) < FAMILIES[fam].min_bars: + return pd.Series(False, index=g.index) + s = _series_for(g, cond.indicator, _params_for(cond.indicator, cond.params), cache) + if s is None: + return pd.Series(False, index=g.index) + if cond.value_indicator: + target = _series_for(g, cond.value_indicator, + _resolve_params(cond, cond.value_indicator), cache) + if target is None: + return pd.Series(False, index=g.index) + else: + target = pd.Series(cond.value, index=s.index) + m = _op_mask(s, target, cond).astype(int) + n = max(1, cond.lookback) + if n > 1: + rolled = m.rolling(n, min_periods=n).sum() + m = (rolled == n) if cond.match == "all" else (rolled > 0) + else: + m = m.astype(bool) + total = total & m.fillna(False).astype(bool) + return total + + +def _entry_exit_indices(sig_idx: int, spec: EventBacktestSpec, n: int) -> tuple[int, int] | None: + """信号日索引 -> (入场索引, 出场索引)。前视/越界返回 None。""" + entry_i = sig_idx + 1 # 信号收盘后才动手：一律次日 + exit_i = entry_i + spec.holding_days + if exit_i >= n: + return None + return entry_i, exit_i + + +def _price_at(row: pd.Series, timing: str) -> float: + return float(row["open"] if timing == "open" else row["close"]) + + +def _stats_block(trades: list[dict]) -> dict: + """样本集合 -> 汇总统计（空样本给零值）。""" + if not trades: + return { + "samples": 0, "stocks": 0, + "mean_pct": 0.0, "median_pct": 0.0, "win_rate": 0.0, "std_pct": 0.0, + "p10_pct": 0.0, "p25_pct": 0.0, "p75_pct": 0.0, "p90_pct": 0.0, + "max_pct": 0.0, "min_pct": 0.0, "by_year": [], + } + rets = np.array([t["ret_pct"] for t in trades], dtype=float) + by_year: list[dict] = [] + df = pd.DataFrame(trades) + for year, grp in df.groupby(df["entry_date"].dt.year): + r = grp["ret_pct"].to_numpy() + by_year.append({ + "year": int(year), "samples": int(len(r)), + "mean_pct": round(float(r.mean()), 3), + "median_pct": round(float(np.median(r)), 3), + "win_rate": round(float((r > 0).mean() * 100), 2), + }) + by_year.sort(key=lambda x: x["year"]) + return { + "samples": int(len(rets)), + "stocks": int(df["ts_code"].nunique()), + "mean_pct": round(float(rets.mean()), 3), + "median_pct": round(float(np.median(rets)), 3), + "win_rate": round(float((rets > 0).mean() * 100), 2), + "std_pct": round(float(rets.std(ddof=1)) if len(rets) > 1 else 0.0, 3), + "p10_pct": round(float(np.percentile(rets, 10)), 3), + "p25_pct": round(float(np.percentile(rets, 25)), 3), + "p75_pct": round(float(np.percentile(rets, 75)), 3), + "p90_pct": round(float(np.percentile(rets, 90)), 3), + "max_pct": round(float(rets.max()), 3), + "min_pct": round(float(rets.min()), 3), + "by_year": by_year, + } + + +async def run_event_backtest( + session: AsyncSession, + spec: EventBacktestSpec, + ts_code: str | None = None, + start: date | None = None, + end: date | None = None, +) -> dict: + """主入口：返回 {spec, universe, start, end, stats, trades(sample), total}。""" + entry = spec.entry + if not entry.indicator: + raise EventEngineError("入场条件必须包含技术指标条件（如 J<10、RSI<30）") + + # 时间窗：默认最近一年；end 以 candles 最大日期为准 + end_dt = end + if end_dt is None: + end_dt = (await session.scalar(select(func.max(Candle.ts)))) or date.today() + if isinstance(end_dt, datetime): + end_dt = end_dt.date() + start_dt = start or (end_dt - timedelta(days=365)) + if start_dt >= end_dt: + raise EventEngineError("回测起始日期必须早于结束日期") + + needed = _max_needed_bars_safe(entry) + BUFFER_BARS + buffer_start = start_dt - timedelta(days=int(needed * 1.7)) # 交易日->日历日近似 + + # 股票池：ts_code+symbol 映射（candles 按 symbol 存） + name_map: dict[str, str] = {} + if ts_code: + rows = (await session.execute( + select(StockBasic.ts_code, StockBasic.symbol, StockBasic.name) + .where(StockBasic.ts_code == ts_code) + )).all() + if not rows: + raise EventEngineError(f"未知股票代码: {ts_code}") + universe = [(r[0], r[1]) for r in rows] + name_map = {r[0]: r[2] for r in rows} + else: + stmt = select(StockBasic.ts_code, StockBasic.symbol, StockBasic.name).where( + StockBasic.list_status == "L" + ) + if entry.exclude_st: + stmt = stmt.where(not_(or_(StockBasic.name.like("%ST%"), StockBasic.name.like("%退%")))) + if entry.exclude_bj: + stmt = stmt.where(not_(StockBasic.ts_code.like("%.BJ"))) + rows = (await session.execute(stmt)).all() + universe = [(r[0], r[1]) for r in rows] + name_map = {r[0]: r[2] for r in rows} + + start_ts = datetime(start_dt.year, start_dt.month, start_dt.day) + end_ts = datetime(end_dt.year, end_dt.month, end_dt.day, 23, 59, 59) + buffer_ts = datetime(buffer_start.year, buffer_start.month, buffer_start.day) + + trades: list[dict] = [] + for i in range(0, len(universe), BATCH_SIZE): + batch = universe[i : i + BATCH_SIZE] + symbols = [sym for _, sym in batch] + code_by_symbol = {sym: code for code, sym in batch} + candle_rows = (await session.execute( + select(Candle.symbol, Candle.ts, Candle.open, Candle.high, + Candle.low, Candle.close) + .where(and_(Candle.timeframe == "1d", + Candle.symbol.in_(symbols), + Candle.ts >= buffer_ts, Candle.ts <= end_ts)) + .order_by(Candle.symbol, Candle.ts) + )).all() + if not candle_rows: + continue + codes = {code_by_symbol[s] for s in symbols} + adj_rows = (await session.execute( + select(AdjFactor.ts_code, AdjFactor.trade_date, AdjFactor.adj_factor) + .where(and_(AdjFactor.ts_code.in_(codes), + AdjFactor.trade_date >= buffer_ts, AdjFactor.trade_date <= end_ts)) + )).all() + f_map = {(r[0], r[1].date()): float(r[2]) for r in adj_rows if r[2]} + + bars = pd.DataFrame( + candle_rows, columns=["symbol", "ts", "open", "high", "low", "close"] + ) + for symbol, g in bars.groupby("symbol", sort=False): + if len(g) < 30: + continue + g = g.reset_index(drop=True) + ts_code_l = code_by_symbol[symbol] + cache: dict = {"_families": set()} + mask = _signal_mask(g, spec, cache) + if not mask.any(): + continue + for sig_i in np.flatnonzero(mask.to_numpy()): + ts_sig = g.at[sig_i, "ts"] + # 信号必须落在回测窗口内（buffer 区只用于指标配热） + if ts_sig < start_ts: + continue + ie = _entry_exit_indices(int(sig_i), spec, len(g)) + if ie is None: + continue + entry_i, exit_i = ie + e_row, x_row = g.iloc[entry_i], g.iloc[exit_i] + e_price = _price_at(e_row, "open" if spec.entry_timing == "next_open" else "close") + x_price = _price_at(x_row, "open" if spec.exit_timing == "open" else "close") + if not e_price or not x_price: + continue + f_in = f_map.get((ts_code_l, e_row["ts"].date()), 1.0) + f_out = f_map.get((ts_code_l, x_row["ts"].date()), 1.0) + ret_pct = (x_price * f_out) / (e_price * f_in) * 100 - 100 + trades.append({ + "ts_code": ts_code_l, + "name": name_map.get(ts_code_l), + "entry_date": e_row["ts"], "entry_price": round(e_price, 3), + "exit_date": x_row["ts"], "exit_price": round(x_price, 3), + "ret_pct": round(float(ret_pct), 3), + }) + if len(trades) >= MAX_TRADES: + break + if len(trades) >= MAX_TRADES: + break + if len(trades) >= MAX_TRADES: + break + + stats = _stats_block(trades) + # 明细样本：最好 100 + 最差 100（其余统计已覆盖） + trades_sorted = sorted(trades, key=lambda t: t["ret_pct"], reverse=True) + sample = trades_sorted[:100] + (trades_sorted[-100:] if len(trades_sorted) > 100 else []) + return { + "spec": spec, + "universe": ts_code or "all", + "start": start_ts, + "end": end_ts, + "stats": stats, + "trades": sample, + "total": stats["samples"], + } + + +# ---------- 小工具 ---------- + +def _max_needed_bars_safe(conds) -> int: + """指标配热所需最大 bar 数（同 screener.engine._max_needed_bars）。""" + need = 1 + for c in conds.indicator: + need = max(need, FAMILIES[_family_of(c.indicator)].min_bars + c.lookback) + if c.value_indicator: + need = max(need, FAMILIES[_family_of(c.value_indicator)].min_bars + c.lookback) + return need diff --git a/backend/app/cache.py b/backend/app/cache.py new file mode 100644 index 0000000..185400c --- /dev/null +++ b/backend/app/cache.py @@ -0,0 +1,104 @@ +"""Redis 读缓存（可选基础设施）。 + +- REDIS_URL 留空、连接失败或超时：所有操作静默退化为「无缓存」，接口照常直查数据库， + 且本进程内禁用重试（避免每个请求都陪跑一次连接超时）。 +- 失效策略：TTL 自然过期 + 版本号（INCR）作废。自选股增删等写操作只 INCR 版本 key， + 旧缓存 key 里带着旧版本号，无需 SCAN 批量删除。 +- 只缓存「读多写少、可容忍短暂陈旧」的聚合数据（股票列表、筛选项等）； + K线/回测等口径敏感数据不走这里。 +""" +from __future__ import annotations + +import hashlib +import json +from typing import Any + +import redis.asyncio as aioredis + +from .config import settings + +_pool: aioredis.ConnectionPool | None = None +_disabled = False # 一次失败后本进程禁用（Redis 属加速件，坏了不能拖慢接口） + + +def _client() -> aioredis.Redis | None: + global _pool, _disabled + if not settings.redis_url or _disabled: + return None + if _pool is None: + _pool = aioredis.ConnectionPool.from_url( + settings.redis_url, + decode_responses=True, + socket_connect_timeout=1.0, + socket_timeout=1.0, + health_check_interval=60, + max_connections=32, + ) + return aioredis.Redis(connection_pool=_pool) + + +def _bail() -> None: + global _disabled + _disabled = True + + +def digest(*parts: Any) -> str: + """参数指纹（拼接后 md5，仅用于拼缓存 key，非安全用途）""" + raw = "\x1f".join(repr(p) for p in parts) + return hashlib.md5(raw.encode()).hexdigest() # noqa: S324 + + +async def cache_get(key: str) -> Any | None: + c = _client() + if c is None: + return None + try: + raw = await c.get(key) + return json.loads(raw) if raw is not None else None + except Exception: # noqa: BLE001 —— 缓存层任何故障都不影响主流程 + _bail() + return None + + +async def cache_set(key: str, value: Any, ttl: int) -> None: + c = _client() + if c is None: + return + try: + await c.set(key, json.dumps(value, ensure_ascii=False), ex=max(1, ttl)) + except Exception: # noqa: BLE001 + _bail() + + +async def get_version(name: str) -> int: + """读版本号（缺省 0）。版本号参与缓存 key：INCR 后旧 key 全部失效。""" + c = _client() + if c is None: + return 0 + try: + v = await c.get(f"ver:{name}") + return int(v) if v is not None else 0 + except Exception: # noqa: BLE001 + _bail() + return 0 + + +async def bump_version(name: str) -> None: + c = _client() + if c is None: + return + try: + await c.incr(f"ver:{name}") + except Exception: # noqa: BLE001 + _bail() + + +async def aclose() -> None: + """进程退出时释放连接池（由 main.lifespan 调用）。""" + global _pool + if _pool is not None: + try: + await _pool.disconnect() + except Exception: # noqa: BLE001 + pass + _pool = None diff --git a/backend/app/config.py b/backend/app/config.py index 7e8111b..fcc04df 100644 --- a/backend/app/config.py +++ b/backend/app/config.py @@ -26,6 +26,11 @@ class Settings(BaseSettings): data_adjust: str = "qfq" # 复权：qfq 前复权 / hfq 后复权 / "" 不复权 data_default_start: str = "20200101" # 默认拉取起点（约近 5 年） + # ---- Redis 读缓存（股票列表/筛选项等读多写少接口；留空 = 不缓存，直查数据库）---- + redis_url: str = "" + stocks_cache_ttl: int = 300 # 股票列表缓存秒数（行情列允许最多滞后这么多秒） + facets_cache_ttl: int = 3600 # 行业/地域筛选项缓存秒数（stock_basic 很少变） + # ---- LLM（智能选股的自然语言解析；DeepSeek，OpenAI 兼容协议，可换任意兼容网关）---- llm_base_url: str = "https://api.deepseek.com" llm_api_key: str = "" # 留空则智能选股不可用（其余功能不受影响） diff --git a/backend/app/main.py b/backend/app/main.py index ddfd06d..e10866a 100644 --- a/backend/app/main.py +++ b/backend/app/main.py @@ -5,6 +5,7 @@ from fastapi import FastAPI from fastapi.middleware.cors import CORSMiddleware from sqlalchemy import text +from . import cache from .api import router from .auth_api import router as auth_router from .config import settings @@ -17,6 +18,7 @@ async def lifespan(app: FastAPI): await conn.execute(text("SELECT 1")) yield await engine.dispose() + await cache.aclose() # 释放 Redis 连接池（未启用时是 no-op） app = FastAPI( diff --git a/backend/app/models.py b/backend/app/models.py index 80bafe0..4bb9179 100644 --- a/backend/app/models.py +++ b/backend/app/models.py @@ -7,9 +7,9 @@ Candle 表设计与 TimescaleDB hypertable 完全兼容：将来在目标 PG 库 智能选股三表（stock_basic / market_daily / daily_snapshot）与回测 candles(qfq) 完全隔离：选股用未复权日线按 trade_date 全市场批量落地，避免污染回测复权缓存。 """ -from datetime import datetime +from datetime import date, datetime -from sqlalchemy import BigInteger, Boolean, DateTime, Float, ForeignKey, Integer, String, Text, UniqueConstraint +from sqlalchemy import BigInteger, Boolean, Date, DateTime, Float, ForeignKey, Integer, String, Text, UniqueConstraint from sqlalchemy.orm import Mapped, mapped_column, relationship from .db import Base @@ -173,6 +173,30 @@ class WatchlistItem(Base): ) +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" + + 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) + code: Mapped[str] = mapped_column(String(10)) # 6 位纯数字 + name: Mapped[str | None] = mapped_column(String(32)) + trade_date: Mapped[date] = mapped_column(Date, index=True) # 成交日期 + direction: Mapped[str] = mapped_column(String(4)) # buy | sell + price: Mapped[float | None] = mapped_column(Float) # 成交价 + qty: Mapped[float] = mapped_column(Float) # 股数 + amount: Mapped[float | None] = mapped_column(Float) # 成交金额（元） + fee: Mapped[float] = mapped_column(Float, default=0.0) # 手续费合计（元） + raw_json: Mapped[str | None] = mapped_column(Text) # 原始行（审计/排错） + created_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow) + + __table_args__ = ( + # 重复上传同一份交割单幂等（price 可空导致 PG 对 NULL 不去重，导入时另有 Python 侧兜底） + UniqueConstraint("user_id", "trade_date", "ts_code", "direction", "price", "qty", name="uq_user_trade_dedup"), + ) + + class ScreenerQuery(Base): """自然语言选股提问历史（文本 + 解析出的条件，便于一键重跑）。""" __tablename__ = "screener_queries" diff --git a/backend/app/schemas.py b/backend/app/schemas.py index ae48d29..b241bf7 100644 --- a/backend/app/schemas.py +++ b/backend/app/schemas.py @@ -4,7 +4,7 @@ """ from __future__ import annotations -from datetime import datetime +from datetime import date, datetime from typing import Literal from pydantic import BaseModel, Field @@ -298,7 +298,11 @@ class StockListItemOut(BaseModel): prev_close: float | None = None pct_chg: float | None = None # 最新两根日线计算 last_ts: datetime | None = None - bar_count: int | None = None # 本地缓存日线条数 + turnover_rate: float | None = None # 换手率 %（daily_snapshot） + pe_ttm: float | None = None # 市盈率 TTM + pb: float | None = None # 市净率 + 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） @@ -343,3 +347,29 @@ class ScreenerQueryOut(BaseModel): class ScreenerQueryListResponse(BaseModel): items: list[ScreenerQueryOut] + + +# ---------- 交割单（个人实盘买卖点） ---------- +class UserTradeOut(BaseModel): + id: int + ts_code: str + name: str | None = None + trade_date: date # 成交日期（ISO YYYY-MM-DD） + direction: str # buy | sell + price: float | None = None # 成交价（券商原始价，不复权） + qty: float # 股数 + amount: float | None = None + fee: float | None = None + + +class TradesImportResponse(BaseModel): + inserted: int # 新入库成交笔数 + skipped_dup: int # 与库内完全一致（重复上传同文件）跳过 + skipped_other: int # 非买卖行（转账/配号/利息等） + stocks: int # 涉及股票数 + bad: list[str] = Field(default_factory=list) # 解析失败样例（前 5 条） + sample: list[UserTradeOut] = Field(default_factory=list) # 本次入库的前几笔（核对用） + + +class TradesClearResponse(BaseModel): + deleted: int diff --git a/backend/app/trades.py b/backend/app/trades.py new file mode 100644 index 0000000..f15a169 --- /dev/null +++ b/backend/app/trades.py @@ -0,0 +1,329 @@ +"""交割单解析（券商导出的成交流水 → 结构化买卖记录）。 + +支持三类导出物（按内容嗅探，不信任扩展名）： + - CSV/制表符文本（utf-8-sig / gbk / gb18030 自动探测） + - Excel .xlsx（openpyxl；很多券商导出的 .xls 实为 xlsx 或 HTML，先按魔数分流） + - HTML 表格（.xls 常见真身：", re.IGNORECASE | re.DOTALL) + + +def _rows_from_html(data: bytes) -> list[list[object]]: + """券商导出的 .xls 常是 HTML 表格。去掉标签实体后按 /
） + +列名模糊匹配兼容通达信/恒生/同花顺系的命名差异；业务名称含「买入/卖出」 +才入库，银行转账、配号、利息、红利等非交易行跳过并计数。 +""" +from __future__ import annotations + +import csv +import io +import re +from dataclasses import dataclass, field +from datetime import date, datetime + +from fastapi import HTTPException + + +@dataclass +class ParsedTrade: + trade_date: date + ts_code: str + code: str + name: str + direction: str # buy | sell + price: float | None + qty: float + amount: float | None + fee: float + raw: dict = field(default_factory=dict) + + +@dataclass +class ParseResult: + trades: list[ParsedTrade] = field(default_factory=list) + skipped_other: int = 0 # 非证券买卖行（转账/配号/利息等） + skipped_bad: list[str] = field(default_factory=list) # 解析失败样例（截断到前 5 条） + header_row_index: int = -1 + columns: dict[str, str] = field(default_factory=dict) # 逻辑列 -> 实际列名 + + +# ---------- 列名别名（归一化后做「包含」匹配，先命中的优先） ---------- +COLUMN_ALIASES: dict[str, list[str]] = { + "date": ["成交日期", "交割日期", "交收日期", "交易日期", "过户日期", "发生日期", "清算日期", "日期"], + "op": ["业务名称", "业务摘要", "操作", "业务类型", "交易类型", "交易类别", "摘要", "方向", "买卖标志"], + "code": ["证券代码", "股票代码", "产品代码", "代码"], + "name": ["证券名称", "股票名称", "产品名称", "名称"], + "qty": ["成交数量", "发生数量", "委托数量", "成交股数", "数量"], + "price": ["成交价格", "成交均价", "成交价", "均价", "价格"], + "amount": ["成交金额", "成交清算金额", "清算金额", "发生金额", "资金发生数", "金额"], + "fee": ["手续费", "佣金", "印花税", "过户费", "其他费", "杂费", "规费"], +} +# 手续费类允许多列求和（手续费+印花税+过户费…），其余逻辑列取第一命中 +_FEE_KEYS = ("手续费", "佣金", "印花税", "过户费", "其他费", "杂费", "规费") + + +def _norm_header(h: str) -> str: + """列名归一化：去空白、去全角、去括号单位（如「成交数量(股)」）。""" + h = str(h).strip().replace("　", "").replace(" ", "").replace("　", "") + h = re.sub(r"[（(【\[].*?[)）】\]]", "", h) + return h + + +def _match_columns(header: list[str]) -> dict[str, str]: + """表头 -> 逻辑列映射。返回 {逻辑列: 实际列名}；费率类列全部收集到 fee(合并名)。""" + out: dict[str, str] = {} + fee_cols: list[str] = [] + for h in header: + n = _norm_header(h) + if not n: + continue + for key, aliases in COLUMN_ALIASES.items(): + if key == "fee": + if any(a in n for a in _FEE_KEYS): + fee_cols.append(h) + continue + if key in out: + continue + if any(a in n for a in aliases): + out[key] = h + break + # 「费用合计」列本身已含全部费用明细，取它即可，避免与手续费/印花税等列重复累加 + total_col = next((h for h in header if "费用合计" in _norm_header(h)), None) + if total_col is not None: + out["fee"] = total_col + elif fee_cols: + out["fee"] = "\x00".join(fee_cols) # 多列合并存储，取值时拆开求和 + return out + + +def _looks_like_header(row: list[str]) -> bool: + """前 10 行里找表头：≥3 个逻辑列可识别即认为是表头。""" + return len(_match_columns(row)) >= 3 + + +def _to_float(v) -> float | None: + """'1,234.50' / '(123.45)' / '--' / '' → float；不可解析返回 None。""" + if v is None: + return None + if isinstance(v, (int, float)): + return float(v) + s = str(v).strip().replace(",", "").replace("，", "") + if not s or s in {"--", "-", "—"}: + return None + neg = s.startswith("(") and s.endswith(")") + if neg: + s = s[1:-1] + try: + f = float(s) + except ValueError: + return None + return -f if neg else f + + +def _to_date(v) -> date | None: + if isinstance(v, datetime): + return v.date() + if isinstance(v, date): + return v + if isinstance(v, (int, float)) and not isinstance(v, bool) and 30000 < v < 60000: + # Excel 日期序列值（1982~2064），openpyxl 读无日期格式的单元格时会给出 + from datetime import timedelta + return date(1899, 12, 30) + timedelta(days=int(v)) + s = str(v).strip() + m = re.search(r"(\d{4})[-/.年](\d{1,2})[-/.月](\d{1,2})", s) + if not m: + m2 = re.fullmatch(r"(\d{4})(\d{2})(\d{2})", s) + if not m2: + return None + m = m2 + y, mo, d = int(m.group(1)), int(m.group(2)), int(m.group(3)) + try: + return date(y, mo, d) + except ValueError: + return None + + +def _to_code_suffix(code: str) -> str: + """6 位代码 → 交易所后缀（60/68 沪，00/30 深，4/8/92 北交所）。""" + if code.startswith(("60", "68", "90")): + return ".SH" + if code.startswith(("00", "30", "20")): + return ".SZ" + return ".BJ" + + +def _direction(op: str) -> str | None: + s = str(op) + if "买入" in s or "buy" in s.lower() or "证券买" in s: + return "buy" + if "卖出" in s or "sell" in s.lower() or "证券卖" in s: + return "sell" + return None + + +def _parse_rows(rows: list[list[object]]) -> ParseResult: + """已抽成二维表的行集 → ParseResult。rows[0] 应是表头（调用方已定位）。""" + res = ParseResult() + if not rows: + return res + header = [str(h) for h in rows[0]] + cols = _match_columns(header) + res.columns = {k: v for k, v in cols.items()} + res.header_row_index = 0 + need = ("date", "qty") + if not all(k in cols for k in need) or not ("code" in cols or "name" in cols): + raise HTTPException( + status_code=422, + detail="识别不到交割单表头（需要 成交日期/证券代码或证券名称/成交数量 等列），" + "请确认导出的是「交割单/历史成交」文件", + ) + idx = {h: i for i, h in enumerate(header)} + + # 无「业务名称」列的导出（如部分招商证券格式）：靠发生金额正负判方向（买入为负）。 + # 仅当数据里确实存在负数金额才启用，避免「全正数」格式被误判。 + def _amount_of(row: list[object]) -> float | None: + i = idx.get(cols["amount"]) + return _to_float(row[i]) if i is not None and i < len(row) else None + + sign_mode = "op" not in cols and "amount" in cols and any( + (_amount_of(row) or 0) < 0 for row in rows[1:] if any(str(c).strip() for c in row) + ) + + def cell(row: list[object], col: str): + i = idx.get(col) + return row[i] if i is not None and i < len(row) else None + + for row in rows[1:]: + d = _to_date(cell(row, cols["date"])) + code = re.sub(r"\D", "", str(cell(row, cols["code"]) or "")) if "code" in cols else "" + raw_amount = _amount_of(row) if sign_mode else None + direction = ( + _direction(str(cell(row, cols["op"]) or "")) if "op" in cols + else ("buy" if (raw_amount or 0) < 0 else "sell") if sign_mode + else None + ) + name = str(cell(row, cols["name"]) or "").strip() if "name" in cols else "" + if d is None or (not code and not name) or direction is None: + # 无日期/无代码且无名称/非买卖业务（银行转账、配号、利息、红利等） + if any(str(c).strip() for c in row): + res.skipped_other += 1 + continue + if len(code) > 6: + code = code[-6:] # 个别导出带市场前缀（如 1:600000 / sh600000） + qty = abs(_to_float(cell(row, cols["qty"])) or 0) + if qty <= 0: + res.skipped_bad.append(f"{d} {code or name} 数量无效：{cell(row, cols['qty'])!r}") + continue + price = _to_float(cell(row, cols["price"])) if "price" in cols else None + amount = raw_amount if sign_mode else (_to_float(cell(row, cols["amount"])) if "amount" in cols else None) + if amount is not None: + amount = abs(amount) + fee = 0.0 + if "fee" in cols: + for fc in cols["fee"].split("\x00"): + f = _to_float(cell(row, fc)) + if f: + fee += abs(f) + # 无代码列（招商式导出）：ts_code 留空，由 API 层按 name 反查 stock_basic + ts_code = code + _to_code_suffix(code) if code else "" + res.trades.append(ParsedTrade( + trade_date=d, + code=code, + ts_code=ts_code, + name=name, + direction=direction, + price=price, + qty=qty, + amount=amount, + fee=round(fee, 2), + raw={h: row[i] if i < len(row) else None for i, h in enumerate(header)}, + )) + res.skipped_bad = res.skipped_bad[:5] + return res + + +def _find_header(rows: list[list[object]]) -> int: + for i, row in enumerate(rows[:10]): + if _looks_like_header([str(c) for c in row]): + return i + return -1 + + +# ---------- 输入格式分流 ---------- +def _rows_from_csv(data: bytes) -> list[list[object]]: + """逗号/制表符分隔文本。sniff 分隔符；跳过全空行。""" + text = None + for enc in ("utf-8-sig", "gbk", "gb18030"): + try: + text = data.decode(enc) + break + except UnicodeDecodeError: + continue + if text is None: + raise HTTPException(status_code=422, detail="文件编码无法识别（支持 UTF-8 / GBK）") + sample = text[:4096] + delim = "\t" if sample.count("\t") > sample.count(",") else "," + lines = [ln for ln in text.splitlines() if ln.strip()] + if not lines: + raise HTTPException(status_code=422, detail="文件是空的") + return [next(csv.reader([ln], delimiter=delim)) for ln in lines] + + +def _rows_from_xlsx(data: bytes) -> list[list[object]]: + from openpyxl import load_workbook + + try: + wb = load_workbook(io.BytesIO(data), read_only=True, data_only=True) + except Exception as e: # noqa: BLE001 - openpyxl 对损坏文件抛各种类型 + raise HTTPException(status_code=422, detail=f"Excel 文件无法读取：{e}") from e + ws = wb.active + rows = [[c for c in row] for row in ws.iter_rows(values_only=True)] + wb.close() + return rows + + +_TD_RE = re.compile(r"]*>(.*?)", re.IGNORECASE | re.DOTALL) +_TR_RE = re.compile(r"]*>(.*?)
切。""" + text = None + for enc in ("utf-8", "gbk", "gb18030"): + try: + text = data.decode(enc) + break + except UnicodeDecodeError: + continue + if text is None: + raise HTTPException(status_code=422, detail="文件编码无法识别（支持 UTF-8 / GBK）") + import html as html_mod + + rows: list[list[object]] = [] + for tr in _TR_RE.findall(text): + cells = [html_mod.unescape(re.sub(r"<[^>]+>", "", td)).strip() for td in _TD_RE.findall(tr)] + rows.append(cells) + if not rows: + raise HTTPException(status_code=422, detail="HTML 里没有表格数据") + return rows + + +def parse_statement(data: bytes, filename: str) -> ParseResult: + """入口：按内容魔数/特征分流 → 定位表头 → 解析。""" + if not data: + raise HTTPException(status_code=422, detail="文件是空的") + head = data[:512].lstrip() + if head.startswith(b"PK"): + rows = _rows_from_xlsx(data) + elif head[:1] in (b"<",) or head.lower().startswith(b"\xef\xbb\xbf<"): + rows = _rows_from_html(data) + elif filename.lower().endswith((".xlsx", ".xls")) and not head.startswith((b"PK", b"<")): + # 扩展名是 Excel 但内容既非 xlsx 也非 HTML → 试试当文本 + rows = _rows_from_csv(data) + else: + rows = _rows_from_csv(data) + # 去尾部全空行，定位表头（导出物常有标题行/账户信息行在前） + while rows and not any(str(c).strip() for c in rows[-1]): + rows.pop() + hi = _find_header(rows) + if hi < 0: + raise HTTPException( + status_code=422, + detail="找不到表头行（前 10 行内没有 成交日期/证券代码 等列名），请确认导出的是交割单", + ) + return _parse_rows(rows[hi:]) diff --git a/backend/pyproject.toml b/backend/pyproject.toml index 25341fb..3f95c7d 100644 --- a/backend/pyproject.toml +++ b/backend/pyproject.toml @@ -16,6 +16,9 @@ dependencies = [ "httpx>=0.28.1", "argon2-cffi>=25.1.0", "alembic>=1.19.1", + "redis>=8.1.0", + "python-multipart>=0.0.32", + "openpyxl>=3.1.5", ] [tool.uv] diff --git a/backend/scripts/backfill_adj_factor.py b/backend/scripts/backfill_adj_factor.py new file mode 100644 index 0000000..1bdf9b4 --- /dev/null +++ b/backend/scripts/backfill_adj_factor.py @@ -0,0 +1,122 @@ +"""全量回补历史复权因子（adj_factor 表）。 + +用法（在 backend 目录下）： + uv run python scripts/backfill_adj_factor.py # 从 candles 最早日期回补到今天 + uv run python scripts/backfill_adj_factor.py --start 20180101 + uv run python scripts/backfill_adj_factor.py --force # 已有日期也重拉 + +- 按交易日逐日拉取全市场因子（pro.adj_factor(trade_date=...)），幂等可断点续跑； +- 交易日取自本地 trade_calendar（缓存不到的区间自动刷新一次日历）； +- Tushare 每分钟限频由 _call_retry 自动等待 62s 重试。 +""" +from __future__ import annotations + +import argparse +import asyncio +import sys +import time +from datetime import datetime +from pathlib import Path + +sys.path.insert(0, str(Path(__file__).resolve().parents[1])) + +from sqlalchemy import delete, func, insert, select + +from app.db import async_session +from app.models import AdjFactor, Candle, TradeCalendar +from app.screener.market_sync import _call_retry, _get_pro, _norm_date, _parse_d + +_INTERVAL_MSG = 20 # 每完成 N 个交易日打印一次进度 + + +async def _calendar_dates(start: str, end: str) -> list[str]: + """[start, end] 交易日（升序）。本地日历覆盖不足时直接拉宽范围日历并回写缓存。""" + async with async_session() as session: + all_cached = set((await session.execute(select(TradeCalendar.trade_date))).scalars().all()) + cached = sorted(d for d in all_cached if start <= d <= end) + if cached and min(cached) <= start: + return cached + + # 覆盖不到起点：按需拉宽范围日历（trade_cal 低积分限频 1 次/小时，失败沿用缓存） + pro = _get_pro() + try: + cal = await asyncio.to_thread( + _call_retry, pro.trade_cal, exchange="SSE", start_date=start, end_date=end, is_open="1" + ) + dates = sorted(cal["cal_date"].tolist()) + except Exception as e: # noqa: BLE001 + if not cached: + raise + print(f"交易日历拉取受限（{str(e)[:100]}），沿用本地缓存") + return cached + fresh = [d for d in dates if d not in all_cached] + if fresh: + async with async_session() as session: + await session.execute(insert(TradeCalendar), [{"trade_date": d} for d in fresh]) + await session.commit() + return dates + + +async def _existing_dates() -> set[str]: + async with async_session() as session: + res = await session.execute(select(func.distinct(AdjFactor.trade_date))) + return {_norm_date(r[0]) for r in res} + + +async def main(start: str, end: str, force: bool) -> None: + # 默认起点：candles 最早日线（因子只需覆盖有 K 线的区间） + if start is None: + async with async_session() as session: + first = await session.scalar(select(func.min(Candle.ts)).where(Candle.timeframe == "1d")) + start = first.strftime("%Y%m%d") if first else "20050101" + if end is None: + end = datetime.now().strftime("%Y%m%d") + + dates = await _calendar_dates(start, end) + have = set() if force else await _existing_dates() + todo = [d for d in dates if d not in have] + print(f"区间 {start}~{end} 共 {len(dates)} 个交易日，待回补 {len(todo)} 个（已有 {len(dates) - len(todo)}）") + if not todo: + return + + pro = _get_pro() + done = 0 + for d in todo: + time.sleep(0.15) # 轻微控频；分钟级限频由 _call_retry 自动等待重试 + df = None + for attempt in range(5): # 网络抖动（超时/断连）也重试，_call_retry 只兜限频 + try: + df = _call_retry(pro.adj_factor, trade_date=d) # noqa: 线性脚本直接同步调用 + break + except Exception as e: # noqa: BLE001 + wait = min(30 * (attempt + 1), 120) + print(f" {d} 拉取异常（{str(e)[:80]}），{wait}s 后重试 {attempt + 1}/5") + time.sleep(wait) + if df is None: + print(f" {d} 连续 5 次失败，跳过（断点续跑可补）") + continue + if df is None or df.empty: + print(f" {d} 无数据（非交易日或未生成），跳过") + continue + rows = [ + {"trade_date": _parse_d(d), "ts_code": r["ts_code"], "adj_factor": float(r["adj_factor"])} + for _, r in df.iterrows() + ] + async with async_session() as session: + dt = _parse_d(d) + await session.execute(delete(AdjFactor).where(AdjFactor.trade_date == dt)) + await session.execute(insert(AdjFactor), rows) + await session.commit() + done += 1 + if done % _INTERVAL_MSG == 0 or done == len(todo): + print(f" 进度 {done}/{len(todo)}（{d}，+{len(rows)} 行）") + print(f"回补完成：{done} 个交易日") + + +if __name__ == "__main__": + ap = argparse.ArgumentParser(description="全量回补历史复权因子") + ap.add_argument("--start", default=None, help="YYYYMMDD，默认 candles 最早日期") + ap.add_argument("--end", default=None, help="YYYYMMDD，默认今天") + ap.add_argument("--force", action="store_true", help="已有日期也重拉") + a = ap.parse_args() + asyncio.run(main(a.start, a.end, a.force)) diff --git a/backend/scripts/backfill_turnover.py b/backend/scripts/backfill_turnover.py new file mode 100644 index 0000000..97c57e1 --- /dev/null +++ b/backend/scripts/backfill_turnover.py @@ -0,0 +1,162 @@ +"""全量回补换手率（candles.turnover，单位 %）。 + +用法（在 backend 目录下）： + uv run python scripts/backfill_turnover.py # 从 2000-01-01（daily_basic 起点）回补到今天 + uv run python scripts/backfill_turnover.py --start 20200101 + uv run python scripts/backfill_turnover.py --force # 已回补的交易日也重拉 + +- 数据源：Tushare daily_basic(trade_date=..., fields='ts_code,turnover_rate')，按日全市场； +- 幂等可断点续跑：某交易日 candles 已有非空 turnover 即跳过（--force 强制重做）； +- 交易日取自本地 trade_calendar（缓存覆盖不到起点时自动拉一次宽范围日历）； +- 每日一条 UPDATE ... FROM unnest(...) 批量写回，仅更新 turnover 列； +- Tushare 每分钟限频由 _call_retry 自动等待 62s 重试。 + +注意：与 import_tdx_day.py（回填 amount 会整行 upsert）串行运行，避免同表行锁竞争。 +""" +from __future__ import annotations + +import argparse +import asyncio +import sys +import time +from datetime import datetime +from pathlib import Path + +sys.path.insert(0, str(Path(__file__).resolve().parents[1])) + +from app.screener.market_sync import _call_retry, _get_pro + +import asyncpg + + +def load_db_url() -> str: + """与 import_tdx_day.py 相同的 .env -> libpq URL 解析（本地复制避免跨脚本导入）。""" + env = Path(__file__).resolve().parent.parent / ".env" + if env.exists(): + for line in env.read_text(encoding="utf-8").splitlines(): + line = line.strip() + if line.startswith("DATABASE_URL=postgresql+asyncpg://"): + return "postgresql://" + line.split("://", 1)[1] + return "postgresql://postgres:postgres@localhost:5432/stock" + +_DAILY_BASIC_FLOOR = "20000101" # daily_basic 最早覆盖 2000-01-04，更早的交易日无换手数据 +_INTERVAL_MSG = 20 + + +async def _calendar_dates(conn: asyncpg.Connection, start: str, end: str) -> list[str]: + """[start, end] 交易日（升序）。本地缓存覆盖不到起点时拉一次宽范围日历并回写。""" + cached = [r[0] for r in await conn.fetch( + "SELECT trade_date FROM trade_calendar WHERE trade_date >= $1 AND trade_date <= $2 " + "ORDER BY trade_date", start, end)] + if cached and cached[0] <= start: + return cached + + pro = _get_pro() + try: + cal = await asyncio.to_thread( + _call_retry, pro.trade_cal, exchange="SSE", start_date=start, end_date=end, is_open="1" + ) + dates = sorted(cal["cal_date"].tolist()) + except Exception as e: # noqa: BLE001 + if not cached: + raise + print(f"交易日历拉取受限（{str(e)[:100]}），沿用本地缓存") + return cached + have = set(cached) + fresh = [d for d in dates if d not in have] + if fresh: + await conn.executemany( + "INSERT INTO trade_calendar (trade_date) VALUES ($1) ON CONFLICT DO NOTHING", [(d,) for d in fresh] + ) + return dates + + +async def _day_status(conn: asyncpg.Connection, d: str) -> tuple[int, int]: + """(已有换手的行数, 当日总行数)。无行情的日子 total=0 直接跳过。""" + row = await conn.fetchrow( + "SELECT count(*) FILTER (WHERE turnover IS NOT NULL) AS done, count(*) AS total " + "FROM candles WHERE timeframe = '1d' AND ts = $1::timestamp", datetime.strptime(d, "%Y%m%d") + ) + return row["done"], row["total"] + + +async def main(start: str, end: str, force: bool) -> None: + conn = await asyncpg.connect(load_db_url()) + try: + # 默认起点：daily_basic 覆盖范围与 candles 最早日线的较大者（更早的日期拉了也是空） + if start is None: + first = await conn.fetchval( + "SELECT min(ts) FROM candles WHERE timeframe = '1d' AND symbol <> 'DEMO'") + start = max(first.strftime("%Y%m%d"), _DAILY_BASIC_FLOOR) if first else _DAILY_BASIC_FLOOR + if end is None: + end = datetime.now().strftime("%Y%m%d") + + dates = await _calendar_dates(conn, start, end) + todo: list[str] = [] + for d in dates: + if force: + done, total = await _day_status(conn, d) + if total: + todo.append(d) + continue + done, total = await _day_status(conn, d) + if total and done < total // 2: # 过半缺换手才重做（容忍个别股票无快照） + todo.append(d) + print(f"区间 {start}~{end} 共 {len(dates)} 个交易日，待回补 {len(todo)} 个") + + pro = _get_pro() + done = 0 + t0 = time.time() + for d in todo: + time.sleep(0.15) # 轻微控频；分钟级限频由 _call_retry 自动等待重试 + df = None + for attempt in range(5): # 网络抖动（超时/断连）也重试，_call_retry 只兜限频 + try: + df = _call_retry( + pro.daily_basic, trade_date=d, fields="ts_code,trade_date,turnover_rate" + ) + break + except Exception as e: # noqa: BLE001 + wait = min(30 * (attempt + 1), 120) + print(f" {d} 拉取异常（{str(e)[:80]}），{wait}s 后重试 {attempt + 1}/5") + time.sleep(wait) + if df is None: + print(f" {d} 连续 5 次失败，跳过（断点续跑可补）") + continue + if df.empty: + continue + + syms: list[str] = [] + vals: list[float] = [] + for _, r in df.iterrows(): + tr = r["turnover_rate"] + if tr is None or tr != tr: # None / NaN + continue + syms.append(str(r["ts_code"]).split(".")[0]) + vals.append(float(tr)) + if not syms: + continue + n = await conn.execute( + "UPDATE candles AS c SET turnover = v.t " + "FROM unnest($1::text[], $2::float8[]) AS v(sym, t) " + "WHERE c.symbol = v.sym AND c.timeframe = '1d' AND c.ts = $3::timestamp", + syms, vals, datetime.strptime(d, "%Y%m%d"), + ) + done += 1 + if done % _INTERVAL_MSG == 0 or done == len(todo): + elapsed = time.time() - t0 + eta = elapsed / done * (len(todo) - done) if done else 0 + print(f" 进度 {done}/{len(todo)}（{d}，{len(syms)} 只，{n}），" + f"{elapsed:.0f}s 已用，预计还需 {eta/60:.0f}m") + print(f"回补完成：{done} 个交易日") + finally: + await conn.close() + + +if __name__ == "__main__": + ap = argparse.ArgumentParser(description="全量回补换手率 candles.turnover") + ap.add_argument("--start", default=None, help="YYYYMMDD，默认 max(candles 最早, 20000101)") + ap.add_argument("--end", default=None, help="YYYYMMDD，默认今天") + ap.add_argument("--force", action="store_true", help="已有换手的交易日也重拉") + a = ap.parse_args() + asyncio.run(main(a.start, a.end, a.force)) diff --git a/backend/scripts/import_tdx_day.py b/backend/scripts/import_tdx_day.py new file mode 100644 index 0000000..80481cc --- /dev/null +++ b/backend/scripts/import_tdx_day.py @@ -0,0 +1,160 @@ +"""通达信「沪深京日线数据完整包」全量导入 candles 表。 + +用法（在 backend 目录下）： + uv run python scripts/import_tdx_day.py C:/Users/cirry/Downloads/hsjday [symbol ...] + # symbol 为可选的 6 位代码过滤（如 000001 002671），只重导这些标的 + uv run python scripts/import_tdx_day.py <目录> --no-clear + # --no-clear：不清空任何行，纯 upsert（用于给已导入的底座回补 amount 成交额） + +- 解析 vipdoc 的 .day 二进制文件（每条 32 字节）： + 日期(YYYYMMDD) 开 高 低 收（×100） 成交额(元, float32) 成交量(股) 保留 +- 只导入 stock_basic 里登记的股票（自动排除指数/基金/可转债/回购）； + sh000001(上证指数) 与 sz000001(平安银行) 这类代码冲突也由此化解。 +- 价格为**不复权**：全量模式导入前清空已有的非 DEMO 行情；指定 symbol 过滤时 + 只清空这些标的（用于修复被复权口径污染的个别股票），其余不动。 +- amount 为 TDX 原生 float32（元），精度 ~6 位有效数字，展示用途足够； + ON CONFLICT 时仅更新 amount 列，不动 OHLCV/turnover（避免与换手率回补互相干扰）。 +- 写入用 asyncpg execute_many + ON CONFLICT DO UPDATE，可重复执行（幂等）。 +""" +from __future__ import annotations + +import argparse +import asyncio +import struct +import sys +import time +from pathlib import Path + +import asyncpg + +# .env 里的 DATABASE_URL 是 SQLAlchemy 格式，asyncpg 需要 libpq 格式 +DEFAULT_URL = "postgresql://postgres:postgres@localhost:5432/stock" +BATCH = 20_000 # 每批 upsert 行数 + + +def load_db_url() -> str: + env = Path(__file__).resolve().parent.parent / ".env" + if env.exists(): + for line in env.read_text(encoding="utf-8").splitlines(): + line = line.strip() + if line.startswith("DATABASE_URL=postgresql+asyncpg://"): + return "postgresql://" + line.split("://", 1)[1] + return DEFAULT_URL + + +def parse_day_file(path: Path) -> list[tuple[int, float, float, float, float, float, float]]: + """解析单个 .day 文件 -> [(date, open, high, low, close, volume(股), amount(元)), ...]""" + raw = path.read_bytes() + unpack = struct.Struct(" None: + if not root.exists(): + sys.exit(f"目录不存在: {root}") + + conn = await asyncpg.connect(load_db_url()) + try: + # 股票清单：ts_code 形如 000001.SZ，用于过滤指数/基金/转债 + rows = await conn.fetch("SELECT ts_code, symbol FROM stock_basic WHERE list_status = 'L'") + by_exchange: dict[str, set[str]] = {"sh": set(), "sz": set(), "bj": set()} + for r in rows: + suffix = r["ts_code"].split(".")[-1].lower() # SH/SZ/BJ -> sh/sz/bj + if suffix in by_exchange: + by_exchange[suffix].add(r["symbol"]) + print(f"stock_basic 在市股票: " + ", ".join(f"{k}={len(v)}" for k, v in by_exchange.items())) + + files = sorted(root.glob("*/lday/*.day")) + print(f"发现 .day 文件: {len(files)} 个") + + if no_clear: + print("--no-clear：不清空任何行，纯 upsert 回补 amount") + elif symbols: + # 清空旧行情（保留 DEMO 合成数据），避免 qfq/不复权混用； + # 带 symbol 过滤时只清空目标标的（修复个别被污染的股票，不动其余底座） + deleted = await conn.execute( + "DELETE FROM candles WHERE symbol = ANY($1)", symbols + ) + print(f"清空目标标的 {symbols}: {deleted}") + keep = set(symbols) + files = [p for p in files if p.name[2:8] in keep] + print(f"过滤后待导入 .day 文件: {len(files)} 个") + else: + deleted = await conn.execute("DELETE FROM candles WHERE symbol <> 'DEMO'") + print(f"清空旧行情: {deleted}") + + if no_clear: + # 回填模式：只写 amount，不动 OHLCV/turnover（底座已就位，避免全表重写） + upsert_sql = """ + INSERT INTO candles (symbol, timeframe, ts, open, high, low, close, volume, amount) + VALUES ($1, '1d', to_timestamp($2::text, 'YYYYMMDD')::timestamp, $3, $4, $5, $6, $7, $8) + ON CONFLICT (symbol, timeframe, ts) DO UPDATE + SET amount = EXCLUDED.amount + """ + else: + upsert_sql = """ + INSERT INTO candles (symbol, timeframe, ts, open, high, low, close, volume, amount) + VALUES ($1, '1d', to_timestamp($2::text, 'YYYYMMDD')::timestamp, $3, $4, $5, $6, $7, $8) + ON CONFLICT (symbol, timeframe, ts) DO UPDATE + SET open = EXCLUDED.open, high = EXCLUDED.high, low = EXCLUDED.low, + close = EXCLUDED.close, volume = EXCLUDED.volume, amount = EXCLUDED.amount + """ + + t0 = time.time() + total_stocks = 0 + skipped = 0 + batch: list[tuple] = [] + + rows_done = 0 + + async def flush() -> None: + nonlocal batch, rows_done + if batch: + await conn.executemany(upsert_sql, batch) + rows_done += len(batch) + batch = [] + + for n, path in enumerate(files, 1): + market = path.name[:2].lower() # sh / sz / bj + code = path.name[2:8] + if code not in by_exchange.get(market, set()): + skipped += 1 + continue + for date, o, h, l, c, v, amount in parse_day_file(path): + batch.append((code, str(date), o, h, l, c, v, amount)) + total_stocks += 1 + if len(batch) >= BATCH: + await flush() + if n % 500 == 0: + elapsed = time.time() - t0 + print(f" 进度 {n}/{len(files)} 文件, 已入库 {total_stocks} 只股票, " + f"{rows_done + len(batch):,} 行, {elapsed:.0f}s") + await flush() + + cnt = await conn.fetchval("SELECT count(*) FROM candles WHERE symbol <> 'DEMO'") + span = await conn.fetchrow( + "SELECT min(ts) AS lo, max(ts) AS hi FROM candles WHERE symbol <> 'DEMO'" + ) + with_amt = await conn.fetchval( + "SELECT count(*) FROM candles WHERE symbol <> 'DEMO' AND amount IS NOT NULL" + ) + print(f"\n完成: {total_stocks} 只股票, {cnt:,} 行日线, " + f"范围 {span['lo']:%Y-%m-%d} ~ {span['hi']:%Y-%m-%d}, " + f"含成交额 {with_amt:,} 行, " + f"跳过非股票文件 {skipped} 个, 耗时 {time.time() - t0:.0f}s") + finally: + await conn.close() + + +if __name__ == "__main__": + ap = argparse.ArgumentParser(description="TDX 沪深京日线全量导入 candles") + ap.add_argument("root", help="hsjday 目录（其下 */lday/*.day）") + ap.add_argument("symbols", nargs="*", help="可选的 6 位代码过滤") + ap.add_argument("--no-clear", action="store_true", + help="不清空任何行，纯 upsert（amount 回补模式）") + a = ap.parse_args() + asyncio.run(main(Path(a.root), a.symbols or None, a.no_clear)) diff --git a/backend/scripts/test_trades_parser.py b/backend/scripts/test_trades_parser.py new file mode 100644 index 0000000..99282a0 --- /dev/null +++ b/backend/scripts/test_trades_parser.py @@ -0,0 +1,113 @@ +"""交割单解析器离线自测：不碰数据库，直接调 app.trades.parse_statement。 + +覆盖四类真实导出格式 + 边界行（转账/配号/利息跳过、费用合计列去重、日期多格式）。 +运行：uv run python scripts/test_trades_parser.py +""" +from __future__ import annotations + +import sys +from pathlib import Path + +sys.path.insert(0, str(Path(__file__).resolve().parent.parent)) + +from app.trades import parse_statement # noqa: E402 + +FAIL: list[str] = [] + + +def check(name: str, cond: bool, detail: str = "") -> None: + mark = "ok " if cond else "FAIL" + print(f"[{mark}] {name}{(' — ' + detail) if detail and not cond else ''}") + if not cond: + FAIL.append(name) + + +# ---------- 1) 通达信式：GBK + 制表符 + 标题行在前 ---------- +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") +check("tdx: 2 笔成交", len(r.trades) == 2, f"got {len(r.trades)}") +check("tdx: 跳过 2 行非交易", r.skipped_other == 2, f"got {r.skipped_other}") +t0, t1 = r.trades[0], r.trades[1] +check("tdx: 日期/代码/后缀", (t0.trade_date.isoformat(), t0.ts_code) == ("2024-01-02", "600519.SH"), f"{t0.trade_date} {t0.ts_code}") +check("tdx: 买入方向+费用合计", t0.direction == "buy" and abs(t0.fee - 6.68) < 1e-9, f"{t0.direction} fee={t0.fee}") +check("tdx: 卖出费用含印花税", t1.direction == "sell" and abs(t1.fee - 176.75) < 1e-9, f"fee={t1.fee}") +check("tdx: 金额取绝对值", t0.amount == 168000.0, f"amount={t0.amount}") + +# ---------- 2) 恒生柜台式：UTF-8 CSV，交收日期/交易类别/费用合计 ---------- +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" +) +r2 = parse_statement(hs.encode("utf-8"), "hsi.csv") +check("hs: 2 笔成交", len(r2.trades) == 2, f"got {len(r2.trades)}") +check("hs: 费用合计不重复累加", abs(r2.trades[1].fee - 24.70) < 1e-9, f"fee={r2.trades[1].fee}") +check("hs: 深市后缀", r2.trades[0].ts_code == "000858.SZ", r2.trades[0].ts_code) +check("hs: 日期 YYYY-MM-DD", r2.trades[0].trade_date.isoformat() == "2024-06-07") + +# ---------- 3) HTML 伪 .xls（同花顺导出常见真身） ---------- +html = """ + + + + + +
客户姓名测试
成交日期业务名称证券代码证券名称成交价格成交数量成交金额手续费
2024/03/15证券买入300750宁德时代182.3030054,690.0016.41
2024/03/18证券卖出300750宁德时代185.0030055,500.005.55
""" +r3 = parse_statement(html.encode("gbk"), "jiaogedan.xls") +check("html: 2 笔成交", len(r3.trades) == 2, f"got {len(r3.trades)}") +check("html: 千分位金额", r3.trades[0].amount == 54690.0, f"{r3.trades[0].amount}") +check("html: 创业板后缀", r3.trades[0].ts_code == "300750.SZ", r3.trades[0].ts_code) +check("html: 斜杠日期", r3.trades[1].trade_date.isoformat() == "2024-03-18") + +# ---------- 4) 无业务名称列：发生金额正负判方向（招商式） ---------- +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" +) +r4 = parse_statement(zh.encode("utf-8"), "zszs.csv") +check("sign: 2 笔成交", len(r4.trades) == 2, f"got {len(r4.trades)}") +check("sign: 负金额=买入", (r4.trades[0].direction, r4.trades[1].direction) == ("buy", "sell"), + f"{r4.trades[0].direction}/{r4.trades[1].direction}") + +# ---------- 5) xlsx（openpyxl 内存构造） ---------- +import io # noqa: E402 +from openpyxl import Workbook # noqa: E402 + +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"]) +from datetime import datetime as dt # noqa: E402 +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) +r5 = parse_statement(buf.getvalue(), "sm.xlsx") +check("xlsx: 2 笔成交", len(r5.trades) == 2, f"got {len(r5.trades)}") +check("xlsx: datetime 日期", r5.trades[0].trade_date.isoformat() == "2024-02-28") +check("xlsx: 科创板后缀", r5.trades[0].ts_code == "688981.SH", r5.trades[0].ts_code) +check("xlsx: 佣金+过户费", abs(r5.trades[0].fee - 3.56) < 1e-9, f"fee={r5.trades[0].fee}") + +# ---------- 6) 错误分支 ---------- +from fastapi import HTTPException # noqa: E402 +try: + parse_statement("随便一串不是交割单的文字,1,2,3".encode("utf-8"), "x.csv") + check("garbage: 应 422", False) +except HTTPException as e: + check("garbage: 422", e.status_code == 422) + +print() +if FAIL: + print(f"FAIL {len(FAIL)}: {FAIL}") + sys.exit(1) +print("PASS: 交割单解析器全部用例通过") diff --git a/backend/uv.lock b/backend/uv.lock index 3dd9950..3bec112 100644 --- a/backend/uv.lock +++ b/backend/uv.lock @@ -339,6 +339,15 @@ wheels = [ { url = "https://files.pythonhosted.org/packages/d1/d6/3965ed04c63042e047cb6a3e6ed1a63a35087b6a609aa3a15ed8ac56c221/colorama-0.4.6-py2.py3-none-any.whl", hash = "sha256:4f1d9991f5acc0ca119f9d443620b77f9d6b33703e51011c16baf57afb285fc6", size = 25335, upload-time = "2022-10-25T02:36:20.889Z" }, ] +[[package]] +name = "et-xmlfile" +version = "2.0.0" +source = { registry = "https://pypi.org/simple" } +sdist = { url = "https://files.pythonhosted.org/packages/d3/38/af70d7ab1ae9d4da450eeec1fa3918940a5fafb9055e934af8d6eb0c2313/et_xmlfile-2.0.0.tar.gz", hash = "sha256:dab3f4764309081ce75662649be815c4c9081e88f0837825f90fd28317d4da54", size = 17234, upload-time = "2024-10-25T17:25:40.039Z" } 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}, { name = "tushare" }, { name = "uvicorn", extra = ["standard"] }, @@ -1091,9 +1133,12 @@ requires-dist = [ { name = "fastapi", specifier = ">=0.115" }, { name = "httpx", specifier = ">=0.28.1" }, { name = "numpy", specifier = ">=1.26" }, + { name = "openpyxl", specifier = ">=3.1.5" }, { name = "pandas", specifier = ">=2.2" }, { name = "pydantic", specifier = ">=2.7" }, { name = "pydantic-settings", specifier = ">=2.3" }, + { name = "python-multipart", specifier = ">=0.0.32" }, + { name = "redis", specifier = ">=8.1.0" }, { name = "sqlalchemy", specifier = ">=2.0" }, { name = "tushare", specifier = ">=1.4" }, { name = "uvicorn", extras = ["standard"], specifier = ">=0.30" }, diff --git a/backend_run.log b/backend_run.log new file mode 100644 index 0000000..d4233a4 --- /dev/null +++ b/backend_run.log @@ -0,0 +1,693 @@ +INFO: Started server process [35612] +INFO: Waiting for application startup. +INFO: Application startup complete. +INFO: Uvicorn running on http://0.0.0.0:8000 (Press CTRL+C to quit) +INFO: 127.0.0.1:61535 - "GET /api/auth/me HTTP/1.1" 401 Unauthorized +INFO: 127.0.0.1:61572 - "POST /api/auth/login HTTP/1.1" 200 OK +INFO: 127.0.0.1:61574 - "GET /api/screener/preview/000001.SZ?limit=3&adjust=bfq HTTP/1.1" 401 Unauthorized +INFO: 127.0.0.1:61576 - "POST /api/auth/login HTTP/1.1" 200 OK +INFO: 127.0.0.1:61578 - "GET /api/screener/preview/000001.SZ?limit=3 HTTP/1.1" 401 Unauthorized +INFO: 127.0.0.1:61605 - "POST /api/auth/login HTTP/1.1" 200 OK +INFO: 127.0.0.1:61608 - "GET /api/screener/preview/000001.SZ?limit=3&adjust=bfq HTTP/1.1" 200 OK +INFO: 127.0.0.1:62165 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:62164 - "GET /api/screener/preview/000001.SZ?limit=500&adjust=qfq&timeframe=1M&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:62194 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:62192 - "GET /api/screener/preview/000001.SZ?limit=500&adjust=qfq&timeframe=1M&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:62479 - "GET /api/screener/preview/000001.SZ?limit=3&adjust=bfq HTTP/1.1" 200 OK +INFO: 127.0.0.1:62512 - "GET /api/screener/preview/000001.SZ?limit=2&adjust=bfq HTTP/1.1" 200 OK +INFO: 127.0.0.1:63470 - "GET /api/screener/preview/000001.SZ?limit=2&adjust=qfq&timeframe=1M HTTP/1.1" 200 OK +INFO: 127.0.0.1:58419 - "GET /api/screener/preview/000001.SZ?limit=2800&adjust=bfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:58464 - "GET /api/screener/preview/000001.SZ?limit=4&adjust=bfq&timeframe=1w HTTP/1.1" 200 OK +INFO: 127.0.0.1:58481 - "GET /api/screener/preview/000001.SZ?limit=2800&adjust=bfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:58482 - "GET /api/screener/preview/000001.SZ?limit=4&adjust=bfq&timeframe=1w HTTP/1.1" 200 OK +INFO: 127.0.0.1:58776 - "GET /api/auth/me HTTP/1.1" 401 Unauthorized +INFO: 127.0.0.1:58819 - "POST /api/auth/login HTTP/1.1" 200 OK +INFO: 127.0.0.1:58820 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:58838 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:58855 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:58857 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:58867 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:58829 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:58866 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:58883 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:58881 - "GET /api/screener/preview/000001.SZ?limit=500&adjust=qfq&timeframe=1M&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:58985 - "GET /api/screener/preview/000001.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:58988 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:58991 - "GET /api/screener/preview/000001.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59694 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59696 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59715 - "POST /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:59733 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:59743 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59750 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:59761 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:59767 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59774 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:59749 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59773 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59815 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:59823 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59828 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:59827 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59861 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:59865 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59874 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:59872 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59889 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:59898 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59903 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:59902 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59992 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:59990 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59998 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60003 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60018 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60455 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60453 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60458 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60476 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60474 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60478 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60498 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60497 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60501 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60513 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60512 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60515 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60556 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60554 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60559 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61756 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:61755 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61760 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63160 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63182 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63271 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:63290 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:63292 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:63330 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:63341 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:63349 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:63291 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63367 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:63377 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:63384 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:63348 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63380 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63403 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:63410 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:63413 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:63412 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:49400 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:49399 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:49461 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:49469 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:49479 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:49478 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51074 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:51097 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:51100 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:51099 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53759 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:53758 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53768 - "GET /api/screener/preview/000007.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53773 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53778 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2021-03-31 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53785 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2016-12-29 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53787 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2012-04-10 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53793 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5%2C10%2C20%2C60&end=2008-10-10 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53832 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:53848 - "GET /api/screener/preview/000007.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C20%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53859 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:53855 - "GET /api/screener/preview/000007.SZ?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:53852 - "GET /api/screener/preview/000007.SZ?limit=500&adjust=qfq&timeframe=1d&mas=60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53850 - "GET /api/screener/preview/000007.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5%2C60 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53862 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53868 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53870 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:53874 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53882 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:53879 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53900 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53908 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53915 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53925 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53931 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53934 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53927 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53948 - "GET /api/screener/preview/000007.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53952 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:53955 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:53941 - "GET /api/screener/preview/000007.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54082 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:54085 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:54214 - "GET /api/screener/preview/000009.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54216 - "GET /api/screener/preview/000009.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54303 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:54301 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54936 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:54933 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1d&mas=5 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54943 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1d&mas=5&end=2024-07-17 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54950 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:54947 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5 HTTP/1.1" 200 OK +INFO: 127.0.0.1:54955 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:59351 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:59369 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:59372 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:59371 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60036 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60035 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60042 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60069 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2000-05-15 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60229 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60228 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60245 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60392 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60388 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60395 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60399 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60407 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:60404 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5%2C10 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60412 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60416 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5%2C10%2C20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60419 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:60423 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60537 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60536 - "GET /api/screener/preview/000008.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5%2C10%2C20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60544 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60691 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60702 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:60699 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60695 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60713 - "GET /api/screener/preview/000008.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-09-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60722 - "GET /api/screener/preview/000002.SZ?limit=500&adjust=qfq&timeframe=1w&mas=5%2C10%2C20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60730 - "GET /api/screener/preview/000002.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-12-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60763 - "GET /api/screener/preview/000002.SZ?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2000-11-13 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60775 - "DELETE /api/watchlist/000008.SZ HTTP/1.1" 200 OK +INFO: 127.0.0.1:60778 - "POST /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60783 - "DELETE /api/watchlist/000008.SZ HTTP/1.1" 200 OK +INFO: 127.0.0.1:60797 - "GET /api/screener/sync/status HTTP/1.1" 200 OK +INFO: 127.0.0.1:60898 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:60907 - "GET /api/screener/sync/status HTTP/1.1" 200 OK +INFO: 127.0.0.1:60916 - "GET /api/screener/queries?limit=20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60897 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60914 - "POST /api/screener/run HTTP/1.1" 200 OK +INFO: 127.0.0.1:60972 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:60971 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1w&mas=5%2C10%2C20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:60988 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1w&mas=5%2C10%2C20&end=2016-12-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61042 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61032 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1w&mas=10%2C20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61034 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1w&mas=20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61036 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1w HTTP/1.1" 200 OK +INFO: 127.0.0.1:61048 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1w&end=2016-12-26 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61056 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:61059 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61063 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61075 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61078 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61082 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61106 - "PUT /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61165 - "GET /api/screener/preview/002668.SZ?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:61169 - "GET /api/screener/preview/002668.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:62065 - "GET /api/screener/preview/002668.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:62308 - "GET /api/screener/preview/002668.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 500 Internal Server Error +ERROR: Exception in ASGI application +Traceback (most recent call last): + File "D:\Project\stock\backend\.venv\Lib\site-packages\uvicorn\protocols\http\httptools_impl.py", line 422, in run_asgi + result = await app( # type: ignore[func-returns-value] + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + self.scope, self.receive, self.send + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\uvicorn\middleware\proxy_headers.py", line 63, in __call__ + return await self.app(scope, receive, send) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\applications.py", line 1163, in __call__ + await super().__call__(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\applications.py", line 90, in __call__ + await self.middleware_stack(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\errors.py", line 186, in __call__ + raise exc + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\errors.py", line 164, in __call__ + await self.app(scope, receive, _send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\cors.py", line 88, in __call__ + await self.app(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\exceptions.py", line 63, in __call__ + await wrap_app_handling_exceptions(self.app, conn)(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 53, in wrapped_app + raise exc + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 42, in wrapped_app + await app(scope, receive, sender) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\middleware\asyncexitstack.py", line 18, in __call__ + await self.app(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\routing.py", line 660, in __call__ + await self.middleware_stack(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 2734, in app + await route.handle(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 1780, in handle + await self.original_router.handle(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 2789, in handle + await included_router._handle_selected(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 1800, in _handle_selected + await original_route.handle(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 1279, in handle + await app(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 158, in app + await wrap_app_handling_exceptions(app, request)(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 53, in wrapped_app + raise exc + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 42, in wrapped_app + await app(scope, receive, sender) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 144, in app + response = await f(request) + ^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 481, in app + solved_result = await solve_dependencies( + ^^^^^^^^^^^^^^^^^^^^^^^^^ + ...<6 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\dependencies\utils.py", line 674, in solve_dependencies + solved = await call(**solved_result.values) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\app\auth.py", line 102, in require_user + auth_session = await get_auth_session(stock_session, db) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\app\auth.py", line 85, in get_auth_session + auth_session = (await db.execute(stmt)).scalar_one_or_none() + ^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\ext\asyncio\session.py", line 448, in execute + result = await greenlet_spawn( + ^^^^^^^^^^^^^^^^^^^^^ + ...<6 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\_concurrency_py3k.py", line 201, in greenlet_spawn + result = context.throw(*sys.exc_info()) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 2373, in execute + return self._execute_internal( + ~~~~~~~~~~~~~~~~~~~~~~^ + statement, + ^^^^^^^^^^ + ...<4 lines>... + _add_event=_add_event, + ^^^^^^^^^^^^^^^^^^^^^^ + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 2261, in _execute_internal + conn = self._connection_for_bind(bind) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 2113, in _connection_for_bind + return trans._connection_for_bind(engine, execution_options) + ~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "", line 2, in _connection_for_bind + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\state_changes.py", line 137, in _go + ret_value = fn(self, *arg, **kw) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 1191, in _connection_for_bind + conn = bind.connect() + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\base.py", line 3295, in connect + return self._connection_cls(self) + ~~~~~~~~~~~~~~~~~~~~^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\base.py", line 144, in __init__ + self._dbapi_connection = engine.raw_connection() + ~~~~~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\base.py", line 3319, in raw_connection + return self.pool.connect() + ~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 448, in connect + return _ConnectionFairy._checkout(self) + ~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 1272, in _checkout + fairy = _ConnectionRecord.checkout(pool) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 717, in checkout + with util.safe_reraise(): + ~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\langhelpers.py", line 122, in __exit__ + raise exc_value.with_traceback(exc_tb) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 715, in checkout + dbapi_connection = rec.get_connection() + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 866, in get_connection + self.__connect() + ~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 900, in __connect + with util.safe_reraise(): + ~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\langhelpers.py", line 122, in __exit__ + raise exc_value.with_traceback(exc_tb) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 896, in __connect + self.dbapi_connection = connection = pool._invoke_creator(self) + ~~~~~~~~~~~~~~~~~~~~^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\create.py", line 667, in connect + return dialect.connect(*cargs_tup, **cparams) + ~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\default.py", line 630, in connect + return self.loaded_dbapi.connect(*cargs, **cparams) # type: ignore[no-any-return] # NOQA: E501 + ~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\dialects\postgresql\asyncpg.py", line 955, in connect + await_only(creator_fn(*arg, **kw)), + ~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\_concurrency_py3k.py", line 132, in await_only + return current.parent.switch(awaitable) # type: ignore[no-any-return,attr-defined] # noqa: E501 + ~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\_concurrency_py3k.py", line 196, in greenlet_spawn + value = await result + ^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connection.py", line 2443, in connect + return await connect_utils._connect( + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + ...<22 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1249, in _connect + raise last_error or exceptions.TargetServerAttributeNotMatched( + ...<2 lines>... + ) + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1218, in _connect + conn = await _connect_addr( + ^^^^^^^^^^^^^^^^^^^^ + ...<6 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1054, in _connect_addr + return await __connect_addr(params, True, *args) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1099, in __connect_addr + tr, pr = await connector + ^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 969, in _create_ssl_connection + tr, pr = await loop.create_connection( + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + ...<2 lines>... + host, port) + ^^^^^^^^^^^ + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\base_events.py", line 1168, in create_connection + raise exceptions[0] + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\base_events.py", line 1143, in create_connection + sock = await self._connect_sock( + ^^^^^^^^^^^^^^^^^^^^^^^^^ + exceptions, addrinfo, laddr_infos) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\base_events.py", line 1042, in _connect_sock + await self.sock_connect(sock, address) + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\proactor_events.py", line 728, in sock_connect + return await self._proactor.connect(sock, address) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\windows_events.py", line 804, in _poll + value = callback(transferred, key, ov) + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\windows_events.py", line 600, in finish_connect + ov.getresult() + ~~~~~~~~~~~~^^ +ConnectionRefusedError: [WinError 1225] Զ̼ܾӡ +INFO: 127.0.0.1:62317 - "GET /api/screener/preview/002668.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 500 Internal Server Error +ERROR: Exception in ASGI application +Traceback (most recent call last): + File "D:\Project\stock\backend\.venv\Lib\site-packages\uvicorn\protocols\http\httptools_impl.py", line 422, in run_asgi + result = await app( # type: ignore[func-returns-value] + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + self.scope, self.receive, self.send + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\uvicorn\middleware\proxy_headers.py", line 63, in __call__ + return await self.app(scope, receive, send) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\applications.py", line 1163, in __call__ + await super().__call__(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\applications.py", line 90, in __call__ + await self.middleware_stack(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\errors.py", line 186, in __call__ + raise exc + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\errors.py", line 164, in __call__ + await self.app(scope, receive, _send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\cors.py", line 88, in __call__ + await self.app(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\middleware\exceptions.py", line 63, in __call__ + await wrap_app_handling_exceptions(self.app, conn)(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 53, in wrapped_app + raise exc + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 42, in wrapped_app + await app(scope, receive, sender) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\middleware\asyncexitstack.py", line 18, in __call__ + await self.app(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\routing.py", line 660, in __call__ + await self.middleware_stack(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 2734, in app + await route.handle(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 1780, in handle + await self.original_router.handle(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 2789, in handle + await included_router._handle_selected(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 1800, in _handle_selected + await original_route.handle(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 1279, in handle + await app(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 158, in app + await wrap_app_handling_exceptions(app, request)(scope, receive, send) + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 53, in wrapped_app + raise exc + File "D:\Project\stock\backend\.venv\Lib\site-packages\starlette\_exception_handler.py", line 42, in wrapped_app + await app(scope, receive, sender) + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 144, in app + response = await f(request) + ^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\routing.py", line 481, in app + solved_result = await solve_dependencies( + ^^^^^^^^^^^^^^^^^^^^^^^^^ + ...<6 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\fastapi\dependencies\utils.py", line 674, in solve_dependencies + solved = await call(**solved_result.values) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\app\auth.py", line 102, in require_user + auth_session = await get_auth_session(stock_session, db) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\app\auth.py", line 85, in get_auth_session + auth_session = (await db.execute(stmt)).scalar_one_or_none() + ^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\ext\asyncio\session.py", line 448, in execute + result = await greenlet_spawn( + ^^^^^^^^^^^^^^^^^^^^^ + ...<6 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\_concurrency_py3k.py", line 201, in greenlet_spawn + result = context.throw(*sys.exc_info()) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 2373, in execute + return self._execute_internal( + ~~~~~~~~~~~~~~~~~~~~~~^ + statement, + ^^^^^^^^^^ + ...<4 lines>... + _add_event=_add_event, + ^^^^^^^^^^^^^^^^^^^^^^ + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 2261, in _execute_internal + conn = self._connection_for_bind(bind) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 2113, in _connection_for_bind + return trans._connection_for_bind(engine, execution_options) + ~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "", line 2, in _connection_for_bind + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\state_changes.py", line 137, in _go + ret_value = fn(self, *arg, **kw) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\orm\session.py", line 1191, in _connection_for_bind + conn = bind.connect() + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\base.py", line 3295, in connect + return self._connection_cls(self) + ~~~~~~~~~~~~~~~~~~~~^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\base.py", line 144, in __init__ + self._dbapi_connection = engine.raw_connection() + ~~~~~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\base.py", line 3319, in raw_connection + return self.pool.connect() + ~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 448, in connect + return _ConnectionFairy._checkout(self) + ~~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 1272, in _checkout + fairy = _ConnectionRecord.checkout(pool) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 717, in checkout + with util.safe_reraise(): + ~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\langhelpers.py", line 122, in __exit__ + raise exc_value.with_traceback(exc_tb) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 715, in checkout + dbapi_connection = rec.get_connection() + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 866, in get_connection + self.__connect() + ~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 900, in __connect + with util.safe_reraise(): + ~~~~~~~~~~~~~~~~~^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\langhelpers.py", line 122, in __exit__ + raise exc_value.with_traceback(exc_tb) + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\pool\base.py", line 896, in __connect + self.dbapi_connection = connection = pool._invoke_creator(self) + ~~~~~~~~~~~~~~~~~~~~^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\create.py", line 667, in connect + return dialect.connect(*cargs_tup, **cparams) + ~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\engine\default.py", line 630, in connect + return self.loaded_dbapi.connect(*cargs, **cparams) # type: ignore[no-any-return] # NOQA: E501 + ~~~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\dialects\postgresql\asyncpg.py", line 955, in connect + await_only(creator_fn(*arg, **kw)), + ~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\_concurrency_py3k.py", line 132, in await_only + return current.parent.switch(awaitable) # type: ignore[no-any-return,attr-defined] # noqa: E501 + ~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\sqlalchemy\util\_concurrency_py3k.py", line 196, in greenlet_spawn + value = await result + ^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connection.py", line 2443, in connect + return await connect_utils._connect( + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + ...<22 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1249, in _connect + raise last_error or exceptions.TargetServerAttributeNotMatched( + ...<2 lines>... + ) + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1218, in _connect + conn = await _connect_addr( + ^^^^^^^^^^^^^^^^^^^^ + ...<6 lines>... + ) + ^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1054, in _connect_addr + return await __connect_addr(params, True, *args) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 1099, in __connect_addr + tr, pr = await connector + ^^^^^^^^^^^^^^^ + File "D:\Project\stock\backend\.venv\Lib\site-packages\asyncpg\connect_utils.py", line 969, in _create_ssl_connection + tr, pr = await loop.create_connection( + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + ...<2 lines>... + host, port) + ^^^^^^^^^^^ + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\base_events.py", line 1168, in create_connection + raise exceptions[0] + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\base_events.py", line 1143, in create_connection + sock = await self._connect_sock( + ^^^^^^^^^^^^^^^^^^^^^^^^^ + exceptions, addrinfo, laddr_infos) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\base_events.py", line 1042, in _connect_sock + await self.sock_connect(sock, address) + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\proactor_events.py", line 728, in sock_connect + return await self._proactor.connect(sock, address) + ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\windows_events.py", line 804, in _poll + value = callback(transferred, key, ov) + File "C:\Users\cirry\scoop\apps\python\current\Lib\asyncio\windows_events.py", line 600, in finish_connect + ov.getresult() + ~~~~~~~~~~~~^^ +ConnectionRefusedError: [WinError 1225] Զ̼ܾӡ +INFO: 127.0.0.1:62379 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:62378 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:62397 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:62416 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:62425 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:62423 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:62433 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:62415 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:62429 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:62437 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63003 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d&end=2018-10-29 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63007 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2016-10-12 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63659 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2016-10-12 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63684 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2016-10-12 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63711 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2016-10-12 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63732 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2016-10-12 HTTP/1.1" 200 OK +INFO: 127.0.0.1:63759 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:63757 - "GET /api/screener/preview/600529.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:63765 - "GET /api/screener/preview/600529.SH?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK +INFO: 127.0.0.1:56553 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:56569 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:56572 - "GET /api/screener/sync/status HTTP/1.1" 200 OK +INFO: 127.0.0.1:56582 - "GET /api/screener/queries?limit=20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:56581 - "POST /api/screener/run HTTP/1.1" 200 OK +INFO: 127.0.0.1:56608 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:56617 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:56623 - "GET /api/screener/sync/status HTTP/1.1" 200 OK +INFO: 127.0.0.1:56628 - "GET /api/screener/queries?limit=20 HTTP/1.1" 200 OK +INFO: 127.0.0.1:56627 - "POST /api/screener/run HTTP/1.1" 200 OK +INFO: 127.0.0.1:56694 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:56691 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:56732 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:56744 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:56747 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:56746 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +==== restart 2026-08-15 23:03:42 ==== +INFO: Will watch for changes in these directories: ['D:\\Project\\stock\\backend'] +INFO: Uvicorn running on http://0.0.0.0:8000 (Press CTRL+C to quit) +INFO: Started reloader process [17652] using WatchFiles +INFO: Started server process [23704] +INFO: Waiting for application startup. +INFO: Application startup complete. +INFO: 127.0.0.1:61442 - "POST /api/auth/login HTTP/1.1" 200 OK +INFO: 127.0.0.1:61447 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:61456 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:61453 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:61543 - "GET /api/stocks?limit=1 HTTP/1.1" 401 Unauthorized +INFO: 127.0.0.1:61544 - "GET /api/stocks?limit=1 HTTP/1.1" 401 Unauthorized +WARNING: WatchFiles detected changes in 'app\api.py'. Reloading... + INFO: 127.0.0.1:65392 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:65410 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:65413 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:65412 - "GET /api/stocks?limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:65424 - "GET /api/stocks?limit=3 HTTP/1.1" 200 OK +==== restart 2026-08-15 23:37:04 ==== +INFO: Will watch for changes in these directories: ['D:\\Project\\stock\\backend'] +INFO: Uvicorn running on http://0.0.0.0:8000 (Press CTRL+C to quit) +INFO: Started reloader process [48108] using WatchFiles +INFO: Started server process [47480] +INFO: Waiting for application startup. +INFO: Application startup complete. +INFO: 127.0.0.1:49363 - "GET /api/stocks?limit=3 HTTP/1.1" 200 OK +WARNING: WatchFiles detected changes in 'app\api.py'. Reloading... + ==== restart 2026-08-15 23:46:54 ==== +error: Failed to spawn: `uvicorn` + Caused by: program not found +INFO: Will watch for changes in these directories: ['D:\\Project\\stock\\backend'] +INFO: Uvicorn running on http://0.0.0.0:8000 (Press CTRL+C to quit) +INFO: Started reloader process [42580] using WatchFiles +INFO: Started server process [46816] +INFO: Waiting for application startup. +INFO: Application startup complete. +INFO: 127.0.0.1:50670 - "GET /api/stocks?limit=1 HTTP/1.1" 401 Unauthorized +INFO: 127.0.0.1:50683 - "GET /api/stocks?limit=3&sort=total_mv&order=desc HTTP/1.1" 200 OK +INFO: 127.0.0.1:50686 - "GET /api/stocks?limit=3&sort=turnover_rate&order=desc HTTP/1.1" 200 OK +INFO: 127.0.0.1:50687 - "GET /api/stocks?limit=3&sort=pe_ttm&order=asc HTTP/1.1" 200 OK +INFO: 127.0.0.1:50688 - "GET /api/stocks?limit=3& HTTP/1.1" 200 OK +INFO: 127.0.0.1:51208 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:51217 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:51224 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:51223 - "GET /api/stocks?sort=symbol&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51230 - "GET /api/stocks?sort=pe_ttm&order=desc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51231 - "GET /api/stocks?sort=pe_ttm&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51241 - "GET /api/stocks?sort=pe_ttm&order=desc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51243 - "GET /api/stocks?sort=pe_ttm&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51248 - "GET /api/stocks?sort=total_mv&order=desc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51265 - "GET /api/stocks?sort=turnover_rate&order=desc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51273 - "GET /api/stocks?sort=total_mv&order=desc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51315 - "GET /api/trades?ts_code=688825.SH HTTP/1.1" 200 OK +INFO: 127.0.0.1:51320 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:51319 - "GET /api/screener/preview/688825.SH?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:51368 - "GET /api/auth/me HTTP/1.1" 200 OK +INFO: 127.0.0.1:51375 - "GET /api/preferences HTTP/1.1" 200 OK +INFO: 127.0.0.1:51384 - "GET /api/stocks?sort=symbol&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51385 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:51845 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:51843 - "GET /api/stocks?sort=symbol&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:51958 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:51957 - "GET /api/stocks?sort=symbol&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:52092 - "GET /api/stocks?sort=symbol&order=asc&limit=100&offset=0 HTTP/1.1" 200 OK +INFO: 127.0.0.1:52094 - "GET /api/stocks/facets HTTP/1.1" 200 OK +INFO: 127.0.0.1:52455 - "GET /api/watchlist HTTP/1.1" 200 OK +INFO: 127.0.0.1:52453 - "GET /api/trades?ts_code=000001.SZ HTTP/1.1" 200 OK +INFO: 127.0.0.1:52454 - "GET /api/screener/preview/000001.SZ?limit=500&adjust=qfq&timeframe=1d HTTP/1.1" 200 OK +INFO: 127.0.0.1:52465 - "GET /api/screener/preview/000001.SZ?limit=800&adjust=qfq&timeframe=1d&end=2024-07-24 HTTP/1.1" 200 OK diff --git a/frontend/src/api/client.ts b/frontend/src/api/client.ts index 0ea6e5c..3b3a7ff 100644 --- a/frontend/src/api/client.ts +++ b/frontend/src/api/client.ts @@ -18,6 +18,9 @@ import type { SyncRequest, SyncResponse, Timeframe, + TradesClearResponse, + TradesImportResponse, + UserTrade, } from './types'; // dev 用 Vite 代理（/api -> :8000）；生产构建设 VITE_API_BASE 指向后端地址。 @@ -37,8 +40,11 @@ async function readError(res: Response, fallback: string): Promise { const body = await res.text(); if (!body) return fallback; try { - const data = JSON.parse(body) as { detail?: string }; - return data.detail || fallback; + const data = JSON.parse(body) as { detail?: unknown }; + // FastAPI 校验类 422 的 detail 是对象数组，直接当字符串用会显示成 [object Object] + if (typeof data.detail === 'string') return data.detail; + if (data.detail != null) return JSON.stringify(data.detail); + return fallback; } catch { return body; } @@ -49,7 +55,9 @@ async function apiFetch(path: string, init: RequestInit = {}): Promise ...init, credentials: 'include', headers: { - ...(init.body ? { 'Content-Type': 'application/json' } : {}), + // 仅 JSON（字符串 body）手工设 Content-Type；FormData 必须留给浏览器生成 + // multipart 边界，手工设置会导致后端解析失败 422 + ...(typeof init.body === 'string' ? { 'Content-Type': 'application/json' } : {}), ...init.headers, }, }); @@ -158,6 +166,8 @@ export async function getStocks(params: { industry?: string; area?: string; watched_only?: boolean; + sort?: string; + order?: 'asc' | 'desc'; limit?: number; offset?: number; }): Promise { @@ -167,6 +177,8 @@ 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.sort) q.set('sort', params.sort); + if (params.order) q.set('order', params.order); q.set('limit', String(params.limit ?? 100)); q.set('offset', String(params.offset ?? 0)); const res = await apiFetch(`/api/stocks?${q.toString()}`); @@ -224,3 +236,27 @@ export async function deleteScreenerQuery(id: number): Promise { const res = await apiFetch(`/api/screener/queries/${id}`, { method: 'DELETE' }); if (!res.ok && res.status !== 401) throw new ApiError(`删除失败 (HTTP ${res.status})`, res.status); } + +// ---------- 交割单（个人实盘买卖点） ---------- +export async function getTrades(tsCode?: string): Promise { + const q = tsCode ? `?ts_code=${encodeURIComponent(tsCode)}` : ''; + const res = await apiFetch(`/api/trades${q}`); + if (!res.ok) throw new ApiError(await readError(res, `获取成交记录失败 (HTTP ${res.status})`), res.status); + return (await res.json()) as UserTrade[]; +} + +/** 上传交割单文件（CSV/Excel/HTML 均可，后端自动识别列名与编码）。 */ +export async function importTrades(file: File): Promise { + const form = new FormData(); + form.append('file', file); + // 注意：不能手工设 Content-Type，FormData 需自带 multipart 边界 + const res = await apiFetch('/api/trades/import', { method: 'POST', body: form }); + if (!res.ok) throw new ApiError(await readError(res, `导入失败 (HTTP ${res.status})`), res.status); + return (await res.json()) as TradesImportResponse; +} + +export async function clearTrades(): Promise { + const res = await apiFetch('/api/trades', { method: 'DELETE' }); + if (!res.ok) throw new ApiError(await readError(res, `清空成交失败 (HTTP ${res.status})`), res.status); + return (await res.json()) as TradesClearResponse; +} diff --git a/frontend/src/api/types.ts b/frontend/src/api/types.ts index 9f73a4f..d41ae76 100644 --- a/frontend/src/api/types.ts +++ b/frontend/src/api/types.ts @@ -211,7 +211,11 @@ export interface StockListItem { prev_close?: number | null; pct_chg?: number | null; last_ts?: string | null; - bar_count?: number | null; + turnover_rate?: number | null; // 换手率 %（daily_snapshot） + pe_ttm?: number | null; + pb?: number | null; + total_mv?: number | null; // 总市值（亿元） + circ_mv?: number | null; // 流通市值（亿元） watched: boolean; } @@ -257,6 +261,32 @@ export interface ScreenerQueryItem { created_at: string; } +// ---------- 交割单（个人实盘买卖点，镜像 app/schemas.py） ---------- +export interface UserTrade { + id: number; + ts_code: string; + name?: string | null; + trade_date: string; // ISO YYYY-MM-DD + direction: 'buy' | 'sell'; + price?: number | null; // 券商原始成交价（不复权） + qty: number; + amount?: number | null; + fee?: number | null; +} + +export interface TradesImportResponse { + inserted: number; + skipped_dup: number; + skipped_other: number; + stocks: number; + bad: string[]; + sample: UserTrade[]; +} + +export interface TradesClearResponse { + deleted: number; +} + // ---------- 事件回测（自然语言） ---------- export interface EventBacktestSpec { entry: ScreenConditions; diff --git a/frontend/src/components/DetailKLine.vue b/frontend/src/components/DetailKLine.vue index 0cce187..d8c3a0a 100644 --- a/frontend/src/components/DetailKLine.vue +++ b/frontend/src/components/DetailKLine.vue @@ -2,7 +2,7 @@ import { onBeforeUnmount, onMounted, ref, watch } from 'vue'; import { dispose, init, registerIndicator, registerOverlay, - type Chart, type KLineData, type Point, + type Chart, type KLineData, type OverlayCreate, type OverlayTemplate, type Point, } from 'klinecharts'; // 官方画线扩展（preview.klinecharts.com 同款工具集）；rect/circle 沿用 v10 内置版，不注册扩展的重名模板 import { @@ -22,6 +22,50 @@ for (const t of [ registerOverlay(t); } +// ---------- 实盘买卖点标记（交割单导入） ---------- +// v10 无 v9 的 simpleMarker，须注册自定义模板；字母种类/明细经 extendData 传入。 +// A股惯例（通达信/同花顺同款）：B 买贴 low 下方、S 卖贴 high 上方、T 当日买+卖（做T）贴 high 上方； +// 图上只显示单个字母徽章（色底白字，用户指定固定配色，不随涨跌设置），成交明细（数量/均价/费用） +// 悬停字母时由组件浮层展示——onMouseEnter/onMouseLeave 是创建项级回调（OverlayCreate 未 Omit +// 事件键），闭包进组件状态即可（模板是模块级的，拿不到组件实例）。 +interface TradeRow { label: string; text: string; tone: 'buy' | 'sell' | '' } +interface TradeMarkExt { kind: 'B' | 'S' | 'T'; rows: TradeRow[] } +const TRADE_COLORS: Record<'B' | 'S' | 'T', string> = { B: '#FE354B', S: '#3B7BBF', T: '#F9A504' }; +const tradeMarkerTemplate: OverlayTemplate = { + name: 'tradeMarker', + totalStep: 2, + needDefaultPointFigure: false, + needDefaultXAxisFigure: false, + needDefaultYAxisFigure: false, + createPointFigures: ({ overlay, coordinates }) => { + const c = coordinates[0]; + const ext = overlay.extendData; + if (!c || !ext) return []; + const ly = ext.kind === 'B' ? c.y + 22 : c.y - 22; // 字母中心与 bar 高低点的像素间距（离K线远一点更清爽） + return [ + { + type: 'text', + attrs: { x: c.x, y: ly, text: ext.kind, align: 'center', baseline: 'middle' }, + styles: { + color: '#FFFFFF', backgroundColor: TRADE_COLORS[ext.kind], + size: 12, weight: 'bold', borderRadius: 3, + paddingLeft: 3, paddingRight: 3, paddingTop: 1, paddingBottom: 1, + }, + ignoreEvent: true, + }, + { // 透明命中区：把字母徽章的悬停判定兜成 r=9 的圆，指上去更容易。 + // 必须排在 text 之后：库按数组顺序挂 children、倒序分发 mousemove， + // circle 放最后才能最先接管事件——否则首个落点在徽章上时 enter 会被 + // text 的 ignoreEvent 拦住、tooltip 出不来（circle 全透明，压顶层无视觉影响） + type: 'circle', + attrs: { x: c.x, y: ly, r: 9 }, + styles: { style: 'fill', color: 'rgba(0,0,0,0)', borderColor: 'rgba(0,0,0,0)' }, + }, + ]; + }, +}; +registerOverlay(tradeMarkerTemplate); + const props = defineProps<{ ticker: string; candles: Candle[]; @@ -45,6 +89,17 @@ const props = defineProps<{ timeframe: string; /** 浮层显示的指标（可选；缺省=目录全开，空数组=仅日期头） */ tooltipFields?: TooltipField[]; + /** 日期跳转锚点（本地零点时间戳）：build 完成后把该日 K 线滚动到可视区中央；null=停在最新 */ + centerTs?: number | null; + /** 实盘买卖点（交割单导入，按日聚合成标记）：B=当日只买 贴 low 下方、S=当日只卖 贴 high 上方、 + * T=当日买+卖（做T）贴 high 上方；rows 为悬停明细（数量/均价/费用）。 + * 只画落在已渲染窗口内的（更早的等左滑翻页后自动补画） */ + tradeMarkers?: { key: string; ts: number; kind: 'B' | 'S' | 'T'; rows: TradeRow[] }[]; +}>(); + +const emit = defineEmits<{ + /** 日期跳转锚点在本次数据窗口里找不到（早于上市/晚于最后一根）：请父组件回退到最新行情并提示 */ + (e: 'centerMiss', ts: number): void; }>(); // A股语义色（黑底高对比）；UP/DOWN 跟随设置中的涨跌配色 @@ -246,7 +301,11 @@ function darkStyles() { horizontal: { text: { backgroundColor: '#333A45' } }, vertical: { text: { backgroundColor: '#333A45' } }, }, - separator: { color: '#23252B' }, + separator: { + color: '#23252B', + // 悬停/拖拽分隔条时的底色（库默认 8% 蓝在纯黑底上不可见，加重为可感知的拖拽提示） + activeBackgroundColor: 'rgba(37, 99, 235, 0.30)', + }, }; } @@ -254,6 +313,23 @@ function darkStyles() { const SUB_DEFAULT_HEIGHT: Record = { vol: 64, macd: 100, kdj: 96, rsi: 84 }; const subH = (k: string) => Math.max(40, props.subHeights[k] ?? SUB_DEFAULT_HEIGHT[k] ?? 90); +// ---------- 分隔条拖拽调高（库原生 SeparatorWidget）→ 持久化 ---------- +// build 时记录 key→paneId；拖动中库会高频触发 onPaneDrag，防抖后读回各副图实际高度写入偏好 +let paneIdByKey: Record = {}; +let subHTimer: ReturnType | null = null; + +function persistSubHeights() { + if (!chart) return; + const next: Record = {}; + for (const key of props.subPanes) { + const pid = paneIdByKey[key]; + const h = pid ? (chart.getPaneOptions(pid) as { height?: number } | null)?.height : undefined; + if (typeof h === 'number') next[key] = Math.max(40, Math.round(h)); + } + if (Object.keys(next).length === 0) return; + settings.setChartLayout({ subHeights: { ...props.subHeights, ...next } }); +} + // ---------- 鼠标跟随信息框（通达信式，浮层贴鼠标，每行一个指标） ---------- interface TipRow { key: string; label: string; text: string; tone: '' | 'up' | 'down' } interface HoverInfo { @@ -426,6 +502,113 @@ function pickTool(key: string) { function clearOverlays() { chart?.removeOverlay(); activeTool.value = ''; + // removeOverlay() 无参清的是全部 overlay（含交易点）——交易点不是用户画线，重画回来 + renderTradeMarkers(); +} + +// ---------- 日期跳转居中 ---------- +/** ts（本地零点）落在哪根K上：取该时刻之前（含同日）最近一根的下标，无则 -1；停牌/非交易日自然落到前一根 */ +function idxAtOrBefore(list: KLineData[], ts: number): number { + let lo = 0, hi = list.length - 1, ans = -1; + while (lo <= hi) { + const mid = (lo + hi) >> 1; + if (list[mid].timestamp <= ts) { ans = mid; lo = mid + 1; } else hi = mid - 1; + } + return ans; +} + +/** 把已渲染的第 i 根K线滚动到可视区中央（scrollToDataIndex 定位到右缘，补半个可视窗口即居中） */ +function centerDataIndex(i: number) { + if (!chart) return; + const v = chart.getVisibleRange(); + const vis = Math.max(2, Math.round(v.to - v.from) - 1); // from/to 含半个bar余量 + chart.scrollToDataIndex(i + Math.floor(vis / 2) - 1, 350); +} + +/** 对外：把某天滚动到可视区中央；目标不在当前已渲染窗口内时返回 false（调用方走重拉窗口）。 + * ts 晚于最后一根 10 天以上（未来日期/超出现有数据）同样算失败，避免 floor 搜索落到 + * 最后一根、锚点却指向一个不存在交易的日期；10 天容忍周末与春节黄金周这类停牌间隙。 */ +const FUTURE_TOL_MS = 10 * 86400000; +function centerOn(ts: number): boolean { + if (!chart) return false; + const list = chart.getDataList(); + if (list.length === 0) return false; + const i = idxAtOrBefore(list, ts); + if (i < 0) return false; + if (ts > list[list.length - 1].timestamp + FUTURE_TOL_MS) return false; + centerDataIndex(i); + return true; +} +defineExpose({ centerOn }); + +// ---------- 实盘买卖点标记渲染 ---------- +const TRADE_GROUP = 'trades'; + +/** 交易点允许吸附到「晚于最后一根K时间戳」的窗口，按周期放大：周/月/年K的 bar 时间戳 + * 是周期首日（周一/1日/1月1日），当前周期内的成交（如月中）仍应贴到最后一根上。 + * 日K严格为 0：行情未同步到成交日时宁可先不画（数据同步后重建图表自动补上）， + * 也不能把周一的成交错标到周五的K线上。 */ +const TRADE_AHEAD_MS: Record = { + '1d': 0, + '1w': 6 * 86400000, + '1M': 31 * 86400000, + '1y': 366 * 86400000, +}; + +/** 按 groupId 整组重建买卖点标记（先删后建，幂等）。交易日期按时间戳吸附到所在 bar： + * B 贴 bar.low 下方、S/T 贴 bar.high 上方；坐标随复权切换自动重算（value 取自当前数据）。 + * 早于已渲染窗口的交易先跳过——左滑翻页 serveOlder 吐出新数据后会重跑本函数补画。 + * 列表为空（关闭显示/清空成交/切到无成交股票）也必须清组，否则旧标记残留。 */ +function renderTradeMarkers() { + if (!chart) return; + tradeTip.value = null; // 组重建期间字母已换位，旧明细浮层不能留在原地 + chart.removeOverlay({ groupId: TRADE_GROUP }); + if (!props.tradeMarkers?.length) return; + const list = chart.getDataList(); + if (list.length === 0) return; + const lastTs = list[list.length - 1].timestamp; + const aheadMs = TRADE_AHEAD_MS[props.timeframe] ?? 0; + const creates: OverlayCreate[] = []; + for (const m of props.tradeMarkers) { + const i = idxAtOrBefore(list, m.ts); + if (i < 0 || m.ts > lastTs + aheadMs) continue; // 未翻到 / 行情尚未覆盖该周期 + const bar = list[i]; + creates.push({ + id: `trade-${m.key}`, + groupId: TRADE_GROUP, + name: 'tradeMarker', + points: [{ timestamp: bar.timestamp, value: m.kind === 'B' ? bar.low : bar.high }], + extendData: { kind: m.kind, rows: m.rows }, + onMouseEnter: (ev) => { + // pageX/pageY 是文档绝对坐标（x/y 是相对各 pane 画布的，副图 pane 会带偏移），而 + // getBoundingClientRect 是视口坐标——须再减 window.scrollX/Y 对齐基准：浮层是从滚过的 + // 列表页打开的（body 锁滚仍保留偏移），漏减会把 tip 整体顶出可视区、悬停像失灵 + const rect = container.value?.getBoundingClientRect(); + const px = (ev.pageX ?? 0) - (rect?.left ?? 0) - window.scrollX; + const py = (ev.pageY ?? 0) - (rect?.top ?? 0) - window.scrollY; + tradeTip.value = { ...placeTradeTip(px, py, m.rows.length), kind: m.kind, date: m.key, rows: m.rows }; + }, + onMouseLeave: () => { tradeTip.value = null; }, + // v10 右键命中 figure 会默认 removeOverlay（lock 只拦左键按下），标记被悄悄删掉——显式吞掉 + onRightClick: (ev) => { ev.preventDefault?.(); }, + lock: true, + }); + } + if (creates.length) chart.createOverlay(creates); +} + +// ---------- 交易点悬停明细（悬停 B/S/T 字母才显示，离开/滚动即隐） ---------- +interface TradeTip { x: number; y: number; kind: 'B' | 'S' | 'T'; date: string; rows: TradeRow[] } +const tradeTip = ref(null); + +/** 贴鼠标定位并在右缘/下缘自动翻转（与十字线浮层 placeHover 同款策略，宽度略大） */ +function placeTradeTip(px: number, py: number, rowCount: number): { x: number; y: number } { + const w = container.value?.clientWidth ?? 800; + const h = container.value?.clientHeight ?? 500; + const bw = 168, bh = 36 + rowCount * 17, gap = 12; + const x = px + gap + bw > w - 4 ? Math.max(4, px - gap - bw) : px + gap; + const y = py + gap + bh > h - 4 ? Math.max(4, py - gap - bh) : py + gap; + return { x, y }; } function build() { @@ -464,12 +647,20 @@ function build() { const start = allData.length - served - take; served += take; callback(allData.slice(start, start + take), { forward: canBack(), backward: false }); + renderTradeMarkers(); // 窗口左扩后补画此前跳过的更早交易点 }; const answerEmpty = () => callback([], { forward: false, backward: false }); if (type === 'init') { - // 首屏：最近 INIT_BARS 根；更早历史由左滑触发 'forward' 翻页 - served = Math.min(INIT_BARS, allData.length); - callback(allData.slice(allData.length - served), { forward: canBack(), backward: false }); + // 首屏：最近 INIT_BARS 根；更早历史由左滑触发 'forward' 翻页。 + // 有跳转锚点时把 serve 左扩到包含锚点（锚点落在窗口前 1/2 处），仍保持 + // [n-served, n) 尾连续不变式——这样 serveOlder 的翻页切片不用变； + // BOLL/副图等同数据重建时锚点就不会掉出首屏窗口。 + const n = allData.length; + const anchorIdx = props.centerTs != null ? idxAtOrBefore(allData, props.centerTs) : -1; + served = anchorIdx >= 0 + ? Math.min(n, Math.max(INIT_BARS, n - anchorIdx + (INIT_BARS >> 1))) + : Math.min(INIT_BARS, n); + callback(allData.slice(n - served), { forward: canBack(), backward: false }); maybePrefetch(myEpoch); } else if (type === 'forward') { // 左缘：优先吐本地未吐出的（首屏余量或已预取页），本地耗尽再向服务端翻一页更早历史 @@ -505,38 +696,62 @@ function build() { ch.createIndicator({ name: ensureMaIndicator(props.maPeriods), paneId: 'candle_pane' }); if (props.showBoll) ch.createIndicator({ name: 'pv-boll', paneId: 'candle_pane' }); - // 副图按用户顺序创建，并设置用户高度；主图吃剩余高度 + // 副图按用户顺序创建，并设置用户高度；主图吃剩余高度。 + // minHeight 交给库在分隔条拖拽时强制执行（与 subH 的 40px 下限一致） const subTotal = props.subPanes.reduce((s, k) => s + subH(k), 0); const total = container.value.clientHeight || 560; - ch.setPaneOptions({ id: 'candle_pane', height: Math.max(200, total - subTotal - 24) }); + ch.setPaneOptions({ id: 'candle_pane', height: Math.max(200, total - subTotal - 24), minHeight: 200 }); + paneIdByKey = {}; for (const key of props.subPanes) { const name = key === 'vol' ? 'VOL' : `pv-${key}`; ch.createIndicator(name); const paneId = ch.getIndicators().find((i) => i.name === name)?.paneId; - if (paneId) ch.setPaneOptions({ id: paneId, height: subH(key) }); + if (paneId) { + paneIdByKey[key] = paneId; + ch.setPaneOptions({ id: paneId, height: subH(key), minHeight: 40 }); + } } bindCrosshair(ch); + // 分隔条拖拽调高：拖动结束（250ms 无新事件）后把各副图实际高度持久化； + // 期间图表已重建（epoch 变化）则丢弃，新图表按存档布局 + ch.subscribeAction('onPaneDrag', () => { + if (myEpoch !== epoch) return; + if (subHTimer) clearTimeout(subHTimer); + subHTimer = setTimeout(() => { subHTimer = null; persistSubHeights(); }, 250); + }); // 缓冲预取：可视范围接近已加载左缘（<200 根）时提前翻下一页 ch.subscribeAction('onVisibleRangeChange', (payload) => { if (myEpoch !== epoch) return; + tradeTip.value = null; // 滚动后字母随 bar 移位，悬停明细立即失效 const from = (payload as { data?: { from?: unknown } }).data?.from; if (typeof from === 'number' && from < 200) maybePrefetch(myEpoch); }); ch.setOffsetRightDistance(28); ch.scrollToRealTime(); + // 日期跳转：build 尾部的 scrollToRealTime 会把视口重置到最新一根，居中必须放在它之后 + //（init 数据在 setPeriod 时已同步落入图表，这里可直接定位）。 + // 居中失败（锚点早于上市首日/晚于最后一根）必须上报：否则锚点 chip 与统计口径 + // 仍停留在「已定位」状态，视口却悄悄回到最新行情。 + if (props.centerTs != null && !centerOn(props.centerTs)) emit('centerMiss', props.centerTs); + // init 数据在 setPeriod 时已同步落入图表，可直接画首屏窗口内的交易点 + renderTradeMarkers(); } function teardown() { + if (subHTimer) { clearTimeout(subHTimer); subHTimer = null; } if (container.value) dispose(container.value); chart = null; hover.value = null; + tradeTip.value = null; activeTool.value = ''; } onMounted(build); onBeforeUnmount(teardown); watch(() => [props.candles, props.indicators, props.subPanes, props.showBoll, props.maPeriods, props.timeframe], () => { teardown(); build(); }, { deep: true }); +// 买卖点数据变化（导入/清空/开关显示）：只重画标记，不重建图表（保留滚动位置与用户画线） +watch(() => props.tradeMarkers, renderTradeMarkers, { deep: true }); // 涨跌配色切换：重建图表以应用新颜色 watch(() => settings.priceTone, () => { teardown(); build(); }); // 副图高度变化：仅调 pane 高度，不重建（保留滚动/画线状态） @@ -544,11 +759,11 @@ watch(() => props.subHeights, () => { if (!chart) return; const subTotal = props.subPanes.reduce((s, k) => s + subH(k), 0); const total = container.value?.clientHeight || 560; - chart.setPaneOptions({ id: 'candle_pane', height: Math.max(200, total - subTotal - 24) }); + chart.setPaneOptions({ id: 'candle_pane', height: Math.max(200, total - subTotal - 24), minHeight: 200 }); for (const key of props.subPanes) { const name = key === 'vol' ? 'VOL' : `pv-${key}`; const paneId = chart.getIndicators().find((i) => i.name === name)?.paneId; - if (paneId) chart.setPaneOptions({ id: paneId, height: subH(key) }); + if (paneId) chart.setPaneOptions({ id: paneId, height: subH(key), minHeight: 40 }); } }, { deep: true }); @@ -556,12 +771,13 @@ watch(() => props.subHeights, () => {