合约列表新增次日振幅字段

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
2026-07-26 10:08:37 +08:00
parent 5e9d9f00e8
commit 5670e5138c
2 changed files with 24 additions and 2 deletions
+15
View File
@@ -59,6 +59,20 @@ def contract_index(request: Request, db: Session = Depends(get_db)):
if bar.contract not in contract_bars:
contract_bars[bar.contract] = bar
# Next-day amplitude: mean of latest 5 diffs per contract
contract_next_amp = {}
for code in all_codes:
diffs = [
r[0] for r in
db.query(DailyBar.high - DailyBar.low)
.filter(DailyBar.contract == code)
.order_by(DailyBar.date.desc())
.limit(5)
.all()
]
if len(diffs) >= 5:
contract_next_amp[code] = round(sum(diffs) / 5)
template = request.app.state.templates.get_template("index.html")
return HTMLResponse(
template.render(
@@ -66,6 +80,7 @@ def contract_index(request: Request, db: Session = Depends(get_db)):
active_nav="contracts",
product_groups=product_groups,
contract_bars=contract_bars,
contract_next_amp=contract_next_amp,
)
)