134 lines
5.8 KiB
Python
134 lines
5.8 KiB
Python
"""ETF 域路由：全市场列表（东财快照 + candles 行情）+ 同步任务。"""
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from __future__ import annotations
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from fastapi import APIRouter, Depends, HTTPException, Response
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from sqlalchemy import text
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from sqlalchemy.ext.asyncio import AsyncSession
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from sqlalchemy.sql.elements import TextClause
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from .. import cache
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from ..auth import require_user
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from ..config import settings
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from ..data import etf_sync as etf_sync_mod
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from ..db import get_session
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from ..schemas import EtfListItemOut, EtfListResponse, EtfSyncRequest, EtfSyncStatus
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from ._deps import cached_json_response, raw_json
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router = APIRouter()
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# ---------- ETF 列表（全市场浏览；行情走 candles 底座，规模/换手走东财快照） ----------
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# 与 /stocks 不同：成交额来自 candles 最新 bar（LATERAL），必须在分页前 join 才能参与
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# 排序 —— ETF 全市场仅 ~1100 行，3 个索引探测/行 也就几 ms，可以承受。
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# 排序列白名单（键→表达式）；order_by 由白名单拼接进模板，不接收用户原文。
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_ETFS_SORTS = {
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"symbol": "eb.symbol",
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"close": "c.close",
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"pct_chg": "pct_chg",
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"amount": "c.amount",
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"total_mv": "eb.total_mv",
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"circ_mv": "eb.circ_mv",
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"turnover_rate": "eb.turnover_rate",
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}
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_ETFS_SQL_TMPL = """
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SELECT eb.ts_code, eb.symbol, eb.name, eb.exchange, eb.list_date,
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(w.id IS NOT NULL) AS watched,
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eb.turnover_rate,
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round((eb.total_mv / 100000000.0)::numeric, 2) AS total_mv,
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round((eb.circ_mv / 100000000.0)::numeric, 2) AS circ_mv,
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c.close AS close, prev.close AS prev_close, c.ts AS last_ts,
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CASE WHEN c.close IS NOT NULL AND prev.close IS NOT NULL AND prev.close <> 0
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THEN round(((c.close / prev.close - 1) * 100)::numeric, 2) END AS pct_chg,
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round((c.amount / 100000000.0)::numeric, 2) AS amount
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FROM etf_basic eb
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LEFT JOIN watchlist_items w ON w.ts_code = eb.ts_code AND w.user_id = :uid
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LEFT JOIN LATERAL (
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SELECT close, ts, amount FROM candles
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WHERE symbol = eb.symbol AND timeframe = '1d'
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ORDER BY ts DESC LIMIT 1
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) c ON true
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LEFT JOIN LATERAL (
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SELECT close FROM candles
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WHERE symbol = eb.symbol AND timeframe = '1d' AND ts < c.ts
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ORDER BY ts DESC LIMIT 1
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) prev ON c.ts IS NOT NULL
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WHERE (:search = '' OR eb.symbol LIKE :psearch OR eb.name LIKE :psearch)
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AND (:exchange = '' OR eb.exchange = :exchange)
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AND (:watched_only = false OR w.id IS NOT NULL)
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ORDER BY {order_by}
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LIMIT :limit OFFSET :offset
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"""
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_ETFS_COUNT_SQL = text("""
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SELECT count(*) FROM etf_basic eb
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LEFT JOIN watchlist_items w ON w.ts_code = eb.ts_code AND w.user_id = :uid
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WHERE (:search = '' OR eb.symbol LIKE :psearch OR eb.name LIKE :psearch)
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AND (:exchange = '' OR eb.exchange = :exchange)
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AND (:watched_only = false OR w.id IS NOT NULL)
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""")
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def _etfs_sql(sort: str, order: str) -> TextClause:
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col = _ETFS_SORTS.get(sort, _ETFS_SORTS["symbol"])
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direction = "DESC" if order == "desc" else "ASC"
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nulls = " NULLS LAST" if col != "eb.symbol" else "" # 无行情/无快照的排最后
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return text(_ETFS_SQL_TMPL.format(order_by=f"{col} {direction}{nulls}"))
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@router.get("/etfs", response_model=EtfListResponse)
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async def list_etfs(
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search: str = "",
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exchange: str = "",
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watched_only: bool = False,
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sort: str = "symbol",
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order: str = "asc",
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limit: int = 100,
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offset: int = 0,
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session: AsyncSession = Depends(get_session),
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user=Depends(require_user),
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) -> Response:
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"""全市场场内 ETF 列表：etf_basic 名称/规模（东财快照）+ candles 最新收盘/涨跌幅/成交额。
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exchange ∈ {SH, SZ}（空 = 全部）；sort ∈ {symbol,close,pct_chg,amount,total_mv,circ_mv,
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turnover_rate}（白名单，其他值回落 symbol），order ∈ asc/desc；快照/行情列排序时
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缺失值恒排末尾。缓存：按「用户自选版本 + etf 版本 + 查询参数」缓存整页，
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ETF 同步完成（bump ver:etf / ver:candles）或自选增删即失效。
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"""
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search = search.strip()
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sort = sort if sort in _ETFS_SORTS else "symbol"
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order = "desc" if order.lower() == "desc" else "asc"
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limit = max(1, min(limit, 500))
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offset = max(0, offset)
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key = (
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f"etfsj:u{user.id}"
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f":v{await cache.get_version(f'watchlist:{user.id}')}"
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f":v{await cache.get_version('etf')}"
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f":{cache.digest(search, exchange, watched_only, sort, order, limit, offset)}"
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)
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cached = await cached_json_response(key)
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if cached is not None:
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return cached
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params = {
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"search": search, "psearch": f"%{search}%",
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"exchange": exchange.upper(), "watched_only": watched_only,
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"uid": user.id, "limit": limit, "offset": offset,
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}
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total = (await session.execute(_ETFS_COUNT_SQL, params)).scalar_one()
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rows = (await session.execute(_etfs_sql(sort, order), params)).mappings().all()
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resp = EtfListResponse(total=total, items=[EtfListItemOut(**r) for r in rows])
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raw = raw_json(resp)
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cache.local_set(key, raw, ttl=min(120, settings.stocks_cache_ttl))
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cache.set_bg(key, raw, ttl=settings.stocks_cache_ttl)
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return Response(content=raw, media_type="application/json")
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@router.post("/etf/sync", response_model=EtfSyncStatus)
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async def etf_sync_start(req: EtfSyncRequest) -> EtfSyncStatus:
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"""启动全市场 ETF 同步（后台任务：东财快照 -> etf_basic，逐只日线 -> candles）。"""
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return EtfSyncStatus(**await etf_sync_mod.start_sync(full=req.full))
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@router.get("/etf/sync/status", response_model=EtfSyncStatus)
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async def etf_sync_status(session: AsyncSession = Depends(get_session)) -> EtfSyncStatus:
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"""ETF 同步任务状态与数据实况（ETF 数 / 最新交易日）。"""
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return EtfSyncStatus(**await etf_sync_mod.get_status(session))
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