mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
synced 2026-09-12 23:44:16 +08:00
shy3130
697c27bb02
- 市场环境: 新增情绪周期6阶段(冰点/启动/主升/高潮/退潮/修复, 连板梯队驱动, EMA平滑+2日确认+弱档否决, 平均段长9.7天)与概念/行业主线排名(涨停梯队聚合, 可配置宽基/风格标签过滤); 市场环境页重构, regime 透明加列, 与5档state并存 - 挖掘: 因子与策略挖掘全链路(API/worker/进程锁/候选库/前端工作台/文档), 周度调度默认关闭且永不自动发布 - 回测: 财务快照因子(点时口径), 批量回测预计算共享下期收益, 信号路径矩阵列依赖展开修复(consecutive_limit_ups 缺列报错) - 数据/性能: enriched 生成与预热治理, 重任务限流, 行情/K线缓存复用, 时区修复 - 测试: 后端全量 914 通过; GUI 黑盒验证截图存证 gui-test-screenshots/
407 lines
15 KiB
Python
407 lines
15 KiB
Python
"""自选股 API。"""
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from __future__ import annotations
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import logging
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import math
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import time
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from datetime import date
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import anyio
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import polars as pl
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from fastapi import APIRouter, File, HTTPException, Query, Request, UploadFile
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from pydantic import BaseModel
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from app.db_safe import is_valid_ext_ident, quote_ident
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from app.services import watchlist
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from app.services.watchlist_ocr import import_watchlist_image
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from app.services.watchlist_ocr.provider import get_ocr_provider
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/watchlist", tags=["watchlist"])
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_MAX_IMPORT_IMAGE_BYTES = 12 * 1024 * 1024 # 12MB
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_IMPORT_IMAGE_TYPES = {
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"image/jpeg",
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"image/jpg",
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"image/png",
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"image/webp",
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"image/bmp",
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"image/gif",
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}
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# OCR 独立并发上限：避免多张大图同时解码 + 多 Tesseract 子进程
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_OCR_LIMITER = anyio.CapacityLimiter(2)
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class AddRequest(BaseModel):
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symbol: str
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note: str = ""
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group_id: str | None = None
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class BatchAddRequest(BaseModel):
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symbols: list[str]
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note: str = ""
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group_id: str | None = None
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class GroupNameRequest(BaseModel):
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name: str
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color: str | None = None
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class GroupAssignRequest(BaseModel):
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group_id: str | None = None
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def _with_names(rows: list[dict], request: Request) -> list[dict]:
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if not rows:
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return rows
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try:
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# 股票 + ETF 名称统一由 repo.get_name_map 解析, 自选列表可混合持有
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name_by_symbol = request.app.state.repo.get_name_map([r.get("symbol") for r in rows])
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if not name_by_symbol:
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return rows
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return [{**row, "name": name_by_symbol.get(row.get("symbol"))} for row in rows]
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except Exception as e: # noqa: BLE001
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logger.debug("attach watchlist names failed: %s", e)
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return rows
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@router.get("")
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def list_all(request: Request):
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return {"symbols": _with_names(watchlist.list_symbols(), request)}
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@router.post("")
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def add_one(req: AddRequest, request: Request):
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try:
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rows = watchlist.add(req.symbol, req.note, req.group_id)
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except ValueError as e:
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raise HTTPException(400, str(e)) from e
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return {"symbols": _with_names(rows, request)}
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@router.post("/batch")
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def add_batch(req: BatchAddRequest, request: Request):
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try:
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rows, added = watchlist.add_batch(req.symbols, req.note, req.group_id)
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except ValueError as e:
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raise HTTPException(400, str(e)) from e
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return {"symbols": _with_names(rows, request), "added": added}
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@router.get("/groups")
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def list_groups():
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return {"groups": watchlist.list_groups()}
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@router.post("/groups")
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def create_group(req: GroupNameRequest):
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try:
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groups, group = watchlist.create_group(req.name, req.color)
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except ValueError as e:
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raise HTTPException(400, str(e)) from e
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return {"groups": groups, "group": group}
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@router.put("/groups/{group_id}")
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def rename_group(group_id: str, req: GroupNameRequest):
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try:
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groups = watchlist.rename_group(group_id, req.name, req.color)
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except KeyError as e:
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raise HTTPException(404, "自选分组不存在") from e
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except ValueError as e:
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raise HTTPException(400, str(e)) from e
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return {"groups": groups}
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@router.delete("/groups/{group_id}")
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def delete_group(group_id: str, request: Request):
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try:
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groups, rows = watchlist.delete_group(group_id)
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except KeyError as e:
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raise HTTPException(404, "自选分组不存在") from e
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return {"groups": groups, "symbols": _with_names(rows, request)}
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@router.post("/groups/{group_id}/clear")
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def clear_group(group_id: str, request: Request):
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"""清空分组成员:把该分组内所有股票转为未分组,保留分组定义。"""
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try:
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rows = watchlist.clear_group(group_id)
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except KeyError as e:
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raise HTTPException(404, "自选分组不存在") from e
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return {"symbols": _with_names(rows, request)}
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@router.get("/ocr-status")
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def ocr_status():
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"""当前 OCR 引擎是否可用（前端可据此提示安装依赖）。"""
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provider = get_ocr_provider()
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return {"provider": provider.name, "available": provider.available()}
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@router.post("/import-image")
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async def import_from_image(request: Request, file: UploadFile = File(...)):
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"""从自选截图识别股票代码，返回候选列表（不自动写入自选）。"""
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content_type = (file.content_type or "").split(";")[0].strip().lower()
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filename = (file.filename or "").lower()
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# 严格白名单：不接受任意 image/*（如 image/svg+xml）
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ok_type = content_type in _IMPORT_IMAGE_TYPES
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ok_ext = filename.endswith((".jpg", ".jpeg", ".png", ".webp", ".bmp", ".gif"))
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if not ok_type and not ok_ext:
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raise HTTPException(400, "仅支持 JPG / PNG / WebP / BMP / GIF 图片")
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data = await file.read()
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if not data:
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raise HTTPException(400, "空文件")
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if len(data) > _MAX_IMPORT_IMAGE_BYTES:
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raise HTTPException(400, "图片过大（上限 12MB）")
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existing = {r["symbol"] for r in watchlist.list_symbols()}
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data_dir = request.app.state.repo.store.data_dir
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try:
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# OCR 为同步 CPU/子进程；独立 limiter 限制并发，避免卡住事件循环（行情 SSE 等）
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result = await anyio.to_thread.run_sync(
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lambda: import_watchlist_image(data, data_dir, existing_symbols=existing),
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limiter=_OCR_LIMITER,
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)
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except ValueError as e:
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raise HTTPException(400, str(e)) from e
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except RuntimeError as e:
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raise HTTPException(503, str(e)) from e
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except Exception as e: # noqa: BLE001
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logger.exception("watchlist import-image failed")
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raise HTTPException(500, f"识别失败: {e}") from e
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# 响应不回传整段 raw_text（可能很长）；调试时可开 query，这里默认省略
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result.pop("raw_text", None)
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return result
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@router.post("/{symbol}/top")
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def move_one_to_top(symbol: str, request: Request):
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rows = watchlist.move_to_top(symbol)
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return {"symbols": _with_names(rows, request)}
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@router.put("/{symbol}/group")
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def assign_group(symbol: str, req: GroupAssignRequest, request: Request):
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try:
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rows = watchlist.set_group(symbol, req.group_id)
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except KeyError as e:
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raise HTTPException(404, "自选标的不存在") from e
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except ValueError as e:
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raise HTTPException(400, str(e)) from e
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return {"symbols": _with_names(rows, request)}
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@router.delete("/{symbol}")
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def remove_one(symbol: str, request: Request):
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rows = watchlist.remove(symbol)
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return {"symbols": _with_names(rows, request)}
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@router.delete("")
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def clear_all():
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"""清空自选列表。"""
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count = watchlist.clear()
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return {"removed": count}
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# 自选页需要的列
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_WATCHLIST_COLS = [
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"symbol", "close", "open", "high", "low", "change_pct", "change_amount", "amount",
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"turnover_rate",
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"amplitude", "annual_vol_20d",
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"vol_ratio_5d",
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"ma5", "ma10", "ma20", "ma60",
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"vol_ma5", "vol_ma10",
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"high_60d", "low_60d",
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"rsi_6", "rsi_14", "rsi_24",
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"macd_dif", "macd_dea", "macd_hist",
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"kdj_k", "kdj_d", "kdj_j",
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"boll_upper", "boll_lower",
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"atr_14",
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"momentum_5d", "momentum_10d", "momentum_20d", "momentum_30d", "momentum_60d",
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"consecutive_limit_ups", "consecutive_limit_downs",
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"signal_limit_up", "signal_limit_down", "signal_volume_surge",
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"signal_ma_golden_5_20", "signal_macd_golden", "signal_n_day_high",
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"signal_boll_breakout_upper", "signal_ma20_breakout",
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"signal_ma_dead_5_20", "signal_macd_dead", "signal_n_day_low",
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"signal_boll_breakdown_lower", "signal_ma20_breakdown",
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]
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@router.get("/enriched")
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def watchlist_enriched(
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request: Request,
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ext_columns: str | None = Query(None, description="逗号分隔的 ext 列: config_id.field_name"),
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):
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"""自选股 enriched 数据 — 直接从 enriched 最新日读取, 无即时计算。
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ext_columns 参数示例: "industry_rating.score,fund_flow.net_inflow"
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会动态 LEFT JOIN 对应的 ext_{config_id} DuckDB view。
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"""
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t0 = time.perf_counter()
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repo = request.app.state.repo
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symbols = [r["symbol"] for r in watchlist.list_symbols()]
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if not symbols:
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return {"rows": [], "as_of": None, "elapsed_ms": 0}
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# 按资产拆分自选 symbol; ETF enriched 是独立缓存, 仅自选真的含 ETF 才去加载
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# (避免无 ETF 用户在缓存冷启动时触发 ETF 全量懒加载)
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etf_set = repo.get_etf_symbol_set()
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index_set = repo.get_index_symbol_set()
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etf_symbols = [s for s in symbols if s in etf_set]
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index_symbols = [s for s in symbols if s not in etf_set and s in index_set]
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stock_symbols = [s for s in symbols if s not in etf_set and s not in index_set]
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df_e, cache_date = repo.get_enriched_latest()
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# 以自选列表为主表 LEFT JOIN enriched, 保证自选的每一只都返回一行;
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# 不在 enriched 缓存里的标的 (新股/冷门股/新用户未同步) 指标为 null, 前端渲染为 "—".
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# 旧实现是 df_e.filter(is_in(stock_symbols)), 方向反了 (以 enriched 为主),
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# 会把不在缓存 universe 里的自选股静默丢弃.
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if stock_symbols:
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watchlist_df = pl.DataFrame({"symbol": stock_symbols})
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if df_e.is_empty():
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df = watchlist_df
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else:
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df = watchlist_df.join(df_e, on="symbol", how="left")
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else:
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df = pl.DataFrame()
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# ETF 行合并; 缺失列 (换手率/涨跌停信号等) 为 null
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etf_date = None
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if etf_symbols:
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df_etf_all, etf_date = repo.get_enriched_latest_asset("etf")
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etf_watchlist_df = pl.DataFrame({"symbol": etf_symbols})
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if not df_etf_all.is_empty():
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# ETF 同样以自选为主表 LEFT JOIN, 缺失标的指标为 null
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df_etf = etf_watchlist_df.join(df_etf_all, on="symbol", how="left")
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else:
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df_etf = etf_watchlist_df
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df = df_etf if df.is_empty() else pl.concat([df, df_etf], how="diagonal_relaxed")
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# 指数行合并 (镜像 ETF 分支); 缺失列 (换手率/涨跌停信号等) 为 null
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index_date = None
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if index_symbols:
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df_idx_all, index_date = repo.get_enriched_latest_asset("index")
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idx_watchlist_df = pl.DataFrame({"symbol": index_symbols})
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if not df_idx_all.is_empty():
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df_idx = idx_watchlist_df.join(df_idx_all, on="symbol", how="left")
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else:
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df_idx = idx_watchlist_df
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df = df_idx if df.is_empty() else pl.concat([df, df_idx], how="diagonal_relaxed")
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# as_of 取三类缓存中较旧者
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dates = [d for d in (cache_date if stock_symbols else None, etf_date, index_date) if d is not None]
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as_of = min(dates) if dates else None
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if df.is_empty():
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return {"rows": [], "as_of": str(as_of) if as_of else None, "elapsed_ms": 0}
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# JOIN float_shares (仅股票有) + 名称 (股票/ETF 统一走 get_name_map)
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df_i = repo.get_instruments()
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if not df_i.is_empty() and "float_shares" in df_i.columns:
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df = df.join(df_i.select(["symbol", "float_shares"]), on="symbol", how="left")
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name_map = repo.get_name_map(df["symbol"].to_list())
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df = df.with_columns(
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pl.col("symbol").replace_strict(name_map, default=None, return_dtype=pl.Utf8).alias("name")
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)
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# 标注资产类型: 前端据此渲染徽标/豁免板块筛选/分时列降级
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asset_map = {**{s: "etf" for s in etf_symbols}, **{s: "index" for s in index_symbols}}
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df = df.with_columns(
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pl.col("symbol").replace_strict(asset_map, default="stock", return_dtype=pl.Utf8).alias("asset_type")
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)
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# 选择内置需要的列
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keep = [c for c in _WATCHLIST_COLS + ["name", "float_shares", "asset_type"] if c in df.columns]
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df = df.select(keep)
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# 动态 JOIN 扩展数据表
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ext_specs = _parse_ext_columns(ext_columns) if ext_columns else []
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if ext_specs:
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db = repo.store.db
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data_dir = repo.store.data_dir
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from app.services.ext_data import ExtConfigStore
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from app.api.ext_data import _read_ext_dataframe
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ext_store = ExtConfigStore(data_dir)
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configs = {c.id: c for c in ext_store.load_all()}
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for config_id, field_name in ext_specs:
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view_name = f"ext_{config_id}"
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ext_col_name = f"{config_id}__{field_name}"
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try:
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# 扩展时序数据必须只取最新分区；否则一个 symbol 会按历史分区数被 JOIN 放大。
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cfg = configs.get(config_id)
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if cfg:
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ext_df, _ = _read_ext_dataframe(cfg, data_dir)
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else:
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ext_df = pl.from_arrow(db.query(
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f"SELECT symbol, {quote_ident(field_name)} FROM {view_name}"
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).arrow())
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if not ext_df.is_empty() and "symbol" in ext_df.columns:
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ext_df = (
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ext_df
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.select(["symbol", field_name])
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.unique(subset=["symbol"], keep="last")
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.rename({field_name: ext_col_name})
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)
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df = df.join(ext_df.select(["symbol", ext_col_name]), on="symbol", how="left")
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except Exception:
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# view 不存在或字段不存在，尝试直接读 parquet
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cfg = configs.get(config_id)
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if cfg:
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try:
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ext_df, _ = _read_ext_dataframe(cfg, data_dir)
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if not ext_df.is_empty() and "symbol" in ext_df.columns and field_name in ext_df.columns:
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ext_df = (
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ext_df
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.select(["symbol", field_name])
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.unique(subset=["symbol"], keep="last")
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.rename({field_name: ext_col_name})
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)
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df = df.join(ext_df, on="symbol", how="left")
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except Exception as e2:
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logger.debug("ext join fallback failed for %s.%s: %s", config_id, field_name, e2)
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# sanitize NaN / Inf
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float_cols = [c for c in df.columns if df[c].dtype.is_float()]
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if float_cols:
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df = df.with_columns([
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pl.when(pl.col(c).is_nan() | pl.col(c).is_infinite())
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.then(None)
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.otherwise(pl.col(c))
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.alias(c)
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for c in float_cols
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])
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# 按自选添加顺序（新加的在前）重排行
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order_map = {s: i for i, s in enumerate(symbols)}
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df = df.with_columns(pl.col("symbol").map_elements(lambda s: order_map.get(s, len(symbols)), return_dtype=pl.Int32).alias("_sort_order"))
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df = df.sort("_sort_order").drop("_sort_order")
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rows = df.to_dicts()
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elapsed = (time.perf_counter() - t0) * 1000
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return {"rows": rows, "as_of": str(as_of) if as_of else None, "elapsed_ms": elapsed}
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def _parse_ext_columns(ext_columns: str) -> list[tuple[str, str]]:
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"""解析 'config_id1.field1,config_id2.field2' 为 [(config_id, field_name), ...]"""
|
||
result = []
|
||
for part in ext_columns.split(","):
|
||
part = part.strip()
|
||
if "." not in part:
|
||
continue
|
||
config_id, field_name = part.split(".", 1)
|
||
config_id = config_id.strip()
|
||
field_name = field_name.strip()
|
||
if config_id and field_name and is_valid_ext_ident(config_id):
|
||
result.append((config_id, field_name))
|
||
return result
|