复制 local 代码到 serve

serve/backend/app/api/indices.py

@@ -0,0 +1,149 @@
+"""指数 API。"""
+from __future__ import annotations
+
+import logging
+from datetime import date, datetime, timedelta
+from typing import Optional
+
+import polars as pl
+from fastapi import APIRouter, HTTPException, Query, Request
+
+from app.indicators.pipeline import compute_enriched
+from app.services import index_sync, kline_sync
+from app.tickflow.capabilities import Cap
+
+logger = logging.getLogger(__name__)
+
+router = APIRouter(prefix="/api/index", tags=["index"])
+
+
+def _index_info(repo, symbol: str) -> dict:
+    df = repo.get_index_instruments()
+    if df.is_empty() or "symbol" not in df.columns:
+        return {}
+    hit = df.filter(pl.col("symbol") == symbol).head(1)
+    if hit.is_empty():
+        return {}
+    return hit.to_dicts()[0]
+
+
+@router.get("/list")
+def list_indices(request: Request):
+    """返回已缓存的 CN_Index 指数列表。"""
+    repo = request.app.state.repo
+    df = repo.get_index_instruments()
+    if df.is_empty():
+        return {"results": [], "count": 0}
+    cols = [c for c in ["symbol", "name", "code", "asset_type"] if c in df.columns]
+    rows = df.select(cols).sort("symbol").to_dicts()
+    return {"results": rows, "count": len(rows)}
+
+
+@router.get("/search")
+def search_indices(
+    request: Request,
+    q: str = Query("", min_length=0, max_length=50, description="搜索关键词"),
+    limit: int = Query(20, ge=1, le=100),
+):
+    """模糊搜索指数。"""
+    repo = request.app.state.repo
+    df = repo.get_index_instruments()
+    if df.is_empty():
+        return {"results": []}
+    if not q.strip():
+        rows = df.head(limit).to_dicts()
+        return {"results": rows}
+
+    keyword = q.strip().upper()
+    masks = []
+    if "code" in df.columns:
+        masks.append(pl.col("code").cast(pl.Utf8).str.contains(keyword, literal=True))
+    masks.append(pl.col("symbol").cast(pl.Utf8).str.to_uppercase().str.contains(keyword, literal=True))
+    if "name" in df.columns:
+        masks.append(pl.col("name").cast(pl.Utf8).str.contains(q.strip(), literal=True))
+
+    mask = masks[0]
+    for m in masks[1:]:
+        mask = mask | m
+    rows = df.filter(mask).head(limit).to_dicts()
+    return {"results": rows}
+
+
+@router.get("/daily")
+def get_index_daily(
+    request: Request,
+    symbol: str = Query(..., description="指数代码, 如 000001.SH"),
+    days: int = Query(120, ge=10, le=2000),
+    start_date: Optional[str] = Query(None, description="起始日期 YYYY-MM-DD, 优先于 days"),
+    end_date: Optional[str] = Query(None, description="截止日期 YYYY-MM-DD, 默认今天"),
+):
+    """读取指数日 K。指数数据使用独立 kline_index_* parquet。"""
+    repo = request.app.state.repo
+    end = date.fromisoformat(end_date) if end_date else date.today()
+    start = date.fromisoformat(start_date) if start_date else end - timedelta(days=days)
+    info = _index_info(repo, symbol)
+
+    df = repo.get_index_daily(symbol, start, end)
+    if not df.is_empty():
+        return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": df.to_dicts(), "source": "index_enriched"}
+
+    capset = request.app.state.capabilities
+    if not capset.has(Cap.KLINE_DAILY_BATCH):
+        return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": [], "source": "none"}
+
+    try:
+        raw = kline_sync.sync_daily_batch([symbol], count=days + 150)
+    except Exception as e:  # noqa: BLE001
+        raise HTTPException(status_code=502, detail=f"TickFlow fetch failed: {e}") from e
+    if raw.is_empty():
+        return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": [], "source": "none"}
+
+    enriched = compute_enriched(raw, factors=None, instruments=None)
+    rows = enriched.filter((pl.col("date") >= start) & (pl.col("date") <= end)).to_dicts()
+    return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": rows, "source": "live"}
+
+
+@router.get("/minute")
+def get_index_minute(
+    request: Request,
+    symbol: str = Query(..., description="指数代码, 如 000001.SH"),
+    trade_date: date | None = Query(None, alias="date", description="交易日期, 默认今天"),
+):
+    """实时读取指数分钟 K。不写入股票分钟 parquet。"""
+    repo = request.app.state.repo
+    info = _index_info(repo, symbol)
+    day = trade_date or date.today()
+    df = kline_sync.fetch_minute_single(symbol, day)
+    return {
+        "symbol": symbol,
+        "name": info.get("name"),
+        "index_info": info,
+        "date": str(day),
+        "rows": df.to_dicts(),
+        "source": "live" if not df.is_empty() else "none",
+    }
+
+
+@router.post("/sync_instruments")
+def sync_index_instruments(request: Request):
+    """同步 CN_Index 指数标的列表。"""
+    repo = request.app.state.repo
+    count = index_sync.sync_index_instruments(repo)
+    return {"status": "ok", "count": count}
+
+
+@router.post("/sync_daily")
+def sync_index_daily(
+    request: Request,
+    days: int = Query(365, ge=30, le=5000),
+):
+    """同步指数日K到独立 parquet。"""
+    repo = request.app.state.repo
+    capset = request.app.state.capabilities
+    if not capset.has(Cap.KLINE_DAILY_BATCH):
+        raise HTTPException(status_code=403, detail="需要 Pro+ 权限 (batch K-line)")
+    end = datetime.now()
+    start = end - timedelta(days=days)
+    count = index_sync.sync_index_instruments(repo)
+    rows = index_sync.sync_and_persist_index_daily(repo, capset, start_date=start, end_date=end)
+    return {"status": "ok", "index_count": count, "rows_written": rows}