772 lines
30 KiB
Python
772 lines
30 KiB
Python
"""HTTP 路由（OpenAPI 契约的载体）。
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GET /api/health 健康检查
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GET /api/candles/{sym} 取 K 线（支持 1d/1w/1M/1y 周期，日线为基底聚合）
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GET /api/stocks 全市场股票列表（基本信息 + 最新行情 + 缓存条数）
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POST /api/backtest 跑回测，返回 K线+指标+买卖点+净值+绩效
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POST /api/screener/run 智能选股：自然语言 -> 条件 -> 全市场筛选
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POST /api/screener/sync 启动全市场数据同步（后台任务）
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GET /api/screener/sync/status 同步任务状态与数据实况
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"""
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from __future__ import annotations
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import bisect
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import json
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from datetime import datetime
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import pandas as pd
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from fastapi import APIRouter, Depends, HTTPException
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from sqlalchemy import select, text
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from sqlalchemy.ext.asyncio import AsyncSession
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from .backtest.engine import BacktestConfig, run_backtest
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from .auth import require_user
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from .backtest.events import EventEngineError, run_event_backtest
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from .backtest.strategies import build_strategy
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from .config import settings
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from .data import fetcher, repository
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from .data.aggregation import bars_per_year, resample_bars
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from .data.symbols import plain_code
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from .db import get_session
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from .domain import Bar
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from . import indicators as ind
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from .models import (
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AdjFactor,
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BacktestRun,
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DailySnapshot,
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MarketDaily,
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ScreenerQuery,
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StockBasic,
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UserPreference,
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WatchlistItem,
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)
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from .schemas import (
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BacktestRequest,
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BacktestResponse,
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CandleOut,
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EquityPoint,
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EventBacktestRequest,
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EventBacktestResponse,
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IndicatorOut,
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MetricsOut,
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PreferencesOut,
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PreferencesUpdate,
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PreviewInfoOut,
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PreviewResponse,
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ScreenerQueryListResponse,
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ScreenerQueryOut,
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ScreenerRunRequest,
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ScreenerRunResponse,
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ScreenerSyncRequest,
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ScreenerSyncStatus,
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SignalOut,
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StockListItemOut,
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StockListResponse,
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StockFacetsResponse,
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FacetItemOut,
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SyncRequest,
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SyncResponse,
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WatchlistOp,
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)
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from .screener import engine, market_sync
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from .screener.engine import DataNotReadyError
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from .screener.llm import ScreenerError, parse_conditions, parse_event_spec
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router = APIRouter(prefix="/api", dependencies=[Depends(require_user)])
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def _series_to_jsonable(s: pd.Series) -> list[float | None]:
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"""NaN -> None（lightweight-charts 的 whitespace data，跳过指标预热期）。"""
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out: list[float | None] = []
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for v in s.tolist():
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if v is None or (isinstance(v, float) and v != v):
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out.append(None)
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else:
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out.append(float(v))
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return out
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def _rows_to_bars(rows) -> list[Bar]:
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return [
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Bar(
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ts=r.ts, open=r.open, high=r.high, low=r.low, close=r.close, volume=r.volume,
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amount=getattr(r, "amount", None), turnover=getattr(r, "turnover", None),
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)
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for r in rows
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]
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_ADJUST_MODES = ("bfq", "qfq", "hfq")
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def _adjust_bars(bars: list[Bar], factors, from_mode: str, to_mode: str) -> list[Bar]:
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"""按复权因子把 K 线从 from_mode 换算到 to_mode（bfq/qfq/hfq）。
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相对不复权的乘数：bfq=1，qfq=f(t)/f(latest)，hfq=f(t)。
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因子缺失的日期向前沿用最近因子（因子是阶梯函数，除权日之间不变）。
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"""
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fd = sorted((f.trade_date.date(), float(f.adj_factor)) for f in factors)
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fdates = [d for d, _ in fd]
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f_latest = fd[-1][1]
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def _f_at(d) -> float:
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i = bisect.bisect_right(fdates, d) - 1
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return fd[i][1] if i >= 0 else fd[0][1]
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def _mult(mode: str, f: float) -> float:
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if mode == "bfq":
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return 1.0
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return f / f_latest if mode == "qfq" else f
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out: list[Bar] = []
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for b in bars:
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f = _f_at(b.ts.date())
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m = _mult(to_mode, f) / _mult(from_mode, f)
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out.append(Bar(
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ts=b.ts,
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open=round(b.open * m, 3), high=round(b.high * m, 3),
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low=round(b.low * m, 3), close=round(b.close * m, 3),
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volume=b.volume,
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# 成交额/换手率是名义量，不随复权缩放
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amount=b.amount, turnover=b.turnover,
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))
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return out
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@router.get("/candles/{symbol}", response_model=list[CandleOut])
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async def get_candles(
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symbol: str,
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timeframe: str = "1d",
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limit: int = 5000,
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session: AsyncSession = Depends(get_session),
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) -> list[CandleOut]:
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# 始终以日线为基底，再聚合到目标周期（取最新 limit 根）
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rows = await repository.get_recent_candles(session, symbol, "1d", limit=limit)
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bars = resample_bars(_rows_to_bars(rows), timeframe)
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return [
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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=b.turnover)
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for b in bars
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]
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@router.post("/data/sync", response_model=SyncResponse)
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async def sync_data(req: SyncRequest, session: AsyncSession = Depends(get_session)) -> SyncResponse:
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"""主动拉取并缓存某标的的日线（Tushare 主 -> AKShare 兜底）。"""
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try:
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res = await fetcher.sync_symbol(
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session, req.symbol, start=req.start, end=req.end, source=req.source, force=req.force
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)
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return SyncResponse(**res)
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=502, detail=str(e))
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# ---------- 股票列表（全市场浏览） ----------
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_STOCKS_SQL = text("""
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SELECT sb.ts_code, sb.symbol, sb.name, sb.industry, sb.market,
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c.close AS close, p.close AS prev_close, c.ts AS last_ts, cnt.n AS bar_count,
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CASE WHEN c.close IS NOT NULL AND p.close IS NOT NULL AND p.close <> 0
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THEN round(((c.close / p.close - 1) * 100)::numeric, 2) END AS pct_chg,
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(w.id IS NOT NULL) AS watched
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FROM stock_basic sb
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LEFT JOIN LATERAL (
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SELECT close, ts FROM candles
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WHERE symbol = sb.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 = sb.symbol AND timeframe = '1d' AND ts < c.ts
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ORDER BY ts DESC LIMIT 1
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) p ON c.ts IS NOT NULL
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LEFT JOIN LATERAL (
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SELECT count(*) AS n FROM candles
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WHERE symbol = sb.symbol AND timeframe = '1d'
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) cnt ON true
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LEFT JOIN watchlist_items w ON w.ts_code = sb.ts_code AND w.user_id = :uid
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WHERE sb.list_status = 'L'
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AND (:search = '' OR sb.symbol LIKE :psearch OR sb.name LIKE :psearch)
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AND (:market = '' OR sb.market = :market)
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AND (:industry = '' OR sb.industry = :industry)
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AND (:area = '' OR sb.area = :area)
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AND (:watched_only = false OR w.id IS NOT NULL)
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ORDER BY w.id DESC NULLS LAST, sb.symbol
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LIMIT :limit OFFSET :offset
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""")
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_STOCKS_COUNT_SQL = text("""
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SELECT count(*) FROM stock_basic sb
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LEFT JOIN watchlist_items w ON w.ts_code = sb.ts_code AND w.user_id = :uid
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WHERE sb.list_status = 'L'
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AND (:search = '' OR sb.symbol LIKE :psearch OR sb.name LIKE :psearch)
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AND (:market = '' OR sb.market = :market)
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AND (:industry = '' OR sb.industry = :industry)
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AND (:area = '' OR sb.area = :area)
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AND (:watched_only = false OR w.id IS NOT NULL)
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""")
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@router.get("/stocks", response_model=StockListResponse)
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async def list_stocks(
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search: str = "",
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market: str = "",
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industry: str = "",
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area: str = "",
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watched_only: bool = False,
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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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) -> StockListResponse:
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"""全市场股票列表：stock_basic 基本信息 + candles 最新行情（本地缓存，无缓存则行情列为空）。
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自选股（watchlist_items）排最前；watched_only=true 只看自选。"""
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search = search.strip()
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limit = max(1, min(limit, 500))
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offset = max(0, offset)
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params = {
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"search": search,
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"psearch": f"%{search}%",
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"market": market,
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"industry": industry,
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"area": area,
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"watched_only": watched_only,
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"uid": user.id,
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"limit": limit,
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"offset": offset,
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}
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total = (await session.execute(_STOCKS_COUNT_SQL, params)).scalar_one()
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rows = (await session.execute(_STOCKS_SQL, params)).mappings().all()
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return StockListResponse(total=total, items=[StockListItemOut(**r) for r in rows])
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@router.get("/stocks/facets", response_model=StockFacetsResponse)
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async def stock_facets(session: AsyncSession = Depends(get_session)) -> StockFacetsResponse:
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"""看股页筛选项：行业 / 地域（含数量，按数量降序）。"""
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industries = (
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await session.execute(text("""
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SELECT industry AS name, count(*) AS n FROM stock_basic
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WHERE list_status = 'L' AND industry IS NOT NULL AND industry <> ''
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GROUP BY industry ORDER BY n DESC
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"""))
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).mappings().all()
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areas = (
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await session.execute(text("""
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SELECT area AS name, count(*) AS n FROM stock_basic
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WHERE list_status = 'L' AND area IS NOT NULL AND area <> ''
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GROUP BY area ORDER BY n DESC
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"""))
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).mappings().all()
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return StockFacetsResponse(
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industries=[FacetItemOut(name=r["name"], count=r["n"]) for r in industries],
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areas=[FacetItemOut(name=r["name"], count=r["n"]) for r in areas],
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)
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@router.post("/backtest", response_model=BacktestResponse)
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async def backtest(
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req: BacktestRequest,
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session: AsyncSession = Depends(get_session),
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) -> BacktestResponse:
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# 真实数据：本地无缓存则先拉取
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if not await fetcher.is_cached(session, req.symbol):
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try:
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await fetcher.sync_symbol(session, req.symbol, source="auto")
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=502, detail=f"数据拉取失败: {e}")
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# 日线为基底，聚合到请求周期
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rows = await repository.get_candles(
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session, req.symbol, "1d", start=req.start, end=req.end, limit=100000
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)
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if not rows:
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raise HTTPException(status_code=404, detail=f"无数据: symbol={req.symbol}")
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bars = resample_bars(_rows_to_bars(rows), req.timeframe)
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if len(bars) < 2:
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raise HTTPException(status_code=400, detail=f"周期 {req.timeframe} 下数据不足，无法回测")
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try:
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strategy = build_strategy(req.strategy, req.params)
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=400, detail=f"策略构建失败: {e}")
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cfg = BacktestConfig(
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initial_cash=req.initial_cash,
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fast_mode=req.fast_mode,
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bars_per_year=bars_per_year(req.timeframe),
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)
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result = run_backtest(bars, strategy, cfg)
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df: pd.DataFrame = result["df"]
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m = result["metrics"]
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# 记录到回测运行注册表（可复现/可审计的基础）
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session.add(
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BacktestRun(
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symbol=req.symbol,
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strategy=req.strategy,
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timeframe=req.timeframe,
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params_json=json.dumps(req.params, ensure_ascii=False),
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initial_cash=req.initial_cash,
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total_return=m["total_return"],
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max_drawdown=m["max_drawdown"],
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sharpe=m["sharpe"],
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num_trades=m["num_trades"],
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)
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)
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await session.commit()
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candles = [
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CandleOut(ts=r["ts"], open=r["open"], high=r["high"], low=r["low"],
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close=r["close"], volume=r["volume"],
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amount=r["amount"] if "amount" in df.columns else None,
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turnover=r["turnover"] if "turnover" in df.columns else None)
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for _, r in df.iterrows()
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]
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signals = [
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SignalOut(ts=f.ts, side=f.side.value, price=f.price, qty=f.qty)
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for f in result["fills"]
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]
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indicators = IndicatorOut(
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strategy=req.strategy,
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data={col: _series_to_jsonable(df[col]) for col in result["indicator_cols"]},
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)
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equity = [EquityPoint(ts=t.to_pydatetime(), value=float(v))
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for t, v in result["equity"].items()]
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return BacktestResponse(
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symbol=req.symbol,
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timeframe=req.timeframe,
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strategy=req.strategy,
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candles=candles,
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indicators=indicators,
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signals=signals,
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equity=equity,
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metrics=MetricsOut(**m),
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final_cash=result["final_cash"],
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final_position=result["final_position"],
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initial_cash=req.initial_cash,
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)
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@router.post("/backtest/event", response_model=EventBacktestResponse)
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async def backtest_event(
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req: EventBacktestRequest,
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session: AsyncSession = Depends(get_session),
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) -> EventBacktestResponse:
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"""自然语言事件回测：入场条件命中 -> 次日买入 -> 持有 N 日，单股或全市场汇总统计。
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直传 spec 则跳过 LLM（前端调参重跑）。"""
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try:
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spec = req.spec or await parse_event_spec(req.text)
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result = await run_event_backtest(
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session, spec,
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ts_code=req.ts_code,
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start=req.start.date() if req.start else None,
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end=req.end.date() if req.end else None,
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)
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except ScreenerError as e:
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raise HTTPException(status_code=502, detail=str(e))
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except EventEngineError as e:
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raise HTTPException(status_code=400, detail=str(e))
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=500, detail=f"事件回测失败: {e}")
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return EventBacktestResponse(
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text=req.text,
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spec=result["spec"],
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universe=result["universe"],
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start=result["start"],
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end=result["end"],
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stats=result["stats"],
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trades=result["trades"],
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total=result["total"],
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)
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# ---------- 智能选股 ----------
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@router.post("/screener/run", response_model=ScreenerRunResponse)
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async def screener_run(
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req: ScreenerRunRequest,
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session: AsyncSession = Depends(get_session),
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user=Depends(require_user),
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) -> ScreenerRunResponse:
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"""自然语言 -> LLM 解析条件 -> 全市场筛选。也可直传 conditions 跳过 LLM（微调再跑）。
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成功的提问（含解析出的条件与命中数）记录到 screener_queries，供历史一键重跑。"""
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try:
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conds = req.conditions or await parse_conditions(req.text)
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if not conds.indicator and not conds.snapshot:
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raise HTTPException(status_code=400, detail="AI 未从描述中解析出任何筛选条件，请换种说法")
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result = await engine.run_screen(session, conds, settings.screener_default_limit)
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# 相同文本 + 相同条件的上一条不重复记录（一键重跑场景）
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exists = (
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await session.execute(
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select(ScreenerQuery.id).where(
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ScreenerQuery.user_id == user.id,
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ScreenerQuery.text == req.text.strip(),
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ScreenerQuery.conditions_json == json.dumps(conds.model_dump(), ensure_ascii=False),
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)
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)
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).scalar_one_or_none()
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if exists is None:
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session.add(ScreenerQuery(
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user_id=user.id,
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text=req.text.strip(),
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conditions_json=json.dumps(conds.model_dump(), ensure_ascii=False),
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hit_count=result.get("total", 0),
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))
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await session.commit()
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return ScreenerRunResponse(**result)
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except HTTPException:
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raise
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except DataNotReadyError as e:
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raise HTTPException(status_code=409, detail=str(e))
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except ValueError as e: # 未知指标/字段、条件为空
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raise HTTPException(status_code=400, detail=str(e))
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except ScreenerError as e:
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code = 503 if "未配置 LLM_API_KEY" in str(e) else 502
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raise HTTPException(status_code=code, detail=str(e))
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@router.get("/screener/queries", response_model=ScreenerQueryListResponse)
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async def screener_queries(
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limit: int = 20,
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session: AsyncSession = Depends(get_session),
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user=Depends(require_user),
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) -> ScreenerQueryListResponse:
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"""当前用户的提问历史（最新在前，含解析出的条件与命中数，可一键重跑）。"""
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limit = max(1, min(limit, 100))
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rows = (
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await session.execute(
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select(ScreenerQuery)
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.where(ScreenerQuery.user_id == user.id)
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.order_by(ScreenerQuery.created_at.desc())
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||
.limit(limit)
|
||
)
|
||
).scalars().all()
|
||
items = []
|
||
for r in rows:
|
||
conds = None
|
||
if r.conditions_json:
|
||
try:
|
||
from .schemas import ScreenConditions
|
||
conds = ScreenConditions.model_validate_json(r.conditions_json)
|
||
except Exception: # noqa: BLE001 —— 旧格式/解析失败则只展示文本
|
||
conds = None
|
||
items.append(ScreenerQueryOut(
|
||
id=r.id, text=r.text, conditions=conds, hit_count=r.hit_count, created_at=r.created_at
|
||
))
|
||
return ScreenerQueryListResponse(items=items)
|
||
|
||
|
||
@router.delete("/screener/queries/{query_id}", status_code=204)
|
||
async def screener_query_delete(
|
||
query_id: int,
|
||
session: AsyncSession = Depends(get_session),
|
||
user=Depends(require_user),
|
||
) -> None:
|
||
await session.execute(
|
||
text("DELETE FROM screener_queries WHERE id = :i AND user_id = :u"),
|
||
{"i": query_id, "u": user.id},
|
||
)
|
||
await session.commit()
|
||
|
||
|
||
# ---------- 用户偏好 ----------
|
||
@router.get("/preferences", response_model=PreferencesOut)
|
||
async def get_preferences(
|
||
session: AsyncSession = Depends(get_session), user=Depends(require_user)
|
||
) -> PreferencesOut:
|
||
prefs: dict[str, object] = {}
|
||
rows = (
|
||
await session.execute(select(UserPreference).where(UserPreference.user_id == user.id))
|
||
).scalars().all()
|
||
for r in rows:
|
||
try:
|
||
prefs[r.key] = json.loads(r.value_json)
|
||
except Exception: # noqa: BLE001
|
||
prefs[r.key] = None
|
||
return PreferencesOut(prefs=prefs)
|
||
|
||
|
||
@router.put("/preferences", response_model=PreferencesOut)
|
||
async def put_preferences(
|
||
req: PreferencesUpdate,
|
||
session: AsyncSession = Depends(get_session),
|
||
user=Depends(require_user),
|
||
) -> PreferencesOut:
|
||
"""部分更新：只覆盖出现的 key；值为 null 表示删除该 key。返回更新后的全量。"""
|
||
for key, value in req.prefs.items():
|
||
if not key or len(key) > 64:
|
||
continue
|
||
if value is None:
|
||
await session.execute(
|
||
text("DELETE FROM user_preferences WHERE user_id = :u AND key = :k"),
|
||
{"u": user.id, "k": key},
|
||
)
|
||
continue
|
||
existing = (
|
||
await session.execute(
|
||
select(UserPreference).where(
|
||
UserPreference.user_id == user.id, UserPreference.key == key
|
||
)
|
||
)
|
||
).scalars().first()
|
||
vj = json.dumps(value, ensure_ascii=False)
|
||
if existing:
|
||
existing.value_json = vj
|
||
else:
|
||
session.add(UserPreference(user_id=user.id, key=key, value_json=vj))
|
||
await session.commit()
|
||
return await get_preferences(session=session, user=user)
|
||
|
||
|
||
# ---------- 自选股 ----------
|
||
@router.get("/watchlist", response_model=list[str])
|
||
async def get_watchlist(
|
||
session: AsyncSession = Depends(get_session), user=Depends(require_user)
|
||
) -> list[str]:
|
||
"""当前用户自选股 ts_code 列表（加入时间倒序）。"""
|
||
rows = (
|
||
await session.execute(
|
||
select(WatchlistItem.ts_code)
|
||
.where(WatchlistItem.user_id == user.id)
|
||
.order_by(WatchlistItem.created_at.desc(), WatchlistItem.id.desc())
|
||
)
|
||
).scalars().all()
|
||
return list(rows)
|
||
|
||
|
||
@router.post("/watchlist", response_model=list[str])
|
||
async def add_watchlist(
|
||
req: WatchlistOp,
|
||
session: AsyncSession = Depends(get_session),
|
||
user=Depends(require_user),
|
||
) -> list[str]:
|
||
exists = (
|
||
await session.execute(
|
||
select(WatchlistItem.id).where(
|
||
WatchlistItem.user_id == user.id, WatchlistItem.ts_code == req.ts_code
|
||
)
|
||
)
|
||
).scalar_one_or_none()
|
||
if exists is None:
|
||
session.add(WatchlistItem(user_id=user.id, ts_code=req.ts_code))
|
||
await session.commit()
|
||
return await get_watchlist(session=session, user=user)
|
||
|
||
|
||
@router.delete("/watchlist/{ts_code}", response_model=list[str])
|
||
async def remove_watchlist(
|
||
ts_code: str,
|
||
session: AsyncSession = Depends(get_session),
|
||
user=Depends(require_user),
|
||
) -> list[str]:
|
||
await session.execute(
|
||
text("DELETE FROM watchlist_items WHERE user_id = :u AND ts_code = :c"),
|
||
{"u": user.id, "c": ts_code},
|
||
)
|
||
await session.commit()
|
||
return await get_watchlist(session=session, user=user)
|
||
|
||
|
||
@router.post("/screener/sync", response_model=ScreenerSyncStatus)
|
||
async def screener_sync_start(
|
||
req: ScreenerSyncRequest, session: AsyncSession = Depends(get_session)
|
||
) -> ScreenerSyncStatus:
|
||
"""启动全市场数据同步（后台任务，立即返回状态）。"""
|
||
try:
|
||
await market_sync.start_sync(session, req.days, req.force)
|
||
except ScreenerError as e:
|
||
raise HTTPException(status_code=503, detail=str(e))
|
||
status = await market_sync.get_sync_status(session)
|
||
return ScreenerSyncStatus(**{k: status.get(k) for k in ScreenerSyncStatus.model_fields})
|
||
|
||
|
||
@router.get("/screener/sync/status", response_model=ScreenerSyncStatus)
|
||
async def screener_sync_status(session: AsyncSession = Depends(get_session)) -> ScreenerSyncStatus:
|
||
"""同步任务状态 + 数据实况（最新交易日/行数/ready）。"""
|
||
status = await market_sync.get_sync_status(session)
|
||
return ScreenerSyncStatus(**{k: status.get(k) for k in ScreenerSyncStatus.model_fields})
|
||
|
||
|
||
@router.get("/screener/preview/{ts_code}", response_model=PreviewResponse)
|
||
async def screener_preview(
|
||
ts_code: str, limit: int = 500, adjust: str = "qfq", timeframe: str = "1d", mas: str = "5,10,20,60",
|
||
end: str | None = None,
|
||
session: AsyncSession = Depends(get_session),
|
||
) -> PreviewResponse:
|
||
"""个股详情预览：日线（candles 不复权底座 + adj_factor 本地换算 bfq/qfq/hfq，
|
||
未缓存自动拉取，失败退 market_daily 近段）+ 全套指标 + 最新截面信息卡。
|
||
timeframe 聚合到周/月/年（先复权再聚合）；mas 指定主图 MA 周期（逗号分隔）。
|
||
end=YYYY-MM-DD 时为「向前翻页」：返回该日之前最近 limit 根（含预热计算指标），
|
||
has_more 标记窗口前是否还有更早历史，前端据此继续向左滚动加载。"""
|
||
if adjust not in _ADJUST_MODES:
|
||
raise HTTPException(status_code=400, detail=f"adjust 仅支持 {'/'.join(_ADJUST_MODES)}")
|
||
if timeframe not in ("1d", "1w", "1M", "1y"):
|
||
raise HTTPException(status_code=400, detail="timeframe 仅支持 1d/1w/1M/1y")
|
||
try:
|
||
ma_periods = sorted({int(p) for p in mas.split(",") if p.strip().isdigit() and 1 <= int(p) <= 500})
|
||
except ValueError:
|
||
raise HTTPException(status_code=400, detail="mas 格式应为逗号分隔的数字，如 5,10,20,60")
|
||
if not ma_periods:
|
||
ma_periods = [5, 10, 20, 60]
|
||
limit = max(30, min(limit, 5000))
|
||
end_dt: datetime | None = None
|
||
if end:
|
||
try:
|
||
end_dt = datetime.strptime(end.strip()[:10], "%Y-%m-%d")
|
||
except ValueError:
|
||
raise HTTPException(status_code=400, detail="end 格式应为 YYYY-MM-DD")
|
||
symbol = plain_code(ts_code)
|
||
|
||
# 先取 market_daily 最新行：既做缓存过期判断，也做信息卡数据源
|
||
md = (
|
||
await session.execute(
|
||
select(MarketDaily).where(MarketDaily.ts_code == ts_code).order_by(MarketDaily.trade_date.desc()).limit(1)
|
||
)
|
||
).scalars().first()
|
||
|
||
# --- 日线：candles(不复权底座) 优先；未缓存拉取，缓存落后于全市场最新交易日则强制刷新（每日至多一次） ---
|
||
# fetcher 现在只做「不复权」增量 upsert，底座口径恒为 bfq（TDX 全量 + Tushare 增量），
|
||
# 复权（qfq/hfq）读取时按 adj_factor 表本地换算，mode 无需再推断。
|
||
# 每次只取「窗口 + 800 根预热」行（MA250/MACD EMA 在 800 根内充分收敛），不拉全量：
|
||
# 首屏 ~500 根秒开，向左滚动时按 end 参数逐页向前翻。
|
||
frame_mult = {"1d": 1, "1w": 6, "1M": 24, "1y": 280}[timeframe]
|
||
fetch_n = min(100000, limit * frame_mult + 800)
|
||
source = "bfq"
|
||
mode = "bfq"
|
||
if end_dt is not None:
|
||
# 向前翻页：取 end 之前的历史窗口，不触发同步（历史浏览）
|
||
rows = await repository.get_candles_before(session, symbol, "1d", before=end_dt, limit=fetch_n)
|
||
else:
|
||
# 注意取「最新 fetch_n 根」而非最旧：get_candles 是 asc+limit（取最旧），窗口化后首屏会停在过期日期
|
||
rows = await repository.get_recent_candles(session, symbol, "1d", limit=fetch_n)
|
||
try:
|
||
if not rows:
|
||
await fetcher.sync_symbol(session, symbol, source="auto")
|
||
rows = await repository.get_recent_candles(session, symbol, "1d", limit=fetch_n)
|
||
elif md is not None and rows and rows[-1].ts.date() < md.trade_date.date():
|
||
await fetcher.sync_symbol(session, symbol, source="auto", force=True)
|
||
rows = await repository.get_recent_candles(session, symbol, "1d", limit=fetch_n)
|
||
except Exception: # noqa: BLE001 —— tushare/写库失败时回滚会话（否则毒化后兜底查询 500）
|
||
await session.rollback()
|
||
if not rows:
|
||
rows = []
|
||
bars = _rows_to_bars(rows)
|
||
|
||
if not bars and end_dt is None:
|
||
source = "market"
|
||
res = await session.execute(
|
||
select(MarketDaily).where(MarketDaily.ts_code == ts_code).order_by(MarketDaily.trade_date)
|
||
)
|
||
bars = [
|
||
Bar(
|
||
ts=r.trade_date, open=r.open, high=r.high, low=r.low, close=r.close,
|
||
volume=r.vol * 100.0, amount=r.amount * 1000.0 if r.amount else None, # 千元 -> 元
|
||
)
|
||
for r in res.scalars()
|
||
]
|
||
if not bars and end_dt is None:
|
||
raise HTTPException(status_code=404, detail=f"无数据: {ts_code}（可先点「同步市场数据」）")
|
||
# 翻页到底（end 之前无数据）：返回空页 + has_more=False，前端停止向前翻页
|
||
|
||
# --- 复权换算：请求模式与底座模式不同时按 adj_factor 本地换算（无因子则维持原样） ---
|
||
if adjust != mode:
|
||
factors = (
|
||
await session.execute(
|
||
select(AdjFactor).where(AdjFactor.ts_code == ts_code).order_by(AdjFactor.trade_date)
|
||
)
|
||
).scalars().all()
|
||
if factors:
|
||
bars = _adjust_bars(bars, factors, mode, adjust)
|
||
mode = adjust
|
||
if source != "market":
|
||
source = adjust
|
||
|
||
# --- 周期聚合：复权之后按日历聚合到周/月/年，指标在聚合后的序列上计算 ---
|
||
bars = resample_bars(bars, timeframe)
|
||
|
||
# --- 指标（在预热窗口上计算后截尾，保证预热正确；翻页到底的空页跳过） ---
|
||
has_more = len(bars) > limit # 返回窗口之前还有更早历史（含预热行）
|
||
indicators: dict[str, dict[str, list[float | None]]] = {}
|
||
if bars:
|
||
df = pd.DataFrame({"close": [b.close for b in bars], "high": [b.high for b in bars], "low": [b.low for b in bars]})
|
||
closes, highs, lows = df["close"], df["high"], df["low"]
|
||
macd = ind.macd(closes)
|
||
kdj = ind.kdj(highs, lows, closes)
|
||
boll = ind.bollinger(closes)
|
||
indicators = {
|
||
"ma": {f"ma{p}": _series_to_jsonable(ind.ma(closes, p)) for p in ma_periods},
|
||
"macd": {
|
||
"dif": _series_to_jsonable(macd["macd"]),
|
||
"dea": _series_to_jsonable(macd["signal"]),
|
||
"hist": _series_to_jsonable(macd["hist"]),
|
||
},
|
||
"kdj": {k: _series_to_jsonable(kdj[k]) for k in ("k", "d", "j")},
|
||
"rsi": {
|
||
"rsi6": _series_to_jsonable(ind.rsi(closes, 6)),
|
||
"rsi12": _series_to_jsonable(ind.rsi(closes, 12)),
|
||
"rsi24": _series_to_jsonable(ind.rsi(closes, 24)),
|
||
},
|
||
"boll": {k: _series_to_jsonable(boll[k]) for k in ("upper", "mid", "lower")},
|
||
}
|
||
limit = max(30, min(limit, len(bars)))
|
||
for group in indicators.values():
|
||
for key in group:
|
||
group[key] = group[key][-limit:]
|
||
|
||
# --- 信息卡：stock_basic + 最新 market_daily + 与其对齐的快照（避免混用不同交易日） ---
|
||
sb = (await session.execute(select(StockBasic).where(StockBasic.ts_code == ts_code))).scalars().first()
|
||
ds = None
|
||
if md is not None:
|
||
# 优先取与行情同日的快照；缺当日快照时退最新（字段可能与行情差日期，罕见）
|
||
ds = (
|
||
await session.execute(
|
||
select(DailySnapshot).where(
|
||
DailySnapshot.ts_code == ts_code, DailySnapshot.trade_date == md.trade_date
|
||
)
|
||
)
|
||
).scalars().first()
|
||
if ds is None:
|
||
ds = (
|
||
await session.execute(
|
||
select(DailySnapshot).where(DailySnapshot.ts_code == ts_code).order_by(DailySnapshot.trade_date.desc()).limit(1)
|
||
)
|
||
).scalars().first()
|
||
|
||
def _yi(v) -> float | None:
|
||
if v is None:
|
||
return None
|
||
v = float(v)
|
||
return None if v != v else round(v / 1e4, 2) # 万元 -> 亿元
|
||
|
||
info = PreviewInfoOut(
|
||
ts_code=ts_code,
|
||
symbol=symbol,
|
||
name=sb.name if sb else ts_code,
|
||
industry=sb.industry if sb else None,
|
||
area=sb.area if sb else None,
|
||
market=sb.market if sb else None,
|
||
list_date=sb.list_date if sb else None,
|
||
trade_date=md.trade_date if md else None,
|
||
open=md.open if md else None,
|
||
high=md.high if md else None,
|
||
low=md.low if md else None,
|
||
close=md.close if md else None,
|
||
pre_close=md.pre_close if md else None,
|
||
pct_chg=md.pct_chg if md else None,
|
||
volume_hand=round(md.vol, 0) if md else None,
|
||
amount_yi=round(md.amount / 100000, 2) if md else None, # 千元 -> 亿元
|
||
turnover_rate=ds.turnover_rate if ds else None,
|
||
pe_ttm=ds.pe_ttm if ds else None,
|
||
pb=ds.pb if ds else None,
|
||
total_mv=_yi(ds.total_mv) if ds else None,
|
||
circ_mv=_yi(ds.circ_mv) if ds else None,
|
||
)
|
||
|
||
candles = [
|
||
CandleOut(ts=b.ts, open=b.open, high=b.high, low=b.low, close=b.close,
|
||
volume=b.volume, amount=b.amount, turnover=b.turnover)
|
||
for b in bars[-limit:]
|
||
]
|
||
return PreviewResponse(ts_code=ts_code, symbol=symbol, source=source, info=info, candles=candles, indicators=indicators, has_more=has_more)
|