163 lines
6.1 KiB
Python
163 lines
6.1 KiB
Python
"""大盘行情总览（主页展示）。
|
||
|
||
- A 股指数走 pro.index_daily，全球指数走 pro.index_global（均为收盘口径，晚间更新；
|
||
本 token 无 rt_idx_k 实时权限，故展示「最近交易日收盘」并标注日期）。
|
||
- 两市统计走 pro.daily_info：沪市取 SH_A、深市取 SZ_MARKET 汇总出
|
||
总市值 / 流通市值 / 成交额（单位亿元，接口原生口径）。
|
||
- 整包结果写 Redis 缓存（TTL 可配）；单个指数拉取失败只是跳过（errors 里注明），
|
||
全部失败才抛 MarketOverviewError —— 主页行情是锦上添花，不拖垮整页。
|
||
"""
|
||
from __future__ import annotations
|
||
|
||
import asyncio
|
||
import math
|
||
from datetime import date, datetime, timedelta
|
||
|
||
import pandas as pd
|
||
|
||
from .. import cache
|
||
from ..config import settings
|
||
|
||
# (代码, 名称, 地区) —— 展示顺序即列表顺序
|
||
MARKET_INDEXES: list[tuple[str, str, str]] = [
|
||
("000001.SH", "上证指数", "cn"),
|
||
("399001.SZ", "深证成指", "cn"),
|
||
("399006.SZ", "创业板指", "cn"),
|
||
("000688.SH", "科创50", "cn"),
|
||
("HSI", "恒生指数", "hk"),
|
||
("HKTECH", "恒生科技", "hk"),
|
||
("DJI", "道琼斯", "us"),
|
||
("IXIC", "纳斯达克", "us"),
|
||
("SPX", "标普500", "us"),
|
||
]
|
||
|
||
_SPARK_DAYS = 45 # 迷你走势取最近 45 个交易日收盘
|
||
_HISTORY_DAYS = 150 # 日历日窗口（约 100 个交易日，够取 spark）
|
||
_CALL_INTERVAL = 0.12 # 顺序调用间隔（秒），对 tushare 控频
|
||
_CACHE_KEY = "market_overview:v1"
|
||
|
||
|
||
class MarketOverviewError(RuntimeError):
|
||
"""所有指数都拉不到（token/网络故障）——接口层转 503。"""
|
||
|
||
|
||
def _f(v) -> float | None:
|
||
"""pandas 值 -> float；NaN/None -> None（否则 JSON 里会出现 NaN）。"""
|
||
if v is None:
|
||
return None
|
||
try:
|
||
f = float(v)
|
||
except (TypeError, ValueError):
|
||
return None
|
||
return None if math.isnan(f) else f
|
||
|
||
|
||
def _d(v) -> str | None:
|
||
"""YYYYMMDD -> 'YYYY-MM-DD'（字符串便于 JSON 缓存；pydantic 响应模型自动 coerce）。"""
|
||
return datetime.strptime(str(v), "%Y%m%d").date().isoformat() if v else None
|
||
|
||
|
||
def _get_pro():
|
||
if not settings.tushare_token:
|
||
raise MarketOverviewError("未配置 TUSHARE_TOKEN，无法获取大盘行情（backend/.env）")
|
||
# 走统一入口：15000 积分档 token 只认 quicksync 镜像（直连 api.tushare.pro 会 40101）
|
||
from .tushare_provider import get_pro
|
||
|
||
return get_pro()
|
||
|
||
|
||
def _fetch_index_sync(pro, ts_code: str) -> pd.DataFrame:
|
||
start = (datetime.now() - timedelta(days=_HISTORY_DAYS)).strftime("%Y%m%d")
|
||
if "." in ts_code: # A 股指数（000001.SH 形式）
|
||
return pro.index_daily(ts_code=ts_code, start_date=start)
|
||
return pro.index_global(ts_code=ts_code, start_date=start)
|
||
|
||
|
||
def _quote_from_df(df: pd.DataFrame) -> dict | None:
|
||
"""DataFrame -> {close, change, pct_chg, trade_date, spark, spark_dates}（旧 -> 新）。"""
|
||
if df is None or df.empty:
|
||
return None
|
||
df = df.sort_values("trade_date")
|
||
tail = df.tail(_SPARK_DAYS)
|
||
last = df.iloc[-1]
|
||
return {
|
||
"close": _f(last["close"]),
|
||
"change": _f(last.get("change")),
|
||
"pct_chg": _f(last.get("pct_chg")),
|
||
"trade_date": _d(last["trade_date"]),
|
||
"spark": [round(float(c), 4) for c in tail["close"]],
|
||
"spark_dates": [str(d) for d in tail["trade_date"]],
|
||
}
|
||
|
||
|
||
def _fetch_stats_sync(pro) -> dict | None:
|
||
"""两市市值/成交统计：沪 SH_A + 深 SZ_MARKET（同一天口径相加，亿元）。"""
|
||
start = (datetime.now() - timedelta(days=14)).strftime("%Y%m%d")
|
||
sh = pro.daily_info(exchange="SH", start_date=start)
|
||
sz = pro.daily_info(exchange="SZ", start_date=start)
|
||
if sh is None or sh.empty or sz is None or sz.empty:
|
||
return None
|
||
|
||
def _board(df: pd.DataFrame, code: str):
|
||
sub = df[df["ts_code"] == code].sort_values("trade_date") # 接口不保证有序
|
||
return sub.iloc[-1] if not sub.empty else None
|
||
|
||
sh_a, sz_m = _board(sh, "SH_A"), _board(sz, "SZ_MARKET")
|
||
if sh_a is None or sz_m is None:
|
||
return None
|
||
# 两边各自取最新，日期不一致时以较旧一天为准凑齐口径（罕见，通常同日）
|
||
d = min(_d(sh_a["trade_date"]), _d(sz_m["trade_date"]))
|
||
|
||
def _sum(col: str) -> float | None:
|
||
a, b = _f(sh_a.get(col)), _f(sz_m.get(col))
|
||
return None if a is None or b is None else round(a + b, 2)
|
||
|
||
return {
|
||
"trade_date": d,
|
||
"total_mv": _sum("total_mv"),
|
||
"float_mv": _sum("float_mv"),
|
||
"amount": _sum("amount"),
|
||
"turnover": _f(sh_a.get("tr")), # 换手率仅沪市有，展示口径注明沪市
|
||
}
|
||
|
||
|
||
async def fetch_overview() -> dict:
|
||
"""聚合全部指数 + 两市统计（Redis 缓存整包，TTL 内直接回）。"""
|
||
cached = await cache.cache_get(_CACHE_KEY)
|
||
if cached is not None:
|
||
return cached
|
||
|
||
pro = await asyncio.to_thread(_get_pro)
|
||
|
||
indexes: list[dict] = []
|
||
errors: list[str] = []
|
||
for ts_code, name, region in MARKET_INDEXES:
|
||
try:
|
||
df = await asyncio.to_thread(_fetch_index_sync, pro, ts_code)
|
||
q = _quote_from_df(df)
|
||
if q is None:
|
||
raise MarketOverviewError("无数据")
|
||
indexes.append({"code": ts_code, "name": name, "region": region, **q})
|
||
except Exception as e: # noqa: BLE001 —— 单个指数失败不拖垮整包
|
||
errors.append(f"{name}: {str(e)[:60]}")
|
||
await asyncio.sleep(_CALL_INTERVAL)
|
||
|
||
if not indexes:
|
||
raise MarketOverviewError("大盘行情全部拉取失败: " + "; ".join(errors)[:200])
|
||
|
||
stats: dict | None = None
|
||
try:
|
||
await asyncio.sleep(_CALL_INTERVAL)
|
||
stats = await asyncio.to_thread(_fetch_stats_sync, pro)
|
||
except Exception as e: # noqa: BLE001 —— 统计缺失时指数照常展示
|
||
errors.append(f"两市统计: {str(e)[:60]}")
|
||
|
||
payload = {
|
||
"updated_at": datetime.now().isoformat(), # 字符串：cache_set 走 json.dumps
|
||
"indexes": indexes,
|
||
"stats": stats,
|
||
"errors": errors,
|
||
}
|
||
await cache.cache_set(_CACHE_KEY, payload, ttl=settings.market_overview_ttl)
|
||
return payload
|