复制 local 代码到 serve
This commit is contained in:
@@ -0,0 +1,372 @@
|
||||
"""市场总览聚合 API。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
import re
|
||||
import time
|
||||
from datetime import date
|
||||
from typing import Any
|
||||
|
||||
import polars as pl
|
||||
from fastapi import APIRouter, Request
|
||||
|
||||
from app.services.ext_data import ExtConfig, ExtConfigStore
|
||||
from app.services.screener import ScreenerService
|
||||
|
||||
router = APIRouter(prefix="/api/overview", tags=["overview"])
|
||||
|
||||
_CACHE_TTL = 5.0
|
||||
_cache: dict[str, Any] | None = None
|
||||
_cache_key: str | None = None
|
||||
_cache_ts: float = 0.0
|
||||
|
||||
|
||||
def invalidate_overview_cache() -> None:
|
||||
"""清空总览聚合结果缓存。
|
||||
|
||||
清除数据后调用, 避免看板在 TTL 窗口内继续返回旧的聚合结果。
|
||||
"""
|
||||
global _cache, _cache_key, _cache_ts
|
||||
_cache = None
|
||||
_cache_key = None
|
||||
_cache_ts = 0.0
|
||||
|
||||
|
||||
CORE_INDEX_NAMES = {
|
||||
"000001.SH": "上证指数",
|
||||
"399001.SZ": "深证成指",
|
||||
"399006.SZ": "创业板指",
|
||||
"000680.SH": "科创综指",
|
||||
}
|
||||
CORE_INDEX_SYMBOLS = tuple(CORE_INDEX_NAMES.keys())
|
||||
|
||||
_DIMENSION_SEP = re.compile(r"[、,，;；|/\s]+")
|
||||
|
||||
|
||||
def _dimension_field(config: ExtConfig, kind: str) -> str | None:
|
||||
candidates = ["概念", "concept", "theme"] if kind == "concept" else ["行业", "industry", "sector"]
|
||||
for candidate in candidates:
|
||||
needle = candidate.lower()
|
||||
for field in config.fields:
|
||||
haystack = f"{field.name} {field.label}".lower()
|
||||
if needle in haystack:
|
||||
return field.name
|
||||
return None
|
||||
|
||||
|
||||
def _ext_files(data_dir, config: ExtConfig) -> list[str]:
|
||||
base = data_dir / "ext_data" / config.id
|
||||
if config.mode == "timeseries":
|
||||
root = base / "timeseries"
|
||||
return [str(p) for p in sorted(root.rglob("*.parquet")) if p.is_file()]
|
||||
return [str(p) for p in sorted(base.glob("*.parquet")) if p.is_file()]
|
||||
|
||||
|
||||
def _read_ext_rows(data_dir, config: ExtConfig, dimension_field: str) -> list[dict]:
|
||||
files = _ext_files(data_dir, config)
|
||||
if not files:
|
||||
return []
|
||||
try:
|
||||
df = pl.read_parquet(files, hive_partitioning=True)
|
||||
except TypeError:
|
||||
try:
|
||||
df = pl.read_parquet(files)
|
||||
except Exception: # noqa: BLE001
|
||||
return []
|
||||
except Exception: # noqa: BLE001
|
||||
return []
|
||||
if df.is_empty() or dimension_field not in df.columns:
|
||||
return []
|
||||
|
||||
if config.mode == "timeseries" and "date" in df.columns:
|
||||
latest = df.get_column("date").max()
|
||||
if latest is not None:
|
||||
df = df.filter(pl.col("date") == latest)
|
||||
|
||||
symbol_cols = ["symbol", "code", "股票代码", "代码"]
|
||||
for mapping in (config.symbol_map, config.code_map):
|
||||
if isinstance(mapping, dict) and mapping.get("type") == "mapped" and mapping.get("col"):
|
||||
symbol_cols.append(str(mapping["col"]))
|
||||
cols = []
|
||||
for col in [dimension_field, *symbol_cols]:
|
||||
if col in df.columns and col not in cols:
|
||||
cols.append(col)
|
||||
return df.select(cols).to_dicts()
|
||||
|
||||
|
||||
def _dimension_values(raw: Any) -> list[str]:
|
||||
if raw is None:
|
||||
return []
|
||||
values = [v.strip() for v in _DIMENSION_SEP.split(str(raw).strip()) if v.strip()]
|
||||
return values
|
||||
|
||||
|
||||
def _symbol_keys(row: dict, config: ExtConfig) -> list[str]:
|
||||
fields = ["symbol", "code", "股票代码", "代码"]
|
||||
for mapping in (config.symbol_map, config.code_map):
|
||||
if isinstance(mapping, dict) and mapping.get("type") == "mapped" and mapping.get("col"):
|
||||
fields.append(str(mapping["col"]))
|
||||
|
||||
keys: list[str] = []
|
||||
for field in fields:
|
||||
raw = row.get(field)
|
||||
if raw is None:
|
||||
continue
|
||||
text = str(raw).strip().upper()
|
||||
if not text:
|
||||
continue
|
||||
keys.append(text)
|
||||
if "." in text:
|
||||
keys.append(text.split(".", 1)[0])
|
||||
return keys
|
||||
|
||||
|
||||
def _dimension_rank(rows: list[dict], request: Request, kind: str, limit: int = 5, level: int | None = None) -> dict:
|
||||
if not rows:
|
||||
return {"leading": [], "lagging": []}
|
||||
|
||||
quote_map: dict[str, dict] = {}
|
||||
for row in rows:
|
||||
symbol = str(row.get("symbol") or "").strip().upper()
|
||||
if not symbol:
|
||||
continue
|
||||
quote_map[symbol] = row
|
||||
quote_map[symbol.split(".", 1)[0]] = row
|
||||
|
||||
store = ExtConfigStore(request.app.state.repo.store.data_dir)
|
||||
groups: dict[str, dict[str, dict]] = {}
|
||||
for config in store.load_all():
|
||||
field = _dimension_field(config, kind)
|
||||
if not field:
|
||||
continue
|
||||
for ext_row in _read_ext_rows(request.app.state.repo.store.data_dir, config, field):
|
||||
quote = None
|
||||
for key in _symbol_keys(ext_row, config):
|
||||
quote = quote_map.get(key)
|
||||
if quote:
|
||||
break
|
||||
if not quote:
|
||||
continue
|
||||
symbol = str(quote.get("symbol") or "")
|
||||
for value in _dimension_values(ext_row.get(field)):
|
||||
# 行业按 "-" 拆分级: "银行-银行-股份制银行" → level=2 取"银行"(二级)
|
||||
if level is not None and "-" in value:
|
||||
parts = value.split("-")
|
||||
value = parts[level - 1] if level <= len(parts) else parts[-1]
|
||||
groups.setdefault(value, {})[symbol] = quote
|
||||
|
||||
items = []
|
||||
for name, by_symbol in groups.items():
|
||||
stocks = list(by_symbol.values())
|
||||
changes = [_finite(s.get("change_pct")) for s in stocks]
|
||||
changes = [v for v in changes if v is not None]
|
||||
if not changes:
|
||||
continue
|
||||
leader = max(stocks, key=lambda s: _finite(s.get("change_pct")) or -999)
|
||||
items.append({
|
||||
"name": name,
|
||||
"count": len(stocks),
|
||||
"avg_pct": sum(changes) / len(changes),
|
||||
"up_count": sum(1 for v in changes if v > 0),
|
||||
"down_count": sum(1 for v in changes if v < 0),
|
||||
"amount": sum(_finite(s.get("amount")) or 0 for s in stocks),
|
||||
"leader": {
|
||||
"symbol": leader.get("symbol"),
|
||||
"name": leader.get("name"),
|
||||
"change_pct": _finite(leader.get("change_pct")),
|
||||
},
|
||||
})
|
||||
|
||||
leading = sorted(items, key=lambda x: x["avg_pct"], reverse=True)[:limit]
|
||||
lagging = sorted(items, key=lambda x: x["avg_pct"])[:limit]
|
||||
return {"leading": leading, "lagging": lagging}
|
||||
|
||||
|
||||
def _finite(v: Any) -> float | None:
|
||||
if v is None:
|
||||
return None
|
||||
try:
|
||||
f = float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
return f if math.isfinite(f) else None
|
||||
|
||||
|
||||
def _json_safe(value: Any) -> Any:
|
||||
if isinstance(value, dict):
|
||||
return {k: _json_safe(v) for k, v in value.items()}
|
||||
if isinstance(value, list):
|
||||
return [_json_safe(v) for v in value]
|
||||
if isinstance(value, float) and not math.isfinite(value):
|
||||
return None
|
||||
return value
|
||||
|
||||
|
||||
def _board(symbol: str) -> str:
|
||||
if symbol.endswith(".BJ"):
|
||||
return "北交所"
|
||||
if symbol.startswith(("300", "301")):
|
||||
return "创业板"
|
||||
if symbol.startswith(("688", "689")):
|
||||
return "科创板"
|
||||
if symbol.endswith(".SH"):
|
||||
return "沪主板"
|
||||
if symbol.endswith(".SZ"):
|
||||
return "深主板"
|
||||
return "其他"
|
||||
|
||||
|
||||
def _score(value: float, low: float, high: float) -> int:
|
||||
if high <= low:
|
||||
return 50
|
||||
return max(0, min(100, round((value - low) / (high - low) * 100)))
|
||||
|
||||
|
||||
def _quote_status(request: Request) -> dict:
|
||||
qs = getattr(request.app.state, "quote_service", None)
|
||||
if not qs:
|
||||
return {"enabled": False, "running": False, "quote_age_ms": None, "is_trading_hours": False}
|
||||
return qs.status()
|
||||
|
||||
|
||||
def _index_quotes(request: Request, as_of: date | None = None) -> list[dict]:
|
||||
qs = getattr(request.app.state, "quote_service", None)
|
||||
rows: list[dict] = []
|
||||
if qs and as_of is None:
|
||||
df = qs.get_index_quotes(list(CORE_INDEX_SYMBOLS))
|
||||
if not df.is_empty():
|
||||
rows = df.to_dicts()
|
||||
|
||||
if not rows:
|
||||
repo = getattr(request.app.state, "repo", None)
|
||||
if repo:
|
||||
placeholders = ", ".join("?" for _ in CORE_INDEX_SYMBOLS)
|
||||
try:
|
||||
db_rows = repo.execute_all(
|
||||
f"""
|
||||
WITH ranked AS (
|
||||
SELECT symbol, date, close,
|
||||
row_number() OVER (PARTITION BY symbol ORDER BY date DESC) AS rn
|
||||
FROM kline_index_daily
|
||||
WHERE symbol IN ({placeholders})
|
||||
AND (? IS NULL OR date <= ?)
|
||||
), latest AS (
|
||||
SELECT symbol,
|
||||
max(CASE WHEN rn = 1 THEN date END) AS date,
|
||||
max(CASE WHEN rn = 1 THEN close END) AS last_price,
|
||||
max(CASE WHEN rn = 2 THEN close END) AS prev_close
|
||||
FROM ranked
|
||||
WHERE rn <= 2
|
||||
GROUP BY symbol
|
||||
)
|
||||
SELECT symbol, date, last_price, prev_close
|
||||
FROM latest
|
||||
""",
|
||||
[*CORE_INDEX_SYMBOLS, as_of, as_of],
|
||||
)
|
||||
except Exception: # noqa: BLE001
|
||||
db_rows = []
|
||||
for symbol, dt, last_price, prev_close in db_rows:
|
||||
change_amount = None
|
||||
change_pct = None
|
||||
lp = _finite(last_price)
|
||||
pc = _finite(prev_close)
|
||||
if lp is not None and pc not in (None, 0):
|
||||
change_amount = lp - pc
|
||||
change_pct = change_amount / pc * 100
|
||||
rows.append({
|
||||
"symbol": symbol,
|
||||
"name": CORE_INDEX_NAMES.get(symbol),
|
||||
"date": str(dt) if dt else None,
|
||||
"last_price": lp,
|
||||
"close": lp,
|
||||
"prev_close": pc,
|
||||
"change_amount": change_amount,
|
||||
"change_pct": change_pct,
|
||||
})
|
||||
|
||||
by_symbol = {r.get("symbol"): r for r in rows}
|
||||
out = []
|
||||
for symbol in CORE_INDEX_SYMBOLS:
|
||||
r = by_symbol.get(symbol, {"symbol": symbol})
|
||||
out.append({
|
||||
"symbol": symbol,
|
||||
"name": r.get("name") or CORE_INDEX_NAMES[symbol],
|
||||
"last_price": _finite(r.get("last_price") if r.get("last_price") is not None else r.get("close")),
|
||||
"change_pct": _finite(r.get("change_pct")),
|
||||
"change_amount": _finite(r.get("change_amount")),
|
||||
})
|
||||
return out
|
||||
|
||||
|
||||
def _top_rows(rows: list[dict], key: str, descending: bool, limit: int = 8) -> list[dict]:
|
||||
filtered = [r for r in rows if _finite(r.get(key)) is not None]
|
||||
filtered.sort(key=lambda r: _finite(r.get(key)) or 0, reverse=descending)
|
||||
return [
|
||||
{
|
||||
"symbol": r.get("symbol"),
|
||||
"name": r.get("name"),
|
||||
"close": _finite(r.get("close")),
|
||||
"change_pct": _finite(r.get("change_pct")),
|
||||
"amount": _finite(r.get("amount")),
|
||||
"turnover_rate": _finite(r.get("turnover_rate")),
|
||||
"board": _board(str(r.get("symbol") or "")),
|
||||
}
|
||||
for r in filtered[:limit]
|
||||
]
|
||||
|
||||
|
||||
def _pct_band_rows(values: list[float]) -> list[dict]:
|
||||
bands = [
|
||||
("<-5%", None, -0.05),
|
||||
("-5~-3%", -0.05, -0.03),
|
||||
("-3~-1%", -0.03, -0.01),
|
||||
("-1~0%", -0.01, 0),
|
||||
("0~1%", 0, 0.01),
|
||||
("1~3%", 0.01, 0.03),
|
||||
("3~5%", 0.03, 0.05),
|
||||
(">5%", 0.05, None),
|
||||
]
|
||||
total = len(values) or 1
|
||||
out = []
|
||||
for label, low, high in bands:
|
||||
count = 0
|
||||
for v in values:
|
||||
if low is None and v < high:
|
||||
count += 1
|
||||
elif high is None and v >= low:
|
||||
count += 1
|
||||
elif low is not None and high is not None and low <= v < high:
|
||||
count += 1
|
||||
out.append({"label": label, "count": count, "pct": count / total * 100})
|
||||
return out
|
||||
|
||||
|
||||
def _build_overview(request: Request, as_of: date | None = None) -> dict:
|
||||
"""装配市场总览(委托给 services.market_overview_builder,保持行为一致)。
|
||||
|
||||
逻辑已抽离至 build_market_overview,以解耦对 Request 的依赖,
|
||||
使大盘复盘等无 Request 的调用方可复用同一装配逻辑。
|
||||
"""
|
||||
from app.services.market_overview_builder import build_market_overview
|
||||
return build_market_overview(
|
||||
repo=request.app.state.repo,
|
||||
quote_service=getattr(request.app.state, "quote_service", None),
|
||||
depth_service=getattr(request.app.state, "depth_service", None),
|
||||
as_of=as_of,
|
||||
)
|
||||
|
||||
|
||||
@router.get("/market")
|
||||
def market_overview(request: Request, as_of: date | None = None):
|
||||
"""总览页单次请求聚合数据，避免前端拉全市场明细后再计算。"""
|
||||
global _cache, _cache_key, _cache_ts
|
||||
now = time.time()
|
||||
cache_key = as_of.isoformat() if as_of else "latest"
|
||||
if _cache is not None and _cache_key == cache_key and (now - _cache_ts) < _CACHE_TTL:
|
||||
return _cache
|
||||
data = _build_overview(request, as_of)
|
||||
_cache = data
|
||||
_cache_key = cache_key
|
||||
_cache_ts = now
|
||||
return data
|
||||
Reference in New Issue
Block a user