234 lines
9.1 KiB
Python
234 lines
9.1 KiB
Python
"""首页打板专题（tushare 同花顺版：limit_list_ths / limit_step / limit_cpt_list）。
|
||
|
||
整包 SWR（仿 index_global 列表层）：进程内 state 新鲜直返 -> Redis 回填 ->
|
||
有旧值先返 + 后台刷新 -> 冷启动同步拉。盘中（交易日 09:15-15:30）数据源即有
|
||
当日快照（实测 quicksync 镜像盘中可取当日）-> fresh TTL 压到 5 分钟；其余时段 4 小时。
|
||
|
||
镜像坑（见 reference.py 注释）：不传 fields；limit_list_ths 必须显式传 trade_date
|
||
（缺省返回多日混包且 4000 行封顶）；涨停/连扳池才有 tag/status/lu_desc/封单额，
|
||
炸板池只有价格与打开次数，跌停池几乎只有价格——行模型统一、字段可选。
|
||
"""
|
||
from __future__ import annotations
|
||
|
||
import asyncio
|
||
import math
|
||
import time
|
||
from datetime import date, datetime, timedelta
|
||
|
||
from .. import cache
|
||
from ..config import settings
|
||
from .sync_utils import call_retry, f_clean, get_pro_lazy, s_clean
|
||
|
||
_BOARD_KEY = "limit_board:daily:v1" # Redis 整包缓存键（v1 起版）
|
||
_REDIS_TTL = 3600 # 进程重启后的回填来源
|
||
_INTRADAY_TTL = 300.0 # 交易时段内的 fresh TTL（5 分钟准实时）
|
||
_MAX_DATE_BACKTRACK = 5 # trade_date 定位回退天数（覆盖节假日/盘前）
|
||
_BLOCKS_OUT = 12 # 最强板块输出条数
|
||
|
||
|
||
class LimitBoardError(RuntimeError):
|
||
"""三池全部拉不到（token/网络故障）——接口层转 503。"""
|
||
|
||
|
||
def _yi(v) -> float | None:
|
||
"""元 -> 亿元（2 位小数）。"""
|
||
f = f_clean(v)
|
||
return None if f is None else round(f / 1e8, 2)
|
||
|
||
|
||
def _fetch_pool_sync(pro, trade_date: str, limit_type: str):
|
||
time.sleep(settings.screener_sync_interval)
|
||
return call_retry(pro.limit_list_ths, trade_date=trade_date, limit_type=limit_type)
|
||
|
||
|
||
def _pool_rows(df, mode: str) -> list[dict]:
|
||
"""行裁剪 + 单位换算。mode: up / broken / down。"""
|
||
if df is None or df.empty:
|
||
return []
|
||
rows: list[dict] = []
|
||
for _, r in df.iterrows():
|
||
row = {
|
||
"ts_code": s_clean(r.get("ts_code")),
|
||
"name": s_clean(r.get("name")),
|
||
"price": f_clean(r.get("price")),
|
||
"pct_chg": f_clean(r.get("pct_chg")),
|
||
}
|
||
if not row["ts_code"]:
|
||
continue
|
||
if mode == "up":
|
||
row.update({
|
||
"tag": s_clean(r.get("tag")),
|
||
"status": s_clean(r.get("status")),
|
||
"lu_desc": s_clean(r.get("lu_desc")),
|
||
"open_num": f_clean(r.get("open_num")),
|
||
"limit_amount_yi": _yi(r.get("limit_amount")), # 封单额（亿）
|
||
"turnover_yi": _yi(r.get("turnover")), # 成交额（亿）
|
||
"first_lu_time": s_clean(r.get("first_lu_time")),
|
||
"limit_up_suc_rate": f_clean(r.get("limit_up_suc_rate")),
|
||
})
|
||
elif mode == "broken":
|
||
row.update({
|
||
"open_num": f_clean(r.get("open_num")),
|
||
"first_lu_time": s_clean(r.get("first_lu_time")),
|
||
"last_lu_time": s_clean(r.get("last_lu_time")),
|
||
})
|
||
rows.append(row)
|
||
if mode == "up":
|
||
# 封单额降序（打板看封单强度）；封单额缺失（镜像个别行）沉底
|
||
rows.sort(key=lambda x: (x.get("limit_amount_yi") is None, -(x.get("limit_amount_yi") or 0)))
|
||
return rows
|
||
|
||
|
||
def _fetch_board_sync() -> dict:
|
||
"""定位交易日并拉三池 + 天梯 + 最强板块（同步网络 IO，需在 to_thread 里跑）。"""
|
||
pro = get_pro_lazy()
|
||
errors: list[str] = []
|
||
|
||
# trade_date 定位：今日起逐日回退，取第一个涨停池非空的日期
|
||
# （盘前/节假日当日为空；tushare 错误直接抛——定位失败无意义继续）
|
||
trade_date: str | None = None
|
||
up_rows: list[dict] = []
|
||
for i in range(_MAX_DATE_BACKTRACK):
|
||
d = (date.today() - timedelta(days=i)).strftime("%Y%m%d")
|
||
df = _fetch_pool_sync(pro, d, "涨停池")
|
||
if df is not None and not df.empty:
|
||
trade_date = d
|
||
up_rows = _pool_rows(df, "up")
|
||
break
|
||
if trade_date is None:
|
||
raise LimitBoardError(f"近 {_MAX_DATE_BACKTRACK} 天均无涨停池数据（节假日或数据源故障）")
|
||
|
||
broken_rows: list[dict] = []
|
||
try:
|
||
broken_rows = _pool_rows(_fetch_pool_sync(pro, trade_date, "炸板池"), "broken")
|
||
except Exception as e: # noqa: BLE001 —— 单池失败不拖垮整包
|
||
errors.append(f"炸板池: {str(e)[:60]}")
|
||
|
||
down_rows: list[dict] = []
|
||
try:
|
||
down_rows = _pool_rows(_fetch_pool_sync(pro, trade_date, "跌停池"), "down")
|
||
except Exception as e: # noqa: BLE001
|
||
errors.append(f"跌停池: {str(e)[:60]}")
|
||
|
||
ladder: list[dict] = []
|
||
try:
|
||
time.sleep(settings.screener_sync_interval)
|
||
step = call_retry(pro.limit_step, trade_date=trade_date)
|
||
if step is not None and not step.empty:
|
||
for _, r in step.iterrows():
|
||
code = s_clean(r.get("ts_code"))
|
||
n = f_clean(r.get("nums"))
|
||
if code and n:
|
||
ladder.append({"ts_code": code, "name": s_clean(r.get("name")), "nums": int(n)})
|
||
ladder.sort(key=lambda x: -x["nums"])
|
||
except Exception as e: # noqa: BLE001
|
||
errors.append(f"连板天梯: {str(e)[:60]}")
|
||
|
||
blocks: list[dict] = []
|
||
try:
|
||
time.sleep(settings.screener_sync_interval)
|
||
cpt = call_retry(pro.limit_cpt_list, trade_date=trade_date)
|
||
if cpt is not None and not cpt.empty:
|
||
for _, r in cpt.head(_BLOCKS_OUT).iterrows():
|
||
blocks.append({
|
||
"name": s_clean(r.get("name")),
|
||
"days": f_clean(r.get("days")),
|
||
"up_stat": s_clean(r.get("up_stat")),
|
||
"cons_nums": f_clean(r.get("cons_nums")),
|
||
"up_nums": f_clean(r.get("up_nums")),
|
||
"pct_chg": f_clean(r.get("pct_chg")),
|
||
})
|
||
except Exception as e: # noqa: BLE001
|
||
errors.append(f"最强板块: {str(e)[:60]}")
|
||
|
||
# 连板分布（limit_step 只含 2 板及以上；1 板 = 涨停池 tag 首板数）
|
||
dist: dict[int, int] = {}
|
||
for x in ladder:
|
||
dist[x["nums"]] = dist.get(x["nums"], 0) + 1
|
||
summary = {
|
||
"up_count": len(up_rows),
|
||
"broken_count": len(broken_rows),
|
||
"down_count": len(down_rows),
|
||
"first_board_count": sum(1 for x in up_rows if x.get("tag") == "首板"),
|
||
"max_ladder": ladder[0] if ladder else None,
|
||
"ladder_dist": [{"nums": k, "count": v} for k, v in sorted(dist.items())],
|
||
}
|
||
return {
|
||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:]}",
|
||
"summary": summary,
|
||
"up": up_rows,
|
||
"broken": broken_rows,
|
||
"down": down_rows,
|
||
"ladder": ladder,
|
||
"blocks": blocks,
|
||
"errors": errors,
|
||
}
|
||
|
||
|
||
# ---------- 整包 SWR（进程内 -> Redis 回填 -> 旧值先返 + 后台刷新 -> 冷启动同步拉） ----------
|
||
|
||
_state: dict = {"payload": None}
|
||
_refreshing = False
|
||
_refresh_error: str | None = None
|
||
_bg_tasks: set[asyncio.Task] = set()
|
||
|
||
|
||
def _fresh_ttl(is_trading_day: bool | None) -> float:
|
||
"""交易时段 5 分钟（镜像盘中即有当日快照）；其余 4 小时（盘后数据不变）。"""
|
||
if is_trading_day is None:
|
||
is_trading_day = datetime.now().weekday() < 5 # 判定失败回退 weekday 启发式
|
||
if is_trading_day:
|
||
now = datetime.now()
|
||
t = now.hour * 60 + now.minute
|
||
if 9 * 60 + 15 <= t <= 15 * 60 + 30:
|
||
return _INTRADAY_TTL
|
||
return float(settings.market_eod_fresh_ttl)
|
||
|
||
|
||
async def _refresh() -> dict:
|
||
data = await asyncio.to_thread(_fetch_board_sync)
|
||
payload = {**data, "updated_at": datetime.now().isoformat(), "fetched_ts": time.time()}
|
||
_state["payload"] = payload
|
||
await cache.cache_set(_BOARD_KEY, payload, ttl=_REDIS_TTL)
|
||
return payload
|
||
|
||
|
||
async def _refresh_wrapped() -> None:
|
||
global _refresh_error, _refreshing
|
||
try:
|
||
await _refresh()
|
||
_refresh_error = None
|
||
except Exception as e: # noqa: BLE001 —— 后台刷新失败静默记错，下次并入 errors
|
||
_refresh_error = f"打板专题后台刷新: {str(e)[:60]}"
|
||
finally:
|
||
_refreshing = False
|
||
|
||
|
||
def _spawn_refresh() -> None:
|
||
global _refreshing
|
||
if _refreshing:
|
||
return
|
||
_refreshing = True
|
||
task = asyncio.create_task(_refresh_wrapped())
|
||
_bg_tasks.add(task)
|
||
task.add_done_callback(_bg_tasks.discard)
|
||
|
||
|
||
async def fetch_limit_board(is_trading_day: bool | None) -> dict:
|
||
"""打板专题整包读取（SWR）。冷启动同步拉（5 次调用约 2-4s）；此后盘中 5 分钟/盘后 4 小时。"""
|
||
ttl = _fresh_ttl(is_trading_day)
|
||
p = _state["payload"]
|
||
if p is not None and time.time() - p["fetched_ts"] < ttl:
|
||
return p
|
||
if p is None:
|
||
cached = await cache.cache_get(_BOARD_KEY)
|
||
if cached:
|
||
p = cached
|
||
_state["payload"] = p
|
||
if p is not None:
|
||
_spawn_refresh()
|
||
if _refresh_error and not p.get("errors"):
|
||
p = {**p, "errors": [_refresh_error]}
|
||
return p
|
||
return await _refresh()
|