253 lines
11 KiB
Python
253 lines
11 KiB
Python
"""行情专题路由：大盘总览 / 打板 / 概念板块 / 指数（上证 K 线、国际指数、指数详情与权重）。"""
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from __future__ import annotations
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from datetime import datetime
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from fastapi import APIRouter, Depends, HTTPException, Response
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from pydantic import TypeAdapter
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from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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from .. import cache
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from ..data import index_global as index_mod
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from ..data import limit_board as limit_board_mod
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from ..data import ths_board as ths_board_mod
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from ..data.index_series import SH_INDEX, get_index_daily
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from ..data.aggregation import resample_bars
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from ..data.limit_board import LimitBoardError
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from ..data.market_overview import MarketOverviewError, fetch_overview
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from ..data.ths_board import ThsBoardError
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from ..db import async_session, get_session
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from ..models import StockBasic, TradeCalendar
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from ..schemas import (
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CandleOut,
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GlobalIndexListResponse,
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IndexBasicOut,
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IndexDetailResponse,
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IndexQuoteBriefOut,
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IndexValuationPointOut,
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IndexWeightItemOut,
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IndexWeightsResponse,
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LimitBoardResponse,
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MarketOverviewResponse,
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ThsBoardListResponse,
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ThsBoardMembersResponse,
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)
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from ._deps import INDEX_TIMEFRAMES, cached_json_response
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router = APIRouter()
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async def _is_trading_day_today() -> bool | None:
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"""今日是否 A 股交易日（trade_date 为 String(8) unique 索引，等值查亚毫秒级）；
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DB 不可用时返回 None，调用方回退 weekday 启发式（只影响盘中 TTL 精度）。"""
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today8 = datetime.now().strftime("%Y%m%d")
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try:
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async with async_session() as s:
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return bool(await s.scalar(
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select(TradeCalendar.id).where(TradeCalendar.trade_date == today8).limit(1)
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))
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except Exception: # noqa: BLE001
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return None
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@router.get("/market/overview", response_model=MarketOverviewResponse)
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async def get_market_overview(session: AsyncSession = Depends(get_session)) -> MarketOverviewResponse:
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"""主页大盘总览：A 股 + 港美指数实时价（腾讯）叠加收盘历史走势（tushare），
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沪深两市市值/成交统计 + 成交额历史。部分来源失败不影响其余。
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"""
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is_trading_day: bool | None = None
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try:
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is_trading_day = bool(await session.scalar(
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select(TradeCalendar.id).where(
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TradeCalendar.trade_date == datetime.now().strftime("%Y%m%d")).limit(1)
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))
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except Exception: # noqa: BLE001 —— 判定失败只影响「今日盘中 bar」是否追加
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pass
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try:
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data = await fetch_overview(is_trading_day=is_trading_day)
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except MarketOverviewError as e:
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raise HTTPException(status_code=503, detail=str(e)) from e
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return MarketOverviewResponse(**data)
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@router.get("/market/limit-board", response_model=LimitBoardResponse)
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async def get_limit_board(session: AsyncSession = Depends(get_session)) -> LimitBoardResponse:
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"""首页打板专题（同花顺口径）：涨停/炸板/跌停三池 + 连板天梯 + 涨停最强板块，
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当日快照（盘中 5 分钟 / 盘后 4 小时，整包 SWR 缓存）。部分池失败不影响其余。"""
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is_trading_day: bool | None = None
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try:
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is_trading_day = bool(await session.scalar(
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select(TradeCalendar.id).where(
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TradeCalendar.trade_date == datetime.now().strftime("%Y%m%d")).limit(1)
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))
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except Exception: # noqa: BLE001 —— 判定失败回退 weekday 启发式（影响盘中 TTL 精度而已）
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pass
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try:
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data = await limit_board_mod.fetch_limit_board(is_trading_day)
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except LimitBoardError as e:
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raise HTTPException(status_code=503, detail=str(e)) from e
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return LimitBoardResponse(**data)
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@router.get("/market/boards", response_model=ThsBoardListResponse)
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async def list_ths_boards() -> ThsBoardListResponse:
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"""概念/行业板块列表（同花顺口径，全部类型一次给全，前端本地过滤）：
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ths_index 列表直缓存 24h + ths_daily 当日快照 SWR（盘中 5 分钟 / 盘后 4 小时）。"""
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try:
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data = await ths_board_mod.fetch_boards(await _is_trading_day_today())
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except ThsBoardError as e:
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raise HTTPException(status_code=503, detail=str(e)) from e
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return ThsBoardListResponse(**data)
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@router.get("/market/boards/{code}/members", response_model=ThsBoardMembersResponse)
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async def list_ths_board_members(code: str, session: AsyncSession = Depends(get_session)) -> ThsBoardMembersResponse:
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"""板块成分股（ths_member 懒加载缓存 24h）+ 最新现价/涨跌幅（candles LATERAL 现算）。"""
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bc = code.strip().upper()
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try:
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boards = await ths_board_mod.get_board_list()
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except ThsBoardError as e:
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raise HTTPException(status_code=503, detail=str(e)) from e
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board = next((b for b in boards if b["ts_code"] == bc), None)
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if board is None:
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raise HTTPException(status_code=404, detail=f"未知板块: {bc}")
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try:
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members = await ths_board_mod.get_members(session, bc)
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except Exception:
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raise HTTPException(status_code=503, detail="板块成分拉取失败，请稍后重试")
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return ThsBoardMembersResponse(code=bc, name=board.get("name"), members=members)
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@router.get("/market/index-candles", response_model=list[CandleOut])
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async def get_index_candles(timeframe: str = "1d") -> Response:
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"""上证指数全量 K 线：日线为基底（tushare index_daily，进程内+Redis 缓存），
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聚合到 1d/1w/1M/1y。收盘口径（数据随 EOD 更新，与总览 spark 一致）。"""
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if timeframe not in INDEX_TIMEFRAMES:
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raise HTTPException(status_code=400, detail=f"timeframe 仅支持 {'/'.join(INDEX_TIMEFRAMES)}")
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key = f"idxkj:{cache.digest('idxc', SH_INDEX, timeframe)}"
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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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try:
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bars = resample_bars(await get_index_daily(), timeframe)
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=502, detail=f"指数数据获取失败: {e}")
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outs = [
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CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close,
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volume=b.volume, amount=b.amount, turnover=None)
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for b in bars
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]
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# pydantic-core 序列化（与 raw_json 同款），历史不可变、TTL 兜到当日更新
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raw = TypeAdapter(list[CandleOut]).dump_json(outs).decode()
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cache.local_set(key, raw, ttl=300)
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await cache.cache_set(key, raw, ttl=7200)
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return Response(content=raw, media_type="application/json")
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@router.get("/market/global-indexes", response_model=GlobalIndexListResponse)
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async def get_global_indexes() -> GlobalIndexListResponse:
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"""国际指数卡片列表（index_global 21 个指数最新收盘 + 45 日 spark，SWR 缓存）。"""
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try:
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data = await index_mod.fetch_global_list()
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except index_mod.GlobalIndexError as e:
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raise HTTPException(status_code=503, detail=str(e)) from e
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payload = dict(data)
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payload["updated_at"] = payload.pop("fetched_at")
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return GlobalIndexListResponse(**payload)
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def _index_or_404(code: str) -> str:
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"""详情/K线/权重接口只放行白名单内的指数 code。"""
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if not index_mod.ensure_known(code):
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raise HTTPException(status_code=404, detail=f"不支持的指数代码: {code}")
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return code
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@router.get("/market/indexes/{code}", response_model=IndexDetailResponse)
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async def get_index_detail(code: str) -> IndexDetailResponse:
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"""指数详情聚合：最新行情（收盘口径）+ 基本信息（国内 index_basic / 国际静态表）
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+ 估值指标（index_dailybasic，仅部分国内指数）。各层自带缓存，直接组装。"""
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code = _index_or_404(code)
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if index_mod.is_cn_index(code):
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name, region = index_mod.CN_INDEXES.get(code, code), "cn"
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else:
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g = index_mod.GLOBAL_META[code]
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name, region = g["name"], g["region"]
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try:
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quote = await index_mod.fetch_index_quote(code)
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except index_mod.GlobalIndexError as e:
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raise HTTPException(status_code=502, detail=f"指数行情获取失败: {e}") from e
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basic_raw = await index_mod.get_index_basic(code)
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basic = IndexBasicOut(**basic_raw) if basic_raw else None
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valuation_rows = await index_mod.get_index_valuation(code)
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valuation = IndexValuationPointOut(**valuation_rows[-1]) if valuation_rows else None
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history = [IndexValuationPointOut(**r) for r in valuation_rows]
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return IndexDetailResponse(
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code=code, name=name, region=region,
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quote=IndexQuoteBriefOut(**quote),
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basic=basic, valuation=valuation, valuation_history=history,
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)
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@router.get("/market/indexes/{code}/candles", response_model=list[CandleOut])
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async def get_any_index_candles(code: str, timeframe: str = "1d") -> Response:
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"""白名单指数全量 K 线（国内 index_daily / 国际 index_global），1d/1w/1M/1y 聚合。
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收盘口径，历史不可变、TTL 兜到当日更新（与首页上证 K 线同款缓存策略）。"""
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code = _index_or_404(code)
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if timeframe not in INDEX_TIMEFRAMES:
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raise HTTPException(status_code=400, detail=f"timeframe 仅支持 {'/'.join(INDEX_TIMEFRAMES)}")
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key = f"idxck:{cache.digest('idxk2', code, timeframe)}"
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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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try:
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bars = resample_bars(await index_mod.get_index_bars(code), timeframe)
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=502, detail=f"指数数据获取失败: {e}")
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outs = [
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CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close,
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volume=b.volume, amount=b.amount, turnover=None)
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for b in bars
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]
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raw = TypeAdapter(list[CandleOut]).dump_json(outs).decode()
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cache.local_set(key, raw, ttl=300)
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await cache.cache_set(key, raw, ttl=7200)
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return Response(content=raw, media_type="application/json")
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@router.get("/market/indexes/{code}/weights", response_model=IndexWeightsResponse)
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async def get_index_weights(
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code: str,
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limit: int = 50,
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session: AsyncSession = Depends(get_session),
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) -> IndexWeightsResponse:
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"""指数成分股权重（index_weight 最近月度快照，按权重降序取前 limit）。
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仅国内指数有数据；成分股名称从本地 stock_basic 回填。"""
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code = _index_or_404(code)
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limit = max(1, min(limit, 300))
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data = await index_mod.get_index_weights(code)
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if data is None:
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raise HTTPException(status_code=404, detail=f"该指数暂无成分权重数据: {code}")
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items = data["items"][:limit]
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codes = [it["con_code"] for it in items]
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names: dict[str, str] = {}
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if codes:
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try:
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rows = await session.execute(
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select(StockBasic.ts_code, StockBasic.name).where(StockBasic.ts_code.in_(codes))
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)
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names = {r[0]: r[1] for r in rows.all()}
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except Exception: # noqa: BLE001 —— 名称缺失不阻塞权重展示
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pass
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return IndexWeightsResponse(
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trade_date=data["trade_date"], total=data["total"],
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items=[IndexWeightItemOut(con_code=c, name=names.get(c), weight=w)
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for c, w in ((it["con_code"], it["weight"]) for it in items)],
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)
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