713 lines
27 KiB
Python
713 lines
27 KiB
Python
"""Pydantic DTO —— 这就是 OpenAPI 契约（前端据此生成类型化客户端）。
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契约先于业务锁定：字段一旦定下，前端可并行开发，后端实现改动不影响前端。
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"""
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from __future__ import annotations
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from datetime import date, datetime
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from typing import Literal
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from pydantic import BaseModel, Field
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# ---------- Candle ----------
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class CandleOut(BaseModel):
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ts: datetime
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open: float
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high: float
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low: float
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close: float
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volume: float
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amount: float | None = None # 成交额（元）；无数据为 null
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turnover: float | None = None # 换手率 %；无数据为 null
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model_config = {"from_attributes": True}
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# ---------- Backtest ----------
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class BacktestRequest(BaseModel):
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symbol: str = "000001"
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timeframe: str = "1d"
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strategy: str = "macd_cross" # macd_cross | ma_cross | single_ma
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params: dict[str, float] = Field(default_factory=dict) # 各策略参数
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initial_cash: float = 1000000.0
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fast_mode: bool = False # True => 关闭 T+1/费用，交互试探
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start: datetime | None = None
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end: datetime | None = None
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class SignalOut(BaseModel):
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ts: datetime
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side: str # "buy" | "sell"
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price: float
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qty: float
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class EquityPoint(BaseModel):
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ts: datetime
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value: float
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class IndicatorOut(BaseModel):
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strategy: str
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data: dict[str, list[float | None]] = {} # 列名 -> 序列（MACD: macd/signal/hist；均线: fast/slow 或 ma）
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class MetricsOut(BaseModel):
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total_return: float
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max_drawdown: float
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sharpe: float
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volatility: float
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num_trades: int = 0
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win_rate: float = 0.0
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class BacktestResponse(BaseModel):
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symbol: str
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timeframe: str
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strategy: str
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candles: list[CandleOut]
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indicators: IndicatorOut
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signals: list[SignalOut]
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equity: list[EquityPoint]
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metrics: MetricsOut
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final_cash: float
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final_position: float
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initial_cash: float
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class SyncRequest(BaseModel):
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symbol: str
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start: str | None = None # YYYYMMDD
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end: str | None = None
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source: str = "auto" # auto | tushare | akshare
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force: bool = False # True => 忽略缓存重新拉取
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# ---------- Event Backtest（自然语言事件回测） ----------
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class EventBacktestSpec(BaseModel):
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"""事件回测参数：entry 条件在信号日 D 收盘确认 -> D+1 买入 -> 持有 N 日卖出。"""
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entry: ScreenConditions
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entry_timing: Literal["next_open", "next_close"] = "next_open" # 次日开盘/收盘买入
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holding_days: int = Field(default=3, ge=1, le=250) # 买入后再持有 N 个交易日
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exit_timing: Literal["close", "open"] = "close" # 到期按收盘/开盘卖出
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class EventBacktestRequest(BaseModel):
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text: str = Field(min_length=2, max_length=500)
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spec: EventBacktestSpec | None = None # 直传则跳过 LLM 解析（调参重跑）
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ts_code: str | None = None # 指定则只回测该股；空则全市场
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start: datetime | None = None
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end: datetime | None = None
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class EventTradeOut(BaseModel):
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ts_code: str
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name: str | None = None
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entry_date: datetime
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entry_price: float
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exit_date: datetime
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exit_price: float
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ret_pct: float # 区间收益率 %（复权校正）
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class EventYearStatOut(BaseModel):
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year: int
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samples: int
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mean_pct: float
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median_pct: float
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win_rate: float
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class EventStatsOut(BaseModel):
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samples: int
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stocks: int
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mean_pct: float
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median_pct: float
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win_rate: float # %
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std_pct: float = 0.0
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p10_pct: float = 0.0
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p25_pct: float = 0.0
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p75_pct: float = 0.0
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p90_pct: float = 0.0
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max_pct: float = 0.0
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min_pct: float = 0.0
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by_year: list[EventYearStatOut] = Field(default_factory=list)
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class EventBacktestResponse(BaseModel):
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text: str
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spec: EventBacktestSpec
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universe: str # "all" 或 ts_code
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start: datetime
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end: datetime
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stats: EventStatsOut
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trades: list[EventTradeOut] = Field(default_factory=list) # 最好+最差样本（各 100）
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total: int
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class SyncResponse(BaseModel):
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symbol: str
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bars: int
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source: str
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# ---------- Screener（智能选股） ----------
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Op = Literal["gt", "ge", "lt", "le", "between"]
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class IndicatorCondition(BaseModel):
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"""技术指标条件（在最近 lookback 个交易日窗口内判定）。
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indicator 白名单见 screener/llm.py 的 SYSTEM_PROMPT（kdj_j / rsi / macd_dif…）。
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设置 value_indicator 时为指标间比较（如 DIF > DEA、close < boll_lower），value 填 0 占位。
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"""
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indicator: str
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params: dict[str, float] = Field(default_factory=dict) # 如 {"n": 9, "m1": 3, "m2": 3}
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op: Op
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value: float
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value2: float | None = None # between 上界
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value_indicator: str | None = None # 比较对象为另一指标（同白名单）时使用
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value_params: dict[str, float] = Field(default_factory=dict) # 比较对象指标参数（默认沿用 params/默认值）
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lookback: int = 1 # 检查最近 N 个交易日
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match: Literal["all", "any"] = "all" # all=连续满足；any=任一满足
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class SnapshotCondition(BaseModel):
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"""每日快照条件（最新交易日截面）。市值单位亿元；换手率为百分数（5 表示 5%）。"""
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field: str # total_mv|circ_mv|pe_ttm|pb|turnover_rate|close
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op: Op
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value: float
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value2: float | None = None
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class ScreenConditions(BaseModel):
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indicator: list[IndicatorCondition] = Field(default_factory=list)
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snapshot: list[SnapshotCondition] = Field(default_factory=list)
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exclude_st: bool = True
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exclude_delisted: bool = True
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exclude_bj: bool = True # 排除北交所
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class ScreenerRunRequest(BaseModel):
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text: str = Field(min_length=2, max_length=500)
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# 直传条件则跳过 LLM 解析（预留给"微调再跑"）
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conditions: ScreenConditions | None = None
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class ScreenerItemOut(BaseModel):
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ts_code: str
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name: str
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close: float | None = None # 最新收盘价（元）
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pct_chg: float | None = None # 日涨跌幅 %
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total_mv: float | None = None # 总市值（亿元）
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circ_mv: float | None = None # 流通市值（亿元）
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pe_ttm: float | None = None
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pb: float | None = None
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turnover_rate: float | None = None
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indicators: dict[str, float | None] = Field(default_factory=dict) # 引用到的指标最新值
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class ScreenerRunResponse(BaseModel):
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conditions: ScreenConditions
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trade_date: datetime | None # 数据基准交易日
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total: int # 命中总数（items 可能被截断）
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items: list[ScreenerItemOut]
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indicator_labels: dict[str, str] = Field(default_factory=dict) # "kdj_j" -> "KDJ J(9,3,3)"
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class ScreenerSyncRequest(BaseModel):
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days: int = Field(default=90, ge=10, le=250) # 同步最近 N 个交易日
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force: bool = False # True => 全量重拉（幂等）
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class ScreenerSyncStatus(BaseModel):
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running: bool
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step: str | None = None # 进行中步骤文案
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total_days: int = 0
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done_days: int = 0
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error: str | None = None
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ready: bool = False # 至少 1 个交易日数据可用于选股
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last_trade_date: datetime | None = None
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last_synced_at: datetime | None = None
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stats: dict[str, int] = Field(default_factory=dict) # stocks/daily_rows/snapshot_rows/dates
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# ---------- 个股详情预览（选股结果点入，全屏同花顺/通达信式） ----------
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class PreviewInfoOut(BaseModel):
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ts_code: str
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symbol: str
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name: str
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industry: str | None = None
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area: str | None = None
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market: str | None = None # 主板/创业板/科创板/北交所
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list_date: str | None = None
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trade_date: datetime | None = None # 行情/信息卡数据基准交易日
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open: float | None = None
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high: float | None = None
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low: float | None = None
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close: float | None = None
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pre_close: float | None = None
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pct_chg: float | None = None # 日涨跌幅 %
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volume_hand: float | None = None # 成交量（手）
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amount_yi: float | None = None # 成交额（亿元）
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turnover_rate: float | None = None # 换手率 %
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pe_ttm: float | None = None
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pb: float | None = None
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total_mv: float | None = None # 总市值（亿元）
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circ_mv: float | None = None # 流通市值（亿元）
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class PreviewResponse(BaseModel):
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ts_code: str
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symbol: str
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source: str # bfq|qfq|hfq=实际复权口径（本地 adj_factor 换算） | market=近段未复权兜底
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info: PreviewInfoOut
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candles: list[CandleOut]
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indicators: dict[str, dict[str, list[float | None]]] = Field(default_factory=dict)
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# indicators 形如 {"ma": {"ma5": [...], ...}, "macd": {"dif": ...}, "kdj": {...}, "rsi": {...}, "boll": {...}}
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has_more: bool = False # 返回窗口之前是否还有更早历史（前端向左滚动翻页用）
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# ---------- 公司简介（tushare stock_company，详情页按需懒加载） ----------
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class StockCompanyOut(BaseModel):
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ts_code: str
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com_name: str | None = None # 公司全称
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com_id: str | None = None # 统一社会信用代码
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chairman: str | None = None # 法人代表
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manager: str | None = None # 总经理
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secretary: str | None = None # 董秘
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reg_capital: float | None = None # 注册资本（万元）
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setup_date: str | None = None # 注册日期 YYYYMMDD（展示层换算）
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province: str | None = None # 所在省份
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city: str | None = None # 所在城市
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introduction: str | None = None # 公司介绍
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website: str | None = None # 公司主页
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email: str | None = None # 电子邮件
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office: str | None = None # 办公地址
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employees: int | None = None # 员工人数
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main_business: str | None = None # 主要业务及产品
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business_scope: str | None = None # 经营范围
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# ---------- 财务数据（fina_indicator + 三大报表关键值，详情页按需懒加载） ----------
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class StockFinanceRecordOut(BaseModel):
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"""一行 = 一个报告期。金额单位元（展示层换算亿/万），比率与同比为百分数。"""
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end_date: str # 报告期 YYYYMMDD
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ann_date: str | None = None # 公告日 YYYYMMDD
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eps: float | None = None # 基本每股收益（元）
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bps: float | None = None # 每股净资产（元）
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ocfps: float | None = None # 每股经营现金流净额（元）
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roe: float | None = None # 净资产收益率 %
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roe_dt: float | None = None # 扣非净资产收益率 %
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grossprofit_margin: float | None = None # 销售毛利率 %
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netprofit_margin: float | None = None # 销售净利率 %
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debt_to_assets: float | None = None # 资产负债率 %
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or_yoy: float | None = None # 营业收入同比 %
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netprofit_yoy: float | None = None # 归母净利润同比 %
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dt_netprofit_yoy: float | None = None # 扣非净利润同比 %
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profit_dedt: float | None = None # 扣非净利润（元）
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rd_exp: float | None = None # 研发投入（元）
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total_revenue: float | None = None # 营业总收入（元）
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operate_profit: float | None = None # 营业利润（元）
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n_income_attr_p: float | None = None # 归母净利润（元）
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total_assets: float | None = None # 总资产（元）
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total_hldr_eqy: float | None = None # 归母股东权益（元）
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n_cashflow_act: float | None = None # 经营现金流净额（元）
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class StockFinanceOut(BaseModel):
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ts_code: str
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records: list[StockFinanceRecordOut] # 按报告期倒序（records[0] = 最新报告期）
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# ---------- 分红送股（tushare dividend，详情页按需懒加载） ----------
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class StockDividendRecordOut(BaseModel):
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end_date: str | None = None # 分红年度 YYYYMMDD
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ann_date: str | None = None # 预案公告日
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div_proc: str | None = None # 实施进度（预案/实施）
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stk_div: float | None = None # 每股送转
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stk_bo_rate: float | None = None # 每股送股比例
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stk_co_rate: float | None = None # 每股转增比例
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cash_div: float | None = None # 每股分红（税后，元）
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cash_div_tax: float | None = None # 每股分红（税前，元）
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base_share: float | None = None # 基准股本（万股）
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record_date: str | None = None # 股权登记日
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ex_date: str | None = None # 除权除息日（K线标记锚点）
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pay_date: str | None = None # 派息日
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div_listdate: str | None = None # 红股上市日
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imp_ann_date: str | None = None # 实施公告日
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class StockDividendOut(BaseModel):
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ts_code: str
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records: list[StockDividendRecordOut] # 按分红年度倒序；空列表 = 确认无分红
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# ---------- 参考数据（tushare 参考数据版块，详情页按需懒加载） ----------
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class StockReferenceOut(BaseModel):
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"""rows_json 快照直出：records 为清洗后的 tushare 原始行，字段随 kind 而异。"""
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ts_code: str
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kind: str # 白名单见 app/data/reference.py REFERENCE_KINDS
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records: list[dict[str, str | float | None]] = Field(default_factory=list)
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# ---------- 打板专题（主页，同花顺口径） ----------
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class LimitStockOut(BaseModel):
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"""涨跌停榜单行：三池共用，涨停池字段最全（炸板/跌停池仅价格类字段）。"""
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ts_code: str
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name: str | None = None
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price: float | None = None # 收盘价（元）
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pct_chg: float | None = None # 涨跌幅 %
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tag: str | None = None # 涨停标签：首板 / 2天2板（仅涨停池）
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status: str | None = None # 涨停状态：一字板 / 换手板 / N连板（仅涨停池）
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lu_desc: str | None = None # 涨停原因（仅涨停池）
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open_num: float | None = None # 打开次数
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limit_amount_yi: float | None = None # 封单额（亿元，仅涨停池）
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turnover_yi: float | None = None # 成交额（亿元，仅涨停池）
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first_lu_time: str | None = None # 首次涨停时间
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last_lu_time: str | None = None # 最后涨停时间（仅炸板池）
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limit_up_suc_rate: float | None = None # 近一年封板率 %（仅涨停池）
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class LimitLadderOut(BaseModel):
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ts_code: str
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name: str | None = None
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nums: int # 连板数
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class LimitBlockOut(BaseModel):
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name: str | None = None # 同花顺概念板块名
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days: float | None = None # 板块连涨天数
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up_stat: str | None = None # 如「6天3板」
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cons_nums: float | None = None # 连板家数
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up_nums: float | None = None # 涨停家数
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pct_chg: float | None = None # 板块涨跌 %
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class LimitSummaryOut(BaseModel):
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up_count: int = 0
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broken_count: int = 0
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down_count: int = 0
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first_board_count: int = 0
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max_ladder: LimitLadderOut | None = None
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ladder_dist: list[dict[str, int]] = Field(default_factory=list) # [{nums, count}] 升序（2板起）
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class LimitBoardResponse(BaseModel):
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trade_date: str # YYYY-MM-DD
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updated_at: str
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summary: LimitSummaryOut
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up: list[LimitStockOut] = Field(default_factory=list) # 涨停池（按封单额降序）
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broken: list[LimitStockOut] = Field(default_factory=list) # 炸板池
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down: list[LimitStockOut] = Field(default_factory=list) # 跌停池
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ladder: list[LimitLadderOut] = Field(default_factory=list) # 连板天梯（连板数降序）
|
||
blocks: list[LimitBlockOut] = Field(default_factory=list) # 涨停最强板块
|
||
errors: list[str] = Field(default_factory=list)
|
||
|
||
|
||
# ---------- 概念板块（THS：ths_index 列表 + ths_daily 行情 + ths_member 成分） ----------
|
||
class ThsBoardOut(BaseModel):
|
||
ts_code: str # 885835.TI / 700001.TI
|
||
name: str | None = None
|
||
type: str | None = None # N概念 I行业 TH主题 S特色 R地域 BB宽基 ST风格
|
||
count: float | None = None # 成分个数
|
||
list_date: str | None = None # YYYYMMDD
|
||
close: float | None = None # 板块指数收盘（当日快照）
|
||
pct_change: float | None = None # 涨跌幅 %
|
||
vol: float | None = None # 成交量（手）
|
||
turnover_rate: float | None = None # 换手率 %
|
||
|
||
|
||
class ThsBoardListResponse(BaseModel):
|
||
trade_date: str | None = None
|
||
updated_at: str | None = None
|
||
boards: list[ThsBoardOut] = Field(default_factory=list)
|
||
errors: list[str] = Field(default_factory=list)
|
||
|
||
|
||
class ThsMemberOut(BaseModel):
|
||
con_code: str # 成分股代码 000016.SZ
|
||
con_name: str | None = None
|
||
close: float | None = None # 现价（candles 最新，北交所等无底座为空）
|
||
pct_chg: float | None = None # 涨跌幅 %（最新收盘 / 前收 - 1）
|
||
|
||
|
||
class ThsBoardMembersResponse(BaseModel):
|
||
code: str
|
||
name: str | None = None
|
||
members: list[ThsMemberOut] = Field(default_factory=list)
|
||
|
||
|
||
# ---------- Auth ----------
|
||
class LoginRequest(BaseModel):
|
||
username: str = Field(min_length=1, max_length=64)
|
||
password: str = Field(min_length=1, max_length=1024)
|
||
|
||
|
||
class CurrentUserOut(BaseModel):
|
||
id: int
|
||
username: str
|
||
|
||
model_config = {"from_attributes": True}
|
||
|
||
|
||
class LoginResponse(BaseModel):
|
||
user: CurrentUserOut
|
||
expires_at: datetime
|
||
|
||
|
||
# ---------- 股票列表（全市场浏览） ----------
|
||
class StockListItemOut(BaseModel):
|
||
ts_code: str
|
||
symbol: str
|
||
name: str
|
||
industry: str | None = None
|
||
market: str | None = None
|
||
close: float | None = None # 最新收盘（candles 未复权）
|
||
prev_close: float | None = None
|
||
pct_chg: float | None = None # 最新两根日线计算
|
||
last_ts: datetime | None = None
|
||
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）
|
||
held: bool = False # 是否持仓（当前用户）
|
||
|
||
|
||
class StockListResponse(BaseModel):
|
||
total: int
|
||
items: list[StockListItemOut]
|
||
|
||
|
||
# ---------- 看股页筛选项 ----------
|
||
class FacetItemOut(BaseModel):
|
||
name: str
|
||
count: int
|
||
|
||
|
||
class StockFacetsResponse(BaseModel):
|
||
industries: list[FacetItemOut] = Field(default_factory=list)
|
||
areas: list[FacetItemOut] = Field(default_factory=list)
|
||
|
||
|
||
# ---------- ETF 列表（全市场浏览；行情走 candles 底座，规模走东财快照） ----------
|
||
class EtfListItemOut(BaseModel):
|
||
ts_code: str # 510300.SH
|
||
symbol: str # 510300
|
||
name: str
|
||
exchange: str # SH/SZ
|
||
close: float | None = None # 最新收盘（candles 未复权）
|
||
prev_close: float | None = None
|
||
pct_chg: float | None = None # 最新两根日线计算
|
||
amount: float | None = None # 最新成交额（亿元，candles 最新 bar）
|
||
last_ts: datetime | None = None
|
||
turnover_rate: float | None = None # 换手率 %（东财快照）
|
||
total_mv: float | None = None # 总市值（亿元，东财快照）
|
||
circ_mv: float | None = None # 流通市值（亿元）
|
||
list_date: str | None = None # 上市日 YYYYMMDD（首根K线日）
|
||
watched: bool = False # 是否自选（当前用户）
|
||
|
||
|
||
class EtfListResponse(BaseModel):
|
||
total: int
|
||
items: list[EtfListItemOut]
|
||
|
||
|
||
class EtfSyncRequest(BaseModel):
|
||
full: bool = False # true = 忽略增量起点全量重拉（修数据用）
|
||
|
||
|
||
class EtfSyncStatus(BaseModel):
|
||
running: bool
|
||
step: str | None = None
|
||
total: int = 0 # 本次需拉 K 线的 ETF 数
|
||
done: int = 0
|
||
error: str | None = None
|
||
ready: bool = False # etf_basic 非空且已有日线
|
||
last_trade_date: datetime | None = None
|
||
last_synced_at: datetime | None = None
|
||
stats: dict[str, int] = Field(default_factory=dict) # etfs
|
||
|
||
|
||
# ---------- 用户偏好 / 自选股 / 提问历史 ----------
|
||
class PreferencesOut(BaseModel):
|
||
prefs: dict[str, object] = Field(default_factory=dict) # key -> JSON 值
|
||
|
||
|
||
class PreferencesUpdate(BaseModel):
|
||
prefs: dict[str, object] # 部分更新：只覆盖出现的 key（值为 null 表示删除）
|
||
|
||
|
||
class WatchlistOp(BaseModel):
|
||
ts_code: str = Field(min_length=6, max_length=12)
|
||
|
||
|
||
class HoldingOp(BaseModel):
|
||
ts_code: str = Field(min_length=6, max_length=12)
|
||
|
||
|
||
class ScreenerQueryOut(BaseModel):
|
||
id: int
|
||
text: str
|
||
conditions: ScreenConditions | None = None
|
||
hit_count: int | None = None
|
||
created_at: datetime
|
||
|
||
model_config = {"from_attributes": True}
|
||
|
||
|
||
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
|
||
|
||
|
||
# ---------- 大盘总览（主页） ----------
|
||
class IndexQuoteOut(BaseModel):
|
||
code: str # 000001.SH / HKTECH / DJI
|
||
name: str # 上证指数 / 恒生科技 / 道琼斯
|
||
region: str # cn | hk | us（前端分组展示）
|
||
close: float | None = None
|
||
change: float | None = None
|
||
pct_chg: float | None = None
|
||
trade_date: date | None = None # 行情归属交易日（实时时为当天）
|
||
spark: list[float] = [] # 近 N 日收盘（旧 -> 新），迷你走势用
|
||
spark_dates: list[str] = [] # 与 spark 对齐的交易日（YYYYMMDD），hover 提示用
|
||
realtime: bool = False # True=盘中实时（腾讯），False=最近收盘（tushare EOD）
|
||
|
||
|
||
class MarketStatsOut(BaseModel):
|
||
"""沪深两市汇总（daily_info：沪 SH_MARKET(主板A+科创+B) + 深 SZ_MARKET，不含基金/北交所，亿元）。"""
|
||
trade_date: date | None = None
|
||
total_mv: float | None = None # 总市值（亿元）
|
||
float_mv: float | None = None # 流通市值（亿元）
|
||
amount: float | None = None # 两市成交额（亿元，EOD）
|
||
turnover: float | None = None # 换手率 %（沪市口径）
|
||
amount_today: float | None = None # 当日实时两市成交额（亿元，腾讯；收盘后为当日终值）
|
||
|
||
|
||
class AmountBarOut(BaseModel):
|
||
"""两市成交额历史的一根柱（亿元）。"""
|
||
date: date
|
||
amount: float
|
||
intraday: bool = False # True=当日实时口径（尚未并入 EOD）
|
||
|
||
|
||
class MarketOverviewResponse(BaseModel):
|
||
updated_at: datetime
|
||
indexes: list[IndexQuoteOut] = []
|
||
stats: MarketStatsOut | None = None
|
||
amount_history: list[AmountBarOut] = [] # 近 N 交易日两市成交额（旧 -> 新，末根可能盘中）
|
||
errors: list[str] = [] # 部分来源失败的说明（透明但不阻塞展示）
|
||
|
||
|
||
# ---------- 指数专题（国际指数卡片 + 指数详情） ----------
|
||
|
||
class GlobalIndexQuoteOut(BaseModel):
|
||
"""国际指数卡片（index_global 最新收盘 + 45 日 spark）。"""
|
||
code: str # DJI / SPX / HSI ...
|
||
name: str # 道琼斯工业指数
|
||
region: str # americas | europe | asia（前端分组）
|
||
country: str # 美国 / 英国 / 日本 ...
|
||
close: float | None = None
|
||
change: float | None = None
|
||
pct_chg: float | None = None
|
||
trade_date: date | None = None
|
||
spark: list[float] = []
|
||
spark_dates: list[str] = []
|
||
|
||
|
||
class GlobalIndexListResponse(BaseModel):
|
||
updated_at: datetime
|
||
items: list[GlobalIndexQuoteOut] = []
|
||
errors: list[str] = []
|
||
|
||
|
||
class IndexBasicOut(BaseModel):
|
||
"""指数基本信息：国内 index_basic（市场/发布方/基期基点），国际由静态表合成（国家/地区）。"""
|
||
ts_code: str
|
||
name: str
|
||
market: str | None = None # SSE / CSI / SZSE ...
|
||
publisher: str | None = None # 中证指数 / 上交所
|
||
category: str | None = None # 规模指数 / 综合指数
|
||
base_date: date | None = None # 基期
|
||
base_point: float | None = None # 基点
|
||
list_date: date | None = None # 发布日期
|
||
country: str | None = None # 国际指数：国家/地区
|
||
region: str | None = None # 国际指数：americas/europe/asia
|
||
|
||
|
||
class IndexValuationPointOut(BaseModel):
|
||
"""大盘指数每日指标的一日（index_dailybasic，仅部分国内指数有数据）。"""
|
||
trade_date: date
|
||
pe: float | None = None
|
||
pe_ttm: float | None = None
|
||
pb: float | None = None
|
||
turnover_rate: float | None = None # 换手率 %
|
||
total_mv: float | None = None # 总市值（元；tushare 文档标注万元，实测按元才对得上量级）
|
||
float_mv: float | None = None # 流通市值（元）
|
||
|
||
|
||
class IndexQuoteBriefOut(BaseModel):
|
||
"""详情页头部最新行情（收盘口径）。"""
|
||
close: float | None = None
|
||
change: float | None = None
|
||
pct_chg: float | None = None
|
||
open: float | None = None
|
||
high: float | None = None
|
||
low: float | None = None
|
||
pre_close: float | None = None
|
||
trade_date: date | None = None
|
||
spark: list[float] = []
|
||
spark_dates: list[str] = []
|
||
|
||
|
||
class IndexDetailResponse(BaseModel):
|
||
code: str
|
||
name: str
|
||
region: str # cn | americas | europe | asia
|
||
quote: IndexQuoteBriefOut
|
||
basic: IndexBasicOut | None = None
|
||
valuation: IndexValuationPointOut | None = None # 最新一日（接口不覆盖时 None）
|
||
valuation_history: list[IndexValuationPointOut] = [] # 近 N 日（PE 走势小图）
|
||
|
||
|
||
class IndexWeightItemOut(BaseModel):
|
||
con_code: str # 成分股 000001.SZ
|
||
name: str | None = None # 平安银行（本地 stock_basic 回填，缺则 None）
|
||
weight: float # 权重 %
|
||
|
||
|
||
class IndexWeightsResponse(BaseModel):
|
||
trade_date: date
|
||
total: int # 成分股总数（返回 items 为按权重降序的子集）
|
||
items: list[IndexWeightItemOut] = []
|
||
|