mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
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wshy
c1600837b1
看板顶部四个指数在开启实时行情时不刷新, 但左侧菜单的指数能刷新。 根因: build_market_overview 在装配前会把 as_of 从 None 解析为真实日期 (latest_date), 导致 _index_quotes 内 `as_of is None` 判断永远为 False, 实时缓存分支走不到, 始终回退 kline_index_daily 数据库快照。 - market_overview_builder: 仅当调用方显式指定日期(历史复盘)时才让 _index_quotes 回退数据库; "最新"请求传 None 优先读实时缓存 (_index_quotes 自身有实时为空回退数据库的兜底, 盘后不受影响) - quote_service: 实时刷新后清空 overview 聚合缓存, 使 SSE 触发的重取 拿到最新值, 与侧栏 /intraday/indices (无缓存) 行为对齐
580 lines
23 KiB
Python
580 lines
23 KiB
Python
"""市场总览数据装配(与 HTTP Request 解耦)。
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本模块由 `app.api.overview._build_overview` 抽离而来,目的是让「大盘复盘」
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等无 Request 的调用方(定时任务、复盘服务)也能复用同一套聚合逻辑。
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行为与原 `_build_overview` 完全一致,仅把对 `request.app.state.{repo,
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quote_service,depth_service}` 的依赖改为显式参数。
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公共入口:
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build_market_overview(repo, quote_service, depth_service, as_of)
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"""
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from __future__ import annotations
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import math
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import re
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from datetime import date
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from typing import Any
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import polars as pl
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from app.services.ext_data import ExtConfig, ExtConfigStore
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from app.services.screener import ScreenerService
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# ================================================================
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# 常量(与 overview.py 保持同步;复盘复盘仅 A 股核心指数)
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# ================================================================
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CORE_INDEX_NAMES = {
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"000001.SH": "上证指数",
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"399001.SZ": "深证成指",
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"399006.SZ": "创业板指",
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"000680.SH": "科创综指",
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}
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CORE_INDEX_SYMBOLS = tuple(CORE_INDEX_NAMES.keys())
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_DIMENSION_SEP = re.compile(r"[、,，;；|/\s]+")
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# ================================================================
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# 通用工具
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# ================================================================
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def _finite(v: Any) -> float | None:
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if v is None:
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return None
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try:
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f = float(v)
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except (TypeError, ValueError):
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return None
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return f if math.isfinite(f) else None
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def _json_safe(value: Any) -> Any:
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if isinstance(value, dict):
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return {k: _json_safe(v) for k, v in value.items()}
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if isinstance(value, list):
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return [_json_safe(v) for v in value]
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if isinstance(value, float) and not math.isfinite(value):
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return None
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return value
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def _board(symbol: str) -> str:
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if symbol.endswith(".BJ"):
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return "北交所"
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if symbol.startswith(("300", "301")):
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return "创业板"
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if symbol.startswith(("688", "689")):
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return "科创板"
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if symbol.endswith(".SH"):
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return "沪主板"
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if symbol.endswith(".SZ"):
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return "深主板"
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return "其他"
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def _score(value: float, low: float, high: float) -> int:
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if high <= low:
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return 50
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return max(0, min(100, round((value - low) / (high - low) * 100)))
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# ================================================================
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# 指数行情(实时 quote_service 优先,回退 kline_index_daily SQL)
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# ================================================================
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def _quote_status(quote_service) -> dict:
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qs = quote_service
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if not qs:
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return {"enabled": False, "running": False, "quote_age_ms": None, "is_trading_hours": False}
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return qs.status()
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def _index_quotes(repo, quote_service, as_of: date | None = None) -> list[dict]:
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rows: list[dict] = []
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if quote_service and as_of is None:
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df = quote_service.get_index_quotes(list(CORE_INDEX_SYMBOLS))
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if not df.is_empty():
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rows = df.to_dicts()
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if not rows and repo:
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placeholders = ", ".join("?" for _ in CORE_INDEX_SYMBOLS)
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try:
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db_rows = repo.execute_all(
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f"""
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WITH ranked AS (
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SELECT symbol, date, close,
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row_number() OVER (PARTITION BY symbol ORDER BY date DESC) AS rn
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FROM kline_index_daily
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WHERE symbol IN ({placeholders})
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AND (? IS NULL OR date <= ?)
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), latest AS (
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SELECT symbol,
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max(CASE WHEN rn = 1 THEN date END) AS date,
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max(CASE WHEN rn = 1 THEN close END) AS last_price,
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max(CASE WHEN rn = 2 THEN close END) AS prev_close
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FROM ranked
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WHERE rn <= 2
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GROUP BY symbol
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)
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SELECT symbol, date, last_price, prev_close
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FROM latest
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""",
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[*CORE_INDEX_SYMBOLS, as_of, as_of],
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)
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except Exception: # noqa: BLE001
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db_rows = []
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for symbol, dt, last_price, prev_close in db_rows:
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change_amount = None
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change_pct = None
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lp = _finite(last_price)
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pc = _finite(prev_close)
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if lp is not None and pc not in (None, 0):
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change_amount = lp - pc
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change_pct = change_amount / pc * 100
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rows.append({
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"symbol": symbol,
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"name": CORE_INDEX_NAMES.get(symbol),
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"date": str(dt) if dt else None,
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"last_price": lp,
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"close": lp,
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"prev_close": pc,
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"change_amount": change_amount,
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"change_pct": change_pct,
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})
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by_symbol = {r.get("symbol"): r for r in rows}
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out = []
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for symbol in CORE_INDEX_SYMBOLS:
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r = by_symbol.get(symbol, {"symbol": symbol})
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out.append({
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"symbol": symbol,
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"name": r.get("name") or CORE_INDEX_NAMES[symbol],
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"last_price": _finite(r.get("last_price") if r.get("last_price") is not None else r.get("close")),
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"change_pct": _finite(r.get("change_pct")),
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"change_amount": _finite(r.get("change_amount")),
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})
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return out
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# ================================================================
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# 扩展数据(行业 / 概念)维度聚合
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# ================================================================
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def _dimension_field(config: ExtConfig, kind: str) -> str | None:
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candidates = ["概念", "concept", "theme"] if kind == "concept" else ["行业", "industry", "sector"]
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for candidate in candidates:
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needle = candidate.lower()
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for field in config.fields:
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haystack = f"{field.name} {field.label}".lower()
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if needle in haystack:
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return field.name
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return None
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def _ext_files(data_dir, config: ExtConfig) -> list[str]:
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base = data_dir / "ext_data" / config.id
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if config.mode == "timeseries":
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root = base / "timeseries"
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return [str(p) for p in sorted(root.rglob("*.parquet")) if p.is_file()]
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return [str(p) for p in sorted(base.glob("*.parquet")) if p.is_file()]
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def _read_ext_rows(data_dir, config: ExtConfig, dimension_field: str) -> list[dict]:
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files = _ext_files(data_dir, config)
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if not files:
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return []
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try:
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df = pl.read_parquet(files, hive_partitioning=True)
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except TypeError:
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try:
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df = pl.read_parquet(files)
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except Exception: # noqa: BLE001
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return []
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except Exception: # noqa: BLE001
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return []
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if df.is_empty() or dimension_field not in df.columns:
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return []
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if config.mode == "timeseries" and "date" in df.columns:
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latest = df.get_column("date").max()
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if latest is not None:
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df = df.filter(pl.col("date") == latest)
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symbol_cols = ["symbol", "code", "股票代码", "代码"]
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for mapping in (config.symbol_map, config.code_map):
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if isinstance(mapping, dict) and mapping.get("type") == "mapped" and mapping.get("col"):
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symbol_cols.append(str(mapping["col"]))
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cols = []
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for col in [dimension_field, *symbol_cols]:
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if col in df.columns and col not in cols:
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cols.append(col)
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return df.select(cols).to_dicts()
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def _dimension_values(raw: Any) -> list[str]:
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if raw is None:
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return []
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values = [v.strip() for v in _DIMENSION_SEP.split(str(raw).strip()) if v.strip()]
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return values
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def _symbol_keys(row: dict, config: ExtConfig) -> list[str]:
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fields = ["symbol", "code", "股票代码", "代码"]
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for mapping in (config.symbol_map, config.code_map):
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if isinstance(mapping, dict) and mapping.get("type") == "mapped" and mapping.get("col"):
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fields.append(str(mapping["col"]))
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keys: list[str] = []
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for field in fields:
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raw = row.get(field)
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if raw is None:
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continue
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text = str(raw).strip().upper()
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if not text:
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continue
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keys.append(text)
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if "." in text:
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keys.append(text.split(".", 1)[0])
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return keys
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def _dimension_rank(rows: list[dict], repo, kind: str, limit: int = 5, level: int | None = None) -> dict:
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if not rows:
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return {"leading": [], "lagging": []}
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quote_map: dict[str, dict] = {}
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for row in rows:
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symbol = str(row.get("symbol") or "").strip().upper()
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if not symbol:
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continue
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quote_map[symbol] = row
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quote_map[symbol.split(".", 1)[0]] = row
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store = ExtConfigStore(repo.store.data_dir)
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groups: dict[str, dict[str, dict]] = {}
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for config in store.load_all():
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field = _dimension_field(config, kind)
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if not field:
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continue
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for ext_row in _read_ext_rows(repo.store.data_dir, config, field):
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quote = None
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for key in _symbol_keys(ext_row, config):
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quote = quote_map.get(key)
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if quote:
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break
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if not quote:
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continue
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symbol = str(quote.get("symbol") or "")
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for value in _dimension_values(ext_row.get(field)):
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# 行业按 "-" 拆分级: "银行-银行-股份制银行" → level=2 取"银行"(二级)
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if level is not None and "-" in value:
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parts = value.split("-")
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value = parts[level - 1] if level <= len(parts) else parts[-1]
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groups.setdefault(value, {})[symbol] = quote
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items = []
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for name, by_symbol in groups.items():
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stocks = list(by_symbol.values())
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changes = [_finite(s.get("change_pct")) for s in stocks]
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changes = [v for v in changes if v is not None]
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if not changes:
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continue
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leader = max(stocks, key=lambda s: _finite(s.get("change_pct")) or -999)
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items.append({
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"name": name,
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"count": len(stocks),
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"avg_pct": sum(changes) / len(changes),
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"up_count": sum(1 for v in changes if v > 0),
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"down_count": sum(1 for v in changes if v < 0),
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"amount": sum(_finite(s.get("amount")) or 0 for s in stocks),
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"leader": {
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"symbol": leader.get("symbol"),
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"name": leader.get("name"),
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"change_pct": _finite(leader.get("change_pct")),
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},
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})
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leading = sorted(items, key=lambda x: x["avg_pct"], reverse=True)[:limit]
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lagging = sorted(items, key=lambda x: x["avg_pct"])[:limit]
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return {"leading": leading, "lagging": lagging}
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# ================================================================
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# Top 行 / 涨跌幅分桶
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# ================================================================
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def _top_rows(rows: list[dict], key: str, descending: bool, limit: int = 8) -> list[dict]:
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filtered = [r for r in rows if _finite(r.get(key)) is not None]
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filtered.sort(key=lambda r: _finite(r.get(key)) or 0, reverse=descending)
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return [
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{
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"symbol": r.get("symbol"),
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"name": r.get("name"),
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"close": _finite(r.get("close")),
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"change_pct": _finite(r.get("change_pct")),
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"amount": _finite(r.get("amount")),
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"turnover_rate": _finite(r.get("turnover_rate")),
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"board": _board(str(r.get("symbol") or "")),
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}
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for r in filtered[:limit]
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]
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def _pct_band_rows(values: list[float]) -> list[dict]:
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bands = [
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("<-5%", None, -0.05),
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("-5~-3%", -0.05, -0.03),
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("-3~-1%", -0.03, -0.01),
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("-1~0%", -0.01, 0),
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("0~1%", 0, 0.01),
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("1~3%", 0.01, 0.03),
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("3~5%", 0.03, 0.05),
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(">5%", 0.05, None),
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]
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total = len(values) or 1
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out = []
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for label, low, high in bands:
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count = 0
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for v in values:
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if low is None and v < high:
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count += 1
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elif high is None and v >= low:
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count += 1
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elif low is not None and high is not None and low <= v < high:
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count += 1
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out.append({"label": label, "count": count, "pct": count / total * 100})
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return out
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# ================================================================
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# 主装配入口
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# ================================================================
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def build_market_overview(
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repo,
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quote_service=None,
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depth_service=None,
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as_of: date | None = None,
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) -> dict:
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"""装配市场总览(与原 overview._build_overview 行为一致)。
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Args:
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repo: KlineRepository(必填)。
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quote_service: QuoteService(可选;实时指数行情来源)。
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depth_service: DepthService(可选;五档封板修正)。
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as_of: 指定日期,None 则取最新有数据日。
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"""
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svc = ScreenerService(repo)
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# 调用方未指定日期时视为"最新"请求: 指数行情走实时缓存 (quote_service),
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# 其余装配仍以解析出的真实日期为准。显式指定日期(历史复盘)时才回退数据库。
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explicit_as_of = as_of is not None
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as_of = as_of or svc.latest_date()
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status = _quote_status(quote_service)
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indices = _index_quotes(repo, quote_service, None if not explicit_as_of else as_of)
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if not as_of:
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return {
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"as_of": None,
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"quote_status": status,
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"indices": indices,
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"breadth": {"total": 0, "up": 0, "down": 0, "flat": 0, "up_pct": 0, "down_pct": 0},
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"amount": {"total": 0, "avg": 0},
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"boards": [],
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"limit": {"limit_up": 0, "broken": 0, "failed": 0, "limit_down": 0, "max_boards": 0, "tiers": []},
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"distribution": [],
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"trend": {"above_ma5": 0, "above_ma20": 0, "above_ma60": 0, "above_ma5_pct": 0, "above_ma20_pct": 0, "above_ma60_pct": 0, "new_high": 0, "new_low": 0},
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"activity": {"avg_turnover": 0, "high_turnover": 0, "high_vol_ratio": 0, "vol_ratio": 1},
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"radar": [],
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"emotion": {"score": 50, "label": "暂无"},
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"top_gainers": [],
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"top_losers": [],
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"turnover_leaders": [],
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"active_leaders": [],
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"concept_rank": {"leading": [], "lagging": []},
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"industry_rank": {"leading": [], "lagging": []},
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}
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df = svc._load_enriched_for_date(as_of)
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if df.is_empty():
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rows: list[dict] = []
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else:
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cols = [
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"symbol", "name", "close", "change_pct", "amount", "turnover_rate", "volume",
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"vol_ratio_5d", "consecutive_limit_ups", "signal_limit_up", "signal_broken_limit_up", "signal_limit_down",
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"ma5", "ma20", "ma60", "high_60d", "low_60d", "signal_n_day_high", "signal_n_day_low",
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]
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df = df.select([c for c in cols if c in df.columns])
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rows = df.to_dicts()
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# 过滤真停牌（volume=0 且 change_pct=0），保留有涨跌幅的浮点误差股以对齐同花顺口径
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if rows and "volume" in rows[0]:
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rows = [r for r in rows
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if (_finite(r.get("volume")) or 0) > 0
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or (_finite(r.get("change_pct")) or 0) != 0]
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total = len(rows)
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up = sum(1 for r in rows if (_finite(r.get("change_pct")) or 0) > 0)
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down = sum(1 for r in rows if (_finite(r.get("change_pct")) or 0) < 0)
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flat = max(0, total - up - down)
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up_pct = up / total * 100 if total else 0
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down_pct = down / total * 100 if total else 0
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amounts = [_finite(r.get("amount")) or 0 for r in rows]
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total_amount = sum(amounts)
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avg_amount = total_amount / total if total else 0
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pct_values = [_finite(r.get("change_pct")) for r in rows]
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pct_values = [v for v in pct_values if v is not None]
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avg_pct = sum(pct_values) / len(pct_values) if pct_values else 0
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median_pct = sorted(pct_values)[len(pct_values) // 2] if pct_values else 0
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strong_up = sum(1 for v in pct_values if v >= 0.03)
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strong_down = sum(1 for v in pct_values if v <= -0.03)
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||
|
||
limit_up = sum(1 for r in rows if bool(r.get("signal_limit_up")) or (_finite(r.get("consecutive_limit_ups")) or 0) > 0)
|
||
broken = sum(1 for r in rows if bool(r.get("signal_broken_limit_up")))
|
||
limit_down = sum(1 for r in rows if bool(r.get("signal_limit_down")))
|
||
max_boards = max([int(_finite(r.get("consecutive_limit_ups")) or 0) for r in rows], default=0)
|
||
|
||
# 五档 sealed 修正: 假涨停/假跌停不计入(需 Pro+ depth5.batch 能力)
|
||
sealed_ready = False
|
||
fake_up = 0
|
||
fake_down = 0
|
||
if depth_service:
|
||
up_map = depth_service.get_sealed_map(as_of, is_down=False)
|
||
down_map = depth_service.get_sealed_map(as_of, is_down=True)
|
||
sealed_ready = bool(up_map or down_map) and depth_service.is_sealed_ready(as_of)
|
||
if up_map:
|
||
fake_up = sum(1 for v in up_map.values() if v.get("sealed") is False)
|
||
if down_map:
|
||
fake_down = sum(1 for v in down_map.values() if v.get("sealed") is False)
|
||
if sealed_ready:
|
||
limit_up = max(0, limit_up - fake_up)
|
||
limit_down = max(0, limit_down - fake_down)
|
||
|
||
seal_rate = limit_up / (limit_up + broken) * 100 if (limit_up + broken) > 0 else 0
|
||
|
||
def above_ma_count(ma_key: str) -> int:
|
||
return sum(1 for r in rows if (_finite(r.get("close")) is not None and _finite(r.get(ma_key)) is not None and (_finite(r.get("close")) or 0) >= (_finite(r.get(ma_key)) or 0)))
|
||
|
||
above_ma5 = above_ma_count("ma5")
|
||
above_ma20 = above_ma_count("ma20")
|
||
above_ma60 = above_ma_count("ma60")
|
||
new_high = sum(1 for r in rows if bool(r.get("signal_n_day_high")) or (_finite(r.get("close")) is not None and _finite(r.get("high_60d")) is not None and (_finite(r.get("close")) or 0) >= (_finite(r.get("high_60d")) or 0)))
|
||
new_low = sum(1 for r in rows if bool(r.get("signal_n_day_low")) or (_finite(r.get("close")) is not None and _finite(r.get("low_60d")) is not None and (_finite(r.get("close")) or 0) <= (_finite(r.get("low_60d")) or 0)))
|
||
|
||
turnovers = [_finite(r.get("turnover_rate")) for r in rows]
|
||
turnovers = [v for v in turnovers if v is not None]
|
||
avg_turnover = sum(turnovers) / len(turnovers) if turnovers else 0
|
||
high_turnover = sum(1 for v in turnovers if v >= 5)
|
||
|
||
boards_map: dict[str, dict] = {}
|
||
for r in rows:
|
||
b = _board(str(r.get("symbol") or ""))
|
||
item = boards_map.setdefault(b, {"board": b, "count": 0, "up": 0, "down": 0, "amount": 0.0})
|
||
item["count"] += 1
|
||
change = _finite(r.get("change_pct")) or 0
|
||
if change > 0:
|
||
item["up"] += 1
|
||
elif change < 0:
|
||
item["down"] += 1
|
||
item["amount"] += _finite(r.get("amount")) or 0
|
||
boards = sorted(boards_map.values(), key=lambda x: x["amount"], reverse=True)
|
||
for b in boards:
|
||
count = b["count"] or 1
|
||
b["up_pct"] = b["up"] / count * 100
|
||
|
||
tiers_map: dict[int, int] = {}
|
||
for r in rows:
|
||
n = int(_finite(r.get("consecutive_limit_ups")) or 0)
|
||
if n > 0:
|
||
tiers_map[n] = tiers_map.get(n, 0) + 1
|
||
tiers = [{"boards": k, "count": v} for k, v in sorted(tiers_map.items(), key=lambda item: -item[0])]
|
||
|
||
index_changes = [_finite(r.get("change_pct")) for r in indices]
|
||
index_changes = [v for v in index_changes if v is not None]
|
||
avg_index_pct = sum(index_changes) / len(index_changes) if index_changes else 0
|
||
vol_ratios = [_finite(r.get("vol_ratio_5d")) for r in rows]
|
||
vol_ratios = [v for v in vol_ratios if v is not None]
|
||
avg_vol_ratio = sum(vol_ratios) / len(vol_ratios) if vol_ratios else 1
|
||
high_vol_ratio = sum(1 for v in vol_ratios if v >= 1.5)
|
||
|
||
concept_rank = _dimension_rank(rows, repo, "concept")
|
||
industry_rank = _dimension_rank(rows, repo, "industry", level=2)
|
||
|
||
strong_diff_pct = (strong_up - strong_down) / total * 100 if total else 0
|
||
high_vol_pct = high_vol_ratio / total * 100 if total else 0
|
||
strong_down_pct = strong_down / total * 100 if total else 0
|
||
tier2_count = sum(t["count"] for t in tiers if t["boards"] >= 2)
|
||
mainline_items = [*concept_rank["leading"][:3], *industry_rank["leading"][:3]]
|
||
mainline_avg = max([_finite(item.get("avg_pct")) or 0 for item in mainline_items], default=0)
|
||
mainline_cover_pct = max([(_finite(item.get("count")) or 0) / total * 100 for item in mainline_items], default=0) if total else 0
|
||
mainline_score = round(_score(mainline_avg, -0.005, 0.03) * 0.65 + _score(mainline_cover_pct, 1, 12) * 0.35) if mainline_items else 50
|
||
|
||
radar = [
|
||
{"key": "index", "label": "指数", "value": _score(avg_index_pct, -2.5, 2.5)},
|
||
{"key": "profit", "label": "赚钱", "value": round(_score(up_pct, 20, 80) * 0.45 + _score(avg_pct, -0.02, 0.02) * 0.25 + _score(median_pct, -0.02, 0.02) * 0.20 + _score(strong_diff_pct, -8, 8) * 0.10)},
|
||
{"key": "money", "label": "量能", "value": round(_score(avg_vol_ratio, 0.6, 1.8) * 0.70 + _score(high_vol_pct, 2, 12) * 0.30)},
|
||
{"key": "speculation", "label": "投机", "value": round(_score(limit_up, 5, 90) * 0.25 + _score(seal_rate, 30, 85) * 0.35 + _score(max_boards, 1, 8) * 0.25 + _score(tier2_count, 0, 30) * 0.15)},
|
||
{"key": "resilience", "label": "抗跌", "value": 100 - round(_score(down_pct, 20, 80) * 0.55 + _score(strong_down_pct, 1, 12) * 0.45)},
|
||
{"key": "mainline", "label": "主线", "value": mainline_score},
|
||
]
|
||
emotion_score = round(sum(r["value"] for r in radar) / len(radar)) if radar else 50
|
||
if emotion_score >= 70:
|
||
emotion_label = "强势"
|
||
elif emotion_score >= 55:
|
||
emotion_label = "偏暖"
|
||
elif emotion_score >= 45:
|
||
emotion_label = "震荡"
|
||
elif emotion_score >= 30:
|
||
emotion_label = "偏冷"
|
||
else:
|
||
emotion_label = "冰点"
|
||
|
||
return _json_safe({
|
||
"as_of": str(as_of),
|
||
"quote_status": status,
|
||
"indices": indices,
|
||
"breadth": {
|
||
"total": total,
|
||
"up": up,
|
||
"down": down,
|
||
"flat": flat,
|
||
"up_pct": up_pct,
|
||
"down_pct": down_pct,
|
||
"avg_pct": avg_pct,
|
||
"median_pct": median_pct,
|
||
"strong_up": strong_up,
|
||
"strong_down": strong_down,
|
||
},
|
||
"amount": {"total": total_amount, "avg": avg_amount},
|
||
"boards": boards,
|
||
"limit": {"limit_up": limit_up, "broken": broken, "failed": 0, "limit_down": limit_down, "max_boards": max_boards, "seal_rate": seal_rate, "tiers": tiers, "sealed_ready": sealed_ready, "fake_up": fake_up, "fake_down": fake_down},
|
||
"distribution": _pct_band_rows(pct_values),
|
||
"trend": {
|
||
"above_ma5": above_ma5,
|
||
"above_ma20": above_ma20,
|
||
"above_ma60": above_ma60,
|
||
"above_ma5_pct": above_ma5 / total * 100 if total else 0,
|
||
"above_ma20_pct": above_ma20 / total * 100 if total else 0,
|
||
"above_ma60_pct": above_ma60 / total * 100 if total else 0,
|
||
"new_high": new_high,
|
||
"new_low": new_low,
|
||
},
|
||
"activity": {
|
||
"avg_turnover": avg_turnover,
|
||
"high_turnover": high_turnover,
|
||
"high_vol_ratio": high_vol_pct,
|
||
"vol_ratio": avg_vol_ratio,
|
||
},
|
||
"radar": radar,
|
||
"emotion": {"score": emotion_score, "label": emotion_label},
|
||
"top_gainers": _top_rows(rows, "change_pct", True),
|
||
"top_losers": _top_rows(rows, "change_pct", False),
|
||
"turnover_leaders": _top_rows(rows, "amount", True),
|
||
"active_leaders": _top_rows(rows, "turnover_rate", True),
|
||
"concept_rank": concept_rank,
|
||
"industry_rank": industry_rank,
|
||
})
|